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Ricardo Sousa

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Ricardo Sousa

Doutoramento em Economia Instituto Europeu, Escola de Economia e Ciência Política de Londres

rjsousa@eeg.uminho.pt

Campus de Gualtar - Edificio 8 - 2.11

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CV Ricardo Sousa

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Publicações

Costantini, M , & Sousa, R M (2022)

What uncertainty does to euro area sovereign bond markets: Flight to safety and flight to quality

Journal of International Money and Finance, 122, 102574 DOI

Benbouzid, N , Kumar, A , Mallick, S K , Sousa, R M , & Stojanovic, A (2022)

Bank credit risk and macro-prudential policies: Role of counter-cyclical capital buffer

Journal of Financial Stability, 63, 101084 DOI

Agnello, L , Castro, V , & Sousa, R M (2022)

On the international co-movement of natural interest rates

Journal of International Financial Markets, Institutions and Money, 80, 101610 DOI

Hammoudeh, S , Uddin, G S , Sousa, R M , Wadström, C , & Sharmi, R Z (2022)

Do pandemic, trade policy and world uncertainties affect oil price returns?

Resources Policy, 77, 102705 DOI

Selmi, R , Hammoudeh, S , Kasmaoui, K , Sousa, R M , & Errami, Y (2022)

The dual shocks of the COVID-19 and the oil price collapse: A spark or a setback for the circular economy?

Energy Economics, 109, 105913 DOI

Agnello, L , Castro, V , & Sousa, R M (2021)

On the duration of sovereign ratings cycle phases

Journal of Economic Behavior and Organization, 182, 512–526 DOI

Avdjiev, S , Binder, S , & Sousa, R (2021)

External debt composition and domestic credit cycles

Journal of International Money and Finance, 115, 102377 DOI

Balcilar, M , Gupta, R , Sousa, R M , & Wohar, M E (2021)

Linking U S State-level housing market returns, and the consumption-(dis)aggregate wealth ratio

International Review of Economics and Finance, 71, 779–810 DOI

Balcilar, M , Gupta, R , Sousa, R M , & Wohar, M E

What Can Fifty-Two Collateralizable Wealth Measures Tell Us About Future Housing Market Returns? Evidence from U S State-Level Data

Journal of Real Estate Finance and Economics DOI

Elsayed, A H , Hammoudeh, S , & Sousa, R M (2021)

Inflation synchronization among the G7and China: The important role of oil inflation

Energy Economics, 100, 105332 DOI

Agnello, L , Castro, V , & Sousa, R M (2020)

The Housing Cycle: What Role for Mortgage Market Development and Housing Finance?

Journal of Real Estate Finance and Economics, 61(4), 607–670 DOI

Agnello, L , Castro, V , Dufrénot, G , Jawadi, F , & Sousa, R M (2020)

Unconventional monetary policy reaction functions: Evidence from the US

Studies in Nonlinear Dynamics and Econometrics, 24(4), 20180088 DOI

Agnello, L , Castro, V , Hammoudeh, S , & Sousa, R M (2020)

Global factors, uncertainty, weather conditions and energy prices: On the drivers of the duration of commodity price cycle phases

Energy Economics, 90(104862) DOI

Agnello, L , Castro, V , Jawadi, F , & Sousa, R M (2020)

How does monetary policy respond to the dynamics of the shadow banking sector?

International Journal of Finance and Economics, 25(2), 228–247 DOI

Costantini, M , & Sousa, R M (2020)

Consumption, asset wealth, equity premium, term spread, and flight to quality

European Financial Management, 26(3), 778–807 DOI

Nguyen, D K , Sensoy, A , Sousa, R M , & Uddin, G S (2020)

U S equity and commodity futures markets: Hedging or financialization?

