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GEMF

Grupo de Estudos Monetários e Financeiros

Estudos do GEMF



2014-2012  |  2011-2009  |  2008-2005  |  2004-2000  |  1999-1995

  

2016


Exchange Rates, the Competitiveness of Nations and Unemployment

Pedro Bação, António Portugal Duarte & Diana Machado


Portfolio Choice with High Frequency Data: CRRA Preferences and the Liquidity Effect

Rui Pedro Brito, Hélder Sebastião & Pedro Godinho


International portfolio selection on European stock markets based on time-varying betas

José Soares da Fonseca


Modeling the determinants of emotional intelligence, self-motivation and individual success. Evidence from Portugal

Diane Silva & Elias Soukiazis


Alternative Sources of Dutch Disease: A Survey of the Literature

Nuno Baetas da Silva, João Sousa Andrade & António Portugal Duarte


The relationship between social transfers and poverty reduction: A nonparametric approach for the EU-27

Nuno Baetas da Silva & João Sousa Andrade


The Greek economy under the twin-deficit pressure: a demand orientated growth approach

Elias Soukiazis, Micaela Antunes & Ioannis Kostakis


New-Issues Markets as behavioral barriers to entry: an agent-based model of choices and market structure

Ulisses L. Morais, Adelino M. G. Fortunato & Ernesto J. F. Costa


Collecting new pieces to the regional knowledge spillovers puzzle: high-tech versus low-tech industries

Carlos Carreira & Luís Lopes


Impact of European Integration Process on Value Added Creation in Chosen Member Countries

Jozef Kubala

Are the transition economies balance-of-payments constrained?  An aggregate and multi-sector approach applied to Central and Eastern Europe.

Peter Leško, Elias Soukiazis & Eva Muchova


Dimensions of the welfare state and economic performance: a comparative analysis

João A. S. Andrade, Adelaide P. S. Duarte & Marta C. N. Simões


Entry and exit in severe recessions: Lessons from the 2008–2013 Portuguese economic crisis

(Publicado em Small Business Economics: An Entrepreneurship Journal)

Carlos Carreira & Paulino Teixeira


Collective Bargaining Systems and Macroeconomic and Microeconomic Flexibility: The Quest for Appropriate Institutional Forms in Advanced Economies

(A paper prepared for the Research Department of the International Monetary Fund)

John T. Addison

2015


A remuneração dos administradores nas sociedades cotadas: determinantes e enquadramento jurídico

Daniela Machado, Maria Elisabete Ramos e Pedro Godinho

Applying Thirlwall's Law to the Portuguese economy: a sector analysis

Jeanete Dias & Micaela Antunes

Industry based equity premium forecasts
Nuno Silva

Pacts for Employment and Competitiveness as a Role Model? Their Effects on Firm Performance

John T. Addison, Paulino Teixeira, Katalin Evers e Lutz Bellmann

On the Forecasting of Financial Volatility Using Ultra-High Frequency Data
António A. F. Santos

Social Spending, Inequality and Growth in Times of Austerity: Insights from Portugal
Marta Simões, Adelaide Duarte e João Sousa Andrade

Portfolio Management with Higher Moments: The Cardinality Impact
Rui Pedro Brito, Hélder Sebastião e Pedro Godinho

The Determinants of Entrepreneurship at the Country Level: A Panel Data Approach
Gonçalo Brás e Elias Soukiazis

Budget, Expenditures Composition and Political Manipulation: Evidence from Portugal
Vítor Castro e Rodrigo Martins

The Occupational Feminization of Wages
John T. Addison, Orgul D. Ozturk e Si Wang

Economies to Scale and the Importance of Human Capital in the Moulds Industry in Portugal: A Micro Panel Data Approach
Fátima Diniz e Elias Soukiazis

The Evolution of the Volatility in Financial Returns: Realized Volatility vs Stochastic Volatility Measures
António A. F. Santos

The Impact of the Chinese Exchange Policy on Foreign Trade with the European Union

Ana Cardoso e António Portugal Duarte

The Links between the Companies` Market Price Quality and that of its Management and Business Quality: A System Panel Data Approach
Dinis Santos e Elias Soukiazis

Education and Software Piracy in the European Union
Nicolas Dias Gomes, Pedro André Cerqueira e Luís Alçada-Almeida

A Monetary Analysis of the Liquidity Trap
João Braz Pinto e João Sousa Andrade

Efficient Skewness/Semivariance Portfolios

(Uma versão mais desenvolvida deste trabalho foi aceite para publicação no Journal of Asset Management)

Rui Pedro Brito, Hélder Sebastião e Pedro Godinho

Size Distribution of Portuguese Firms between 2006 and 2012

Rui Pascoal, Mário Augusto e Ana Margarida Monteiro

Optimum Currency Areas, Real and Nominal Convergence in the European Union
João Sousa Andrade e António Portugal Duarte

Estimating State-Dependent Volatility of Investment Projects: A Simulation Approach
Pedro Godinho

Is There a Trade-off between Exchange Rate and Interest Rate Volatility? Evidence from an M-GARCH Model

(Publicado em International Journal of Economic Sciences 1(1): 19-38, 2012)
António Portugal Duarte, João Sousa Andrade e Adelaide Duarte


2014


Portfolio Choice under Parameter Uncertainty: Bayesian Analysis and Robust Optimization Comparison
António Alberto Santos, Ana Margarida Monteiro e Rui Pascoal

Crowding-in and Crowding-out Effects of Public Investments in the Portuguese Economy
João Sousa Andrade e António Portugal Duarte

