Portugal - Central Bank Research Hub

Title Author(s)

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

Bank of Portugal Working papers [View] (Paper: 646, 13.10.2016)

JEL: C12, C22, C52, C53

Surviving the perfect storm: the role of the lender of last resort

Bank of Portugal Working papers [View] (Paper: 939, 13.10.2016)

JEL: E44, E5, G21

Leverage and Risk Weighted Capital Requirements

Bank of Portugal Working papers [View] (Paper: 938, 02.10.2016)

JEL: G21, G28, G32

Liquidity risk in banking: is there herding?

Bank of Portugal Working papers [View] (Paper: 692, 25.09.2016)

JEL: G21, G28

Public debt sustainability: Methodologies and debates in European institutions

Bank of Portugal Working papers [View] (Paper: 937, 24.09.2016)

JEL: H60, H63

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

Bank of Portugal Working papers [View] (Paper: 935, 15.09.2016)

JEL: C51, E32, E4

A bottom-up approach for forecasting GDP in a data rich environment

Bank of Portugal Working papers [View] (Paper: 934, 15.09.2016)

JEL: C22, C53

Bank Runs: Theories and Policy Applications

Bank of Portugal Working papers [View] (Paper: 936, 15.09.2016)

JEL: E21, E44, G01, G20

EAGLE-FLI - A macroeconomic model of banking and financial interdependence in the euro area

Bank of Portugal Working papers [View] (Paper: 923, 12.09.2016)

JEL: E32, E44, E51, F47

A wavelet-based multivariate multiscale approach for forecasting

Bank of Portugal Working papers [View] (Paper: 930, 12.09.2016)

JEL: C22, C40, C53

A tale of two sectors: why is misallocation higher in services than in manufacturing?

Bank of Portugal Working papers [View] (Paper: 932, 12.09.2016)

JEL: D24, O11, O41, O47

Temporary contracts' transitions: the role of training and institutions

Bank of Portugal Working papers [View] (Paper: 929, 12.09.2016)

JEL: E24, J24, J41

Forecasting banking crises with dynamic panel probit models

Bank of Portugal Working papers [View] (Paper: 931, 12.09.2016)

JEL: C12, C22

How can the Phillips curve be used for today's policy?

Bank of Portugal Working papers [View] (Paper: 920, 06.05.2016)

JEL: E31, E40, E52, E58, E62

The sources of the gender wage gap

Bank of Portugal Working papers [View] (Paper: 922, 06.05.2016)

JEL: J16, J24, J31, J71

Firm default probabilities revisited

Bank of Portugal Working papers [View] (Paper: 921, 06.05.2016)

JEL: C25, G24, G32

Seriously Strengthening the Tax-Benefit Link

Bank of Portugal Working papers [View] (Paper: 864, 01.05.2016)

JEL: J14, J26, J31

Covariate-augmented unit root tests with mixed-frequency data

Bank of Portugal Working papers [View] (Paper: 869, 01.05.2016)

JEL: C12, C15, C22

Income smoothing mechanisms after labor market transitions

Bank of Portugal Working papers [View] (Paper: 885, 01.05.2016)

JEL: D31, J6, O13

Expectation-Driven Cycles: Time-varying Effects

Bank of Portugal Working papers [View] (Paper: 863, 01.05.2016)

Unions and Collective Bargaining in the Wake of the Great Recession

Bank of Portugal Working papers [View] (Paper: 865, 01.05.2016)

JEL: J31, J52, J53

Financial Fragmentation Shocks

Bank of Portugal Working papers [View] (Paper: 876, 01.05.2016)

JEL: E27, E44

Decomposing the wage losses of displaced workers: the role of the reallocation of workers into firms and job titles

Bank of Portugal Working papers [View] (Paper: 886, 01.05.2016)

JEL: E21, E60, F40

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

Bank of Portugal Working papers [View] (Paper: 917, 21.04.2016)

JEL: G21, L11, L14

Market integration and the persistence of electricity prices

Bank of Portugal Working papers [View] (Paper: 919, 16.03.2016)

