Manuel M. F. Martins : Citation Profile


Are you Manuel M. F. Martins?

Universidade do Porto (50% share)
Universidade do Porto (50% share)

8

H index

7

i10 index

215

Citations

RESEARCH PRODUCTION:

12

Articles

30

Papers

RESEARCH ACTIVITY:

   17 years (2003 - 2020). See details.
   Cites by year: 12
   Journals where Manuel M. F. Martins has often published
   Relations with other researchers
   Recent citing documents: 53.    Total self citations: 12 (5.29 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pma1202
   Updated: 2020-08-01    RAS profile: 2020-07-01    
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Relations with other researchers


Works with:

Aguiar-Conraria, Luís (14)

Verona, Fabio (6)

Drumond, Ines (4)

Authors registered in RePEc who have co-authored more than one work in the last five years with Manuel M. F. Martins.

Is cited by:

Aguiar-Conraria, Luís (12)

Verona, Fabio (11)

Roventini, Andrea (10)

Napoletano, Mauro (10)

Vacha, Lukas (9)

Fève, Patrick (6)

Popoyan, Lilit (6)

Moura, Alban (5)

Chadha, Jagjit (5)

Pierrard, Olivier (5)

Wolters, Maik (4)

Cites to:

Aguiar-Conraria, Luís (32)

Rudebusch, Glenn (18)

Giavazzi, Francesco (16)

Gertler, Mark (13)

Coenen, Günter (13)

Favero, Carlo (12)

Smets, Frank (11)

Diebold, Francis (11)

Ball, Laurence (10)

Taylor, John (10)

Barro, Robert (10)

Main data


Where Manuel M. F. Martins has published?


Journals with more than one article published# docs
Journal of Common Market Studies2
Journal of Macroeconomics2
Journal of Economic Dynamics and Control2

Working Papers Series with more than one paper published# docs
FEP Working Papers / Universidade do Porto, Faculdade de Economia do Porto9
CEF.UP Working Papers / Universidade do Porto, Faculdade de Economia do Porto7

Recent works citing Manuel M. F. Martins (2020 and 2019)


YearTitle of citing document
2017The Rise of Non-Regulated Financial Intermediaries in the Housing Sector and its Macroeconomic Implications. (2017). Desgagnes, Helene . In: Staff Working Papers. RePEc:bca:bocawp:17-36.

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2019Corporate Debt Composition and Business Cycles. (2019). Zivanovic, Jelena. In: Staff Working Papers. RePEc:bca:bocawp:19-5.

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2017Financial Regulation and Shadow Banking: A Small-Scale DSGE Perspective. (2017). Pierrard, Olivier ; Fève, Patrick ; Feve, Patrick. In: BCL working papers. RePEc:bcl:bclwop:bclwp111.

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2017Capturing macroprudential regulation effectiveness: A DSGE approach with shadow intermediaries. (2017). Lubello, Federico ; Rouabah, Abdelaziz. In: BCL working papers. RePEc:bcl:bclwop:bclwp114.

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2019Shadow banking and the Great Recession: Evidence from an estimated DSGE model. (2019). Pierrard, Olivier ; Moura, Alban ; Fève, Patrick ; Feve, Patrick. In: BCL working papers. RePEc:bcl:bclwop:bclwp125.

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2019¿Cómo y qué tanto impacta la deuda pública a las tasas de interés de mercado?. (2019). Rincon-Castro, Hernan ; Ardila-Dueas, Carlos David. In: Borradores de Economia. RePEc:bdr:borrec:1077.

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2019Financial Stability Implications of Policy Mix in a Small Open Commodity-Exporting Economy. (2019). Sinyakov, Andrey ; Ponomarenko, Alexey ; Tatarintsev, Stas ; Kozlovtceva, Irina. In: Bank of Russia Working Paper Series. RePEc:bkr:wpaper:wps42.

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2017Business cycle synchronization across U.S. states. (2017). Brinca, Pedro ; Aguiar-Conraria, Luís ; Joana, Soares Maria ; Viar, Gujonsson Haukur ; Pedro, Brinca ; Luis, Aguiar-Conraria . In: The B.E. Journal of Macroeconomics. RePEc:bpj:bejmac:v:17:y:2017:i:1:p:15:n:4.