Energy Economics, 86, 104660 DOI

Agnello, L , Castro, V , & Sousa, R M (2019)

A competing risks tale on successful and unsuccessful fiscal consolidations

Journal of International Financial Markets, Institutions and Money, 63(101148) DOI

Cabral, R , & Sousa, R (2019) Os 20 anos do euro: O problema das lentes a “preto e zero ” Crítica Económica e Social, Nov-Dez(20), 19–24 DOI

Caporale, G M , Sousa, R M , & Wohar, M E (2019)

Can the Consumption–Wealth Ratio Predict Housing Returns? Evidence from OECD Countries

Real Estate Economics, 47(4), 935–976 DOI

Sousa, J M , & Sousa, R M (2019)

Asset Returns Under Model Uncertainty: Evidence from the Euro Area, the US and the UK

Computational Economics, 54(1), 139–176 DOI

Agnello, L , Castro, V , & Sousa, R M (2018)

Economic Activity, Credit Market Conditions, and the Housing Market

Macroeconomic Dynamics, 22(7), 1769–1789 DOI

Agnello, L , Castro, V , & Sousa, R M (2018)

Financial Markets'' Shutdown and Reaccess

Economic Inquiry, 56(1), 562–571 DOI

Agnello, L , Castro, V , & Sousa, R M (2018)

Systemic financial crises and the housing market cycle

Applied Economics Letters, 25(10), 724–729 DOI

Agnello, L , Castro, V , & Sousa, R M (2018)

The Legacy and the Tyranny of Time: Exit and Re-Entry of Sovereigns to International Capital Markets

Journal of Money, Credit and Banking, 50(8), 1969–1994 DOI

Agnello, L , Castro, V , Jalles, J T , & Sousa, R M (2018)

The Impact of Fiscal Consolidation on Human Development

Journal of International Development, 30(3), 399–429 DOI

An, Z , Jalles, J T , Loungani, P , & Sousa, R M (2018)

Do IMF fiscal forecasts add value?

Journal of Forecasting, 37(6), 650–665 DOI

Armendáriz, S , Gavilán, A , & Sousa, R (2018)

Lessons from the last euro area capital flows boom-bust cycle

In E S Mechanism (Ed ), Cross-border capital flows and capital markets union: Quo vadis Europe? (Vol 2018, pp 5–18) Luxembourg, Luxembourg: European Stability Mechanism DOI

Balcilar, M , Gupta, R , Sousa, R M , & Wohar, M E (2018)

Wealth-to-income ratio and stock market movements: Evidence from a nonparametric causality test

International Review of Finance, 18(3), 495–506 DOI

Agnello, L , Caporale, G M , & Sousa, R M (2017)

How do Fiscal Consolidation and Fiscal Stimuli Impact on the Synchronization of Business Cycles?

Bulletin of Economic Research, 69(4), 309–329 DOI

Agnello, L , Castro, V , Hammoudeh, S , & Sousa, R M (2017)

Spillovers from the oil sector to the housing market cycle

Energy Economics, 61, 209–220 DOI

Agnello, L , Castro, V , Jalles, J T , & Sousa, R M (2017)

Income inequality, fiscal stimuli and political (in)stability

International Tax and Public Finance, 24(3), 484–511 DOI

Balcilar, M , Gupta, R , Sousa, R M , & Wohar, M E (2017)

Do cay and cay^MS predict stock and housing returns? Evidence from a nonparametric causality test

International Review of Economics and Finance, 48, 269–279 DOI

Benbouzid, N , Mallick, S K , & Sousa, R M (2017)

An international forensic perspective of the determinants of bank CDS spreads¹

Journal of Financial Stability, 33, 60–70 DOI

Benbouzid, N , Mallick, S K , & Sousa, R M (2017)

Do country-level financial structures explain bank-level CDS spreads?

Journal of International Financial Markets, Institutions and Money, 48, 135–145 DOI

Jawadi, F , Soparnot, R , & Sousa, R M (2017)

Assessing financial and housing wealth effects through the lens of a nonlinear framework

Research in International Business and Finance, 39, 840–850 DOI

Mallick, S K , & Sousa, R M (2017)

The skill premium effect of technological change: New evidence from United States manufacturing

International Labour Review, 156(1), 113–131 DOI

Sousa, J , & Sousa, R M (2017)

Predicting risk premium under changes in the conditional distribution of stock returns

Journal of International Financial Markets, Institutions and Money, 50, 204–218 DOI

Agnello, L , Castro, V , Jalles, J T , & Sousa, R M (2016)