Are There Political Cycles Hidden Inside Government Expenditures?
(Applied Economics Letters, Forthcoming.)
Vítor Castro e Rodrigo Martins

The Nature of Entrepreneurship and its Determinants: Opportunity or Necessity?
(Publicado em Journal of Global Economics, Management and Business Research 3(4): 177-188.)
Gonçalo Brás e Elias Soukiazis

Estado Social, Quantis, Não-Linearidades e Desempenho Económico: Uma Avaliação Empírica

Adelaide Duarte, Marta Simões e João Sousa Andrade

Assessing the Impact of the Welfare State on Economic Growth: A Survey of Recent Developments
Marta Simões, Adelaide Duarte e João Sousa Andrade

Business Cycle Synchronization and Volatility Shifts
Pedro André Cerqueira

The Public Finance and the Economic Growth in the First Portuguese Republic
(Publicado em Economic Analysis 47(1-2): 59-75, 2014)
Nuno Ferraz Martins e António Portugal Duarte

On the Robustness of Minimum Wage Effects: Geographically-Disparate Trends and Job Growth Equations

John T. Addison, McKinley L. Blackburn e Chad D. Cotti

Determinants of Subjective Well-Being in Portugal: A Micro-Data Study
(Social Indicators Research, Forthcoming.)
Sara Ramos e Elias Soukiazis

Changes in Bargaining Status and Intra-Plant Wage Dispersion in Germany. A Case of (Almost) Plus Ça Change?
John T. Addison, Arnd Kölling e Paulino Teixeira

The Renewables Influence on Market Splitting: the Iberian Spot Electricity Market
(Publicado em Energy Policy 85: 218-234, 2015)
Nuno Carvalho Figueiredo, Patrícia Pereira da Silva e Pedro Cerqueira

Drivers for Household Electricity Prices in the EU: A System-GMM Panel Data Approach

Patrícia Pereira da Silva e Pedro Cerqueira

Effectiveness of Intellectual Property Regimes: 2006-2011

Noemí Pulido Pávon e Luis Palma Martos

Dealing with Technological Risk in a Regulatory Context: The Case of Smart Grids
Paulo Moisés Costa, Nuno Bento e Vítor Marques

Stochastic Volatility Estimation with GPU Computing
António Alberto Santos e João Andrade

The Impact of Expectations, Match Importance and Results in the Stock Prices of European Football Teams
Pedro Godinho e Pedro Cerqueira

Is the Slovak Economy Doing Well? A Twin Deficit Growth Approach
Elias Soukiazis, Eva Muchova e Pedro A. Cerqueira

The Role of Gender in Promotion and Pay over a Career
(Publicado em Journal of Human Capital 8(3): 280-317, 2014)
John T. Addison, Orgul D. Ozturk e Si Wang

Output-gaps in the PIIGS Economies: An Ingredient of a Greek Tragedy

(Publicado em International Journal of Academic Research in Economics and Management Sciences 3(1): 159-179, 2014)
João Sousa Andrade e António Portugal Duarte

Software Piracy: A Critical Survey of the Theoretical and Empirical Literature
Nicolas Dias Gomes, Pedro André Cerqueira e Luís Alçada Almeida

Agriculture in Portugal: Linkages with Industry and Services

(Publicado em Review of Agricultural and Environmental Studies 95(4): 437-471, 2014.)
João Gaspar, Gilson Pina e Marta Simões

Effects of Taxation on Software Piracy Across the European Union
Nicolas Dias Gomes, Pedro André Cerqueira e Luís Alçada Almeida

A Crise Portuguesa é Anterior à Crise Internacional
João Sousa Andrade

Collective Bargaining and Innovation in Germany: A Case of Cooperative Industrial Relations?
(Industrial Relations, Forthcoming.)
John T. Addison, Paulino Teixeira, Katalin Evers e Lutz Bellmann


2013



Market Efficiency, Roughness and Long Memory in the PSI20 Index Returns: Wavelet and Entropy Analysis

(Publicado em Entropy 16: 2768-2788, 2014)
Rui Pascoal e Ana Margarida Monteiro

Do Size, Age and Dividend Policy Provide Useful Measures of Financing Constraints? New Evidence from a Panel of Portuguese Firms
Carlos Carreira e Filipe Silva

A Política Orçamental em Portugal entre Duas Intervenções do FMI: 1986-2010
Carlos Fonseca Marinheiro

Distortions in the Neoclassical Growth Model: A Cross-Country Analysis
Pedro Brinca

Learning, Exporting and Firm Productivity: Evidence from Portuguese Manufacturing and Services Firms
Carlos Carreira

Equity Premia Predictability in the EuroZone
Nuno Silva

Human Capital and Growth in a Services Economy: The Case of Portugal
Marta Simões e Adelaide Duarte

Does Voter Turnout Affect the Votes for the Incumbent Government?
(Publicado em European Journal of Political Economy 36: 274-286, 2014)
Rodrigo Martins e Francisco José Veiga

Determinants of Worldwide Software Piracy Losses
Nicolas Dias Gomes, Pedro André Cerqueira e Luís Alçada Almeida

Despesa Pública em Educação e Saúde e Crescimento Económico: Um Contributo para o Debate sobre as Funções Sociais do Estado

(Publicado em Estudos do Século XX n.º 13:181-206, 2013)
João Sousa Andrade, Marta Simões e Adelaide Duarte

Duration Dependence and Change-Points in the Likelihood of Credit Booms Ending
Vitor Castro e Megumi Kubota

Job Promotion in Mid-Career: Gender, Recession and ‘Crowding’
(Monthly Labor Review, Forthcoming)
John T. Addison, Orgul D. Ozturk e Si Wang

