João Valle e Azevedo : Citation Profile


Are you João Valle e Azevedo?

Banco de Portugal (70% share)
Universidade Nova de Lisboa (30% share)

7

H index

6

i10 index

160

Citations

RESEARCH PRODUCTION:

13

Articles

21

Papers

RESEARCH ACTIVITY:

   17 years (2002 - 2019). See details.
   Cites by year: 9
   Journals where João Valle e Azevedo has often published
   Relations with other researchers
   Recent citing documents: 24.    Total self citations: 10 (5.88 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pva247
   Updated: 2019-12-07    RAS profile: 2019-11-21    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Ercolani, Valerio (2)

Teles, Pedro (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with João Valle e Azevedo.

Is cited by:

Koopman, Siem Jan (13)

Rua, António (8)

Moura, Marcelo (6)

Galimberti, Jaqueson (6)

Albonico, Alice (5)

Paccagnini, Alessia (5)

Tirelli, Patrizio (5)

de Carvalho, Miguel (5)

Galati, Gabriele (4)

Creal, Drew (4)

Moës, Philippe (4)

Cites to:

Reichlin, Lucrezia (14)

Watson, Mark (12)

Giannone, Domenico (11)

King, Robert (11)

Uhlig, Harald (11)

Rebelo, Sergio (8)

Ramey, Valerie (8)

Eichenbaum, Martin (7)

Lucas, Robert (7)

Stock, James (7)

Drautzburg, Thorsten (6)

Main data


Where João Valle e Azevedo has published?


Journals with more than one article published# docs
Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies4
Oxford Bulletin of Economics and Statistics2

Working Papers Series with more than one paper published# docs
Working Papers / Banco de Portugal, Economics and Research Department15
MPRA Paper / University Library of Munich, Germany3
Tinbergen Institute Discussion Papers / Tinbergen Institute2

Recent works citing João Valle e Azevedo (2019 and 2018)


YearTitle of citing document
2018Characterizing the Canadian Financial Cycle with Frequency Filtering Approaches. (2018). Lee-Poy, Andrew. In: Staff Analytical Notes. RePEc:bca:bocsan:18-34.

Full description at Econpapers || Download paper

2019Money growth and inflation : International historical evidence on high inflation episodes for developed countries. (2019). Giri, Federico ; Gallegati, Marco ; Fratianni, Michele. In: Research Discussion Papers. RePEc:bof:bofrdp:2019_001.

Full description at Econpapers || Download paper

2019Deposit Insurance: System Design and Implementation Across Countries. (2019). Rhode, Carla ; Hainz, Christa ; Adema, Joop. In: ifo DICE Report. RePEc:ces:ifodic:v:17:y:2019:i:01:p:42-51.

Full description at Econpapers || Download paper

2017Modeling the business and financial cycle in a multivariate structural time series model. (2017). Koopman, Siem Jan ; de Winter, Jasper ; Chouhan, Anjali ; Hindrayanto, Irma. In: DNB Working Papers. RePEc:dnb:dnbwpp:573.

Full description at Econpapers || Download paper

2018Real and financial cycles in EU countries - Stylised facts and modelling implications. (2018). Welz, Peter ; Rots, Eyno ; Rünstler, Gerhard ; Rannenberg, Ansgar ; Perez Quiros, Gabriel ; Papageorgiou, Dimitris ; Mandler, Martin ; Lozej, Matija ; Lequien, Matthieu ; Lenarčič, Črt ; Jaccard, Ivan ; Iskrev, Nikolay ; Guarda, Paolo ; Dewachter, Hans ; De Backer, Bruno ; Comunale, Mariarosaria ; Burlon, Lorenzo ; Buss, Ginters ; Balfoussia, Hiona ; Haavio, Markus ; Perez-Quiros, Gabriel ; Pedersen, Jesper ; Runstler, Gerhard ; Lenarcic, Crt ; Kunovac, Davor ; Kulikov, Dmitry ; Scharnagl, Michael ; Hindrayanto, Irma. In: Occasional Paper Series. RePEc:ecb:ecbops:2018205.

Full description at Econpapers || Down

2018Substitution between private and government consumption in African economies. (2018). Francois, John ; Dawood, Taufiq Carnegie. In: Economic Modelling. RePEc:eee:ecmode:v:73:y:2018:i:c:p:129-139.