Financial stress and sovereign debt composition

Applied Economics Letters, 23(9), 678–683 DOI

Agnello, L , Fazio, G , & Sousa, R M (2016)

National fiscal consolidations and regional inequality in Europe

Cambridge Journal of Regions, Economy and Society, 9(1), 59–80 DOI

Caporale, G M , & Sousa, R M (2016)

Consumption, wealth, stock and housing returns: Evidence from emerging markets

Research in International Business and Finance, 36, 562–578 DOI

Jawadi, F , Mallick, S K , & Sousa, R M (2016)

Fiscal and monetary policies in the BRICS: A panel VAR approach

Economic Modelling, 58, 535–542 DOI

Sousa, R M , Vivian, A , & Wohar, M E (2016)

Predicting asset returns in the BRICS: The role of macroeconomic and fundamental predictors

International Review of Economics and Finance, 41, 122–143 DOI

Agnello, L , & Sousa, R M (2015)

Can re-regulation of the financial sector strike back public debt?

Economic Modelling, 51, 159–171 DOI

Agnello, L , Castro, V , & Sousa, R M (2015)

Booms, Busts, and Normal Times in the Housing Market

Journal of Business and Economic Statistics, 33(1), 25–45 DOI

Agnello, L , Castro, V , & Sousa, R M (2015)

Is fiscal fatigue a threat to consolidation programmes?

Environment and Planning C: Government and Policy, 33(4), 765–779 DOI

Agnello, L , Castro, V , Jalles, J T , & Sousa, R M (2015)

Do debt crises boost financial reforms?

Applied Economics Letters, 22(5), 356–360 DOI

Agnello, L , Castro, V , Jalles, J T , & Sousa, R M (2015)

Fiscal consolidation and financial reforms

Applied Economics, 47(34-35), 3740–3755 DOI

Agnello, L , Castro, V , Jalles, J T , & Sousa, R M (2015)

What determines the likelihood of structural reforms?

European Journal of Political Economy, 37, 129–145 DOI

Agnello, L , Dufrénot, G , & Sousa, R M (2015)

Nonlinear effects of asset prices on fiscal policy: Evidence from the UK, Italy and Spain

Economic Modelling, 44, 358–362 DOI

Armada, M J R , Sousa, R M , & Wohar, M E (2015)

Consumption growth, preference for smoothing, changes in expectations and risk premium

Quarterly Review of Economics and Finance, 56, 80–97 DOI

Hammoudeh, S , Lahiani, A , Nguyen, D K , & Sousa, R M (2015)

An empirical analysis of energy cost pass-through to CO2 emission prices

Energy Economics, 49, 149–156 DOI

Hammoudeh, S , Nguyen, D K , & Sousa, R M (2015)

US monetary policy and sectoral commodity prices

Journal of International Money and Finance, 57, 61–85 DOI

Nguyen, D K , Sousa, R M , & Uddin, G S (2015)

Testing for asymmetric causality between U S equity returns and commodity futures returns

Finance Research Letters, 12, 38–47 DOI

Sousa, R M (2015)

Linking wealth and labour income with stock returns and government bond yields

European Journal of Finance, 21(10-11), 806–825 DOI

Sousa, R M (2015)

What is the impact of wealth shocks on asset allocation?

Quantitative Finance, 15(3), 493–508 DOI

Agnello, L , & Sousa, R M (2014)

How does fiscal consolidation impact on income inequality?

Review of Income and Wealth, 60(4), 702–726 DOI

Agnello, L , & Sousa, R M (2014)

The determinants of the volatility of fiscal policy discretion

Fiscal Studies, 35(1), 91–115 DOI

Agnello, L , Castro, V , Jalles, J T , & Sousa, R M (2014)

Fiscal adjustments, labour market flexibility and unemployment

Economics Letters, 124(2), 231–235 DOI

Hammoudeh, S M , Nguyen, D K , & Sousa, R M (2014)

Energy prices and CO2 emission allowance prices: A quantile regression approach

Energy Policy, 70, 201–206 DOI

Hammoudeh, S M , Nguyen, D K , & Sousa, R M (2014)

What explain the short-term dynamics of the prices of CO2 emissions?

