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 0 1 139
Are Stock and Housing Returns Complements or Substitutes? Evidence from OECD Countries 0 0 0 10 0 1 1 111
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 39 0 1 3 139
Are There Change-Points in the Likelihood of a Fiscal Consolidation Ending? 0 0 0 15 0 0 1 86
Are there change-points in the likelihood of a fiscal consolidation ending? 0 0 0 23 0 0 3 85
Assessing Long-Term Fiscal Developments: Evidence from Portugal 0 0 0 54 0 1 2 223
Assessing Long-Term Fiscal Developments: Evidence from Portugal 0 0 0 70 0 0 1 198
Assessing Long-Term Fiscal Developments: a New Approach 0 0 0 126 0 1 1 262
Assessing Long-Term Fiscal Developments: a New Approach 0 0 0 63 0 0 1 251
Assessing financial and housing wealth effects through the lens of a nonlinear framework 0 0 0 0 0 2 5 50
Assessing fiscal policy through the lens of the financial and the commodity price cycles 0 0 4 37 2 2 12 138
Assessing long-term fiscal developments - a new approach 0 0 0 111 1 1 2 286
Asset Returns Under Model Uncertainty: Eveidence from the euro area, the U.K and the U.S 0 0 0 30 1 1 4 179
Asset Returns Under Model Uncertainty: Evidence from the euro area, the U.K. and the U.S 0 0 0 29 1 3 3 261
Asset prices, Credit and Investment in Emerging Markets 0 0 0 92 1 2 3 278
Asset returns under model uncertainty: evidence from the euro area, the U.S. and the U.K 0 0 0 41 0 1 4 133
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 0 2 17 0 0 3 21
Beyond the austerity dispute: new priorities for fiscal policy 0 0 2 261 1 1 21 758
Can Fiscal Policy Stimulus Boost Economic Recovery? 0 0 0 159 1 1 3 594
China’s Monetary Policy and Commodity Prices 0 0 2 155 0 0 5 304
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 1 72 0 0 3 164
Consumption, (Dis) Aggregate Wealth and Asset Returns 0 0 0 93 0 0 2 393
Consumption, (Dis)Aggregate Wealth and Asset Returns 0 0 0 0 1 2 2 216
Consumption, Wealth, Stock and Government Bond Returns: International Evidence 0 0 0 32 0 0 1 117
Consumption, Wealth, Stock and Government Bond Returns: International Evidence 0 0 0 44 0 0 3 180
Consumption, Wealth, Stock and Housing Returns: Evidence from Emerging Markets 0 1 1 13 1 2 4 145
Consumption, Wealth, Stock and Housing Returns: Evidence from Emerging Markets 0 0 0 33 0 1 1 118
Consumption, Wealth, Stock and Housing Returns: Evidence from Emerging Markets 0 0 0 20 0 1 2 88
Cross-border capital flows and capital markets union: Quo vadis Europe? 0 0 1 9 0 0 10 44
Do Windfall Gains Affect Labour Supply? Evidence from the European Household Panel 0 0 0 11 0 1 2 72
Does exchange rate depreciation have contractionary effects on firm-level investment? 0 0 1 33 0 0 8 119
Does exchange rate depreciation have contractionary effects on firm-level investment? 0 0 1 47 0 2 6 144
Energy prices and CO2 emission allowance prices: A quantile regression approach 0 0 0 52 0 0 2 154
Energy prices and CO2 emission allowance prices: A quantile regression approach 0 0 0 68 0 0 3 171
Expectations, Shocks, and Asset Returns 0 0 0 48 0 0 1 185
External debt composition and domestic credit cycles 0 0 1 57 0 1 4 142
External debt composition and domestic credit cycles 0 0 1 8 1 1 7 82
Financial Reforms and Income Inequality 0 0 0 124 0 0 2 301
Fiscal Adjustment and Business Cycle Synchronization 0 0 0 26 0 0 1 81
Fiscal Adjustments and Business Cycle Synchronization 0 0 0 15 0 0 2 73
Fiscal Consolidation and Income Inequality 0 0 0 130 2 3 10 398
Fiscal Policy Discretion, Private Spending, and Crisis Episodes 0 0 0 67 0 0 2 235
Fiscal Policy Discretion, Private Spending, and Crisis Episodes 0 0 2 71 0 1 12 282
Fiscal Policy and Asset Price Cycles: Evidence from Four European Countries 0 0 0 0 0 0 1 19
Fiscal Policy and Asset Prices 0 0 1 158 0 1 14 413
Fiscal Policy and Macroeconomic Imbalances 0 0 0 107 2 2 8 743
Fiscal Policy in the BRICs 0 1 2 167 0 2 7 437
Fiscal Policy, Housing and Stock Prices 0 0 0 58 0 1 3 280
Fiscal Policy, Housing and Stock Prices 0 0 0 35 0 0 1 45
Fiscal Policy, Housing and Stock Prices 0 0 0 95 0 0 0 290
Fiscal Regime Shifts in Portugal 0 0 0 76 0 1 2 261
Fiscal Regime Shifts in Portugal 0 0 0 19 0 0 2 125