Mathematical Modeling of Consumer's Preferences Using Partial Differential Equations
Jorge Marques

The Effects of Internal and External Imbalances in Italy's Economic Growth. A Balance of Payments Approach with Relative Prices No Neutral.
(Publicado em Economic Modelling 40: 334-341, 2014)
Elias Soukiazis, Pedro André Cerqueira e Micaela Antunes

A Regional Perspective on Inequality and Growth in Portugal Using Panel Cointegration Analysis
(Publicado em International Economics and Economic Policy 10(3): 427-451, 2013)
Marta Simões, João Sousa Andrade e Adelaide Duarte

Macroeconomic Determinants of the Credit Risk in the Banking System: The Case of the GIPSI

Vítor Castro

Majority Vote on Educational Standards

Robert Schwager

Productivity Growth and Convergence: Portugal in the EU 1986-2009

Adelaide Duarte, Marta Simões e João Sousa Andrade

What Determines the Duration of a Fiscal Consolidation Program?

Luca Agnello, Vítor Castro e Ricardo M. Sousa

Minimum Wage Increases in a Recessionary Environment

John T. Addison,  McKinley L. Blackburn e Chad D. Cotti

The International Monetary System in Flux: Overview and Prospects

Pedro Bação, António Portugal Duarte e Mariana Simões

Are There Change-Points in the Likelihood of a Fiscal Consolidation Ending?

Luca Agnello, Vítor Castro e Ricardo M. Sousa

The Dutch Disease in the Portuguese Economy

João Sousa Andrade e António Portugal Duarte

Is There Duration Dependence in Portuguese Local Governments' Tenure?

(Publicado em  European Journal of Political Economy 31: 26-39, 2013)
Vítor Castro e Rodrigo Martins

Testing for Nonlinear Adjustment in the Portuguese Target Zone: Is There a Honeymoon Effect?
António Portugal Duarte, João Sousa Andrade e Adelaide Duarte

Portugal Before and After the European Union: Facts on Nontradables

Fernando Alexandre e Pedro Bação

The International Integration of the Eastern Europe and Two Middle East Stock Markets
José Soares da Fonseca


2012



Are Small Firms More Dependent on the Local Environment than Larger Firms? Evidence from Portuguese Manufacturing Firms

Carlos Carreira e Luís Peres Lopes

Macroeconomic Factors of Household Default. Is There Myopic Behaviour?
Rui Pascoal

Can German Unions Still Cut It?
(Publicado em Journal of Labor Research 36(3): 301-317, 2015.)
John Addison, Paulino Teixeira, Jens Stephani e Lutz Bellmann

Financial Constraints: Do They Matter to R&D Subsidy Attribution?
Filipe Silva e Carlos Carreira

Worker Productivity and Wages: Evidence from Linked Employer-Employee Data
Ana Sofia Lopes e Paulino Teixeira

Slovak Economic Growth and the Consistency of the Balance-of-Payments Constraint Approach
Elias Soukiazis e Eva Muchova

The Importance of a Good Indicator for Global Excess Demand
João Sousa Andrade e António Portugal Duarte

Measuring Firms' Financial Constraints: A Rough Guide
(Publicado em Notas Económicas 36: 23-46, 2012)
Filipe Silva e Carlos Carreira

Convergence and Growth: Portugal in the EU 1986-2010
Marta Simões, João Sousa Andrade e Adelaide Duarte

Where Are the Fragilities? The Relationship Between Firms' Financial Constraints, Size, and Age
Carlos Carreira e Filipe Silva

An European Distribution of Income Perspective on Portugal-EU Convergence
João Sousa Andrade, Adelaide Duarte e Marta Simões

Financial Crisis and Domino Effect
Pedro Bação, João Maia Domingues e António Portugal Duarte

Non-market Recreational Value of a National Forest: Survey Design and Results
Paula Simões, Luís Cruz e Eduardo Barata

Growth Rates Constrained by Internal and External Imbalances and the Role of Relative Prices: Empirical Evidence from Portugal

(Publicado em Journal of Post Keynesian Economics 36(2): 275-298, 2013)
Elias Soukiazis, Pedro André Cerqueira e Micaela Antunes

Is the Erosion Thesis Overblown? Evidence from the Orientation of Uncovered Employers
(Industrial Relations, Forthcoming.)
John Addison, Paulino Teixeira, Katalin Evers e Lutz Bellmann

Explaining the Interrelations between Health, Education and Standards of Living in Portugal. A Simultaneous Equation Approach.
(Publicado em International Journal of Public Policy 9(3): 167-187, 2013)
Ana Poças e Elias Soukiazis

Turnout and the Modeling of Economic Conditions: Evidence from Portuguese Elections
Rodrigo Martins e Francisco José Veiga

The Relative Contemporaneous Information Response. A New Cointegration-Based Measure of Price Discovery
Helder Sebastião

Causes of the Decline of Economic Growth in Italy and the Responsibility of EURO. A Balance-of-Payments Approach
(Review of Post Keynesian Economics, Forthcoming)
Elias Soukiazis, Pedro Cerqueira e Micaela Antunes

As Ações Portuguesas Seguem um Random Walk? Implicações para a Eficiência de Mercado e para a Definição de Estratégias de Transação
Ana Rita Gonzaga e Helder Sebastião

Consuming Durable Goods When Stock Markets Jump: a Strategic Asset Allocation Approach
(Publicado em Journal of Economic Dynamics and Control 42: 86-104, 2014.)
João Amaro de Matos e Nuno Silva


