Access Statistics for Ricardo Jorge Magalhães de Abreu Santos Sousa

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Adjusting the U.S. Fiscal Policy for Asset Prices: Evidence from a TVP-MS Framework 0 0 0 44 0 1 1 139
Are Stock and Housing Returns Complements or Substitutes? Evidence from OECD Countries 0 0 0 46 0 0 1 69
Are Stock and Housing Returns Complements or Substitutes? Evidence from OECD Countries 0 0 0 10 0 0 0 110
Are Stock and Housing Returns Complements or Substitutes?: Evidence from OECD Countries 0 0 0 39 0 2 2 138
Are There Change-Points in the Likelihood of a Fiscal Consolidation Ending? 0 0 0 15 0 1 1 86
Are there change-points in the likelihood of a fiscal consolidation ending? 0 0 0 23 0 2 4 85
Assessing Long-Term Fiscal Developments: Evidence from Portugal 0 0 0 70 0 1 1 198
Assessing Long-Term Fiscal Developments: Evidence from Portugal 0 0 0 54 0 0 1 222
Assessing Long-Term Fiscal Developments: a New Approach 0 0 0 63 0 0 1 251
Assessing Long-Term Fiscal Developments: a New Approach 0 0 0 126 0 0 0 261
Assessing financial and housing wealth effects through the lens of a nonlinear framework 0 0 0 0 0 1 2 47
Assessing fiscal policy through the lens of the financial and the commodity price cycles 0 0 3 36 1 4 9 135
Assessing long-term fiscal developments - a new approach 0 0 0 111 0 0 1 285
Asset Returns Under Model Uncertainty: Eveidence from the euro area, the U.K and the U.S 0 0 0 30 0 0 7 178
Asset Returns Under Model Uncertainty: Evidence from the euro area, the U.K. and the U.S 0 0 0 29 0 0 0 258
Asset prices, Credit and Investment in Emerging Markets 0 0 0 92 0 0 1 276
Asset returns under model uncertainty: evidence from the euro area, the U.S. and the U.K 0 0 0 41 1 1 2 131
Asymmetric and nonlinear pass-through of energy prices to CO2 emission allowance prices 0 0 0 62 0 0 2 202
Asymmetric and nonlinear passthrough of energy prices to CO2 emission allowance prices 0 0 0 35 0 0 0 96
Bank credit risk and macro-prudential policies: role of counter-cyclical capital buffer 0 1 2 17 1 2 3 21
Beyond the austerity dispute: new priorities for fiscal policy 0 0 6 261 0 3 27 756
Can Fiscal Policy Stimulus Boost Economic Recovery? 0 0 0 159 0 1 5 593
China’s Monetary Policy and Commodity Prices 0 2 2 155 0 3 6 304
Collateralizable Wealth, Asset Returns, and Systemic Risk: International Evidence 0 0 0 43 0 0 1 250
Consumption and Wealth in the US, the UK and the Euro Area:A Nonlinear Investigation 0 0 1 72 0 0 3 164
Consumption, (Dis) Aggregate Wealth and Asset Returns 0 0 0 93 1 1 2 393
Consumption, (Dis)Aggregate Wealth and Asset Returns 0 0 0 0 0 0 0 214
Consumption, Wealth, Stock and Government Bond Returns: International Evidence 0 0 0 44 0 1 3 180
Consumption, Wealth, Stock and Government Bond Returns: International Evidence 0 0 0 32 0 1 1 117
Consumption, Wealth, Stock and Housing Returns: Evidence from Emerging Markets 0 0 0 20 0 0 1 87
Consumption, Wealth, Stock and Housing Returns: Evidence from Emerging Markets 0 0 0 12 0 0 2 142
Consumption, Wealth, Stock and Housing Returns: Evidence from Emerging Markets 0 0 0 33 0 0 1 117
Cross-border capital flows and capital markets union: Quo vadis Europe? 0 0 1 9 1 4 11 43
Do Windfall Gains Affect Labour Supply? Evidence from the European Household Panel 0 0 0 11 0 0 1 71
