Portugal - Central bank research hub

Modeling and Forecasting Interval Time Series with Threshold Models: An Application to S&P500 Index Returns

by Paulo M.M. Rodrigues and Nazarii Salish

Bank of Portugal Working Papers (Paper: 646, 13.10.2016)

Abstract

JEL: C12, C22, C52, C53
Surviving the perfect storm: the role of the lender of last resort

by Carla Soares

Bank of Portugal Working Papers (Paper: 939, 13.10.2016)

Abstract

JEL: E44, E5, G21
Leverage and Risk Weighted Capital Requirements

by Leonardo Gambacorta and Sudipto Karmakar

Bank of Portugal Working Papers (Paper: 938, 02.10.2016)

Abstract

JEL: G21, G28, G32
Liquidity risk in banking: is there herding?

by Moshe Kim

Bank of Portugal Working Papers (Paper: 692, 25.09.2016)

Abstract

JEL: G21, G28
Public debt sustainability: Methodologies and debates in European institutions

by João Amador

Bank of Portugal Working Papers (Paper: 937, 24.09.2016)

Abstract

JEL: H60, H63
Portugal: Trends, cycles, and instability in output and unemployment over 2008-2012

by José R. Maria

Bank of Portugal Working Papers (Paper: 935, 15.09.2016)

Abstract

JEL: C51, E32, E4
A bottom-up approach for forecasting GDP in a data rich environment

by António Rua

Bank of Portugal Working Papers (Paper: 934, 15.09.2016)

Abstract

JEL: C22, C53
Bank Runs: Theories and Policy Applications

by Ettore Panetti

Bank of Portugal Working Papers (Paper: 936, 15.09.2016)

Abstract

JEL: E21, E44, G01, G20
Temporary contracts' transitions: the role of training and institutions

by Sara Serra

Bank of Portugal Working Papers (Paper: 929, 12.09.2016)

Abstract

JEL: E24, J24, J41
Forecasting banking crises with dynamic panel probit models

by António R. Antunes

Bank of Portugal Working Papers (Paper: 931, 12.09.2016)

Abstract

JEL: C12, C22
EAGLE-FLI - A macroeconomic model of banking and financial interdependence in the euro area

by A. Gerali

Bank of Portugal Working Papers (Paper: 923, 12.09.2016)

Abstract

JEL: E32, E44, E51, F47
A wavelet-based multivariate multiscale approach for forecasting

by António Rua

Bank of Portugal Working Papers (Paper: 930, 12.09.2016)

Abstract

JEL: C22, C40, C53
A tale of two sectors: why is misallocation higher in services than in manufacturing?

by Carlos Robalo Marques

Bank of Portugal Working Papers (Paper: 932, 12.09.2016)

Abstract

JEL: D24, O11, O41, O47
How can the Phillips curve be used for today's policy?

by Pedro Teles and Joana Garcia

Bank of Portugal Working Papers (Paper: 920, 06.05.2016)

Abstract

JEL: E31, E40, E52, E58, E62
The sources of the gender wage gap

by Paulo Guimarães , Ana Rute Cardoso , Pedro Portugal and Pedro S. Raposo

Bank of Portugal Working Papers (Paper: 922, 06.05.2016)

Abstract

JEL: J16, J24, J31, J71
Firm default probabilities revisited

by António R. Antunes , Pedro Prego and Homero Gonçalves

Bank of Portugal Working Papers (Paper: 921, 06.05.2016)

Abstract

JEL: C25, G24, G32
Income smoothing mechanisms after labor market transitions

by Nuno Alves and Carlos Martins

Bank of Portugal Working Papers (Paper: 885, 01.05.2016)

Abstract

JEL: D31, J6, O13
Expectation-Driven Cycles: Time-varying Effects

by Caterina Mendicino and Antonello D'Agostino

Bank of Portugal Working Papers (Paper: 863, 01.05.2016)

Abstract
Unions and Collective Bargaining in the Wake of the Great Recession

by Hugo Vilares , John T. Addison and Pedro Portugal

Bank of Portugal Working Papers (Paper: 865, 01.05.2016)

Abstract

JEL: J31, J52, J53
Financial Fragmentation Shocks

by José R. Maria , Gabriela Lopes de Castro , Ricardo Mourinho Félix and Paulo Júlio

Bank of Portugal Working Papers (Paper: 876, 01.05.2016)

Abstract

JEL: E27, E44
Decomposing the wage losses of displaced workers: the role of the reallocation of workers into firms and job titles

by Pedro Portugal , Anabela Carneiro and Pedro S. Raposo

Bank of Portugal Working Papers (Paper: 886, 01.05.2016)

Abstract

JEL: E21, E60, F40
Seriously Strengthening the Tax-Benefit Link

by Pedro Portugal and Pedro S. Raposo

Bank of Portugal Working Papers (Paper: 864, 01.05.2016)

Abstract

JEL: J14, J26, J31
Covariate-augmented unit root tests with mixed-frequency data

by Cláudia Duarte

Bank of Portugal Working Papers (Paper: 869, 01.05.2016)

Abstract

JEL: C12, C15, C22
Sorry, We're Closed: Loan Conditions When Bank Branches Close and Firms Transfer to Another Bank

by Steven Ongena , Diana Bonfim and Gil Nogueira

Bank of Portugal Working Papers (Paper: 917, 21.04.2016)

