João Valle e Azevedo - Central Bank Research Hub

Papers by year: All | 2015 | 2014 | 2013 | 2009 | 2008 | 2007 | 2004

Title Other author(s)

Macroeconomic Forecasting Starting from Survey Nowcasts

Bank of Portugal Working papers [View] (Paper: 201502, 02.04.2015)

JEL: C14, C32, C51, C53

The Output Effects of (Non-Separable) Government Consumption at the Zero Lower Bound

Bank of Portugal Working papers [View] (Paper: 201310, 21.01.2014)

Macroeconomic Forecasting Using Low-Frequency Filters

Bank of Portugal Working papers [View] (Paper: 201301, 26.02.2013)

JEL: C14, C32, C51, C53

Finite Sample Performance of Frequency and Time Domain Tests for Seasonal Fractional Integration

Bank of Portugal Working papers [View] (Paper: 200902, 22.01.2009)

JEL: C20, C22

Approximating and Forecasting Macroeconomic Signals in Real-Time

Bank of Portugal Working papers [View] (Paper: 200819, 25.11.2008)

JEL: C14, C32, E32

A Multivariate Band-Pass Filter

Bank of Portugal Working papers [View] (Paper: 200717, 25.10.2007)

Exact Limit of the Expected Periodogram in the Unit-Root case

Bank of Portugal Working papers [View] (Paper: 200713, 28.09.2007)

JEL: C22

Interpretation of the Effects of Filtering Integrated Time Series

Bank of Portugal Working papers [View] (Paper: 200712, 28.09.2007)

JEL: C22, E32

Business Cycles: Cyclical Comovement Within the European Union in the Period 1960-1999. A Frequency Domain Approach

Bank of Portugal Working papers [View] (Paper: 200205, 05.05.2004)

Tracking Growth and the Business Cycle: a Stochastic Common Cycle Model for the Euro Area

Bank of Portugal Working papers [View] (Paper: 200316, 05.05.2004)

JEL: C13, C32, E32

Papers by year: All | 2015 | 2014 | 2013 | 2009 | 2008 | 2007 | 2004