Does exchange rate depreciation have contractionary effects on firm-level investment? 0 1 1 33 0 2 10 119
Does exchange rate depreciation have contractionary effects on firm-level investment? 0 0 1 47 0 0 5 142
Energy prices and CO2 emission allowance prices: A quantile regression approach 0 0 0 68 0 0 2 170
Energy prices and CO2 emission allowance prices: A quantile regression approach 0 0 0 52 0 1 2 154
Expectations, Shocks, and Asset Returns 0 0 0 48 0 0 0 184
External debt composition and domestic credit cycles 0 0 1 8 0 1 6 81
External debt composition and domestic credit cycles 0 0 2 57 0 1 4 141
Financial Reforms and Income Inequality 0 0 0 124 0 1 3 301
Fiscal Adjustment and Business Cycle Synchronization 0 0 0 26 0 1 1 81
Fiscal Adjustments and Business Cycle Synchronization 0 0 0 15 0 2 2 73
Fiscal Consolidation and Income Inequality 0 0 1 130 2 3 12 395
Fiscal Policy Discretion, Private Spending, and Crisis Episodes 0 0 0 67 0 1 2 235
Fiscal Policy Discretion, Private Spending, and Crisis Episodes 0 1 2 71 0 5 14 281
Fiscal Policy and Asset Price Cycles: Evidence from Four European Countries 0 0 0 0 0 1 1 19
Fiscal Policy and Asset Prices 0 1 1 158 0 4 16 412
Fiscal Policy and Macroeconomic Imbalances 0 0 1 107 1 2 11 741
Fiscal Policy in the BRICs 0 0 0 165 0 3 5 434
Fiscal Policy, Housing and Stock Prices 0 0 0 58 0 2 2 279
Fiscal Policy, Housing and Stock Prices 0 0 0 95 0 0 0 290
Fiscal Policy, Housing and Stock Prices 0 0 0 35 0 0 2 45
Fiscal Regime Shifts in Portugal 0 0 1 19 0 1 4 125
Fiscal Regime Shifts in Portugal 0 0 0 85 0 0 1 267
Fiscal Regime Shifts in Portugal 0 0 1 76 0 0 4 260
Fiscal policy, housing and stock prices 0 0 0 132 0 0 0 790
Fiscall Adjustments and Income Inequality:A First Assessment 0 0 0 66 0 1 3 121
Fundamentals, Financial Factors and The Dynamics of Investment in Emerging Markets 0 0 0 90 1 1 1 294
How Do Central Banks React to Wealth Composition and Asset Prices? 0 0 0 64 0 0 1 106
How Do Central Banks React to Wealth Composition and Asset Prices? 0 0 0 44 0 0 1 108
How Does Fiscal Policy React to Wealth Composition and Asset Prices? 0 0 0 39 0 1 4 177
How Does Fiscal Policy React to Wealth Composition and Asset Prices? 0 0 0 42 0 1 1 171
How do Banking Crises Impact on Income Inequality? 1 1 4 143 1 3 12 421
How do Consumption and Asset Returns React to Wealth Shocks? Evidence from the U.S. and the U.K 0 0 0 35 0 0 3 109
How does Fiscal Consolidation Impact on Income Inequality? 0 1 3 253 0 3 15 644
Indicadores de localização, especialização e diversificação e análise shift-share - uma aplicação às NUT III da Região Norte no período 1986-1998 0 0 1 409 0 0 4 2,191
International monetary policy and cryptocurrency markets: dynamic and spillover effects 0 1 2 26 2 5 11 38
Is Technology Factor-Neutral? Evidence from the US Manufacturing Sector 0 0 1 35 0 0 2 83
Linking U.S. State-Level Housing Market Returns and the Consumption-(Dis)Aggregate Wealth Ratio 0 0 0 0 0 0 0 18
Modelling Money Demand: Further Evidence from an International Comparison 0 0 0 68 0 0 1 121
Monetary Policy Rules in the BRICS: How Important is Nonlinearity? 0 0 0 172 1 1 3 373
Monetary Policy and Economic Activity in the BRICS 0 0 1 143 0 2 6 353
Money Demand in the euro area, the US and the UK:Assessing the Role of Nonlinearity 0 0 0 66 0 0 1 113