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2017What determines Chinas housing price dynamics? New evidence from a DSGE-VAR. (2017). Ou, Zhirong ; Liu, Chunping. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2017/4.

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2020Macroprudential regulation and leakage to the shadow banking sector. (2020). Mazelis, Falk ; Gebauer, Stefan. In: Working Paper Series. RePEc:ecb:ecbwps:20202406.

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2020Interest rate setting and communication at the ECB. (2020). Jung, Alexander ; Cour-Thimann, Philippine. In: Working Paper Series. RePEc:ecb:ecbwps:20202443.

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2020Multi-objective techno-economic-environmental optimisation of electric vehicle for energy services. (2020). Herteleer, Bert ; Marzband, Mousa ; Kotter, Richard ; Putrus, Ghanim ; Wang, Yue ; Das, Ridoy ; Warmerdam, Jos. In: Applied Energy. RePEc:eee:appene:v:257:y:2020:i:c:s0306261919316526.

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2019Shadow banking and financial regulation: A small-scale DSGE perspective. (2019). Pierrard, Olivier ; Moura, Alban ; Fève, Patrick. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:101:y:2019:i:c:p:130-144.

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2019A dynamic Nelson–Siegel model with forward-looking macroeconomic factors for the yield curve in the US. (2019). Fernandes, Marcelo ; Vieira, Fausto. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:106:y:2019:i:c:4.

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2019Forecasting and trading monetary policy effects on the riskless yield curve with regime switching Nelson–Siegel models. (2019). Guidolin, Massimo ; Pedio, Manuela. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:107:y:2019:i:c:1.

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2019Time frequency analysis of the commonalities between Bitcoin and major Cryptocurrencies: Portfolio risk management implications. (2019). Wanas, Idries Mohammad ; Al-Yahyaee, Khamis Hamed ; Ur, Mobeen ; Mensi, Walid ; Kang, Sang Hoon. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:283-294.

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2019Do U.S. factors impact the Brazilian yield curve? Evidence from a dynamic factor model. (2019). Stona, Filipe ; Caldeira, Joo F. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:76-89.

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2019Quantitative easing and sovereign yield spreads: Euro-area time-varying evidence. (2019). Jalles, Joao ; Afonso, Antonio. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:58:y:2019:i:c:p:208-224.

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2020Money stock versus monetary base in time–frequency exchange rate determination. (2020). Funashima, Yoshito. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:104:y:2020:i:c:s0261560619304395.

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2018The core‒periphery pattern of European business cycles: A fuzzy clustering approach. (2018). Ahlborn, Markus ; Wortmann, Marcus. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:55:y:2018:i:c:p:12-27.

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2020Is the response of the bank of England to exchange rate movements frequency-dependent?. (2020). GUPTA, RANGAN ; Caraiani, Petre. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:63:y:2020:i:c:s0164070419302344.

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2019Transmission mechanisms of financial stress into economic activity in Turkey. (2019). Polat, Onur ; Ozkan, Ibrahim . In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:41:y:2019:i:2:p:395-415.

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2018Neglected part of shadow banking in China. (2018). An, Ping ; Yu, Mengxuan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:57:y:2018:i:c:p:211-236.

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2019Comovement and disintegration of EU sovereign bond markets during the crisis. (2019). Vacha, Lukas ; Baxa, Jaromir ; Molik, Filip. In: International Review of Economics & Finance. RePEc:eee:reveco:v:64:y:2019:i:c:p:541-556.

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2019A Calibration of the Term Premia to the Euro Area. (2019). McCoy, Eric. In: European Economy - Discussion Papers 2015 -. RePEc:euf:dispap:110.

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2019Winter is possibly not coming : mitigating financial instability in an agent-based model with interbank market. (2019). Roventini, Andrea ; Napoletano, Mauro ; Popoyan, Lilit. In: Documents de Travail de l'OFCE. RePEc:fce:doctra:1914.

