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 3 4 142
Are Stock and Housing Returns Complements or Substitutes? Evidence from OECD Countries 0 0 0 46 0 1 1 70
Are Stock and Housing Returns Complements or Substitutes? Evidence from OECD Countries 0 0 0 10 4 6 7 117
Are Stock and Housing Returns Complements or Substitutes?: Evidence from OECD Countries 0 0 0 39 1 3 6 142
Are There Change-Points in the Likelihood of a Fiscal Consolidation Ending? 0 0 0 15 1 4 5 90
Are there change-points in the likelihood of a fiscal consolidation ending? 0 0 0 23 2 4 6 89
Assessing Long-Term Fiscal Developments: Evidence from Portugal 0 0 0 54 1 6 7 229
Assessing Long-Term Fiscal Developments: Evidence from Portugal 0 0 0 70 1 3 4 201
Assessing Long-Term Fiscal Developments: a New Approach 0 0 0 63 2 6 6 257
Assessing Long-Term Fiscal Developments: a New Approach 0 0 0 126 0 1 2 263
Assessing financial and housing wealth effects through the lens of a nonlinear framework 0 0 0 0 0 3 7 53
Assessing fiscal policy through the lens of the financial and the commodity price cycles 0 0 1 37 4 7 15 145
Assessing long-term fiscal developments - a new approach 0 0 0 111 0 3 5 289
Asset Returns Under Model Uncertainty: Eveidence from the euro area, the U.K and the U.S 0 0 0 30 0 4 5 183
Asset Returns Under Model Uncertainty: Evidence from the euro area, the U.K. and the U.S 0 0 0 29 0 0 3 261
Asset prices, Credit and Investment in Emerging Markets 1 1 1 93 3 6 9 284
Asset returns under model uncertainty: evidence from the euro area, the U.S. and the U.K 0 0 0 41 5 8 12 141
Asymmetric and nonlinear pass-through of energy prices to CO2 emission allowance prices 0 0 0 62 1 3 4 205
Asymmetric and nonlinear passthrough of energy prices to CO2 emission allowance prices 0 0 0 35 0 2 2 98
Bank credit risk and macro-prudential policies: role of counter-cyclical capital buffer 0 0 1 17 1 1 3 22
Beyond the austerity dispute: new priorities for fiscal policy 0 0 0 261 2 9 21 767
Can Fiscal Policy Stimulus Boost Economic Recovery? 0 0 0 159 1 3 6 597
China’s Monetary Policy and Commodity Prices 0 0 2 155 2 2 6 306
Collateralizable Wealth, Asset Returns, and Systemic Risk: International Evidence 0 0 0 43 0 0 0 250
Consumption and Wealth in the US, the UK and the Euro Area:A Nonlinear Investigation 0 0 0 72 0 1 3 165
Consumption, (Dis) Aggregate Wealth and Asset Returns 0 0 0 93 0 3 5 396
Consumption, (Dis)Aggregate Wealth and Asset Returns 0 0 0 0 0 1 3 217
Consumption, Wealth, Stock and Government Bond Returns: International Evidence 0 0 0 32 1 3 4 120
Consumption, Wealth, Stock and Government Bond Returns: International Evidence 0 0 0 44 0 2 5 182
Consumption, Wealth, Stock and Housing Returns: Evidence from Emerging Markets 0 0 0 20 0 2 4 90
Consumption, Wealth, Stock and Housing Returns: Evidence from Emerging Markets 0 0 1 13 2 4 8 149
Consumption, Wealth, Stock and Housing Returns: Evidence from Emerging Markets 0 0 0 33 0 2 3 120
Cross-border capital flows and capital markets union: Quo vadis Europe? 0 0 1 9 1 1 8 45
Do Windfall Gains Affect Labour Supply? Evidence from the European Household Panel 0 0 0 11 1 3 5 75
Does exchange rate depreciation have contractionary effects on firm-level investment? 0 1 2 34 2 8 13 127
Does exchange rate depreciation have contractionary effects on firm-level investment? 0 0 0 47 3 11 13 155
Energy prices and CO2 emission allowance prices: A quantile regression approach 0 0 0 52 1 3 4 157
Energy prices and CO2 emission allowance prices: A quantile regression approach 0 0 0 68 0 6 8 177
Expectations, Shocks, and Asset Returns 0 0 0 48 2 3 4 188
External debt composition and domestic credit cycles 0 0 0 8 2 5 10 87
External debt composition and domestic credit cycles 0 0 0 57 3 6 9 148
Financial Reforms and Income Inequality 1 1 1 125 2 4 5 305
Fiscal Adjustment and Business Cycle Synchronization 0 0 0 26 2 5 6 86