Nonlinear effects of asset prices on fiscal policy: Evidence from the UK, Italy and Spain 0 0 0 0 0 1 1 33
Property of stocks and wealth effects on consumption 0 0 0 217 0 5 8 926
Structural Breaks and Nonlinearity in US and UK Public Debt 0 0 0 40 0 1 3 129
The Benevolence of Time, Sound Macroeconomic Environment and Governance Quality on the Duration of Sovereign Ratings Phases 0 0 0 1 0 0 0 6
The Determinants of Public Deficit Volatility 0 0 0 68 1 2 3 199
The Effect of Electrification on Socioeconomic Well-Being and Environmental Outcomes: Evidence for the Lao People’s Democratic Republic 0 0 0 11 1 1 3 24
The Effects of Monetary Policy in a Small Open Economy: The Case of Portugal 0 0 2 66 1 1 3 104
The Impact of Government Spending on the Private Sector: Crowding-out versus Crowding-in Effects" 1 2 17 952 3 5 48 3,274
The Macroeconomic Effects of Fiscal Policy 0 0 0 154 0 0 0 487
The Macroeconomic Effects of Fiscal Policy 0 1 4 320 6 14 39 2,029
The Macroeconomic Effects of Fiscal Policy in Portugal: a Bayesian SVAR Analysis 0 0 2 320 2 2 8 1,419
The Macroeconomic Effects of Fiscal Policy in Portugal: a Bayesian SVAR Analysis 0 0 0 252 1 2 3 701
The Predictability of cay and cayMS for Stock and Housing Returns: A Nonparametric Causality in Quantile Test 0 0 0 23 0 0 0 101
The consumption-wealth ratio and asset returns: The Euro Area, the UK and the US 0 0 0 109 0 0 0 276
The determinants of public deficit volatility 0 0 1 108 0 2 6 297
The macroeconomic effects of fiscal policy 1 1 3 302 1 1 11 878
The real effects of financial stress in the Euro zone 1 1 2 144 1 1 3 265
Time-Varying Expected Returns: Evidence from the U.S. and the U.K 0 0 0 33 0 0 0 123
US Monetary Policy and Commodity Sector Prices 0 0 0 63 0 0 1 262
Unconventional monetary policy reaction functions: evidence from the US 0 0 0 23 0 0 0 44
Using time-varying transition probabilities in Markov switching processes to adjust US fiscal policy for asset prices 0 0 0 0 0 1 4 47
Wealth Effects in Emerging Market Economies 0 0 0 94 0 1 2 326
Wealth Effetcs on Consumption: Evidence from the euro area 0 0 0 65 0 2 5 244
Wealth Shocks and Risk Aversion 0 0 0 80 1 2 4 284
Wealth effects in emerging market economies 0 0 0 70 0 1 2 349
Wealth effects on consumption: evidence from the euro area 1 1 2 676 7 17 40 597
Wealth, Labour Income, Stock Returns and Government Bond Yields, and Financial Stress in the Euro Area 0 0 0 34 0 0 0 112
Wealth-to-Income Ratio and Stock Market Movements: Evidence from a Nonparametric Causality Test 0 0 0 0 0 0 0 65
What Are The Wealth E¤ects Of Monetary Policy? 0 0 0 16 0 0 1 68
What Determines the Duration of a Fiscal Consolidation Program? 0 0 0 36 0 1 1 84
What can Fifty-Two Collateralizable Wealth Measures tell us about Future Housing Market Returns? Evidence from U.S. State-Level Data 0 0 0 0 0 0 0 44
What determines the duration of a fiscal consolidation program? 0 0 0 46 0 1 2 118
What explains the short 0 0 0 11 0 0 1 59
What explains the short-term dynamics of the prices of CO2 emissions? 0 0 0 41 0 0 0 186
Total Working Papers 5 15 72 9,633 38 142 483 32,239


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A competing risks tale on successful and unsuccessful fiscal consolidations 0 0 0 1 0 2 2 26
