Research

PUBLICATIONS

Boldea, O., Cornea-Madeira, A., and Madeira, J., Forthcoming. Disentangling the effect of measures, variants and vaccines on SARS-CoV-2 Infections in England: A dynamic intensity model. The Econometrics Journal.

Kwaak, C. van der, Madeira, J., and Palma, N., Forthcoming. The long-run effects of risk: an equilibrium approach. European Economics Review.

Cornea-Madeira, A. and Madeira, J., Forthcoming. Measuring inflation expectations using Phillips curve models. SAGE Research Methods Cases: Business & Management.

Cornea-Madeira, A. and Madeira, J., 2022. Econometric Analysis of Switching Expectations in UK Inflation. Oxford Bulletin of Economics and Statistics 84 (3), 651-673.

Bask, M. and Madeira, J., 2021. Extrapolative Expectations and Macroeconomic Dynamics: Evidence from an Estimated DSGE Model. International Journal of Finance and Economics 26 (1), 1101-1111.

Bask, M. and Madeira, J., 2020. Web appendix to "Extrapolative Expectations and Macroeconomic Dynamics: Evidence from an Estimated DSGE Model".

Madeira, C. and Madeira, J., 2019. The effect of FOMC votes on financial markets. The Review of Economics and Statistics 101 (5), 921-932.

Madeira, J. and Palma, N., 2018. Measuring monetary policy deviations from the Taylor rule. Economics Letters 168 (C), 25-27.

Madeira, J., 2018. Assessing the empirical relevance of labor frictions to business cycle fluctuations. Oxford Bulletin of Economics and Statistics 80 (3), 554-574.

Madeira, J., 2015. Firm-specific capital, inflation persistence and the sources of business cycles. European Economic Review 74 (C), 229-243.

Madeira, J., 2015. Web appendix to "Firm-specific capital, inflation persistence and the sources of business cycles".

Madeira, J., 2014. Overtime Labor, Employment Frictions and the New Keynesian Phillips Curve. The Review of Economics and Statistics 96 (3), 767-778.

Madeira, J., 2014. Web appendix to " Overtime Labor, Employment Frictions and the New Keynesian Phillips Curve".

Madeira, J., 2013. Simulation and estimation of macroeconomic models in Dynare. In: Hashimzade, N., Thornton, M. (Eds.), Handbook of Research Methods and Applications in Empirical Macroeconomics. Edward Elgar, Cheltenham.

WORKING PAPERS

Madeira, C., Madeira, J., and Monteiro, P., 2022. The origins of monetary policy: the role of supply and demand shocks. Revise and resubmit (1st round) in The Review Economics Statistics.

Goliński, A., Madeira, J., and Rambaccussing, D., 2014. Fractional Integration of the Price-Dividend Ratio in a Present-Value Model. Revise and resubmit (1st round) in The International Journal of Forecasting.

Cornea-Madeira, A. and Madeira, J., 2020. Intraday dynamics of behavioral heterogeneity in stock prices. Revise and resubmit (1st round) in the Journal of Money, Credit and Banking