Fiscal Regime Shifts in Portugal 0 0 0 85 0 0 0 267
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 0 3 121
Fundamentals, Financial Factors and The Dynamics of Investment in Emerging Markets 0 0 0 90 0 1 2 295
How Do Central Banks React to Wealth Composition and Asset Prices? 0 0 0 64 1 1 1 107
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 42 2 3 4 174
How Does Fiscal Policy React to Wealth Composition and Asset Prices? 0 0 0 39 0 0 3 177
How do Banking Crises Impact on Income Inequality? 0 0 1 143 0 0 7 421
How do Consumption and Asset Returns React to Wealth Shocks? Evidence from the U.S. and the U.K 0 0 0 35 0 1 4 110
How does Fiscal Consolidation Impact on Income Inequality? 0 1 4 254 0 1 14 645
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 3 2,191
International monetary policy and cryptocurrency markets: dynamic and spillover effects 0 0 2 26 0 2 13 40
Is Technology Factor-Neutral? Evidence from the US Manufacturing Sector 0 0 0 35 0 1 1 84
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 2 3 123
Monetary Policy Rules in the BRICS: How Important is Nonlinearity? 0 0 0 172 0 1 4 374
Monetary Policy and Economic Activity in the BRICS 0 1 2 144 0 1 7 355
Money Demand in the euro area, the US and the UK:Assessing the Role of Nonlinearity 0 0 0 66 0 1 2 114
Nonlinear effects of asset prices on fiscal policy: Evidence from the UK, Italy and Spain 0 0 0 0 0 0 1 33
Property of stocks and wealth effects on consumption 0 0 0 217 0 0 8 926
Structural Breaks and Nonlinearity in US and UK Public Debt 0 0 0 40 0 0 2 129
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 2 2 5 201
The Effect of Electrification on Socioeconomic Well-Being and Environmental Outcomes: Evidence for the Lao People’s Democratic Republic 0 0 0 11 0 0 3 24
The Effects of Monetary Policy in a Small Open Economy: The Case of Portugal 0 0 2 66 0 0 3 104
The Impact of Government Spending on the Private Sector: Crowding-out versus Crowding-in Effects" 1 2 9 954 9 17 50 3,296
The Macroeconomic Effects of Fiscal Policy 1 1 3 321 3 11 49 2,046
The Macroeconomic Effects of Fiscal Policy 0 0 0 154 0 0 0 487
The Macroeconomic Effects of Fiscal Policy in Portugal: a Bayesian SVAR Analysis 0 0 0 252 0 1 4 702
The Macroeconomic Effects of Fiscal Policy in Portugal: a Bayesian SVAR Analysis 0 0 2 321 0 0 7 1,420
The Predictability of cay and cayMS for Stock and Housing Returns: A Nonparametric Causality in Quantile Test 0 0 0 23 0 1 1 102
The consumption-wealth ratio and asset returns: The Euro Area, the UK and the US 0 0 0 109 0 1 1 277
The determinants of public deficit volatility 0 0 0 108 1 1 6 298
The macroeconomic effects of fiscal policy 0 0 2 302 0 0 8 879
The real effects of financial stress in the Euro zone 0 0 2 144 0 0 2 265
Time-Varying Expected Returns: Evidence from the U.S. and the U.K 0 0 0 33 0 1 1 124
US Monetary Policy and Commodity Sector Prices 0 0 0 63 1 1 2 263
Unconventional monetary policy reaction functions: evidence from the US 0 0 0 23 1 1 1 45
Using time-varying transition probabilities in Markov switching processes to adjust US fiscal policy for asset prices 0 0 0 0 0 0 3 47
Wealth Effects in Emerging Market Economies 0 0 0 94 0 0 3 327
Wealth Effetcs on Consumption: Evidence from the euro area 0 1 1 66 0 2 7 246
Wealth Shocks and Risk Aversion 0 0 0 80 2 3 7 287
Wealth effects in emerging market economies 0 0 0 70 0 1 3 350
Wealth effects on consumption: evidence from the euro area 0 1 3 677 3 7 44 605
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 1 1 66
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 0 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 1 45
What determines the duration of a fiscal consolidation program? 0 0 0 46 0 0 1 118
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 2 2 2 188
What is the impact of natural disasters on sovereign risk? Expect the unexpected! 0 5 5 5 2 8 8 8
Total Working Papers 2 14 61 9,650 44 116 519 32,381


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 0 2 26
A quest between fiscal and market discipline 0 0 4 7 0 0 8 28
An empirical analysis of energy cost pass-through to CO2 emission prices 0 0 0 34 0 1 4 179
