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

171

Citations

RESEARCH PRODUCTION:

13

Articles

21

Papers

RESEARCH ACTIVITY:

   17 years (2002 - 2019). See details.
   Cites by year: 10
   Journals where João Valle e Azevedo has often published
   Relations with other researchers
   Recent citing documents: 17.    Total self citations: 10 (5.52 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pva247
   Updated: 2020-09-22    RAS profile: 2020-05-28    
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Relations with other researchers


Works with:

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)

Galimberti, Jaqueson (6)

Moura, Marcelo (6)

Hirata, Hideaki (5)

Tirelli, Patrizio (5)

Albonico, Alice (5)

Paccagnini, Alessia (5)

de Carvalho, Miguel (5)

Otrok, Christopher (4)

Kose, Ayhan (4)

Cites to:

Reichlin, Lucrezia (14)

Watson, Mark (12)

King, Robert (11)

Giannone, Domenico (11)

Uhlig, Harald (10)

Ramey, Valerie (8)

Rebelo, Sergio (8)

Stock, James (8)

Eichenbaum, Martin (7)

Lucas, Robert (7)

Leeper, Eric (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 (2020 and 2019)


YearTitle of citing document
2020What Drives Inflation and How: Evidence from Additive Mixed Models Selected by cAIC. (2020). Volkmann, Alexander ; Rossi, Enzo ; Baumann, Philipp. In: Papers. RePEc:arx:papers:2006.06274.

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2020Spend today or spend tomorrow? The role of inflation expectations in consumer behaviour. (2020). Zizza, Roberta ; Rondinelli, Concetta. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1276_20.

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2020Measuring the Financial Cycle in South Africa. (2020). Farrell, Greg ; Kemp, Esti. In: South African Journal of Economics. RePEc:bla:sajeco:v:88:y:2020:i:2:p:123-144.

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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.

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2020The Global Disinflation Puzzle A Selective Review of the Theory and Evidence in an Historical Context. (2020). Ocampo, Emilio. In: CEMA Working Papers: Serie Documentos de Trabajo.. RePEc:cem:doctra:726.

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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.

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2019Towards a financial cycle for the U.S., 1973–2014. (2019). Jacobs, Jan ; An, J ; Bezemer, Dirk J ; Rozite, Kristiana . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818305643.

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2019Particle filtering, learning, and smoothing for mixed-frequency state-space models. (2019). Yang, Hanlin ; Leippold, Markus. In: Econometrics and Statistics. RePEc:eee:ecosta:v:12:y:2019:i:c:p:25-41.

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2019An output gap measure for the euro area: Exploiting country-level and cross-sectional data heterogeneity. (2019). Gonzalez-Astudillo, Manuel. In: European Economic Review. RePEc:eee:eecrev:v:120:y:2019:i:c:s0014292119301539.

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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.

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2020Public investment fiscal multipliers: An empirical assessment for European countries. (2020). Deleidi, Matteo ; Levrero, Enrico Sergio ; Iafrate, Francesca. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:52:y:2020:i:c:p:354-365.

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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.

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

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

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

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

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2020Identifying shocks to business cycles with asynchronous propagation. (2020). Weber, Enzo ; Trenkler, Carsten. In: Empirical Economics. RePEc:spr:empeco:v:58:y:2020:i:4:d:10.1007_s00181-018-1563-z.

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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).
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paper3
2006Tracking the Business Cycle of the Euro Area: A Multivariate Model-Based Bandpass Filter In: Journal of Business & Economic Statistics.
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article48
2011A multivariate band‐pass filter for economic time series In: Journal of the Royal Statistical Society Series C.
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article7
2008Measuring Synchronization and Convergence of Business Cycles for the Euro area, UK and US* In: Oxford Bulletin of Economics and Statistics.
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article33
2018Macroeconomic Forecasting using Low†frequency Filters In: Oxford Bulletin of Economics and Statistics.
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article0
2019Deposit Insurance and Cross-Border Banks In: ifo DICE Report.
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article2
2017MODEL-BASED VS. PROFESSIONAL FORECASTS: IMPLICATIONS FOR MODELS WITH NOMINAL RIGIDITIES In: Macroeconomic Dynamics.
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article0
2014The effects of public spending externalities In: Journal of Economic Dynamics and Control.
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article12
2012The Effects of Public Spending Externalities.(2012) In: Working Papers.
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This paper has another version. Agregated cites: 12
paper
2013Approximating and forecasting macroeconomic signals in real-time In: International Journal of Forecasting.
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article1
2008Approximating and Forecasting Macroeconomic Signals in Real-Time.(2008) In: Working Papers.
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This paper has another version. Agregated cites: 1
paper
2007Exact Limit of the Expected Periodogram in the Unit-Root Case In: MPRA Paper.
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paper0
2007Exact Limit of the Expected Periodogram in the Unit-Root case.(2007) In: Working Papers.
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This paper has another version. Agregated cites: 0
paper
2008A Multivariate Band-Pass Filter In: MPRA Paper.
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paper6
2007A Multivariate Band-Pass Filter.(2007) In: Working Papers.
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This paper has another version. Agregated cites: 6
paper
2007Interpretation of the Effects of Filtering Integrated Time Series In: MPRA Paper.
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paper1
2007Interpretation of the Effects of Filtering Integrated Time Series.(2007) In: Working Papers.
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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.
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article0
2010Forecasting Inflation with Monetary Aggregates In: Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies.
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article2
2011Rational vs. professional forecasts In: Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies.
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article0
2011Rational vs. Professional Forecasts.(2011) In: Working Papers.
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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.
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article1
2019The Deepening of the Economic and Monetary Union In: Working Papers.
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paper0
2002Business Cycles: Cyclical Comovement Within the European Union in the Period 1960-1999. A Frequency Domain Approach In: Working Papers.
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paper12
2003Tracking Growth and the Business Cycle: a Stochastic Common Cycle Model for the Euro Area In: Working Papers.
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paper3
2003Tracking Growth and the Business Cycle: a Stochastic Common Cycle Model for the Euro Area.(2003) In: Tinbergen Institute Discussion Papers.
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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.
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paper0
2010Forecasting Inflation (and the Business Cycle?) with Monetary Aggregates In: Working Papers.
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paper1
2013Macroeconomic Forecasting Using Low-Frequency Filters In: Working Papers.
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paper0
2013The Output Effects of (Non-Separable) Government Consumption at the Zero Lower Bound In: Working Papers.
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paper0
2015Macroeconomic Forecasting Starting from Survey Nowcasts In: Working Papers.
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paper0
2019The Neutrality of Nominal Rates: How Long is the Long Run? In: Working Papers.
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paper0
2003Measuring Synchronisation and Convergence of Business Cycles In: Tinbergen Institute Discussion Papers.
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paper15
2016Is Quantity Theory Still Alive? In: Economic Journal.
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article24

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