Abstract

JEL: G21, L11, L14
Market integration and the persistence of electricity prices

by António Rua , Paulo M.M. Rodrigues and Vasco Pesquita

Bank of Portugal Working Papers (Paper: 919, 16.03.2016)

Abstract
Residual-augmented IVX predictive regression

by Matei Demetrescu

Bank of Portugal Working Papers (Paper: 914, 12.02.2016)

Abstract

JEL: C12, C22
Structure of corporate funding

by Paulo Soares de Pinho

Bank of Portugal Working Papers (Paper: 910, 27.01.2016)

Abstract

JEL: G21, G32
Pairing misallocation between sectors in Portugal

by Carlos Robalo Marques , Daniel Dias and Christine Richmond

Bank of Portugal Working Papers (Paper: 911, 27.01.2016)

Abstract

JEL: D24, O11, O41, O47
How the Portuguese firms adjusted to the economic and financial crisis: main shocks and channels of adjustment

by Fernando Martins

Bank of Portugal Working Papers (Paper: 912, 27.01.2016)

Abstract

JEL: J23, J30, J50
Monetary Developments and Expansionary Fiscal Consolidations: Evidence from the EMU

by Luis F. Martins and António Afonso

Bank of Portugal Working Papers (Paper: 907, 26.01.2016)

Abstract

JEL: C23, E21, E5, E62, H5, H62
Productivity and Organization in Portuguese Firms

by Lorenzo Caliendo , Esteban Rossi-Hansberg , Luca David Opromolla and Giordano Mion

Bank of Portugal Working Papers (Paper: 909, 26.01.2016)

Abstract

JEL: D22, D24, F16, J24, J31, L23
A Mixed Frequency Approach to Forecast Private Consumption with ATM/POS Data

by Cláudia Duarte

Bank of Portugal Working Papers (Paper: 906, 26.01.2016)

Abstract

JEL: C53, E27
Output and unemployment, Portugal, 2008-2012

by José R. Maria

Bank of Portugal Working Papers (Paper: 908, 26.01.2016)

Abstract

JEL: C51, E32, E52
House prices: bubbles, exuberance or something else? Evidence from euro area countries

by Rita Lourenço

Bank of Portugal Working Papers (Paper: 905, 01.12.2015)

Abstract

JEL: C12, C22
Determinants of civil litigation in Portugal

by Manuel Coutinho Pereira

Bank of Portugal Working Papers (Paper: 867, 05.10.2015)

Abstract

JEL: K41, R10
Increased strength of monetary policy

by Bernardino Adão and André C. Silva

Bank of Portugal Working Papers (Paper: 878, 05.10.2015)

Abstract

JEL: E40, E50, G12, G31
The Portuguese Banking System during the Sovereign Debt Crisis

by Matteo Crosignani

Bank of Portugal Working Papers (Paper: 880, 05.10.2015)

Abstract

JEL: E50, E58, G20, G21, H63
On the wage bargaining system in Portugal

by Fernando Martins

Bank of Portugal Working Papers (Paper: 882, 05.10.2015)

Abstract
Co-movement of revisions in short- and long-term inflation expectations

by António R. Antunes

Bank of Portugal Working Papers (Paper: 866, 05.10.2015)

Abstract

JEL: C14, C46, G12
Revisiting the monthly coincident indicators of Banco de Portugal

by António Rua

Bank of Portugal Working Papers (Paper: 868, 05.10.2015)

Abstract

JEL: C10, E32
Temporary contracts transitions: the role of training and institutions

by Sara Serra

Bank of Portugal Working Papers (Paper: 879, 05.10.2015)

Abstract

JEL: E24, J24, J41
Trade Unions: The winners curse?

by Hugo Vilares

Bank of Portugal Working Papers (Paper: 881, 05.10.2015)

Abstract
On fallacies surrounding the discussion about the reduction of social security contributions

by Pedro Portugal

Bank of Portugal Working Papers (Paper: 883, 05.10.2015)

Abstract
Central Bank Interventions, Demand for Collateral, and Sovereign Borrowing Costs

by Matteo Crosignani

Bank of Portugal Working Papers (Paper: 201509, 31.07.2015)

Abstract

JEL: E44, E52, E63, G21
Financial Fragmentation Shocks

by José R. Maria

Bank of Portugal Working Papers (Paper: 201508, 30.07.2015)

Abstract

JEL: E27, E44
Covariate-augmented unit root tests with mixed-frequency data

by Cláudia Duarte

Bank of Portugal Working Papers (Paper: 201507, 17.06.2015)

Abstract

JEL: C12, C15, C22
Sources of the Union Wage Gap: Results from High-Dimensional Fixed Effects Regression Models

by Pedro Portugal

Bank of Portugal Working Papers (Paper: 887, 22.05.2015)

Abstract

JEL: J31, J33, J41, J51, J52
A New Regression-Based Tail Index Estimator: An Application to Exchange Rates

by Paulo M.M. Rodrigues and João Nicolau

Bank of Portugal Working Papers (Paper: 902, 22.05.2015)

Abstract

JEL: C58
Networks of value added trade

by João Amador

Bank of Portugal Working Papers (Paper: 904, 22.05.2015)

Abstract

JEL: C67, D85, F14, F15
Central Bank Interventions, Demand for Collateral, and Sovereign Borrowing Costs

by Matteo Crosignani

Bank of Portugal Working Papers (Paper: 877, 22.05.2015)

Abstract

JEL: E44, E52, E63, G21