Fiscal Adjustments and Business Cycle Synchronization 0 0 0 15 0 1 3 74
Fiscal Consolidation and Income Inequality 1 1 1 131 1 3 11 401
Fiscal Policy Discretion, Private Spending, and Crisis Episodes 0 0 0 67 1 7 9 242
Fiscal Policy Discretion, Private Spending, and Crisis Episodes 0 0 2 71 1 10 20 292
Fiscal Policy and Asset Price Cycles: Evidence from Four European Countries 0 0 0 0 0 0 1 19
Fiscal Policy and Asset Prices 1 1 2 159 3 4 9 417
Fiscal Policy and Macroeconomic Imbalances 0 0 0 107 1 6 11 749
Fiscal Policy in the BRICs 0 0 2 167 0 3 9 440
Fiscal Policy, Housing and Stock Prices 0 0 0 58 1 3 6 283
Fiscal Policy, Housing and Stock Prices 0 0 0 95 2 3 3 293
Fiscal Policy, Housing and Stock Prices 0 0 0 35 0 1 2 46
Fiscal Regime Shifts in Portugal 0 0 0 76 4 7 9 268
Fiscal Regime Shifts in Portugal 0 0 0 19 1 7 9 132
Fiscal Regime Shifts in Portugal 0 0 0 85 2 3 3 270
Fiscal policy, housing and stock prices 0 0 0 132 0 1 1 791
Fiscall Adjustments and Income Inequality:A First Assessment 1 1 1 67 2 2 3 123
Fundamentals, Financial Factors and The Dynamics of Investment in Emerging Markets 0 0 0 90 0 4 6 299
How Do Central Banks React to Wealth Composition and Asset Prices? 0 0 0 44 3 6 7 114
How Do Central Banks React to Wealth Composition and Asset Prices? 0 0 0 64 0 1 2 108
How Does Fiscal Policy React to Wealth Composition and Asset Prices? 0 0 0 39 0 6 9 183
How Does Fiscal Policy React to Wealth Composition and Asset Prices? 0 0 0 42 1 2 6 176
How do Banking Crises Impact on Income Inequality? 0 1 2 144 1 7 10 428
How do Consumption and Asset Returns React to Wealth Shocks? Evidence from the U.S. and the U.K 0 0 0 35 1 3 7 113
How does Fiscal Consolidation Impact on Income Inequality? 0 0 3 254 3 13 18 658
Indicadores de localização, especialização e diversificação e análise shift-share - uma aplicação às NUT III da Região Norte no período 1986-1998 0 0 0 409 0 0 0 2,191
International monetary policy and cryptocurrency markets: dynamic and spillover effects 0 1 2 27 2 7 18 47
Is Technology Factor-Neutral? Evidence from the US Manufacturing Sector 0 0 0 35 1 2 3 86
Linking U.S. State-Level Housing Market Returns and the Consumption-(Dis)Aggregate Wealth Ratio 0 0 0 0 0 3 3 21
Modelling Money Demand: Further Evidence from an International Comparison 0 0 0 68 2 2 5 125
Monetary Policy Rules in the BRICS: How Important is Nonlinearity? 0 0 0 172 2 4 8 378
Monetary Policy and Economic Activity in the BRICS 0 0 2 144 1 2 8 357
Money Demand in the euro area, the US and the UK:Assessing the Role of Nonlinearity 0 0 0 66 0 1 3 115
Nonlinear effects of asset prices on fiscal policy: Evidence from the UK, Italy and Spain 0 0 0 0 0 2 3 35
Property of stocks and wealth effects on consumption 0 0 0 217 1 2 10 928
Structural Breaks and Nonlinearity in US and UK Public Debt 0 0 0 40 1 2 3 131
The Benevolence of Time, Sound Macroeconomic Environment and Governance Quality on the Duration of Sovereign Ratings Phases 0 0 0 1 2 4 4 10
The Determinants of Public Deficit Volatility 0 2 2 70 1 5 9 206
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 25
The Effects of Monetary Policy in a Small Open Economy: The Case of Portugal 0 0 0 66 0 3 4 107
The Impact of Government Spending on the Private Sector: Crowding-out versus Crowding-in Effects" 3 5 12 959 7 25 59 3,321
The Macroeconomic Effects of Fiscal Policy 1 2 4 323 6 15 48 2,061
The Macroeconomic Effects of Fiscal Policy 0 0 0 154 1 3 3 490
The Macroeconomic Effects of Fiscal Policy in Portugal: a Bayesian SVAR Analysis 0 1 1 253 0 2 5 704
The Macroeconomic Effects of Fiscal Policy in Portugal: a Bayesian SVAR Analysis 0 1 3 322 1 7 12 1,427
The Predictability of cay and cayMS for Stock and Housing Returns: A Nonparametric Causality in Quantile Test 0 0 0 23 4 5 6 107