2011



The Portuguese Public Finances and the Spanish Horse

(Publicado em Économie Appliquée LXVI(4): 5-26, 2013)
João Sousa Andrade e António Portugal Duarte

Fitting Broadband Diffusion by Cable Modem in Portugal
Rui Pascoal e Jorge Marques

A Poupança em Portugal
Fernando Alexandre, Luís Aguiar-Conraria, Pedro Bação e Miguel Portela

How Does Fiscal Policy React to Wealth Composition and Asset Prices?
Luca Agnello, Vitor Castro e Ricardo M. Sousa

The Portuguese Stock Market Cycle: Chronology and Duration Dependence
Vitor Castro

The Fundamentals of the Portuguese Crisis
(Publicado em Panoeconomicus 58(2): 195-218, 2011)
João Sousa Andrade e Adelaide Duarte

Collective Agreement Status and Survivability: Change and Persistence in the German Model
(Publicado em LABOUR: Review of Labour Economics and Industrial Relations 27(3), 2013)
John T. Addison, Paulino Teixeira, Alex Bryson e André Pahnke

Are Health Factors Important for Regional Growth and Convergence? An Empirical Analysis for the Portuguese Districts
(Publicado em International Journal of Public Policy 9(1/2): 44-64, 2013)
Ana Poças e Elias Soukiazis

Financial Constraints and Exports: An Analysis of Portuguese Firms During the European Monetary Integration
(Publicado em Notas Económicas 34: 35-56, 2011)
Filipe Silva e Carlos Carreira

Growth Rates Constrained by Internal and External Imbalances: A Demand Orientated Approach
Elias Soukiazis, Pedro Cerqueira e Micaela Antunes

Inequality and Growth in Portugal: A Time Series Analysis
(Publicado em Revista Portuguesa de Estudos Regionais n.º 37, 2014)
João Sousa Andrade, Adelaide Duarte e Marta Simões

Do Financial Constraints Threat the Innovation Process? Evidence from Portuguese Firms
(Publicado em Economics of Innovation and New Technology 21(8): 701-736, 2012)
Filipe Silva e Carlos Carreira

The Demise of a Model? The State of Collective Bargaining and Worker Representation in Germany
(Economic and Industrial Democracy, Forthcoming).
John T. Addison, Paulino Teixeira, André Pahnke e Lutz Bellmann

From Goal Orientations to Employee Creativity and Performance: Evidence from Frontline Service Employees
Filipe Coelho e Carlos Sousa

The Portuguese Business Cycle: Chronology and Duration Dependence
Vitor Castro

Growth Performance in Portugal Since the 1960’s: A Simultaneous Equation Approach with Cumulative Causation Characteristics
(Publicado em Journal of Economic Issues 47(1): 147-169, 2013)
Elias Soukiazis e Micaela Antunes

Heteroskedasticity Testing Through Comparison of Wald-Type Statistics
José Murteira, Esmeralda Ramalho e Joaquim Ramalho

Accession to the European Union, Interest Rates and Indebtedness: Greece and Portugal
Pedro Bação e António Portugal Duarte

Economic Voting in Portuguese Municipal Elections
(Publicado em Public Choice 155: 317-334, 2013)
Rodrigo Martins e Francisco José Veiga

Application of a Structural Model to a Wholesale Electricity Market: The Spanish Market from January 1999 to June 2007
Vítor Marques, Adelino Fortunato e Isabel Soares

A Smoothed-Distribution Form of Nadaraya-Watson Estimation
Ralph W. Bailey e John T. Addison


2010



Manufacturing Employment and Exchange Rates in the Portuguese Economy: the Role of Openness, Technology and Labour Market Rigidity
Fernando Alexandre, Pedro Bação, João Cerejeira e Miguel Portela

Business Survival in Portuguese Regions
Alcina Nunes e Elsa de Morais Sarmento

A Closer Look at the World Business Cycle Synchronization
(Publicado em International Economics and Economic Policy 10(3):349-363, 2013.)
Pedro André Cerqueira

Does Schumpeterian Creative Destruction Lead to Higher Productivity? The Effects of Firms’ Entry
Carlos Carreira e Paulino Teixeira

How Do Central Banks React to Wealth Composition and Asset Prices?
Vitor Castro e Ricardo M. Sousa

The Duration of Business Cycle Expansions and Contractions: Are There Change-points in Duration Dependence?
(Publicado em Empirical Economics 44(2): 511-544, 2013)
Vitor Castro

Water Pricing and Social Equity in Portuguese Municipalities
Rita Martins, Carlota Quintal, Eduardo Barata e Luís Cruz

Financial Constraints: Are There Differences Between Manufacturing and Services?
Filipe Silva e Carlos Carreira

Measuring Firms’ Financial Constraints: Evidence for Portugal Through Different Approaches
Filipe Silva e Carlos Carreira

Exchange Rate Target Zones: A Survey of the Literature
(Publicado em Journal of Economic Surveys 27(2): 247-268, 2013)
António Portugal Duarte, João Sousa Andrade e Adelaide Duarte

Is Foreign Trade Important for Regional Growth? Empirical Evidence from Portugal
(Publicado em Economic Modelling 28: 1363-1373, 2011).
Elias Soukiazis e Micaela Antunes

MCMC, Likelihood Estimation and Identifiability Problems in DLM Models
António Alberto Santos

Regional Growth in Portugal: Assessing the Contribution of Earnings and Education Inequality
Adelaide Duarte e Marta Simões

Business Demography Dynamics in Portugal: A Semi-Parametric Survival Analysis
Alcina Nunes e Elsa Sarmento