A quest between fiscal and market discipline 0 2 4 7 0 3 10 27
An empirical analysis of energy cost pass-through to CO2 emission prices 0 0 0 34 0 0 3 178
An international forensic perspective of the determinants of bank CDS spreads 0 0 0 16 1 1 2 109
Assessing financial and housing wealth effects through the lens of a nonlinear framework 0 0 0 13 0 0 3 49
Assessing long-term fiscal developments: A new approach 0 0 0 66 0 0 1 239
Assessing long-term fiscal developments: evidence from Portugal 0 0 0 38 0 0 0 142
Asset Returns Under Model Uncertainty: Evidence from the Euro Area, the US and the UK 0 0 0 0 0 0 1 51
Bank credit risk and macro-prudential policies: Role of counter-cyclical capital buffer 0 0 0 7 3 7 14 56
Bitcoin market networks and cyberattacks 0 0 1 2 0 0 5 11
Booms, Busts, and Normal Times in the Housing Market 0 0 1 20 1 2 6 100
Building proxies that capture time-variation in expected returns using a VAR approach 0 0 0 12 0 0 0 80
CONSUMPTION, WEALTH, STOCK AND GOVERNMENT BOND RETURNS: INTERNATIONAL EVIDENCE 0 0 0 13 0 0 0 103
COVID-19 news and the US equity market interactions: An inspection through econometric and machine learning lens 0 0 0 0 0 0 1 1
Can Fiscal Policy Stimulus Boost Economic Recovery? 0 0 0 26 0 1 4 133
Can re-regulation of the financial sector strike back public debt? 0 0 0 4 0 2 8 97
Can the Consumption–Wealth Ratio Predict Housing Returns? Evidence from OECD Countries 0 0 0 7 0 0 1 22
China's monetary policy framework and global commodity prices 0 1 2 2 1 3 13 13
Commodity Prices, Inflationary Pressures, and Monetary Policy: Evidence from BRICS Economies 0 2 3 122 1 5 17 378
Consumption growth, preference for smoothing, changes in expectations and risk premium 0 0 0 7 0 1 3 114
Consumption, (dis)aggregate wealth, and asset returns 1 1 1 53 1 1 4 236
Consumption, asset wealth, equity premium, term spread, and flight to quality 0 0 0 6 0 0 1 35
Consumption, wealth, stock and housing returns: Evidence from emerging markets 0 0 0 11 0 0 2 90
Discretionary Government Consumption, Private Domestic Demand, and Crisis Episodes 0 0 0 22 1 3 4 118
Do IMF fiscal forecasts add value? 0 1 3 15 0 1 4 49
Do cay and cayMS predict stock and housing returns? Evidence from a nonparametric causality test 0 0 0 6 1 1 2 57
Do country-level financial structures explain bank-level CDS spreads? 2 2 2 8 2 4 4 62
Do debt crises boost financial reforms? 0 0 0 18 0 1 3 93
Do pandemic, trade policy and world uncertainties affect oil price returns? 0 0 1 3 0 0 2 7
Does Government Spending Crowd Out Private Consumption and Investment? 1 3 7 153 2 6 13 541
ECONOMIC ACTIVITY, CREDIT MARKET CONDITIONS, AND THE HOUSING MARKET 0 1 1 18 1 2 4 43
Energy prices and CO2 emission allowance prices: A quantile regression approach 2 4 7 53 3 6 16 191
External debt composition and domestic credit cycles 0 0 0 16 0 1 3 59
FINANCIAL MARKETS' SHUTDOWN AND REACCESS 0 0 0 1 0 0 1 25
FISCAL POLICY AND ASSET PRICES 0 2 2 36 2 6 12 137
Financial reforms and income inequality 1 2 3 100 2 4 14 314
Financial stress and sovereign debt composition 0 0 0 3 0 1 1 29
Fiscal adjustments, labour market flexibility and unemployment 0 0 2 47 0 3 7 166
Fiscal and monetary policies in the BRICS: A panel VAR approach 2 3 8 156 3 6 17 380