The consumption-wealth ratio and asset returns: The Euro Area, the UK and the US 0 0 0 109 1 1 2 278
The determinants of public deficit volatility 0 1 1 109 3 9 14 307
The macroeconomic effects of fiscal policy 0 0 1 302 0 3 5 882
The real effects of financial stress in the Euro zone 0 0 1 144 0 0 1 265
Time-Varying Expected Returns: Evidence from the U.S. and the U.K 0 0 0 33 1 2 3 126
US Monetary Policy and Commodity Sector Prices 0 0 0 63 2 6 7 269
Unconventional monetary policy reaction functions: evidence from the US 0 0 0 23 1 5 6 50
Using time-varying transition probabilities in Markov switching processes to adjust US fiscal policy for asset prices 0 0 0 0 0 0 2 47
Wealth Effects in Emerging Market Economies 0 0 0 94 0 1 4 328
Wealth Effetcs on Consumption: Evidence from the euro area 0 0 1 66 0 3 9 249
Wealth Shocks and Risk Aversion 0 0 0 80 0 1 7 288
Wealth effects in emerging market economies 0 1 1 71 1 5 8 355
Wealth effects on consumption: evidence from the euro area 0 1 3 678 5 7 49 612
Wealth, Labour Income, Stock Returns and Government Bond Yields, and Financial Stress in the Euro Area 0 0 0 34 1 3 3 115
Wealth-to-Income Ratio and Stock Market Movements: Evidence from a Nonparametric Causality Test 0 0 0 0 1 3 4 69
What Are The Wealth E¤ects Of Monetary Policy? 0 0 0 16 2 3 4 71
What Determines the Duration of a Fiscal Consolidation Program? 0 0 0 36 3 3 4 87
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 3 4 48
What determines the duration of a fiscal consolidation program? 0 0 0 46 1 3 4 121
What explains the short 0 0 0 11 1 2 3 61
What explains the short-term dynamics of the prices of CO2 emissions? 0 0 0 41 1 3 5 191
What is the impact of natural disasters on sovereign risk? Expect the unexpected! 0 0 5 5 1 8 16 16
Total Working Papers 9 22 62 9,672 139 435 821 32,816


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 2 3 5 29
A quest between fiscal and market discipline 1 2 5 9 1 9 16 37
An empirical analysis of energy cost pass-through to CO2 emission prices 0 0 0 34 2 3 5 182
An international forensic perspective of the determinants of bank CDS spreads 0 0 0 16 2 4 5 113
Assessing financial and housing wealth effects through the lens of a nonlinear framework 0 0 0 13 1 2 6 53
Assessing long-term fiscal developments: A new approach 0 0 0 66 1 3 3 242
Assessing long-term fiscal developments: evidence from Portugal 0 0 0 38 1 1 1 143
Asset Returns Under Model Uncertainty: Evidence from the Euro Area, the US and the UK 0 0 0 0 2 4 6 56
Bank credit risk and macro-prudential policies: Role of counter-cyclical capital buffer 0 0 1 8 2 4 16 64
Bitcoin market networks and cyberattacks 0 0 0 2 1 4 8 18
Booms, Busts, and Normal Times in the Housing Market 0 1 2 22 4 11 17 113
Building proxies that capture time-variation in expected returns using a VAR approach 0 0 0 12 2 3 3 83
CONSUMPTION, WEALTH, STOCK AND GOVERNMENT BOND RETURNS: INTERNATIONAL EVIDENCE 0 0 0 13 2 3 3 106
COVID-19 news and the US equity market interactions: An inspection through econometric and machine learning lens 0 0 0 0 1 4 6 6
Can Fiscal Policy Stimulus Boost Economic Recovery? 0 0 0 26 0 3 6 137
Can re-regulation of the financial sector strike back public debt? 0 0 0 4 1 4 9 102
Can the Consumption–Wealth Ratio Predict Housing Returns? Evidence from OECD Countries 0 0 0 7 0 0 0 22
China's monetary policy framework and global commodity prices 1 2 6 6 6 10 24 31
Commodity Prices, Inflationary Pressures, and Monetary Policy: Evidence from BRICS Economies 0 0 4 124 1 3 13 384
Consumption growth, preference for smoothing, changes in expectations and risk premium 0 0 0 7 1 3 4 117
Consumption, (dis)aggregate wealth, and asset returns 0 0 1 53 2 4 9 242
Consumption, asset wealth, equity premium, term spread, and flight to quality 0 0 0 6 3 12 13 48
Consumption, wealth, stock and housing returns: Evidence from emerging markets 0 0 2 13 1 5 8 98