An international forensic perspective of the determinants of bank CDS spreads 0 0 0 16 0 0 1 109
Assessing financial and housing wealth effects through the lens of a nonlinear framework 0 0 0 13 0 2 5 51
Assessing long-term fiscal developments: A new approach 0 0 0 66 0 0 0 239
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 1 2 52
Bank credit risk and macro-prudential policies: Role of counter-cyclical capital buffer 0 1 1 8 1 3 15 60
Bitcoin market networks and cyberattacks 0 0 1 2 1 3 8 14
Booms, Busts, and Normal Times in the Housing Market 1 1 1 21 1 2 6 102
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 2 2
Can Fiscal Policy Stimulus Boost Economic Recovery? 0 0 0 26 0 0 3 134
Can re-regulation of the financial sector strike back public debt? 0 0 0 4 0 1 6 98
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 0 0 4 4 1 3 20 21
Commodity Prices, Inflationary Pressures, and Monetary Policy: Evidence from BRICS Economies 0 1 4 124 0 2 14 381
Consumption growth, preference for smoothing, changes in expectations and risk premium 0 0 0 7 0 0 3 114
Consumption, (dis)aggregate wealth, and asset returns 0 0 1 53 0 2 6 238
Consumption, asset wealth, equity premium, term spread, and flight to quality 0 0 0 6 0 1 2 36
Consumption, wealth, stock and housing returns: Evidence from emerging markets 0 2 2 13 0 3 5 93
Discretionary Government Consumption, Private Domestic Demand, and Crisis Episodes 0 0 0 22 0 0 4 118
Do IMF fiscal forecasts add value? 0 0 1 15 0 1 3 50
Do cay and cayMS predict stock and housing returns? Evidence from a nonparametric causality test 0 0 0 6 0 0 2 57
Do country-level financial structures explain bank-level CDS spreads? 0 0 2 8 1 1 6 64
Do debt crises boost financial reforms? 0 0 0 18 0 1 3 94
Do pandemic, trade policy and world uncertainties affect oil price returns? 0 0 0 3 0 1 4 10
Does Government Spending Crowd Out Private Consumption and Investment? 0 1 7 154 4 7 20 549
ECONOMIC ACTIVITY, CREDIT MARKET CONDITIONS, AND THE HOUSING MARKET 0 0 1 18 0 2 7 46
Energy prices and CO2 emission allowance prices: A quantile regression approach 0 0 5 53 0 1 15 193
External debt composition and domestic credit cycles 0 0 0 16 0 0 4 60
FINANCIAL MARKETS' SHUTDOWN AND REACCESS 0 0 0 1 0 1 1 26
FISCAL POLICY AND ASSET PRICES 0 0 2 36 0 1 12 138
Financial reforms and income inequality 0 0 3 100 1 2 12 317
Financial stress and sovereign debt composition 0 0 0 3 1 1 2 30
Fiscal adjustments, labour market flexibility and unemployment 0 0 0 47 1 1 6 167
Fiscal and monetary policies in the BRICS: A panel VAR approach 0 4 10 161 6 12 26 395
Fiscal consolidation and financial reforms 0 0 0 7 0 1 3 45
Fiscal policy in the BRICs 0 0 1 124 0 0 4 419
Fiscal regime shifts in Portugal 0 0 0 40 0 2 6 211
Fundamentals, Financial Factors, and the Dynamics of Investment in Emerging Markets 0 0 0 40 0 1 2 244
Global factors, uncertainty, weather conditions and energy prices: On the drivers of the duration of commodity price cycle phases 1 1 3 30 2 3 13 92
HOW DO FISCAL CONSOLIDATION AND FISCAL STIMULI IMPACT ON THE SYNCHRONIZATION OF BUSINESS CYCLES? 0 0 0 9 0 0 2 31
Housing wealth, financial wealth, money demand and policy rule: Evidence from the euro area 1 1 4 54 1 2 8 230
How Does Fiscal Consolidation Impact on Income Inequality? 0 0 2 47 5 11 20 201
How best to measure discretionary fiscal policy? Assessing its impact on private spending 0 0 1 63 1 2 11 212
How do banking crises impact on income inequality? 0 0 3 111 0 0 7 408
How do central banks react to wealth composition and asset prices? 0 0 0 18 0 0 1 110
How does fiscal policy react to wealth composition and asset prices? 1 1 1 33 5 6 8 181
How does monetary policy respond to the dynamics of the shadow banking sector? 0 0 0 13 0 1 2 32
Income inequality, fiscal stimuli and political (in)stability 0 0 2 29 0 3 9 126
Inflation synchronization among the G7and China: The important role of oil inflation 0 0 0 6 1 1 2 31
Interest rate gaps in an uncertain global context: why “too” low (high) for “so” long? 0 0 3 9 1 1 6 19
International monetary policy and cryptocurrency markets: dynamic and spillover effects 0 0 1 1 1 4 19 19
