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João Valle e Azevedo
(Joao Valle e Azevedo)

Personal Details

First Name:Joao
Middle Name:
Last Name:Valle e Azevedo
Suffix:
RePEc Short-ID:pva247
[This author has chosen not to make the email address public]
https://sites.google.com/view/valle-e-azevedo

Affiliation

(70%) Banco de Portugal

Lisboa, Portugal
http://www.bportugal.pt/
RePEc:edi:bdpgvpt (more details at EDIRC)

(30%) School of Business and Economics
Universidade Nova de Lisboa

Lisboa, Portugal
http://www.novasbe.unl.pt/
RePEc:edi:feunlpt (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. António R. Antunes & Bernardino Adão & João Valle e Azevedo & Nuno Lourenço & Miguel Gouveia, 2022. "Climate change and the economy: an introduction," Working Papers o202201, Banco de Portugal, Economics and Research Department.
  2. Alexandre Carvalho & João Valle e Azevedo & Pedro Pires Ribeiro, 2021. "Permanent and temporary monetary policy shocks and the dynamics of exchange rates," Working Papers w202117, Banco de Portugal, Economics and Research Department.
  3. Cláudia Braz & João Amador & João Valle e Azevedo, 2019. "The Deepening of the Economic and Monetary Union," Working Papers o201901, Banco de Portugal, Economics and Research Department.
  4. João Ritto & João Valle e Azevedo & Pedro Teles, 2019. "The Neutrality of Nominal Rates: How Long is the Long Run?," Working Papers w201911, Banco de Portugal, Economics and Research Department.
  5. Valerio Ercolani & João Valle e Azevedo, 2018. "How can the government spending multiplier be small at the zero lower bound?," Temi di discussione (Economic working papers) 1174, Bank of Italy, Economic Research and International Relations Area.
  6. João Valle e Azevedo & Inês Maria Gonçalves, 2015. "Macroeconomic Forecasting Starting from Survey Nowcasts," Working Papers w201502, Banco de Portugal, Economics and Research Department.
  7. João Valle e Azevedo & Valerio Ercolani, 2013. "The Output Effects of (Non-Separable) Government Consumption at the Zero Lower Bound," Working Papers w201310, Banco de Portugal, Economics and Research Department.
  8. Ana Pereira & João Valle e Azevedo, 2013. "Macroeconomic Forecasting Using Low-Frequency Filters," Working Papers w201301, Banco de Portugal, Economics and Research Department.
  9. João Valle e Azevedo & Valerio Ercolani, 2012. "The Effects of Public Spending Externalities," Working Papers w201210, Banco de Portugal, Economics and Research Department.
  10. João Valle e Azevedo & João Tovar Jalles, 2011. "Rational vs. Professional Forecasts," Working Papers w201114, Banco de Portugal, Economics and Research Department.
  11. Ana Pereira & João Valle e Azevedo, 2010. "Forecasting Inflation (and the Business Cycle?) with Monetary Aggregates," Working Papers w201024, Banco de Portugal, Economics and Research Department.
  12. João Valle e Azevedo & Paulo M.M. Rodrigues & Antonio Rubia, 2009. "Finite Sample Performance of Frequency and Time Domain Tests for Seasonal Fractional Integration," Working Papers w200902, Banco de Portugal, Economics and Research Department.
  13. 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.
  14. Valle e Azevedo, João, 2008. "A Multivariate Band-Pass Filter," MPRA Paper 6555, University Library of Munich, Germany.
  15. Valle e Azevedo, João, 2007. "Interpretation of the Effects of Filtering Integrated Time Series," MPRA Paper 6574, University Library of Munich, Germany.
  16. Valle e Azevedo, João, 2007. "Exact Limit of the Expected Periodogram in the Unit-Root Case," MPRA Paper 6553, University Library of Munich, Germany.
  17. Siem Jan Koopman & Joao Valle e Azevedo, 2003. "Measuring Synchronisation and Convergence of Business Cycles," Tinbergen Institute Discussion Papers 03-052/4, Tinbergen Institute.
  18. António Rua & João Valle e Azevedo & Siem Jan Koopman, 2003. "Tracking Growth and the Business Cycle: a Stochastic Common Cycle Model for the Euro Area," Working Papers w200316, Banco de Portugal, Economics and Research Department.
  19. 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. João Valle e Azevedo & João Ritto & Pedro Teles, 2022. "The Neutrality Of Nominal Rates: How Long Is The Long Run?," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 63(4), pages 1745-1777, November.
  2. Joãoo Valle e Azeved & Diana Bonfim, 2019. "Deposit Insurance and Cross-Border Banks," ifo DICE Report, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 17(01), pages 14-20, May.
  3. Ercolani, Valerio & Valle e Azevedo, João, 2019. "How Can The Government Spending Multiplier Be Small At The Zero Lower Bound?," Macroeconomic Dynamics, Cambridge University Press, vol. 23(8), pages 3457-3482, December.
  4. João Valle e Azevedo & Ana Pereira, 2018. "Macroeconomic Forecasting using Low†frequency Filters," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 80(1), pages 39-64, February.
  5. Valle e Azevedo, João & Jalles, João Tovar, 2017. "Model-Based Vs. Professional Forecasts: Implications For Models With Nominal Rigidities," Macroeconomic Dynamics, Cambridge University Press, vol. 21(1), pages 130-159, January.
  6. Pedro Teles & Harald Uhlig & João Valle e Azevedo, 2016. "Is Quantity Theory Still Alive?," Economic Journal, Royal Economic Society, vol. 126(591), pages 442-464, March.
  7. Ercolani, Valerio & Valle e Azevedo, João, 2014. "The effects of public spending externalities," Journal of Economic Dynamics and Control, Elsevier, vol. 46(C), pages 173-199.
  8. 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.
  9. João Valle e Azevedo & Valerio Ercolani, 2012. "An evaluation of government expenditures’ externalities," Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department.
  10. 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, January.
  11. João Valle e Azevedo, 2011. "Rational vs. professional forecasts," Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department.
  12. Ana Pereira & João Valle e Azevedo, 2010. "Forecasting Inflation with Monetary Aggregates," Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department.
  13. Siem Jan Koopman & João 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, February.
  14. Ana Pereira & João Valle e Azevedo, 2008. "Approximating Macroeconomic Signals in Real-Time in the Euro Area," Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department.
  15. 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.

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Statistics

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Co-authorship network on CollEc

Featured entries

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

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 13 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-ETS: Econometric Time Series (4) 2008-01-12 2008-01-12 2008-01-12 2013-03-16
  2. NEP-FOR: Forecasting (4) 2010-11-20 2011-05-14 2013-03-16 2015-04-11
  3. NEP-CBA: Central Banking (3) 2010-11-20 2019-09-02 2022-01-10
  4. NEP-DGE: Dynamic General Equilibrium (3) 2008-01-12 2012-06-25 2018-05-14
  5. NEP-ECM: Econometrics (3) 2008-01-12 2008-01-12 2008-01-12
  6. NEP-MON: Monetary Economics (3) 2010-11-20 2019-09-02 2022-01-10
  7. NEP-PBE: Public Economics (2) 2012-06-25 2013-11-02
  8. NEP-AGR: Agricultural Economics (1) 2022-06-27
  9. NEP-EEC: European Economics (1) 2019-09-02
  10. NEP-ENE: Energy Economics (1) 2022-06-27
  11. NEP-ENV: Environmental Economics (1) 2022-06-27
  12. NEP-KNM: Knowledge Management & Knowledge Economy (1) 2008-01-12
  13. NEP-OPM: Open Economy Macroeconomics (1) 2022-01-10

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