Discretionary Government Consumption, Private Domestic Demand, and Crisis Episodes 0 0 0 22 1 5 8 123
Do IMF fiscal forecasts add value? 0 0 1 15 0 1 3 51
Do cay and cayMS predict stock and housing returns? Evidence from a nonparametric causality test 0 0 0 6 3 4 5 61
Do country-level financial structures explain bank-level CDS spreads? 0 0 2 8 2 10 16 74
Do debt crises boost financial reforms? 0 1 1 19 0 2 5 96
Do pandemic, trade policy and world uncertainties affect oil price returns? 0 0 0 3 2 4 8 14
Does Government Spending Crowd Out Private Consumption and Investment? 2 2 7 156 8 13 29 562
ECONOMIC ACTIVITY, CREDIT MARKET CONDITIONS, AND THE HOUSING MARKET 0 0 1 18 0 0 6 46
Energy prices and CO2 emission allowance prices: A quantile regression approach 1 3 7 56 1 8 18 201
External debt composition and domestic credit cycles 0 0 0 16 2 5 8 65
FINANCIAL MARKETS' SHUTDOWN AND REACCESS 0 0 0 1 1 1 2 27
FISCAL POLICY AND ASSET PRICES 1 1 3 37 1 3 11 141
Financial reforms and income inequality 1 1 4 101 3 6 16 323
Financial stress and sovereign debt composition 0 0 0 3 0 1 3 31
Fiscal adjustments, labour market flexibility and unemployment 0 0 0 47 0 2 6 169
Fiscal and monetary policies in the BRICS: A panel VAR approach 1 5 15 166 2 7 30 402
Fiscal consolidation and financial reforms 0 0 0 7 2 3 6 48
Fiscal policy in the BRICs 0 0 1 124 0 3 6 422
Fiscal regime shifts in Portugal 0 0 0 40 3 6 11 217
Fundamentals, Financial Factors, and the Dynamics of Investment in Emerging Markets 0 0 0 40 1 5 6 249
Global factors, uncertainty, weather conditions and energy prices: On the drivers of the duration of commodity price cycle phases 0 0 3 30 8 22 33 114
HOW DO FISCAL CONSOLIDATION AND FISCAL STIMULI IMPACT ON THE SYNCHRONIZATION OF BUSINESS CYCLES? 0 0 0 9 2 2 4 33
Housing wealth, financial wealth, money demand and policy rule: Evidence from the euro area 0 0 3 54 3 4 10 234
How Does Fiscal Consolidation Impact on Income Inequality? 0 1 3 48 24 34 53 235
How best to measure discretionary fiscal policy? Assessing its impact on private spending 0 0 0 63 3 8 16 220
How do banking crises impact on income inequality? 0 1 4 112 3 4 9 412
How do central banks react to wealth composition and asset prices? 0 0 0 18 2 5 6 115
How does fiscal policy react to wealth composition and asset prices? 1 1 2 34 2 6 14 187
How does monetary policy respond to the dynamics of the shadow banking sector? 0 0 0 13 3 3 5 35
Income inequality, fiscal stimuli and political (in)stability 0 1 3 30 3 7 16 133
Inflation synchronization among the G7and China: The important role of oil inflation 0 0 0 6 0 3 4 34
Interest rate gaps in an uncertain global context: why “too” low (high) for “so” long? 0 0 1 9 0 3 6 22
International monetary policy and cryptocurrency markets: dynamic and spillover effects 0 0 1 1 10 13 30 32
Investment in emerging market economies 0 0 0 30 2 5 9 120
Is fiscal fatigue a threat to consolidation programmes? 0 0 0 6 1 1 2 42
Linking U.S. State-level housing market returns, and the consumption-(Dis)Aggregate wealth ratio 0 0 1 5 2 9 13 36
Linking wealth and labour income with stock returns and government bond yields 0 0 0 5 1 1 2 32
Modelling money demand: further evidence from an international comparison 0 0 0 9 0 0 0 55
Money demand in the euro area, the US and the UK: Assessing the role of nonlinearity 0 0 0 32 1 4 5 125
National fiscal consolidations and regional inequality in Europe 0 0 1 46 0 2 9 126
Nonlinear effects of asset prices on fiscal policy: Evidence from the UK, Italy and Spain 0 0 0 18 1 4 7 91
Nonlinear monetary policy reaction functions in large emerging economies: the case of Brazil and China 0 0 0 56 0 1 3 154
ON THE MACROECONOMIC AND WEALTH EFFECTS OF UNCONVENTIONAL MONETARY POLICY 0 0 1 29 3 5 6 79
Oil shocks and financial stability in MENA countries 0 0 0 0 0 2 8 11
