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How does fiscal policy react to wealth composition and asset prices?

Agnello, Luca; Castro, Vítor; Sousa, Ricardo M. - In: Journal of macroeconomics 34 (2012) 3, pp. 874-890

Persistent link: https://www.econbiz.de/10009690430

How do central banks react to wealth composition and asset prices?

Sousa, Ricardo M.; Castro, Vítor - In: Economic modelling 29 (2012) 3, pp. 641-653

Persistent link: https://www.econbiz.de/10009544866

Nonlinear effects of asset prices on fiscal policy : evidence from the UK, Italy and Spain

Agnello, Luca; Dufrénot, Gilles; Sousa, Ricardo M. - In: Economic modelling 44 (2015), pp. 358-362

Persistent link: https://www.econbiz.de/10011326194

Linking wealth and labour income with stock returns and government bond yields

Sousa, Ricardo M. - In: The European journal of finance 21 (2015) 10/12, pp. 806-825

Persistent link: https://www.econbiz.de/10011302003

Time-varying expected returns : evidence from the United States and the United Kingdom

Sousa, Ricardo M. - In: Applied economics letters 19 (2012) 4/6, pp. 413-416

Persistent link: https://www.econbiz.de/10009630715

Wealth effects on consumption : evidence from the Euro area

Sousa, Ricardo M. - In: Banks and bank systems : international research journal 5 (2010) 2, pp. 70-78

Persistent link: https://www.econbiz.de/10003988926

Predicting asset returns in the BRICS : the role of macroeconomic and fundamental predictors

Sousa, Ricardo M.; Vivian, Andrew; Wohar, Mark E. - In: International review of economics & finance : IREF 41 (2016), pp. 122-143

Persistent link: https://www.econbiz.de/10011624662

Do cay and cayMS predict stock and housing returns? : evidence from a nonparametric causality test

Balcilar, Mehmet; Gupta, Rangan; Sousa, Ricardo M.; … - In: International review of economics & finance : IREF 48 (2017), pp. 269-279

Persistent link: https://www.econbiz.de/10011747274

Predicting risk premium under changes in the conditional distribution of stock returns

Sousa, João; Sousa, Ricardo M. - In: Journal of international financial markets, … 50 (2017), pp. 204-218

Persistent link: https://www.econbiz.de/10011896275

Fiscal policy, housing and stock prices

Afonso, António; Sousa, Ricardo M. - 2009

This paper investigates the link between fiscal policy shocks and movements in asset markets using a Fully Simultaneous System approach in a Bayesian framework. Building on the works of Blanchard and Perotti (2002), Leeper and Zha (2003), and Sims and Zha (1999, 2006), the empirical evidence for...

Persistent link: https://www.econbiz.de/10003826474