"Permanent and Temporary Monetary Policy Shocks and the Dynamics of Exchange Rates" (with Carvalho, A. and Pires Ribeiro, P.), Journal of International Economics, Vol. 147, January 2024 (Link)
“The Neutrality of Nominal Rates: How Long is the Long Run?” (with Teles, P. and Ritto, J.), International Economic Review, Vol. 63(4), November 2022, pp. 1745-1777 (Link)
“How Can the Government Spending Multiplier be Small at the Zero Lower Bound?” (with Ercolani, V.), Macroeconomic Dynamics, Vol. 23(8), December 2019 , pp. 3457-3482 (Link)
“Deposit Insurance and Cross-Border Banks” (with Bonfim, D.), ifo DICE Report, Vol. 17(1), May 2019, pp. 14-20 (Link)
“Macroeconomic Forecasting using Low-Frequency Filters”, (with Pereira, A.), Oxford Bulletin of Economics and Statistics, Vol. 80(1), February 2018, pp. 39-64 (Link)
“Model-Based vs. Professional Forecasts: Implications for Models with Nominal Rigidities” (with Jalles, J.), Macroeconomic Dynamics, Vol. 21(1), January 2017, pp. 130-159 (Link)
“Is Quantity Theory Still Alive?” (with Teles, P. and Uhligh, H.), The Economic Journal, Vol. 126, March 2016, pp. 442-464 (Link)
“The Effects of Public Spending Externalities” (with Ercolani, V.), Journal of Economic Dynamics and Control, Vol. 46, September 2014, pp. 173-199 (Link)
“Approximating and Forecasting Macroeconomic Signals in Real-Time” (with Pereira, A.), International Journal of Forecasting, Vol. 29(3), July 2013, pp. 479-492 (Link)
“Finite Sample Performance of Frequency and Time Domain Tests for Seasonal Fractional Integration” (with Rodrigues, Paulo M.M. and Rubia, A.), Journal of Statistical Computation and Simulation, Vol. 83(7), July 2013, pp. 1373-1384 (Link)
“A Multivariate Band-Pass Filter for Economic Time Series”, Journal of The Royal Statistical Society (C), Vol. 60(1), January 2011, pp. 1-30 (Link)
“Measuring Synchronisation and Convergence of Business Cycles” (with Koopman, S.J.), Oxford Bulletin of Economics and Statistics, Vol. 70(1), February 2008, pp. 23-51 (Link)
“Tracking the Business Cycle of the Euro Area: a Multivariate Model-based Band-pass Filter” (with Koopman, S.J. and Rua, A.), Journal of Business and Economic Statistics, Vol. 24(3), July 2006, pp.278-290 (Link)
“Climate Change and the Economy: an Introduction" (with Adão, B., Antunes, A., Lourenço, N. and M. Gouveia), Occasional Papers, Banco de Portugal, 2022-1 (Link) (Link - PT)
“The Deepening of the Economic and Monetary Union" (with Braz, C. and J. Amador), Occasional Papers, Banco de Portugal, 2019-1 (Link) (Link - PT)
“An Evaluation of Government Expenditures’ Externalities” (with Ercolani, V.), Economic Bulletin, Banco de Portugal, Autumn 2012, pp. 107-122
“Rational vs. Professional Forecasts”, Economic Bulletin, Banco de Portugal, Summer 2011, pp. 81-100
“Forecasting Inflation with Monetary aggregates” (with Pereira, A.), Economic Bulletin, Banco de Portugal, Autumn 2010, pp. 151-168
“Approximating and Forecasting Macroeconomic Signals in Real-Time in the Euro-Area” (with Pereira, A.), Economic Bulletin, Banco de Portugal, Winter 2008, pp. 73-88
Books and Chapters in Books
“Perspectives on the ECB's Monetary Policy Strategy Review”, 2021, co-editor with Ildeberta Abreu, Lisbon, Banco de Portugal. ISBN (online) 978-989-678-777-6 (Link) (Link - PT)
"Flexible use of the medium term and of the reaction function to support economic growth and full employment" (with Nuno Monteiro), Chapter 5.1 in Abreu, I. and J. Valle e Azevedo (Eds.) (2021). “Perspectives on the ECB's Monetary Policy Strategy Review”, Lisbon, Banco de Portugal. ISBN (online) 978-989-678-777-6
"A renewed two-pillar framework for assessing the risks to price stability" (with Diana Bonfim and Carlos M. Martins), Chapter 4.3 in Abreu, I. and J. Valle e Azevedo (Eds.) (2021). “Perspectives on the ECB's Monetary Policy Strategy Review”, Lisbon, Banco de Portugal. ISBN (online) 978-989-678-777-6
“Macroeconomic Forecasting Starting From Survey Nowcasts” (with Gonçalves, I.), (Latest Version) (Sup. Material)
“Forecasting Inflation with Monetary aggregates” (with Pereira, A.) (Latest Version) (Sup. Material)
“Exact Limit of the Expected Periodogram in the Unit-Root case” (Latest Version)
“Interpretation of the Effects of Filtering Integrated Time Series”, Banco de Portugal WP 12-2007
“Cyclical Co-movement Within the European Union in the Period 1960-1999. A Frequency Domain Approach”, Banco de Portugal WP 5-2002
“New-Keynesian Models with Non-Stationary Natural Real Rates"
“Phillips curves vs. Nominal Rates for Inflation Forecasting" (with Garcia, J.)