Energy Economics, 46, 122–135 DOI

Jawadi, F , & Sousa, R M (2014)

Modelling the relationship between consumption and wealth in the US, the UK and the euro area

Revue d'Economie Politique, 124(4 ), 637–650 DOI

Jawadi, F , Mallick, S K , & Sousa, R M (2014)

Fiscal policy in the BRICs

Studies in Nonlinear Dynamics and Econometrics, 18(2), 201–215 DOI

Jawadi, F , Mallick, S K , & Sousa, R M (2014)

Nonlinear monetary policy reaction functions in large emerging economies: The case of Brazil and China

Applied Economics, 46(9), 973–984 DOI

Sila, U , & Sousa, R M (2014)

Windfall gains and labour supply: Evidence from the European Household Panel

IZA Journal of Labor Economics, 3(1), 1–27 DOI

Sousa, R M (2014)

The effects of monetary policy in a small open economy: the case of Portugal

Applied Economics, 46(2), 240–251 DOI

Sousa, R M (2014)

Wealth, asset portfolio, money demand and policy rule

Bulletin of Economic Research, 66(1), 95–111 DOI

Agnello, L , & Sousa, R M (2013)

Fiscal policy and asset prices

Bulletin of Economic Research, 65(2), 154–177 DOI

Agnello, L , & Sousa, R M (2013)

Political, institutional, and economic factors underlying deficit volatility

Review of International Economics, 21(4), 719–732 DOI

Agnello, L , Castro, V , & Sousa, R M (2013)

What determines the duration of a fiscal consolidation program?

Journal of International Money and Finance, 37, 113–134 DOI

Agnello, L , Dufrénot, G , & Sousa, R M (2013)

Using time-varying transition probabilities in Markov switching processes to adjust US fiscal policy for asset prices

Economic Modelling, 34, 25–36 DOI

Agnello, L , Furceri, D , & Sousa, R M (2013)

Discretionary Government Consumption, Private Domestic Demand, and Crisis Episodes

Open Economies Review, 24(1), 79–100 DOI

Agnello, L , Furceri, D , & Sousa, R M (2013)

How best to measure discretionary fiscal policy? Assessing its impact on private spending

Economic Modelling, 34, 15–24 DOI

Jawadi, F , & Sousa, R M (2013)

Modelling money demand: Further evidence from an international comparison

Applied Economics Letters, 20(11), 1052–1055 DOI

Jawadi, F , & Sousa, R M (2013)

Money demand in the euro area, the US and the UK: Assessing the role of nonlinearity

Economic Modelling, 32(1), 507–515 DOI

Jawadi, F , & Sousa, R M (2013)

Structural breaks and nonlinearity in US and UK public debts

Applied Economics Letters, 20(7), 653–657 DOI

Mallick, S K , & Sousa, R M (2013)

Commodity Prices, Inflationary Pressures, and Monetary Policy: Evidence from BRICS Economies

Open Economies Review, 24(4), 677–694 DOI

Mallick, S K , & Sousa, R M (2013)

The real effects of financial stress in the Eurozone

International Review of Financial Analysis, 30, 1–17 DOI

Afonso, A , & Sousa, R M (2012)

The macroeconomic effects of fiscal policy

Applied Economics, 44(34), 4439–4454 DOI

Agnello, L , & Sousa, R M (2012)

Fiscal adjustments and income inequality: A first assessment

Applied Economics Letters, 19(16), 1627–1632 DOI

Agnello, L , & Sousa, R M (2012)

How do banking crises impact on income inequality?

Applied Economics Letters, 19(15), 1425–1429 DOI

Agnello, L , Castro, V , & Sousa, R M (2012)

How does fiscal policy react to wealth composition and asset prices?

Journal of Macroeconomics, 34(3), 874–890 DOI

Agnello, L , Mallick, S K , & Sousa, R M (2012)

Financial reforms and income inequality

Economics Letters, 116(3), 583–587 DOI

Armada, M J R , & Sousa, R M (2012)

Can the wealth-to-income ratio be a useful predictor in alternative finance? evidence from the housing risk premium

International Symposia in Economic Theory and Econometrics, 22, 67–79 DOI

Castro, V , & Sousa, R M (2012)

How do central banks react to wealth composition and asset prices?