Fiscal consolidation and financial reforms 0 0 0 7 0 1 2 44
Fiscal policy in the BRICs 0 0 0 123 0 0 4 417
Fiscal regime shifts in Portugal 0 0 0 40 2 3 6 209
Fundamentals, Financial Factors, and the Dynamics of Investment in Emerging Markets 0 0 0 40 0 0 1 243
Global factors, uncertainty, weather conditions and energy prices: On the drivers of the duration of commodity price cycle phases 0 1 3 28 1 2 9 85
HOW DO FISCAL CONSOLIDATION AND FISCAL STIMULI IMPACT ON THE SYNCHRONIZATION OF BUSINESS CYCLES? 0 0 0 9 0 1 2 31
Housing wealth, financial wealth, money demand and policy rule: Evidence from the euro area 0 1 3 53 0 1 7 228
How Does Fiscal Consolidation Impact on Income Inequality? 1 2 2 47 1 5 10 188
How best to measure discretionary fiscal policy? Assessing its impact on private spending 0 0 1 63 2 4 9 209
How do banking crises impact on income inequality? 0 0 3 110 0 1 14 407
How do central banks react to wealth composition and asset prices? 0 0 1 18 0 0 1 109
How does fiscal policy react to wealth composition and asset prices? 0 0 0 32 0 1 4 175
How does monetary policy respond to the dynamics of the shadow banking sector? 0 0 0 13 0 0 0 30
Income inequality, fiscal stimuli and political (in)stability 1 1 2 29 2 3 8 123
Inflation synchronization among the G7and China: The important role of oil inflation 0 0 0 6 0 0 1 30
Interest rate gaps in an uncertain global context: why “too” low (high) for “so” long? 1 1 3 9 2 2 5 18
International monetary policy and cryptocurrency markets: dynamic and spillover effects 0 0 1 1 2 7 12 12
Investment in emerging market economies 0 0 0 30 0 0 1 111
Is fiscal fatigue a threat to consolidation programmes? 0 0 1 6 0 1 3 41
Linking U.S. State-level housing market returns, and the consumption-(Dis)Aggregate wealth ratio 0 0 1 5 0 0 2 25
Linking wealth and labour income with stock returns and government bond yields 0 0 0 5 0 0 1 30
Modelling money demand: further evidence from an international comparison 0 0 1 9 0 0 1 55
Money demand in the euro area, the US and the UK: Assessing the role of nonlinearity 0 0 0 32 1 1 1 121
National fiscal consolidations and regional inequality in Europe 0 0 4 45 1 2 9 120
Nonlinear effects of asset prices on fiscal policy: Evidence from the UK, Italy and Spain 0 0 0 18 0 1 1 85
Nonlinear monetary policy reaction functions in large emerging economies: the case of Brazil and China 0 0 1 56 0 0 1 151
ON THE MACROECONOMIC AND WEALTH EFFECTS OF UNCONVENTIONAL MONETARY POLICY 0 0 0 28 0 0 0 73
Oil shocks and financial stability in MENA countries 0 0 0 0 1 1 3 5
On the duration of sovereign ratings cycle phases 0 0 0 5 0 0 2 28
On the international co-movement of natural interest rates 0 0 2 6 1 1 6 25
Political, Institutional, and Economic Factors Underlying Deficit Volatility 0 0 1 19 1 2 5 60
Predicting asset returns in the BRICS: The role of macroeconomic and fundamental predictors 0 0 0 19 0 0 3 84
Predicting risk premium under changes in the conditional distribution of stock returns 0 0 0 6 0 0 2 36
REAL EFFECTS OF MONETARY POLICY IN LARGE EMERGING ECONOMIES 2 3 7 214 2 4 11 446
Spillovers from the oil sector to the housing market cycle 0 0 0 21 0 1 3 103
Structural breaks and nonlinearity in US and UK public debts 0 0 0 18 0 2 3 105
Systemic financial crises and the housing market cycle 0 0 0 8 0 0 0 20
