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João Valle e Azevedo

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This is information that was supplied by João Valle e Azevedo in registering through RePEc. If you are João Valle e Azevedo , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: João
Middle Name:
Last Name: Valle e Azevedo
Suffix:

RePEc Short-ID: pva247

Email: [This author has chosen not to make the email address public]
Homepage: http://docentes.fe.unl.pt/~azevedoj
Postal Address:
Phone:

Affiliation

(70%) Banco de Portugal
Location: Lisboa, Portugal
Homepage: http://www.bportugal.pt/
Email:
Phone: 21 321 32 00
Fax: 21 346 48 43
Postal: R. do Ouro, 27, 1100 LISBOA
Handle: RePEc:edi:bdpgvpt (more details at EDIRC)
(30%) Faculdade de Economia
Universidade Nova de Lisboa
Location: Lisboa, Portugal
Homepage: http://www.fe.unl.pt/
Email:
Phone: (351) 21 3801638
Fax: (351) 21 3870933
Postal: Campus de Campolide, 1099-032 Lisboa
Handle: RePEc:edi:feunlpt (more details at EDIRC)

Lists

This author is featured on the following reading lists, publication compilations or Wikipedia entries:
  1. Portuguese Economists

Works

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Working papers

  1. Valerio Ercolani & João Valle e Azevedo, 2013. "The Output Effects of (Non-Separable) Government Consumption at the Zero Lower Bound," Working Papers w201310, Banco de Portugal, Economics and Research Department.
  2. João Valle e Azevedo & Ana Pereira, 2013. "Macroeconomic Forecasting Using Low-Frequency Filters," Working Papers w201301, Banco de Portugal, Economics and Research Department.
  3. Valerio Ercolani & João Valle e Azevedo, 2012. "The Effects of Public Spending Externalities," Working Papers w201210, Banco de Portugal, Economics and Research Department.
  4. João Valle e Azevedo & João Tovar Jalles, 2011. "Rational vs. Professional Forecasts," Working Papers w201114, Banco de Portugal, Economics and Research Department.
  5. João Valle e Azevedo & Ana Pereira, 2010. "Forecasting Inflation (and the Business Cycle?) with Monetary Aggregates," Working Papers w201024, Banco de Portugal, Economics and Research Department.
  6. Paulo M.M. Rodrigues & Antonio Rubia & João Valle e Azevedo, 2009. "Finite Sample Performance of Frequency and Time Domain Tests for Seasonal Fractional Integration," Working Papers w200902, Banco de Portugal, Economics and Research Department.
  7. Valle e Azevedo, João, 2008. "A Multivariate Band-Pass Filter," MPRA Paper 6555, University Library of Munich, Germany.
  8. João Valle e Azevedo & Ana Pereira, 2008. "Approximating and Forecasting Macroeconomic Signals in Real-Time," Working Papers w200819, Banco de Portugal, Economics and Research Department.
  9. Valle e Azevedo, João, 2007. "Interpretation of the Effects of Filtering Integrated Time Series," MPRA Paper 6574, University Library of Munich, Germany.
  10. Valle e Azevedo, João, 2007. "Exact Limit of the Expected Periodogram in the Unit-Root Case," MPRA Paper 6553, University Library of Munich, Germany.
  11. Siem Jan Koopman & Joao Valle e Azevedo, 2003. "Measuring Synchronisation and Convergence of Business Cycles," Tinbergen Institute Discussion Papers 03-052/4, Tinbergen Institute.
  12. Joao Valle e Azevedo & Siem Jan Koopman & Antonio Rua, 2003. "Tracking Growth and the Business Cycle: a Stochastic Common Cycle Model for the Euro Area," Tinbergen Institute Discussion Papers 03-069/4, Tinbergen Institute.
  13. João Valle e Azevedo, 2002. "Business Cycles: Cyclical Comovement Within the European Union in the Period 1960-1999. A Frequency Domain Approach," Working Papers w200205, Banco de Portugal, Economics and Research Department.

Articles

  1. Valle e Azevedo, João & Pereira, Ana, 2013. "Approximating and forecasting macroeconomic signals in real-time," International Journal of Forecasting, Elsevier, vol. 29(3), pages 479-492.
  2. João Valle e Azevedo & Valerio Ercolani, 2012. "An evaluation of government expenditures’ externalities," Economic Bulletin and Financial Stability Report Articles, Banco de Portugal, Economics and Research Department.
  3. João Valle e Azevedo, 2011. "Rational vs. professional forecasts," Economic Bulletin and Financial Stability Report Articles, Banco de Portugal, Economics and Research Department.
  4. João Valle e Azevedo, 2011. "A multivariate band‐pass filter for economic time series," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 60(1), pages 1-30, 01.
  5. João Valle e Azevedo & Ana Pereira, 2010. "Forecasting Inflation with Monetary Aggregates," Economic Bulletin and Financial Stability Report Articles, Banco de Portugal, Economics and Research Department.
  6. João Valle e Azevedo & Ana Pereira, 2008. "Approximating Macroeconomic Signals in Real-Time in the Euro Area," Economic Bulletin and Financial Stability Report Articles, Banco de Portugal, Economics and Research Department.
  7. Siem Jan Koopman & Jo�o Valle E Azevedo, 2008. "Measuring Synchronization and Convergence of Business Cycles for the Euro area, UK and US," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 70(1), pages 23-51, 02.
  8. Valle e Azevedo, Joao & Koopman, Siem Jan & Rua, Antonio, 2006. "Tracking the Business Cycle of the Euro Area: A Multivariate Model-Based Bandpass Filter," Journal of Business & Economic Statistics, American Statistical Association, vol. 24, pages 278-290, July.

NEP Fields

8 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (1) 2010-11-20
  2. NEP-DGE: Dynamic General Equilibrium (2) 2008-01-12 2012-06-25. Author is listed
  3. NEP-ECM: Econometrics (3) 2008-01-12 2008-01-12 2008-01-12. Author is listed
  4. NEP-EEC: European Economics (1) 2003-09-14
  5. NEP-ETS: Econometric Time Series (4) 2008-01-12 2008-01-12 2008-01-12 2013-03-16. Author is listed
  6. NEP-FOR: Forecasting (3) 2010-11-20 2011-05-14 2013-03-16. Author is listed
  7. NEP-KNM: Knowledge Management & Knowledge Economy (1) 2008-01-12
  8. NEP-MAC: Macroeconomics (6) 2003-09-14 2008-01-12 2008-01-12 2010-11-20 2012-06-25 2013-11-02. Author is listed
  9. NEP-MON: Monetary Economics (1) 2010-11-20
  10. NEP-PBE: Public Economics (2) 2012-06-25 2013-11-02. Author is listed

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