Business Demography Dynamics in Portugal: A Non-Parametric Survival Analysis
Alcina Nunes e Elsa Sarmento

The Impact of EU Integration on the Portuguese Distribution of Employees’ Earnings
João Sousa Andrade, Adelaide Duarte e Marta Simões

Fiscal Sustainability and the Accuracy of Macroeconomic Forecasts: Do Supranational Forecasts Rather Than Government Forecasts Make a Difference?
(Publicado em International Journal of Sustainable Economy 3(2): 185-209, 2011)
Carlos Fonseca Marinheiro

Estimation of Risk-Neutral Density Surfaces
(Publicado em Computational Management Science 8(4): 387-414, 2011)
A. M. Monteiro, R. H. Tütüncü e L. N. Vicente

Productivity, Wages, and the Returns to Firm-Provided Training: Fair Shared Capitalism
(Publicado em International Journal of Manpower 34(7): 776-793, 2013. Artigo selecionado pelo Editorial Team como o "Outstanding Paper of 2013".)
Ana Sofia Lopes e Paulino Teixeira

Health Status Determinants in the OECD Countries. A Panel Data Approach with Endogenous Regressors
Ana Poças e Elias Soukiazis

Employment, Exchange Rates and Labour Market Rigidity
Fernando Alexandre, Pedro Bação, João Cerejeira e Miguel Portela

Slip Sliding Away: Further Union Decline in Germany and Britain
(Publicado em Scottish Journal of Political Economy 58(4): 490-518, 2011)
John T. Addison, Alex Bryson, Paulino Teixeira, e André Pahnke

The Demand for Excess Reserves in the Euro Area and the Impact of the Current Credit Crisis
Fátima Teresa Sol Murta e Ana Margarida Garcia


2009



The Performance of the European Stock Markets: A Time-Varying Sharpe Ratio Approach

(Publicado em The European Journal of Finance 16(7): 727-741, 2010)
José A. Soares da Fonseca

Exchange Rate Mean Reversion within a Target Zone: Evidence from a Country on the Periphery of the ERM
António Portugal Duarte, João Sousa Andrade e Adelaide Duarte

The Extent of Collective Bargaining and Workplace Representation: Transitions between States and their Determinants. A Comparative Analysis of Germany and Great Britain
(Publicado em Scottish Journal of Political Economy 60(2): 182-209, 2013)
John T. Addison, Alex Bryson, Paulino Teixeira, André Pahnke, e Lutz Bellmann

How Well the Balance-of- Payments Constraint Approach Explains the Portuguese Growth Performance. Empirical Evidence for the 1965-2008 Period
Micaela Antunes e Elias Soukiazis

Atypical Work: Who Gets It, and Where Does It Lead? Some U.S. Evidence Using the NLSY79
John T. Addison, Chad Cotti e Christopher J. Surfieldy

The PIGS, Does the Group Exist? An Empirical Macroeconomic Analysis Based on the Okun Law
João Sousa Andrade

A Política Monetária do BCE. Uma estratégia Original para a Estabilidade Nominal
João Sousa Andrade

Wage Dispersion in a Partially Unionized Labor Force
John T. Addison, Ralph W. Bailey e W. Stanley Siebert

Employment and Exchange Rates: The Role of Openness and Technology
(Publicado em Open Economies Review 22(5): 969-984, 2011)
Fernando Alexandre, Pedro Bação, João Cerejeira e Miguel Portela

Channels of Transmission of Inequality to Growth: A Survey of the Theory and Evidence from a Portuguese Perspective
Adelaide Duarte e Marta Simões

No Deep Pockets: Some Stylized Results on Firms' Financial Constraints
(Publicado em Journal of Economic Surveys 24(4): 731-753, 2010)
Filipe Silva e Carlos Carreira

Aggregate and Sector-Specific Exchange Rate Indexes for the Portuguese Economy
(Publicado em Notas Económicas 30: 6-28, 2009)
Fernando Alexandre, Pedro Bação, João Cerejeira e Miguel Portela

Rent Seeking at Plant Level: An Application of the Card-de la Rica Tenure Model to Workers in German Works Councils
John T. Addison, Paulino Teixeira e Thomas Zwick

Unobserved Worker Ability, Firm Heterogeneity, and the Returns to Schooling and Training
Ana Sofia Lopes e Paulino Teixeira

Worker Directors: A German Product that Didn’t Export?
John T. Addison e Claus Schnabel

Fiscal and Monetary Policies in a Keynesian Stock-Flow Consistent Model
Edwin Le Heron


2008



Uniform Price Market and Behaviour Pattern: What Does the Iberian Electricity Market Point Out?

Vítor Marques, Isabel Soares e Adelino Fortunato

The Partial Adjustment Factors of FTSE 100 Stock Index and Stock Index Futures: The Informational Impact of Electronic Trading Systems
Helder Sebastião

Water Losses and Hydrographical Regions Influence on the Cost Structure of the Portuguese Water Industry
(Publicado em Journal of Productivity Analysis 38(1): 81-94, 2012)
Rita Martins, Fernando Coelho e Adelino Fortunato

The Shadow of Death: Analysing the Pre-Exit Productivity of Portuguese Manufacturing Firms
(Publicado em Small Business Economics 36(3): 337-351, 2011)
Carlos Carreira e Paulino Teixeira

A Note on the Determinants and Consequences of Outsourcing Using German Data
(Publicado em Journal for Labour Market Research 44(3): 231.244, 2011)
John T. Addison, Lutz Bellmann, André Pahnke e Paulino Teixeira

Exchange Rate and Interest Rate Volatility in a Target Zone: The Portuguese Case
António Portugal Duarte, João Sousa Andrade e Adelaide Duarte