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2019Assessing U.S. Aggregate Fluctuations Across Time and Frequencies. (2019). Verona, Fabio ; Matthes, Christian ; Lubik, Thomas. In: Working Paper. RePEc:fip:fedrwp:19-06.

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2017Leaning against the Wind Policies on Vietnam’s Economy with DSGE Model. (2017). Huynh, Phuc ; Pham, Duc ; Duong, Thanh ; Nguyen, Trang . In: Economies. RePEc:gam:jecomi:v:5:y:2017:i:1:p:3-:d:88097.

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2020Autoencoder-Based Three-Factor Model for the Yield Curve of Japanese Government Bonds and a Trading Strategy. (2020). Matsushima, Hiroyasu ; Izumi, Kiyoshi ; Sakaji, Hiroki ; Suimon, Yoshiyuki. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:4:p:82-:d:349570.

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2020Time-frequency Connectedness between Coal Market Prices, New Energy Stock Prices and CO 2 Emissions Trading Prices in China. (2020). Li, Xin ; Wu, Yi-Fan ; Jiang, Chun. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:7:p:2823-:d:340537.

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2020The shape of sovereign yield curve in an emerging economy: Do macroeconomic or external factors matter?. (2020). Ozturk, Huseyin. In: Empirica. RePEc:kap:empiri:v:47:y:2020:i:1:d:10.1007_s10663-018-9405-y.

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2017Optimal Unconventional Monetary Policy in the Face of Shadow Banking. (2017). Schwanebeck, Benjamin ; Kirchner, Philipp . In: MAGKS Papers on Economics. RePEc:mar:magkse:201725.

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2020On shadow banking and fiÂ…nancial frictions in DSGE modeling. (2020). Kirchner, Philipp . In: MAGKS Papers on Economics. RePEc:mar:magkse:202019.

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2020Shadow banking and the design of macroprudential policy in a monetary union. (2020). Schwanebeck, Benjamin ; Kirchner, Philipp. In: MAGKS Papers on Economics. RePEc:mar:magkse:202024.

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2019Is a recession imminent? The signal of the yield curve. (2019). van Nieuwenhuyze, CH ; Deroose, M ; de Backer, B. In: Economic Review. RePEc:nbb:ecrart:y:2019:m:june:i:i:p:69-93.

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2019A macroeconomic model with heterogeneous and financially-constrained intermediaries. (2019). Wouters, Raf ; Lejeune, Thomas. In: Working Paper Research. RePEc:nbb:reswpp:201902-367.

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2017What determines Chinas housing price dynamics? New evidence from a DSGE-VAR. (2017). Ou, Zhirong ; Liu, Chunping ; ChunpingLiu, . In: NBS Discussion Papers in Economics. RePEc:nbs:wpaper:2017/04.

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2019A Time-Frequency Analysis of Sovereign Debt Contagion in Europe. (2019). Aguiar-Conraria, Luís ; Soares, Maria Joana ; Ojo, Mustapha Olalekan. In: NIPE Working Papers. RePEc:nip:nipewp:11/2019.

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2019Monetary Union, Competitiveness and Raw Commodity Dependence: Insights from Africa. (2019). Henry, Alexandre. In: Comparative Economic Studies. RePEc:pal:compes:v:61:y:2019:i:2:d:10.1057_s41294-018-0080-6.

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2019Optimal Policy Implications of Financial Uncertainty. (2019). Özcan, Gülserim ; Kantur, Zeynep ; Ozcan, Gulserim . In: MPRA Paper. RePEc:pra:mprapa:95920.

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2020Dynamic linkages between tourism, transportation, growth and carbon emission in the USA: evidence from partial and multiple wavelet coherence. (2020). Sinha, Avik ; Suki, Norazah Mohd ; Sharif, Arshian ; Mishra, Shekhar. In: MPRA Paper. RePEc:pra:mprapa:99984.

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2019Shadow Banking and the Great Recession. (2019). Moura, Alban ; Feve, Patrick. In: 2019 Meeting Papers. RePEc:red:sed019:199.