Full description at Econpapers || Download paper

2018Are business and credit cycles synchronised internally or externally?. (2018). Kurowski, Ukasz ; Rogowicz, Karol. In: Economic Modelling. RePEc:eee:ecmode:v:74:y:2018:i:c:p:124-141.

Full description at Econpapers || Download paper

2019Macroeconomic environment, money demand and portfolio choice. (2019). Lioui, Abraham ; Tarelli, Andrea. In: European Journal of Operational Research. RePEc:eee:ejores:v:274:y:2019:i:1:p:357-374.

Full description at Econpapers || Download paper

2017Real-time nowcasting the US output gap: Singular spectrum analysis at work. (2017). Rua, António ; de Carvalho, Miguel. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:1:p:185-198.

Full description at Econpapers || Download paper

2017A wavelet-based multivariate multiscale approach for forecasting. (2017). Rua, António. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:3:p:581-590.

Full description at Econpapers || Download paper

2017Has there actually been a sustained increase in the synchronization of house price (and business) cycles across countries?. (2017). Miles, William. In: Journal of Housing Economics. RePEc:eee:jhouse:v:36:y:2017:i:c:p:25-43.

Full description at Econpapers || Download paper

2018Monetary facts revisited. (2018). Hofmann, Boris ; Gertler, Pavel. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:86:y:2018:i:c:p:154-170.

Full description at Econpapers || Download paper

2018An Output Gap Measure for the Euro Area : Exploiting Country-Level and Cross-Sectional Data Heterogeneity. (2018). Gonzalez-Astudillo, Manuel. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2018-40.

Full description at Econpapers || Download paper

2019Pegging the Interest Rate on Bank Reserves: A Resolution of New Keynesian Puzzles and Paradoxes. (2019). Loisel, Olivier ; Diba, Behzad. In: Working Papers. RePEc:geo:guwopa:gueconwpa~19-19-05.

Full description at Econpapers || Download paper

2018Money demand stability, monetary overhang and inflation forecast in the CEE countries. (2018). Pépin, Dominique ; Albulescu, Claudiu. In: Working Papers. RePEc:hal:wpaper:hal-01720319.

Full description at Econpapers || Download paper

2019Deposit Insurance and Banks’ Deposit Rates: Evidence from the 2009 EU Policy Change. (2019). Oliviero, Tommaso ; Matteo, Gatti ; Tommaso, Oliviero. In: Working Papers. RePEc:mib:wpaper:419.

Full description at Econpapers || Download paper

2019Monetary Policy with Non-Separable Government Spending. (2019). Troug, Haytem. In: MPRA Paper. RePEc:pra:mprapa:92323.

Full description at Econpapers || Download paper

2019Monetary Policy in a Small Open Economy with Non-Separable Government Spending. (2019). Troug, Haytem. In: MPRA Paper. RePEc:pra:mprapa:92511.

Full description at Econpapers || Download paper

2018Bayesian inference for deterministic cycle with time-varying amplitude: the case of growth cycle in European countries. (2018). Lenart, Ukasz. In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:10:y:2018:i:3:p:233-262.

Full description at Econpapers || Download paper

2017Non-Parametric Test for the Existence of the Common Deterministic Cycle: The Case of the Selected European Countries. (2017). Pipień, Mateusz ; Lenart, Łukasz. In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:9:y:2017:i:3:p:201-241.

Full description at Econpapers || Download paper

2017Dating the Portuguese business cycle. (2017). Rua, Antnio . In: Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies. RePEc:ptu:bdpart:e201703.

Full description at Econpapers || Download paper

2019The Relationship Between Saving, Profit Rates and Business Cycles. (2019). Berberolu, Cafer Necat ; Kilin, Efe Can. In: Sosyoekonomi Journal. RePEc:sos:sosjrn:190208.

Full description at Econpapers || Download paper

2018Public capital in the 21st century: as productive as ever?. (2018). Ferdinandusse, Marien ; De Jong, Jasper ; Funda, J ; J. F. M. De Jong, . In: Applied Economics. RePEc:taf:applec:v:50:y:2018:i:51:p:5543-5560.

Full description at Econpapers || Download paper

2018Propagation Mechanisms for Government Spending Shocks: A Bayesian Comparison. (2018). Zubairy, Sarah ; Kormilitsina, Anna . In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:50:y:2018:i:7:p:1571-1616.

