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    
   Missing citations? Add them    Incorrect content? Let us know

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

Works by Manuel M. F. Martins:

YearTitleTypeCited
2005The Preferences of the Euro Area Monetary Policy‐maker* In: Journal of Common Market Studies.
[Full Text][Citation analysis]		article3
2013Convergence of the Economic Sentiment Cycles in the Eurozone: A Time-Frequency Analysis In: Journal of Common Market Studies.
[Full Text][Citation analysis]		article10
2010CAPE VERDE: THE CASE FOR EUROISATION In: South African Journal of Economics.
[Full Text][Citation analysis]		article0
2009Cape Verde: The Case for Euroization.(2009) In: FEP Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2013(Un)anticipated monetary policy in a DSGE model with a shadow banking system In: Research Discussion Papers.
[Full Text][Citation analysis]		paper35
2013(Un)anticipated Monetary Policy in a DSGE Model with a Shadow Banking System.(2013) In: International Journal of Central Banking.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 35		paper
2014Financial shocks, financial stability, and optimal Taylor rules In: Research Discussion Papers.
[Full Text][Citation analysis]		paper8
2017Financial shocks, financial stability, and optimal Taylor rules.(2017) In: Journal of Macroeconomics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8		article
2019The Phillips Curve at 60: time for time and frequency In: Research Discussion Papers.
[Full Text][Citation analysis]		paper0
2019The Phillips Curve at 60: time for time and frequency.(2019) In: NIPE Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2019The Phillips Curve at 60: time for time and frequency.(2019) In: CEF.UP Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2020Forecasting inflation with the New Keynesian Phillips curve : Frequency matters In: Research Discussion Papers.
[Full Text][Citation analysis]		paper0
2020Forecasting Inflation with the New Keynesian Phillips Curve: Frequency Matters.(2020) In: CEF.UP Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2010Level, slope, curvature of the sovereign yield curve, and fiscal behaviour In: Working Paper Series.
[Full Text][Citation analysis]		paper34
2012Level, slope, curvature of the sovereign yield curve, and fiscal behaviour.(2012) In: Journal of Banking & Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 34		article
2010Level, Slope, Curvature of Sovereign Yield Curve and Fiscal Behaviour.(2010) In: Working Papers Department of Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 34		paper
2020Okun’s Law across time and frequencies In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article0
2012The yield curve and the macro-economy across time and frequencies In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article54
2010The yield curve and the macro-economy across time and frequencies.(2010) In: NIPE Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 54		paper
2010The yield curve and the macro-economy across time and frequencies.(2010) In: CEF.UP Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 54		paper
2018Estimating the Taylor rule in the time-frequency domain In: Journal of Macroeconomics.
[Full Text][Citation analysis]		article7
2018Estimating the Taylor Rule in the Time-Frequency Domain.(2018) In: NIPE Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7		paper
2016Estimating the Taylor Rule in the Time-Frequency Domain.(2016) In: CEF.UP Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7		paper
2011Investment and output effects of fiscal consolidations in a new-Keynesian DSGE model for the Euro Area: composition matters? In: EcoMod2011.
[Full Text][Citation analysis]		paper2
2005Testing for Asymmetries in the Preferences of the Euro-Area Monetary Policymaker In: Money Macro and Finance (MMF) Research Group Conference 2005.
[Full Text][Citation analysis]		paper23
2005Testing for Asymmetries in the Preferences of the Euro-Area Monetary Policymaker.(2005) In: FEP Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 23		paper
2008Testing for asymmetries in the preferences of the euro-area monetary policymaker.(2008) In: Applied Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 23		article
2019Okun’s Law Across Time and Frequencies In: NIPE Working Papers.
[Full Text][Citation analysis]		paper1
2014Analyzing the Taylor Rule with Wavelet Lenses In: NIPE Working Papers.
[Full Text][Citation analysis]		paper0
2012Anchoring to the Euro (and Grouped Together)? The Case of African Countries In: Journal of African Economies.
[Full Text][Citation analysis]		article3
2011Monetary policy shocks in a DSGE model with a shadow banking system In: CEF.UP Working Papers.
[Full Text][Citation analysis]		paper1
2011Synchronization of Economic Sentiment Cycles in the Euro Area: a time-frequency analysis In: CEF.UP Working Papers.
[Full Text][Citation analysis]		paper0
2014Financial Shocks and Optimal Monetary Policy Rules In: CEF.UP Working Papers.
[Full Text][Citation analysis]		paper12
2003Trend, cycle, and non-linear trade-off in the Euro Area 1970-2001 In: FEP Working Papers.
[Full Text][Citation analysis]		paper4
2003Macroeconomic Volatility Trade-off and Monetary Policy Regime in the Euro Area In: FEP Working Papers.
[Full Text][Citation analysis]		paper0
2004Growth Cycles in XXth Century European Industrial Productivity: Unbiased Variance Estimation in a Time-varying Parameter Model In: FEP Working Papers.
[Full Text][Citation analysis]		paper2
2004O Crescimento da Produtividade da Indústria Portuguesa no Século XX In: FEP Working Papers.
[Full Text][Citation analysis]		paper0
2006Dilemas macroeconómicos e política monetária: o caso da Zona Euro In: FEP Working Papers.
[Full Text][Citation analysis]		paper0
2007Terá a política monetária do Banco Central Europeu sido adequada para Portugal (1999-2007)? In: FEP Working Papers.
[Full Text][Citation analysis]		paper0
2011Macroeconomic effects of fiscal consolidations in a DSGE model for the Euro Area: does composition matter? In: FEP Working Papers.
[Full Text][Citation analysis]		paper5
2005Testing the significance and the non-linearity of the Phillips trade-off in the Euro Area In: Empirical Economics.
[Full Text][Citation analysis]		article11

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated July, 2 2020. Contact: CitEc Team