Taylor-Type Rules versus Optimal Policy in a Markov-Switching Economy
Fernando Alexandre, Pedro Bação e Vasco Gabriel

Entry and Exit as a Source of Aggregate Productivity Growth in Two Alternative Technological Regimes
(Publicado em Structural Change and Economic Dynamics 22(2): 135-150, 2011)
Carlos Carreira e Paulino Teixeira

2007



Optimal Monetary Policy with a Regime-Switching Exchange Rate in a Forward-Looking Model

Fernando Alexandre, Pedro Bação e John Driffill

Estrutura Económica, Intensidade Energética e Emissões de CO2: Uma Abordagem Input-Output
Luís Cruz e Eduardo Barata

The Stability and Growth Pact, Fiscal Policy Institutions, and Stabilization in Europe
(Publicado em International Economics and Economic Policy 5(1-2): 189-207, 2008)
Carlos Fonseca Marinheiro

The Consumption-Wealth Ratio Under Asymmetric Adjustment
(Publicado em Studies in Nonlinear Dynamics & Econometrics 12(4): Article 3, 2008)
Vasco J. Gabriel, Fernando Alexandre e Pedro Bação

European Integration and External Sustainability of the European Union An application of the thesis of Feldstein-Horioka
(Publicado em Transition Studies Review 15(1): 21-36, 2008)
João Sousa Andrade

Uma Aplicação da Lei de Okun em Portugal
João Sousa Andrade

Education and Growth: An Industry-Level Analysis of the Portuguese Manufacturing Sector
Marta Simões e Adelaide Duarte

Levels of Education, Growth and Policy Complementarities
Marta Simões e Adelaide Duarte

Internal and External Restructuring over the Cycle: A Firm-Based Analysis of Gross Flows and Productivity Growth in Portugal
(Publicado em Journal of Productivity Analysis 29(3): 211-220, 2008)
Carlos Carreira e Paulino Teixeira


2006



Cost Structure of the Portuguese Water Industry: A Cubic Cost Function Application

Rita Martins, Adelino Fortunato, e Fernando Coelho

The Impact of Works Councils on Wages
John T. Addison, Paulino Teixeira, e Thomas Zwick

Ricardian Equivalence, Twin Deficits, and the Feldstein-Horioka Puzzle in Egypt
(Publicado em Journal of Policy Modeling 30(6): 1041-1056, 2008)
Carlos Fonseca Marinheiro

L’Intégration des Marchés Financiers
José Soares da Fonseca

The Integration of European Stock Markets and Market Timing
José Soares da Fonseca

Mobilidade do Capital e Sustentabilidade Externa – Uma Aplicação da Tese de F-H a Portugal (1910-2004)
João Sousa Andrade

Works Councils, Labor Productivity and Plant Heterogeneity: First Evidence from Quantile Regressions
Joachim Wagner, Thorsten Schank, Claus Schnabel e John T. Addison

Does the Quality of Industrial Relations Matter for the Macro Economy? A Cross-Country Analysis Using Strikes Data
John T. Addison e Paulino Teixeira

Monte Carlo Estimation of Project Volatility for Real Options Analysis
(Publicado em Journal of Applied Finance 16(1): 15-30, 2006)
Pedro Manuel Cortesão Godinho


2005



On the Stability of the Wealth Effect

Fernando Alexandre, Pedro Bação e Vasco J. Gabriel

Building Blocks in the Economics of Mandates
(Publicado em Portuguese Economic Journal 5(2): 69-87, 2006)
John T. Addison, C. R. Barrett e W. S. Siebert

Horizontal Differentiation and the survival of Train and Coach Modes in Medium Range Passenger Transport, a Welfare Analysis Comprising Economies of Scope and Scale
(Publicado em International Journal of Transport Economics 35(1): 101-119, 2008)
Adelino Fortunato e Daniel Murta

‘Atypical Work’ and Compensation
John T. Addison e Christopher J. Surfield

The Demand for Labor: An Analysis Using Matched Employer-Employee Data from the German LIAB. Will the High Unskilled Worker Own-Wage Elasticity Please Stand Up?
(Publicado em Journal of Labor Research 29(2): 114-137, 2008)
John T. Addison, Lutz Bellmann, Thorsten Schank e Paulino Teixeira

Works Councils in the Production Process
(Publicado em Schmollers Jahrbuch 126(2): 251-283, 2006)
John T. Addison, Thorsten Schank, Claus Schnabel e Joachim Wagner

Second Order Filter Distribution Approximations for Financial Time Series with Extreme Outliers
(Publicado em Journal of Business and Economic Statistics 24(3): 329-337, 2006)
J. Q. Smith e António A. F. Santos

Firm Growth and Persistence of Chance: Evidence from Portuguese Microdata
Blandina Oliveira e Adelino Fortunato

Residential Water Demand under Block Rates: A Portuguese Case Study
(Publicado em Water Policy 9(2): 217-230, 2007)
Rita Martins e Adelino Fortunato

Politico-Economic Causes of Labor Regulation in the United States: Alliances and Raising Rivals’ Costs (and Sometimes Lowering One’s Own)
John T. Addison

Firm Growth and Liquidity Constraints: A Dynamic Analysis
(Publicado em Small Business Economics 27(2-3): 139-56, 2006)
Blandina Oliveira e Adelino Fortunato

The Effect of Works Councils on Employment Change
(Publicado em Industrial Relations 45(1): 1-24, 2006)
John T. Addison e Paulino Teixeira