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2019Does public indebtedness constrain or can it favor economic growth? A simple analytical modeling. (2019). Menguy, Severine. In: Bulletin of Applied Economics. RePEc:rmk:rmkbae:v:6:y:2019:i:2:p:1-29.

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2019Winter is possibly not coming : mitigating financial instability in an agent-based model with interbank market. (2019). Roventini, Andrea ; Napoletano, Mauro ; Popoyan, Lilit. In: Sciences Po publications. RePEc:spo:wpmain:info:hdl:2441/1j4v8sl4fc9a49ankmnhv6bb6a.

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2020Co-movements in commodity markets and implications in diversification benefits. (2020). Hamori, Shigeyuki ; Tian, Shuairu ; Chang, Youngho ; Fang, Zheng ; Cai, Xiao Jing. In: Empirical Economics. RePEc:spr:empeco:v:58:y:2020:i:2:d:10.1007_s00181-018-1551-3.

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2020Growth cycle synchronization of the Visegrad Four and the European Union. (2020). Vacha, Lukas ; Hanus, Lubo. In: Empirical Economics. RePEc:spr:empeco:v:58:y:2020:i:4:d:10.1007_s00181-018-1601-x.

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2019Winter is possibly not coming: Mitigating financial instability in an agent-based model with interbank market. (2019). Roventini, Andrea ; Napoletano, Mauro ; Popoyan, Lilit. In: LEM Papers Series. RePEc:ssa:lemwps:2019/11.

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2019Shadow Banking and the Great Recession: Evidence from an Estimated DSGE Model. (2019). Pierrard, Olivier ; Moura, Alban ; Fève, Patrick ; Feve, Patrick. In: TSE Working Papers. RePEc:tse:wpaper:122855.

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2018Financial Regulation and Shadow Banking: A Small-Scale DSGE Perspective. (2018). Pierrard, Olivier ; Moura, Alban ; Fève, Patrick ; Feve, Patrick. In: TSE Working Papers. RePEc:tse:wpaper:31822.

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2020Yield curve risks in currency carry forwards. (2020). Lee, Jeong Wan ; Oh, Kyong Joo ; Baek, Seungho. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:4:p:651-670.

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2020How effective is the Taylor rule? Some insights from the time-frequency domain. (2020). Hudgins, David ; Crowley, Patrick M. In: BoF Economics Review. RePEc:zbw:bofecr:12020.

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2017Output gap similarities in Europe: Detecting country groups. (2017). Wortmann, Marcus ; Ahlborn, Markus. In: Center for European, Governance and Economic Development Research Discussion Papers. RePEc:zbw:cegedp:305.

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2017Business Cycle Synchronization in the EMU: Core vs. Periphery. (2017). Gros, Daniel ; Domnick, Clemens ; Belke, Ansgar. In: GLO Discussion Paper Series. RePEc:zbw:glodps:38.

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Works by Manuel M. F. Martins:


YearTitleTypeCited
2005The Preferences of the Euro Area Monetary Policy‐maker* In: Journal of Common Market Studies.
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article3
2013Convergence of the Economic Sentiment Cycles in the Eurozone: A Time-Frequency Analysis In: Journal of Common Market Studies.
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article10
2010CAPE VERDE: THE CASE FOR EUROISATION In: South African Journal of Economics.
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2009Cape Verde: The Case for Euroization.(2009) In: FEP Working Papers.
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2013(Un)anticipated monetary policy in a DSGE model with a shadow banking system In: Research Discussion Papers.
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paper35
2013(Un)anticipated Monetary Policy in a DSGE Model with a Shadow Banking System.(2013) In: International Journal of Central Banking.
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This paper has another version. Agregated cites: 35
article
2012(Un)anticipated monetary policy in a DSGE model with a shadow banking system.(2012) In: IMFS Working Paper Series.
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2014Financial shocks, financial stability, and optimal Taylor rules In: Research Discussion Papers.
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paper8
2017Financial shocks, financial stability, and optimal Taylor rules.(2017) In: Journal of Macroeconomics.
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This paper has another version. Agregated cites: 8
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2019The Phillips Curve at 60: time for time and frequency In: Research Discussion Papers.
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2019The Phillips Curve at 60: time for time and frequency.(2019) In: NIPE Working Papers.
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This paper has another version. Agregated cites: 0
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2019The Phillips Curve at 60: time for time and frequency.(2019) In: CEF.UP Working Papers.
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2020Forecasting inflation with the New Keynesian Phillips curve : Frequency matters In: Research Discussion Papers.
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2020Forecasting Inflation with the New Keynesian Phillips Curve: Frequency Matters.(2020) In: CEF.UP Working Papers.
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2010Level, slope, curvature of the sovereign yield curve, and fiscal behaviour In: Working Paper Series.
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2012Level, slope, curvature of the sovereign yield curve, and fiscal behaviour.(2012) In: Journal of Banking & Finance.
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This paper has another version. Agregated cites: 34
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2010Level, Slope, Curvature of Sovereign Yield Curve and Fiscal Behaviour.(2010) In: Working Papers Department of Economics.
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This paper has another version. Agregated cites: 34
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2020Okun’s Law across time and frequencies In: Journal of Economic Dynamics and Control.
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2012The yield curve and the macro-economy across time and frequencies In: Journal of Economic Dynamics and Control.
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article54
2010The yield curve and the macro-economy across time and frequencies.(2010) In: NIPE Working Papers.
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This paper has another version. Agregated cites: 54
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2010The yield curve and the macro-economy across time and frequencies.(2010) In: CEF.UP Working Papers.
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This paper has another version. Agregated cites: 54
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2018Estimating the Taylor rule in the time-frequency domain In: Journal of Macroeconomics.
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2018Estimating the Taylor Rule in the Time-Frequency Domain.(2018) In: NIPE Working Papers.
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This paper has another version. Agregated cites: 7
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2016Estimating the Taylor Rule in the Time-Frequency Domain.(2016) In: CEF.UP Working Papers.
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2011Investment and output effects of fiscal consolidations in a new-Keynesian DSGE model for the Euro Area: composition matters? In: EcoMod2011.
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2005Testing for Asymmetries in the Preferences of the Euro-Area Monetary Policymaker In: Money Macro and Finance (MMF) Research Group Conference 2005.
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2005Testing for Asymmetries in the Preferences of the Euro-Area Monetary Policymaker.(2005) In: FEP Working Papers.
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This paper has another version. Agregated cites: 23
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2008Testing for asymmetries in the preferences of the euro-area monetary policymaker.(2008) In: Applied Economics.
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2019Okun’s Law Across Time and Frequencies In: NIPE Working Papers.
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2014Analyzing the Taylor Rule with Wavelet Lenses In: NIPE Working Papers.
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2012Anchoring to the Euro (and Grouped Together)? The Case of African Countries In: Journal of African Economies.
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2011Monetary policy shocks in a DSGE model with a shadow banking system In: CEF.UP Working Papers.
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2011Synchronization of Economic Sentiment Cycles in the Euro Area: a time-frequency analysis In: CEF.UP Working Papers.
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2014Financial Shocks and Optimal Monetary Policy Rules In: CEF.UP Working Papers.
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2003Trend, cycle, and non-linear trade-off in the Euro Area 1970-2001 In: FEP Working Papers.
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2003Macroeconomic Volatility Trade-off and Monetary Policy Regime in the Euro Area In: FEP Working Papers.
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2004Growth Cycles in XXth Century European Industrial Productivity: Unbiased Variance Estimation in a Time-varying Parameter Model In: FEP Working Papers.
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2004O Crescimento da Produtividade da Indústria Portuguesa no Século XX In: FEP Working Papers.
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2006Dilemas macroeconómicos e política monetária: o caso da Zona Euro In: FEP Working Papers.
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2007Terá a política monetária do Banco Central Europeu sido adequada para Portugal (1999-2007)? In: FEP Working Papers.
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2011Macroeconomic effects of fiscal consolidations in a DSGE model for the Euro Area: does composition matter? In: FEP Working Papers.
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2005Testing the significance and the non-linearity of the Phillips trade-off in the Euro Area In: Empirical Economics.
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article11

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