Investment in emerging market economies 0 0 0 30 1 3 4 115
Is fiscal fatigue a threat to consolidation programmes? 0 0 0 6 0 0 2 41
Linking U.S. State-level housing market returns, and the consumption-(Dis)Aggregate wealth ratio 0 0 1 5 1 2 4 27
Linking wealth and labour income with stock returns and government bond yields 0 0 0 5 0 1 2 31
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 0 0 1 121
National fiscal consolidations and regional inequality in Europe 0 1 3 46 0 3 11 124
Nonlinear effects of asset prices on fiscal policy: Evidence from the UK, Italy and Spain 0 0 0 18 1 1 3 87
Nonlinear monetary policy reaction functions in large emerging economies: the case of Brazil and China 0 0 0 56 0 2 2 153
ON THE MACROECONOMIC AND WEALTH EFFECTS OF UNCONVENTIONAL MONETARY POLICY 1 1 1 29 1 1 1 74
Oil shocks and financial stability in MENA countries 0 0 0 0 2 4 7 9
On the duration of sovereign ratings cycle phases 0 0 0 5 0 0 3 29
On the international co-movement of natural interest rates 0 0 1 6 2 2 6 27
Political, Institutional, and Economic Factors Underlying Deficit Volatility 0 0 1 19 1 1 6 61
Predicting asset returns in the BRICS: The role of macroeconomic and fundamental predictors 0 0 0 19 0 1 4 85
Predicting risk premium under changes in the conditional distribution of stock returns 0 0 0 6 0 0 1 36
REAL EFFECTS OF MONETARY POLICY IN LARGE EMERGING ECONOMIES 0 1 9 217 0 3 14 451
Spillovers from the oil sector to the housing market cycle 0 0 0 21 0 0 1 103
Structural breaks and nonlinearity in US and UK public debts 0 0 0 18 0 0 3 105
Systemic financial crises and the housing market cycle 0 0 0 8 1 1 1 21
Testing for asymmetric causality between U.S. equity returns and commodity futures returns 0 0 0 27 0 0 1 123
The Determinants of the Volatility of Fiscal Policy Discretion 0 0 1 23 1 3 6 92
The Housing Cycle: What Role for Mortgage Market Development and Housing Finance? 1 2 4 25 1 4 10 109
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 3 44
The Relationship between Consumption and Wealth: A Quantile Regression Approach 0 0 0 49 0 0 2 234
The dual shocks of the COVID-19 and the oil price collapse: A spark or a setback for the circular economy? 0 0 2 17 1 2 11 60
The macroeconomic effects of fiscal policy 0 0 11 61 1 2 30 229
The macroeconomic effects of fiscal policy in Portugal: a Bayesian SVAR analysis 0 1 4 132 0 1 7 442
The real effects of financial stress in the Eurozone 0 0 2 50 0 0 9 168
The skill premium effect of technological change: New evidence from United States manufacturing 0 0 2 32 1 3 6 84
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 1 17 0 0 2 84
US monetary policy and sectoral commodity prices 0 1 11 94 0 3 21 320
Unconventional monetary policy reaction functions: evidence from the US 0 0 0 18 0 2 4 67
Using time-varying transition probabilities in Markov switching processes to adjust US fiscal policy for asset prices 0 0 1 66 0 1 4 233
WEALTH, ASSET PORTFOLIO, MONEY DEMAND AND POLICY RULE 0 0 0 9 0 0 0 58
Wealth effects in emerging market economies 0 1 2 22 0 2 7 112
Wealth-to-income ratio and stock returns: evidence from the Euro Area 0 0 0 9 0 2 3 68
Wealth-to-income ratio, government bond yields and financial stress in the Euro Area 0 0 0 5 1 1 2 60
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? 0 0 5 265 1 1 19 759
What determines the duration of a fiscal consolidation program? 0 0 2 37 0 0 5 147
What determines the likelihood of structural reforms? 0 0 0 65 1 7 12 328
What explain the short-term dynamics of the prices of CO2 emissions? 0 0 2 28 1 2 7 191
What is the impact of wealth shocks on asset allocation? 0 0 1 14 0 0 2 46
What uncertainty does to euro area sovereign bond markets: Flight to safety and flight to quality 0 0 5 30 0 3 25 95
Windfall gains and labour supply: evidence from the European household panel 0 0 0 12 0 1 4 61
Total Journal Articles 6 21 144 3,457 54 160 643 13,335


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 1 2 4
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 1 4 37 1 2 11 164
Total Chapters 0 1 4 37 1 3 16 173
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Statistics updated 2025-10-06