Le Rôle de la Consommation Publique dans la Croissance: Le Cas de l'Union Européenne
(Publicado em Économie Appliquée 2: 29-64, 2006)
João Sousa Andrade, Maria Adelaide Silva Duarte e Claude Berthomieu

The Dynamics of the Growth of Firms: Evidence from the Services Sector
(Publicado em Empirica 35(3): 293-312, 2008)
Blandina Oliveira e Adelino Fortunato

The Determinants of Firm Performance: Unions, Works Councils, and Employee Involvement/High Performance Work Practices
John T. Addison

Has the Stability and Growth Pact Stabilised? Evidence from a Panel of 12 European Countries and Some Implications for the Reform of the Pact
Carlos Fonseca Marinheiro

Sustainability of Portuguese Fiscal Policy in Historical Perspective
(Publicado em Empirica 33(2-3): 155-179, 2006)
Carlos Fonseca Marinheiro


2004



Human Capital, Mechanisms of Technological Diffusion and the Role of Technological Shocks in the Speed of Diffusion: Evidence from a Panel of Mediterranean Countries

(Publicado em Notas Económicas 20: 102-134, 2004)
Maria Adelaide Duarte e Marta Simões

What Have We Learned About The Employment Effects of Severance Pay? Further Iterations of Lazear et al.
(Publicado em Empirica 32(3-4): 345-368, 2005)
John T. Addison e Paulino Teixeira

How the Gold Standard Functioned in Portugal: An Analysis of Some Macroeconomic Aspects
(Publicado em Applied Economics 44(5): 617-629, 2012)
António Portugal Duarte e João Sousa Andrade


2003



Testing Gibrat’s Law: Empirical Evidence from a Panel of Portuguese Manufacturing Firms

(Publicado em International Journal of the Economics of Business 13(1): 65-81, 2006)
Blandina Oliveira e Adelino Fortunato

Régimes Monétaires et Théorie Quantitative du Produit Nominal au Portugal (1854-1998)
(Publicado em Notas Económicas 20: 63-88, 2004)
João Sousa Andrade

Causas do Atraso na Estabilização da Inflação: Abordagem Teórica e Empírica
Vítor Castro

The Effects of Households’ and Firms’ Borrowing Constraints on Economic Growth
(Publicado em Portuguese Economic Journal 7(1): 1-16, 2008)
Maria Conceição Pereira

Second Order Filter Distribution Approximations for Financial Time Series with Extreme Outlier
(Publicado em Journal of Business & Economic Statistic 24(3): 329-337, 2006.)
J.Q.Smith e António Alberto Santos

Output Smoothing in EMU and OECD: Can We Forego Government Contribution? A Risk Sharing Approach
Carlos Fonseca Marinheiro

Um modelo VAR para uma Avaliação Macroeconómica de Efeitos da Integração Europeia da Economia Portuguesa
João Sousa Andrade


2002



Discrimination des Facteurs Potentiels de Croissance et Type de Convergence de l’Économie Portugaise dans l’UE à Travers la Spécification de la Fonction de Production Macro-Économique. Une Étude Appliquée de Données de Panel et de Séries Temporelles.

Marta Simões e Maria Adelaide Duarte


Privatisation in Portugal: Employee owners or just happy employees?
(Publicado em Economic and Industrial Democracy 25(4): 581- 605, 2004)
Luís Moura Ramos e Rita Martins

The Portuguese Money Market. An Analysis of the Daily Session
Fátima Sol Murta

As Teorias de Ciclos Políticos e o Caso Português
Rodrigo C. A. Martins

Fundos de Fundos de Acções Internacionais: Uma Avaliação de Desempenho
Nuno M. Silva

The Consistency of Optimal Policy in Stochastic Rational Expectations Models
David Backus and John Driffill

The Term Structure of the Spreads between Portuguese and German Interest Rates during Stage II of EMU
José Soares da Fonseca

O Processo Desinflacionista Português: Análise de alguns Custos e Benefícios
António Portugal Duarte

2001



Equity Prices and Monetary Policy: An Overview with an Exploratory Model

Fernando Alexandre e Pedro Bação

A Convergência das Taxas de Juro Portuguesas para os Níveis Europeus durante a Segunda Metade da Década de Noventa
José Soares da Fonseca

Le Rôle de l’Investissement dans l’Éducation sur la Croissance Selon Différentes Spécifications du Capital Humain: Une Étude Appliquée à l’Échantillon de Pays Riverains de la Méditerranée
Maria Adelaide Duarte e Marta Simões

Ricardian Equivalence: an Empirical Application to the Portuguese Economy
Carlos Fonseca Marinheiro

A Especificação da Função de Produção Macro-Económica em Estudos de Crescimento Económico: Uma Análise com Dados em Painel Aplicada a um Grupo de Países Europeus
Maria Adelaide Duarte e Marta Simões

Eficácia da Análise Técnica no Mercado Accionista Português
Nuno M. Silva

The Risk Premiums in the Portuguese Treasury Bills Interest Rates
José Soares da Fonseca

Principais Factores de Crescimento da Economia Portuguesa no Espaço Europeu
Maria Adelaide Duarte e Marta Simões

Inflation Targeting and Exchange Rate Co-ordination
Fernando Alexandre, John Driffill e Fabio Spagnolo

Labour Market Transition in Portugal, Spain, and Poland: A Comparative Perspective
Paulino Teixeira

Paridade do Poder de Compra e das Taxas de Juro: Um Estudo Aplicado a Três Países da UEM.
António Portugal Duarte