Economic Modelling, 29(3), 641–653 DOI

Mallick, S K , & Sousa, R M (2012)

Real effects of monetary policy in large emerging economies

Macroeconomic Dynamics, 16(SUPPL 2), 190–212 DOI

Peltonen, T A , Sousa, R M , & Vansteenkiste, I S (2012)

Investment in emerging market economies

Empirical Economics, 43(1), 97–119 DOI

Peltonen, T A , Sousa, R M , & Vansteenkiste, I S (2012)

Wealth effects in emerging market economies

International Review of Economics and Finance, 24, 155–166 DOI

Sousa, R M (2012)

Time-varying expected returns: Evidence from the united states and the United Kingdom

Applied Economics Letters, 19(5), 413–416 DOI

Sousa, R M (2012)

Wealth-to-income ratio and stock returns: Evidence from the Euro Area

Applied Economics Letters, 19(7), 619–622 DOI

Sousa, R M (2012)

Wealth-to-income ratio, government bond yields and financial stress in the Euro Area

Applied Economics Letters, 19(11), 1822/14869 DOI

Afonso, A , & Sousa, R M (2011)

Assessing long-term fiscal developments: Evidence from Portugal

Applied Economics Letters, 18(1), 1–5 DOI

Afonso, A , & Sousa, R M (2011)

Consumption, wealth, stock and government bond returns: International evidence

Manchester School, 79(6), 1294–1232 DOI

Afonso, A , & Sousa, R M (2011)

The macroeconomic effects of fiscal policy in Portugal: A Bayesian SVAR analysis

Portuguese Economic Journal, 10(1), 61–82 DOI

Afonso, A , & Sousa, R M (2011)

What are the effects of fiscal policy on asset markets?

Economic Modelling, 28(4), 1871–1890 DOI

Afonso, A , Agnello, L , Furceri, D , & Sousa, R M (2011)

Assessing long-term fiscal developments: A new approach

Journal of International Money and Finance, 30(1), 130–146 DOI

Afonso, A , Claeys, P , & Sousa, R M (2011)

Fiscal regime shifts in Portugal

Portuguese Economic Journal, 10(2), 83–108 DOI

Agnello, L , & Sousa, R (2011)

Can fiscal policy stimulus boost economic recovery?

Revue Economique, 62(6), 1045–1066 DOI

Furceri, D , & Sousa, R M (2011)

Does government spending crowd-out private consumption and investment? Theory and some empirical evidence

World Economics, 12(3), 1–16 DOI

Furceri, D , & Sousa, R M (2011)

The Impact of Government Spending on the Private Sector: Crowding-out versus Crowding-in Effects

Kyklos, 64(4), 516–533 DOI

Sousa, R M (2011)

Building proxies that capture timevariation in expected returns using a VAR approach

Applied Financial Economics, 21(3), 147–163 DOI

Sousa, R M (2010)

Collateralizable wealth, asset returns, and systemic risk: International evidence

International Symposia in Economic Theory and Econometrics, 20, 1–27 DOI

Sousa, R M (2010)

Consumption, (dis)aggregate wealth, and asset returns

Journal of Empirical Finance, 17(4), 606–622 DOI

Sousa, R M (2010)

Housing wealth, financial wealth, money demand and policy rule: Evidence from the euro area

North American Journal of Economics and Finance, 21(1), 88–105 DOI

Sousa, R M (2010)

How do consumption and asset returns react to wealth shocks: evidence from the U S and the U K

Empirical Economics Letters, 9(5), 515–522 DOI

Sousa, R M (2010)

The consumption-wealth ratio and asset returns: The Euro Area, the UK and the US

Journal of Money, Investment and Banking, 16, 12–29 DOI

Sousa, R M (2010)

Wealth effects on consumption: evidence from the euro area

Banks and Bank Systems, 5(2), 70–78 DOI

Sousa, R M (2008)

