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The effects of monetary policy in a small open economy : the case of Portugal

Sousa, Ricardo M. - In: Applied economics 46 (2014) 1/3, pp. 240-251

Persistent link: https://www.econbiz.de/10010355332

Building proxies that capture time-variation in expected returns using a VAR approach

Sousa, Ricardo M. - In: Applied financial economics 21 (2011) 1/3, pp. 147-163

Persistent link: https://www.econbiz.de/10009124657

The Macroeconomic Effects of Fiscal Policy in Portugal : A Bayesian SVAR Analysis

Afonso, António; Sousa, Ricardo M. - 2011

With a new quarterly dataset we estimate a Bayesian Structural Autoregression model and a Fully Simultaneous System approach to analyze the macroeconomic effects of fiscal policy. Results show that positive government spending shocks, in general, have a negative effect on real GDP; lead to...

Persistent link: https://www.econbiz.de/10014183061

On the international co-movement of natural interest rates

Agnello, Luca; Castro, Vítor; Sousa, Ricardo M. - In: Journal of international financial markets, … 80 (2022), pp. 1-18

Persistent link: https://www.econbiz.de/10013533144

The macroeconomic effects of fiscal policy in Portugal : a Bayesian SVAR analysis

Afonso, António; Sousa, Ricardo M. - In: Portuguese economic journal 10 (2011) 1, pp. 61-82

Persistent link: https://www.econbiz.de/10009127009

The macroeconomic effects of fiscal policy

Afonso, António; Sousa, Ricardo M. - In: Applied economics 44 (2012) 34/36, pp. 4439-4454

Persistent link: https://www.econbiz.de/10009713411

The macroeconomic effects of fiscal policy

Afonso, António; Sousa, Ricardo M. - 2008

Persistent link: https://www.econbiz.de/10010376815

Fiscal policy, housing and stock prices

Afonso, António; Sousa, Ricardo M. - 2008

Persistent link: https://www.econbiz.de/10010376816

Fiscal policy and asset prices

Agnello, Luca; Sousa, Ricardo M. - In: Bulletin of economic research 65 (2013) 2, pp. 154-177

Persistent link: https://www.econbiz.de/10009738840

The real effects of financial stress in the Eurozone

Mallick, Sushanta Kumar; Sousa, Ricardo M. - In: International review of financial analysis 30 (2013), pp. 1-17

Persistent link: https://www.econbiz.de/10010460004