On the duration of sovereign ratings cycle phases 1 1 1 6 2 7 10 36
On the international co-movement of natural interest rates 0 0 0 6 2 10 14 37
Political, Institutional, and Economic Factors Underlying Deficit Volatility 0 0 0 19 1 2 6 63
Predicting asset returns in the BRICS: The role of macroeconomic and fundamental predictors 0 0 0 19 1 3 5 88
Predicting risk premium under changes in the conditional distribution of stock returns 0 1 1 7 1 6 6 42
REAL EFFECTS OF MONETARY POLICY IN LARGE EMERGING ECONOMIES 0 2 9 219 1 7 17 458
Speculative-Grade sovereign rating Cycles: Sovereign debt Defaults, restructurings and resolution 0 0 0 0 2 2 2 2
Spillovers from the oil sector to the housing market cycle 0 0 0 21 0 5 6 108
Structural breaks and nonlinearity in US and UK public debts 0 0 0 18 0 2 5 107
Systemic financial crises and the housing market cycle 0 0 0 8 2 2 3 23
Testing for asymmetric causality between U.S. equity returns and commodity futures returns 0 0 0 27 0 1 2 124
The Determinants of the Volatility of Fiscal Policy Discretion 0 0 1 23 2 8 14 100
The Housing Cycle: What Role for Mortgage Market Development and Housing Finance? 0 0 3 25 1 6 14 115
The Impact of Fiscal Consolidation on Human Development 1 1 1 9 4 4 5 45
The Legacy and the Tyranny of Time: Exit and Re‐Entry of Sovereigns to International Capital Markets 0 0 0 3 0 3 5 47
The Relationship between Consumption and Wealth: A Quantile Regression Approach 0 0 0 49 2 2 4 236
The dual shocks of the COVID-19 and the oil price collapse: A spark or a setback for the circular economy? 0 2 2 19 6 18 27 78
The macroeconomic effects of fiscal policy 1 3 8 64 3 15 32 244
The macroeconomic effects of fiscal policy in Portugal: a Bayesian SVAR analysis 0 0 2 132 0 2 6 444
The real effects of financial stress in the Eurozone 0 1 3 51 0 2 10 170
The skill premium effect of technological change: New evidence from United States manufacturing 0 0 2 32 3 7 12 91
Time-varying expected returns: evidence from the United States and the United Kingdom 0 0 0 2 0 1 2 32
U.S. equity and commodity futures markets: Hedging or financialization? 0 0 0 17 2 4 5 88
US monetary policy and sectoral commodity prices 1 2 11 96 4 10 27 330
Unconventional monetary policy reaction functions: evidence from the US 0 0 0 18 0 1 5 68
Using time-varying transition probabilities in Markov switching processes to adjust US fiscal policy for asset prices 1 1 2 67 4 4 7 237
WEALTH, ASSET PORTFOLIO, MONEY DEMAND AND POLICY RULE 0 0 0 9 0 1 1 59
Wealth effects in emerging market economies 0 0 2 22 3 4 9 116
Wealth-to-income ratio and stock returns: evidence from the Euro Area 0 0 0 9 0 3 6 71
Wealth-to-income ratio, government bond yields and financial stress in the Euro Area 0 0 0 5 3 3 4 63
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 1 3 3 20
What are the effects of fiscal policy on asset markets? 1 2 6 267 6 10 20 769
What determines the duration of a fiscal consolidation program? 1 1 3 38 3 6 11 153
What determines the likelihood of structural reforms? 0 0 0 65 8 28 39 356
What explain the short-term dynamics of the prices of CO2 emissions? 1 2 3 30 4 11 15 202
What is the impact of wealth shocks on asset allocation? 0 0 1 14 1 4 5 50
What uncertainty does to euro area sovereign bond markets: Flight to safety and flight to quality 1 3 7 33 4 10 31 105
Windfall gains and labour supply: evidence from the European household panel 0 0 0 12 4 4 7 65
Total Journal Articles 18 44 154 3,501 225 560 1,061 13,895


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 6 7 9 11
Chapter 1 Collateralizable Wealth, Asset Returns, and Systemic Risk: International Evidence 0 0 0 0 0 0 3 5
Inflation expectations and monetary policy 0 0 2 37 3 4 11 168
Total Chapters 0 0 2 37 9 11 23 184
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Statistics updated 2026-01-09