Financial wealth, housing wealth, and consumption

International Research Journal of Finance and Economics, 19, 167–191 DOI

Sousa, R (2003)

Dinâmica demográfica do Norte de Portugal e da Galiza: uma perspectiva comparada

Eixo Atlântico, 142(29), 29–29 DOI

Cardoso, A R , Sousa, R , Castro, V , & Ferreira, P (2000)

Perfil do trabalhador e da empresa de baixos salários em Portugal

Economia, 24(Jan -Maio-Out ), 53–66 DOI

Cabral, D , & Sousa, R (1999)

Dynamics of development of the municipalities of Cávado’s Valley: a reflection from employment indicators

Cadernos De Estudos Municipais, 243–253 DOI

Agnello, L , Castro, V , & Sousa, R M (2022)

Interest rate gaps in an uncertain global context: why “too” low (high) for “so” long?

Empirical Economics, 1-27 DOI

Jana, R K , Ghosh, I , Jawadi, F , Uddin, G S , & Sousa, R M (2022)

COVID-19 news and the US equity market interactions: An inspection through econometric and machine learning lens

Annals of Operations Research, 1-22 DOI

Elsayed, A H , & Sousa, R M (2022)

International monetary policy and cryptocurrency markets: dynamic and spillover effects

The European Journal of Finance, 1-21 DOI

Elsayed, A H , Hammoudeh, S , & Sousa, R M (2021)

Inflation synchronization among the G7and China: The important role of oil inflation

Energy Economics, 100, 105332 DOI

Balcilar, M , Gupta, R , Sousa, R M , & Wohar, M E (2021)

Linking U S State-level housing market returns, and the consumption-(dis)aggregate wealth ratio

International Review of Economics and Finance, 71, 779–810 DOI

Balcilar, M , Gupta, R , Sousa, R M , & Wohar, M E (2021)

What Can Fifty-Two Collateralizable Wealth Measures Tell Us About Future Housing Market Returns? Evidence from U S State-Level Data

Journal of Real Estate Finance and Economics, 62(1), 81–107 DOI

Costantini, M , & Sousa, R M (2020)

Consumption, asset wealth, equity premium, term spread, and flight to quality

European Financial Management, 26(3), 778–807 DOI

Agnello, L , Castro, V , Jawadi, F , & Sousa, R M (2020)

How does monetary policy respond to the dynamics of the shadow banking sector?

International Journal of Finance and Economics, 25(2), 228–247 DOI

Agnello, L , Castro, V , & Sousa, R M (2022)

Interest rate gaps in an uncertain global context: why “too” low (high) for “so” long?

Empirical Economics, 1-27 DOI

Mais publicações

Projectos

The Linkages Between Wealth, Stock Returns, Government Bond Yields, Housing Risk Premium and Systemic Crisis Episodes

Financiamento: Europlace Institute of Finance

Duração: 2012-09-01 - 2014-12-31

Researchers and Team

Investigador responsável

Ricardo Sousa

Ensino

Macroeconomia Avançada II Doutoramento

Macroeconomia II Licenciatura

Tópicos de Economia Financeira Mestrado

Pessoas

Ricardo Sousa

Campus de Gualtar - Edificio 8 - 2.11

Publicações

What uncertainty does to euro area sovereign bond markets: Flight to safety and flight to quality

Bank credit risk and macro-prudential policies: Role of counter-cyclical capital buffer

On the international co-movement of natural interest rates

Do pandemic, trade policy and world uncertainties affect oil price returns?

The dual shocks of the COVID-19 and the oil price collapse: A spark or a setback for the circular economy?

On the duration of sovereign ratings cycle phases

External debt composition and domestic credit cycles

Linking U S State-level housing market returns, and the consumption-(dis)aggregate wealth ratio

What Can Fifty-Two Collateralizable Wealth Measures Tell Us About Future Housing Market Returns? Evidence from U S State-Level Data

Inflation synchronization among the G7and China: The important role of oil inflation

The Housing Cycle: What Role for Mortgage Market Development and Housing Finance?

Unconventional monetary policy reaction functions: Evidence from the US

Global factors, uncertainty, weather conditions and energy prices: On the drivers of the duration of commodity price cycle phases

How does monetary policy respond to the dynamics of the shadow banking sector?

