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Francisco Covas

This is information that was supplied by Francisco Covas in registering through RePEc. If you are Francisco Covas , 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:Francisco
Middle Name:
Last Name:Covas
RePEc Short-ID:pco180
Washington, District of Columbia (United States)


20th Street and Constitution Avenue, NW, Washington, DC 20551
RePEc:edi:frbgvus (more details at EDIRC)

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

  1. Portuguese Economists
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  1. Luca Guerrieri & Matteo Iacoviello & Francisco Covas & John C. Driscoll & Mohammad Jahan-Parvar & Michael Kiley & Albert Queraltoy & Jae Sim, 2015. "Macroeconomic Effects of Banking Sector Losses across Structural Models," BIS Working Papers 507, Bank for International Settlements.
  2. Covas, Francisco & Driscoll, John C., 2014. "Bank Liquidity and Capital Regulation in General Equilibrium," Finance and Economics Discussion Series 2014-85, Board of Governors of the Federal Reserve System (U.S.).
  3. Francisco Covas & Ben Rump & Egon Zakrajsek, 2013. "Stress-testing U.S. bank holding companies: a dynamic panel quantile regression approach," Finance and Economics Discussion Series 2013-55, Board of Governors of the Federal Reserve System (U.S.).
  4. Francisco Covas & Shigeru Fujita, 2011. "Private equity premium in a general equilibrium model of uninsurable investment risk," Working Papers 11-18, Federal Reserve Bank of Philadelphia.
  5. Covas, Francisco & Fujita, Shigeru, 2009. "Procyclicality of capital requirements in a general equilibrium model of liquidity dependence," Working Papers 09-23, Federal Reserve Bank of Philadelphia, revised 01 May 2010.
  6. Francisco Covas & Yahong Zhang, 2008. "Price-Level versus Inflation Targeting with Financial Market Imperfections," Staff Working Papers 08-26, Bank of Canada.
  7. Francisco Covas & Shigeru Fujita, 2007. "Private risk premium and aggregate uncertainty in the model of uninsurable investment risk," Working Papers 07-30, Federal Reserve Bank of Philadelphia.
  8. Francis Covas & Wouter J. Den Haan, 2007. "Cyclical Behavior of Debt and Equity Using a Panel of Canadian Firms," Staff Working Papers 07-44, Bank of Canada.
  9. Francisco Covas & Wouter J. den Haan, 2006. "The Role of Debt and Equity Finance over the Business Cycle," Staff Working Papers 06-45, Bank of Canada.
  10. Francisco Covas, 2005. "Uninsured Idiosyncratic Production Risk with Borrowing Constraints," Staff Working Papers 05-26, Bank of Canada.
  11. Francisco Covas, 2004. "Risk-Taking Executives, The Value of the Firm and Economic Performance," 2004 Meeting Papers 80, Society for Economic Dynamics.
  12. de Macedo, J.B. & Nunes, L.C. & Covas, F., 1999. "Moving the Escudo into the Euro," Papers 1999-14, Laval - Laboratoire Econometrie.
  1. Covas, Francisco B. & Rump, Ben & Zakrajšek, Egon, 2014. "Stress-testing US bank holding companies: A dynamic panel quantile regression approach," International Journal of Forecasting, Elsevier, vol. 30(3), pages 691-713.
  2. Paul Calem & Francisco Covas & Jason Wu, 2013. "The Impact of the 2007 Liquidity Shock on Bank Jumbo Mortgage Lending," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45, pages 59-91, 08.
  3. Francisco Covas & Wouter J. Den Haan, 2012. "The Role of Debt and Equity Finance Over the Business Cycle," Economic Journal, Royal Economic Society, vol. 122(565), pages 1262-1286, December.
  4. Francisco Covas & Wouter J. Den Haan, 2011. "The Cyclical Behavior of Debt and Equity Finance," American Economic Review, American Economic Association, vol. 101(2), pages 877-99, April.
  5. Covas Francisco & Fujita Shigeru, 2011. "Private Equity Premium and Aggregate Uncertainty in a Model of Uninsurable Investment Risk," The B.E. Journal of Macroeconomics, De Gruyter, vol. 11(1), pages 1-36, July.
  6. Francisco Covas & Yahong Zhang, 2010. "Price-level versus inflation targeting with financial market imperfections," Canadian Journal of Economics, Canadian Economics Association, vol. 43(4), pages 1302-1332, November.
  7. Francisco Covas & Shigeru Fujita, 2010. "Procyclicality of Capital Requirements in a General Equilibrium Model of Liquidity Dependence," International Journal of Central Banking, International Journal of Central Banking, vol. 6(34), pages 137-173, December.
  8. Covas, Francisco, 2006. "Uninsured idiosyncratic production risk with borrowing constraints," Journal of Economic Dynamics and Control, Elsevier, vol. 30(11), pages 2167-2190, November.
  9. Francisco Covas & J.M.C. Santos Silva, 2000. "A modified hurdle model for completed fertility," Journal of Population Economics, Springer;European Society for Population Economics, vol. 13(2), pages 173-188.
  10. Francisco Covas & João Santos Silva, 1999. "Outlet substitution bias," Economic Bulletin and Financial Stability Report Articles, Banco de Portugal, Economics and Research Department.
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 14 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-MAC: Macroeconomics (12) 2005-10-08 2006-12-16 2007-01-13 2007-03-03 2007-08-27 2007-12-01 2008-08-31 2009-10-31 2013-09-25 2014-12-03 2015-06-27 2015-08-19. Author is listed
  2. NEP-DGE: Dynamic General Equilibrium (11) 2005-10-08 2006-12-16 2007-01-13 2007-03-03 2007-12-01 2008-08-31 2009-10-31 2011-05-30 2014-12-03 2015-06-27 2015-08-19. Author is listed
  3. NEP-BEC: Business Economics (6) 2006-12-16 2007-03-03 2007-08-27 2007-12-01 2009-10-31 2011-05-30. Author is listed
  4. NEP-CFN: Corporate Finance (5) 2004-08-02 2005-10-08 2006-12-16 2007-08-27 2011-05-30. Author is listed
  5. NEP-BAN: Banking (4) 2011-05-30 2013-09-25 2014-12-03 2015-06-27. Author is listed
  6. NEP-FMK: Financial Markets (4) 2005-10-08 2007-03-03 2007-08-27 2013-09-25. Author is listed
  7. NEP-CBA: Central Banking (3) 2008-08-31 2013-09-25 2014-12-03
  8. NEP-MON: Monetary Economics (3) 2008-08-31 2014-12-03 2015-06-27
  9. NEP-ENT: Entrepreneurship (2) 2005-10-08 2011-05-30
  10. NEP-FIN: Finance (1) 2005-10-08
  11. NEP-FOR: Forecasting (1) 2013-09-25
  12. NEP-LAM: Central & South America (1) 2013-09-25
  13. NEP-LTV: Unemployment, Inequality & Poverty (1) 2013-09-25
  14. NEP-NEU: Neuroeconomics (1) 2013-09-25
  15. NEP-REG: Regulation (1) 2009-10-31

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