Technology, Employment and Wages
John T. Addison e Paulino Teixeira

Human Capital Investment Through Education and Economic Growth: A Panel Data Analysis Based on a Group of Latin American Countries
Maria Adelaide Duarte e Marta Simões

Risk Premiums in the Portuguese Treasury Bills Interest Rates from 1990 to 1998: An ARCH-M Approach.
José Soares da Fonseca


2000



Identificação de Vectores de Cointegração: Análise de Alguns Exemplos

Pedro Bação

Imunização e M-Quadrado: Que Relação?
Jorge Cunha

Eficiência Informacional nos Futuros LISBOR 3M
Nuno M. Silva

Estimation of Default Probabilities Using Incomplete Contracts Data
J. M. C. Santos Silva e J. M. R. Murteira

Un Essaie d'Application de la Théorie Quantitative de la Monnaie à l'Economie Portugaise, 1854 – 1998
João Sousa Andrade

Le Taux de Chômage Naturel comme un Indicateur de Politique Economique? Une Application à l'Économie Portugaise
Maria Adelaide Duarte e João Sousa Andrade

La Convergence Réelle Selon la Théorie de la Croissance: Quelles Explications Pour l'Union Européenne?
Marta Simões

Política de Estabilização e Independência dos Bancos Centrais
João Sousa Andrade


1999



Nota sobre a Estimação de Vectores de Cointegração com os Programas CATS in RATS, PCFIML e EVIEWS

Pedro Bação

A Abertura do Mercado de Telecomunicações Celulares ao Terceiro Operador: Uma Decisão Racional?
Carlos Carreira

Is Portugal Really so Arteriosclerotic? Results from a Cross-Country Analysis of Labour Adjustment
John T. Addison e Paulino Teixeira

The Effect of Dismissals Protection on Employment: More on a Vexed Theme
John T. Addison, Paulino Teixeira e Jean-Luc Grosso

A Cobertura Estática e Dinâmica Através do Contrato de Futuros PSI-20. Estimação das Rácios e Eficácia Ex Post e Ex Ante

Helder Sebastião

Mobilização de Poupança, Financiamento e Internacionalização das Carteiras

João Sousa Andrade

European Integration and Economic Resources
Adelaide Duarte

L'Analyse Positive de la Politique Monétaire
Christian Aubin

Economias de Escala e de Gama nos Hospitais Públicos Portugueses: Uma Aplicação da Função de Custo Variável Translog

Carlos Carreira


1998



Equilíbrio Monetário no Longo e Curto Prazos - Uma Aplicação à Economia Portuguesa

João Sousa Andrade

Algumas Observações Sobre o Método da Economia
João Sousa Andrade

Mudança Tecnológica na Indústria Transformadora: Que Tipo de Viés Afinal?
Paulino Teixeira

Portfolio Insurance and Bond Management in a Vasicek's Term Structure of Interest Rates
José Alberto Soares da Fonseca

Financial Innovation and Money Demand in Portugal: A Preliminary Study
Pedro Miguel Avelino Bação

The Stability Pact and Portuguese Fiscal Policy: The Application of a VAR Model
Carlos Fonseca Marinheiro

A Moeda Única e o Processo de Difusão da Base Monetária
José Alberto Soares da Fonseca

La Structure par Termes et la Volatilité des Taux d'intérêt LISBOR
José Alberto Soares da Fonseca

Regras de Comportamento e Reformas Monetárias no Novo SMI
João Sousa Andrade

Um Estudo da Flexibilidade dos Salários: O Caso Espanhol e Português
Adelaide Duarte e João Sousa Andrade

Moeda Única e Internacionalização: Apresentação do Tema
João Sousa Andrade


1997



Inovação e Aplicações Financeiras em Portugal

Pedro Miguel Avelino Bação

Estudo do Efeito Liquidez Aplicado à Economia Portuguesa
João Sousa Andrade

An Introduction to Conditional Expectations and Stationarity

Rui Manuel de Almeida

Definição de Moeda e Efeito Berlusconi
João Sousa Andrade

A Estimação do Risco na Escolha dos Portafólios: Uma Visão Selectiva
António Alberto Ferreira dos Santos

A Previsão Não Paramétrica de Taxas de Rentabilidade
Pedro Manuel Cortesão Godinho

Propriedades Assimptóticas de Densidades
Rui Manuel de Almeida

Co-Integration and VAR Analysis of the Term Structure of Interest Rates: An Empirical Study of the Portuguese Money and Bond Markets
João Sousa Andrade e José Soares da Fonseca

Repartição e Capitalização. Duas Modalidades Complementares de Financiamento das Reformas
Maria Clara Murteira


1996



A Crise e o Ressurgimento do Sistema Monetário Europeu

Luis Manuel de Aguiar Dias

Housing Shortage and Housing Investment in Portugal a Preliminary View
Vítor Neves

Housing, Mortgage Finance and the British Economy
Kenneth Gibb e Nile Istephan

The Social Policy of The European Community, Reporting Information to Employees, a U.K. perspective: Historical Analysis and Prognosis
Ken Shackleton

O Teorema da Equivalência Ricardiana: Aplicação à Economia Portuguesa
Carlos Fonseca Marinheiro

O Teorema da Equivalência Ricardiana: Discussão Teórica
Carlos Fonseca Marinheiro

As Taxas de Juro no MMI e a Restrição das Reservas Obrigatórias dos Bancos
Fátima Assunção Sol e José Alberto Soares da Fonseca

Uma Análise de Curto Prazo do Consumo, do Produto e dos Salários
João Sousa Andrade


1995



Le Bouclage du Circuit Économique

André Chaîneau

Equilibre, Déséquilibre, Monnaie
André Chaîneau