Consumption, asset wealth, equity premium, term spread, and flight to quality

U S equity and commodity futures markets: Hedging or financialization?

A competing risks tale on successful and unsuccessful fiscal consolidations

Can the Consumption–Wealth Ratio Predict Housing Returns? Evidence from OECD Countries

Asset Returns Under Model Uncertainty: Evidence from the Euro Area, the US and the UK

Economic Activity, Credit Market Conditions, and the Housing Market

Financial Markets'' Shutdown and Reaccess

Systemic financial crises and the housing market cycle

The Legacy and the Tyranny of Time: Exit and Re-Entry of Sovereigns to International Capital Markets

The Impact of Fiscal Consolidation on Human Development

Do IMF fiscal forecasts add value?

Lessons from the last euro area capital flows boom-bust cycle

Wealth-to-income ratio and stock market movements: Evidence from a nonparametric causality test

How do Fiscal Consolidation and Fiscal Stimuli Impact on the Synchronization of Business Cycles?

Spillovers from the oil sector to the housing market cycle

Income inequality, fiscal stimuli and political (in)stability

Do cay and cayMS predict stock and housing returns? Evidence from a nonparametric causality test

An international forensic perspective of the determinants of bank CDS spreads1

Do country-level financial structures explain bank-level CDS spreads?

Assessing financial and housing wealth effects through the lens of a nonlinear framework

The skill premium effect of technological change: New evidence from United States manufacturing

Predicting risk premium under changes in the conditional distribution of stock returns

Financial stress and sovereign debt composition

National fiscal consolidations and regional inequality in Europe

Consumption, wealth, stock and housing returns: Evidence from emerging markets

Fiscal and monetary policies in the BRICS: A panel VAR approach

Predicting asset returns in the BRICS: The role of macroeconomic and fundamental predictors

Can re-regulation of the financial sector strike back public debt?

Booms, Busts, and Normal Times in the Housing Market

Is fiscal fatigue a threat to consolidation programmes?

Do debt crises boost financial reforms?

Fiscal consolidation and financial reforms

What determines the likelihood of structural reforms?

Nonlinear effects of asset prices on fiscal policy: Evidence from the UK, Italy and Spain

Consumption growth, preference for smoothing, changes in expectations and risk premium

An empirical analysis of energy cost pass-through to CO2 emission prices

US monetary policy and sectoral commodity prices

Testing for asymmetric causality between U S equity returns and commodity futures returns

Linking wealth and labour income with stock returns and government bond yields

What is the impact of wealth shocks on asset allocation?

How does fiscal consolidation impact on income inequality?

The determinants of the volatility of fiscal policy discretion

Fiscal adjustments, labour market flexibility and unemployment

Energy prices and CO2 emission allowance prices: A quantile regression approach

What explain the short-term dynamics of the prices of CO2 emissions?

Modelling the relationship between consumption and wealth in the US, the UK and the euro area

Fiscal policy in the BRICs

Nonlinear monetary policy reaction functions in large emerging economies: The case of Brazil and China

Windfall gains and labour supply: Evidence from the European Household Panel

The effects of monetary policy in a small open economy: the case of Portugal

Wealth, asset portfolio, money demand and policy rule

Fiscal policy and asset prices

Political, institutional, and economic factors underlying deficit volatility

What determines the duration of a fiscal consolidation program?

Using time-varying transition probabilities in Markov switching processes to adjust US fiscal policy for asset prices

Discretionary Government Consumption, Private Domestic Demand, and Crisis Episodes

How best to measure discretionary fiscal policy? Assessing its impact on private spending

Modelling money demand: Further evidence from an international comparison

Money demand in the euro area, the US and the UK: Assessing the role of nonlinearity

Structural breaks and nonlinearity in US and UK public debts

Commodity Prices, Inflationary Pressures, and Monetary Policy: Evidence from BRICS Economies

The real effects of financial stress in the Eurozone

Do cay and cay^MS predict stock and housing returns? Evidence from a nonparametric causality test

An international forensic perspective of the determinants of bank CDS spreads¹