Full description at Econpapers || Download paper

Works by João Valle e Azevedo:


YearTitleTypeCited
2018How can the government spending multiplier be small at the zero lower bound? In: Temi di discussione (Economic working papers).
[Full Text][Citation analysis]
paper1
2006Tracking the Business Cycle of the Euro Area: A Multivariate Model-Based Bandpass Filter In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
article43
2011A multivariate band‐pass filter for economic time series In: Journal of the Royal Statistical Society Series C.
[Citation analysis]
article7
2008Measuring Synchronization and Convergence of Business Cycles for the Euro area, UK and US In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]
article31
2018Macroeconomic Forecasting using Low†frequency Filters In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]
article0
2019Deposit Insurance and Cross-Border Banks In: ifo DICE Report.
[Full Text][Citation analysis]
article2
2017MODEL-BASED VS. PROFESSIONAL FORECASTS: IMPLICATIONS FOR MODELS WITH NOMINAL RIGIDITIES In: Macroeconomic Dynamics.
[Full Text][Citation analysis]
article0
2014The effects of public spending externalities In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
article12
2012The Effects of Public Spending Externalities.(2012) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 12
paper
2013Approximating and forecasting macroeconomic signals in real-time In: International Journal of Forecasting.
[Full Text][Citation analysis]
article1
2008Approximating and Forecasting Macroeconomic Signals in Real-Time.(2008) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2007Exact Limit of the Expected Periodogram in the Unit-Root Case In: MPRA Paper.
[Full Text][Citation analysis]
paper0
2007Exact Limit of the Expected Periodogram in the Unit-Root case.(2007) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2008A Multivariate Band-Pass Filter In: MPRA Paper.
[Full Text][Citation analysis]
paper6
2007A Multivariate Band-Pass Filter.(2007) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6
paper
2007Interpretation of the Effects of Filtering Integrated Time Series In: MPRA Paper.
[Full Text][Citation analysis]
paper1
2007Interpretation of the Effects of Filtering Integrated Time Series.(2007) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2008Approximating Macroeconomic Signals in Real-Time in the Euro Area In: Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies.
[Full Text][Citation analysis]
article0
2010Forecasting Inflation with Monetary Aggregates In: Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies.
[Full Text][Citation analysis]
article2
2011Rational vs. professional forecasts In: Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies.
[Full Text][Citation analysis]
article0
2011Rational vs. Professional Forecasts.(2011) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2012An evaluation of government expenditures’ externalities In: Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies.
[Full Text][Citation analysis]
article1
2019The Deepening of the Economic and Monetary Union In: Working Papers.
[Full Text][Citation analysis]
paper0
2002Business Cycles: Cyclical Comovement Within the European Union in the Period 1960-1999. A Frequency Domain Approach In: Working Papers.
[Full Text][Citation analysis]
paper12
2003Tracking Growth and the Business Cycle: a Stochastic Common Cycle Model for the Euro Area In: Working Papers.
[Full Text][Citation analysis]
paper3
2003Tracking Growth and the Business Cycle: a Stochastic Common Cycle Model for the Euro Area.(2003) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
paper
2009Finite Sample Performance of Frequency and Time Domain Tests for Seasonal Fractional Integration In: Working Papers.
[Full Text][Citation analysis]
paper0
2010Forecasting Inflation (and the Business Cycle?) with Monetary Aggregates In: Working Papers.
[Full Text][Citation analysis]
paper1
2013Macroeconomic Forecasting Using Low-Frequency Filters In: Working Papers.
[Full Text][Citation analysis]
paper0
2013The Output Effects of (Non-Separable) Government Consumption at the Zero Lower Bound In: Working Papers.
[Full Text][Citation analysis]
paper0
2015Macroeconomic Forecasting Starting from Survey Nowcasts In: Working Papers.
[Full Text][Citation analysis]
paper0
2019The Neutrality of Nominal Rates: How Long is the Long Run? In: Working Papers.
[Full Text][Citation analysis]
paper0
2003Measuring Synchronisation and Convergence of Business Cycles In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
paper15
2016Is Quantity Theory Still Alive? In: Economic Journal.
[Full Text][Citation analysis]
article22

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 2nd 2019. Contact: CitEc Team