Residual-augmented IVX predictive regression

Bank of Portugal Working papers [View] (Paper: 914, 12.02.2016)

JEL: C12, C22

How the Portuguese firms adjusted to the economic and financial crisis: main shocks and channels of adjustment

Bank of Portugal Working papers [View] (Paper: 912, 27.01.2016)

JEL: J23, J30, J50

Structure of corporate funding

Bank of Portugal Working papers [View] (Paper: 910, 27.01.2016)

JEL: G21, G32

Pairing misallocation between sectors in Portugal

Bank of Portugal Working papers [View] (Paper: 911, 27.01.2016)

JEL: D24, O11, O41, O47

Monetary Developments and Expansionary Fiscal Consolidations: Evidence from the EMU

Bank of Portugal Working papers [View] (Paper: 907, 26.01.2016)

JEL: C23, E21, E5, E62, H5, H62

Productivity and Organization in Portuguese Firms

Bank of Portugal Working papers [View] (Paper: 909, 26.01.2016)

JEL: D22, D24, F16, J24, J31, L23

A Mixed Frequency Approach to Forecast Private Consumption with ATM/POS Data

Bank of Portugal Working papers [View] (Paper: 906, 26.01.2016)

JEL: C53, E27

Output and unemployment, Portugal, 2008-2012

Bank of Portugal Working papers [View] (Paper: 908, 26.01.2016)

JEL: C51, E32, E52

House prices: bubbles, exuberance or something else? Evidence from euro area countries

Bank of Portugal Working papers [View] (Paper: 905, 01.12.2015)

JEL: C12, C22

Temporary contracts transitions: the role of training and institutions

Bank of Portugal Working papers [View] (Paper: 879, 05.10.2015)

JEL: E24, J24, J41

Trade Unions: The winners curse?

Bank of Portugal Working papers [View] (Paper: 881, 05.10.2015)

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

Bank of Portugal Working papers [View] (Paper: 883, 05.10.2015)

Determinants of civil litigation in Portugal

Bank of Portugal Working papers [View] (Paper: 867, 05.10.2015)

JEL: K41, R10

Increased strength of monetary policy

Bank of Portugal Working papers [View] (Paper: 878, 05.10.2015)

JEL: E40, E50, G12, G31

The Portuguese Banking System during the Sovereign Debt Crisis

Bank of Portugal Working papers [View] (Paper: 880, 05.10.2015)

JEL: E50, E58, G20, G21, H63

On the wage bargaining system in Portugal

Bank of Portugal Working papers [View] (Paper: 882, 05.10.2015)

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

Bank of Portugal Working papers [View] (Paper: 866, 05.10.2015)

JEL: C14, C46, G12

Revisiting the monthly coincident indicators of Banco de Portugal

Bank of Portugal Working papers [View] (Paper: 868, 05.10.2015)

JEL: C10, E32

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

Bank of Portugal Working papers [View] (Paper: 201509, 31.07.2015)

JEL: E44, E52, E63, G21

Financial Fragmentation Shocks

Bank of Portugal Working papers [View] (Paper: 201508, 30.07.2015)

JEL: E27, E44

Covariate-augmented unit root tests with mixed-frequency data

Bank of Portugal Working papers [View] (Paper: 201507, 17.06.2015)

JEL: C12, C15, C22

The Effect of Bank Shocks on Firm-Level and Aggregate Investment

Bank of Portugal Working papers [View] (Paper: 903, 22.05.2015)

JEL: E32, E44, G21, G32

Sources of the Union Wage Gap: Results from High-Dimensional Fixed Effects Regression Models

Bank of Portugal Working papers [View] (Paper: 887, 22.05.2015)

JEL: J31, J33, J41, J51, J52

A New Regression-Based Tail Index Estimator: An Application to Exchange Rates

Bank of Portugal Working papers [View] (Paper: 902, 22.05.2015)

JEL: C58

Networks of value added trade

Bank of Portugal Working papers [View] (Paper: 904, 22.05.2015)

JEL: C67, D85, F14, F15