Testing for asymmetric causality between U.S. equity returns and commodity futures returns 0 0 0 27 0 1 1 123
The Determinants of the Volatility of Fiscal Policy Discretion 0 0 1 23 0 1 2 88
The Housing Cycle: What Role for Mortgage Market Development and Housing Finance? 0 1 4 23 1 2 14 105
The Impact of Fiscal Consolidation on Human Development 0 0 0 8 0 0 1 41
The Legacy and the Tyranny of Time: Exit and Re‐Entry of Sovereigns to International Capital Markets 0 0 1 3 0 1 4 43
The Relationship between Consumption and Wealth: A Quantile Regression Approach 0 0 2 49 0 2 5 234
The dual shocks of the COVID-19 and the oil price collapse: A spark or a setback for the circular economy? 0 0 3 17 1 4 12 57
The macroeconomic effects of fiscal policy 0 3 14 61 4 12 32 227
The macroeconomic effects of fiscal policy in Portugal: a Bayesian SVAR analysis 0 1 3 131 0 3 7 441
The real effects of financial stress in the Eurozone 1 1 2 50 2 3 8 165
The skill premium effect of technological change: New evidence from United States manufacturing 1 1 2 32 1 1 5 81
Time-varying expected returns: evidence from the United States and the United Kingdom 0 0 0 2 0 0 1 31
U.S. equity and commodity futures markets: Hedging or financialization? 0 0 2 17 0 1 4 84
US monetary policy and sectoral commodity prices 1 2 7 90 2 5 14 313
Unconventional monetary policy reaction functions: evidence from the US 0 0 0 18 2 2 2 65
Using time-varying transition probabilities in Markov switching processes to adjust US fiscal policy for asset prices 0 0 1 66 0 1 3 232
WEALTH, ASSET PORTFOLIO, MONEY DEMAND AND POLICY RULE 0 0 0 9 0 0 0 58
Wealth effects in emerging market economies 1 1 2 21 1 1 5 108
Wealth-to-income ratio and stock returns: evidence from the Euro Area 0 0 0 9 0 0 1 66
Wealth-to-income ratio, government bond yields and financial stress in the Euro Area 0 0 0 5 0 0 1 59
Wealth‐to‐Income Ratio and Stock Market Movements: Evidence from a Nonparametric Causality Test 0 0 0 7 0 0 0 28
What Can Fifty-Two Collateralizable Wealth Measures Tell Us About Future Housing Market Returns? Evidence from U.S. State-Level Data 0 0 0 5 0 0 0 17
What are the effects of fiscal policy on asset markets? 2 3 10 265 4 5 29 758
What determines the duration of a fiscal consolidation program? 0 1 3 37 1 3 7 146
What determines the likelihood of structural reforms? 0 0 0 65 0 2 8 321
What explain the short-term dynamics of the prices of CO2 emissions? 0 1 2 28 0 2 7 189
What is the impact of wealth shocks on asset allocation? 0 0 2 14 0 0 3 46
What uncertainty does to euro area sovereign bond markets: Flight to safety and flight to quality 0 3 8 30 4 11 31 91
Windfall gains and labour supply: evidence from the European household panel 0 0 0 12 0 1 4 60
Total Journal Articles 20 51 154 3,424 67 184 572 13,120


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Can the Wealth-to-Income Ratio be a Useful Predictor in Alternative Finance? Evidence from the Housing Risk Premium 0 0 0 0 0 0 2 3
Chapter 1 Collateralizable Wealth, Asset Returns, and Systemic Risk: International Evidence 0 0 0 0 0 1 3 5
Inflation expectations and monetary policy 0 0 3 36 1 2 10 161
Total Chapters 0 0 3 36 1 3 15 169
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Statistics updated 2025-06-06