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How does fiscal policy react to wealth composition and asset prices?
Agnello, Luca; Castro, Vítor; Sousa, Ricardo M. - In: Journal of macroeconomics 34 (2012) 3, pp. 874-890
Persistent link: https://www.econbiz.de/10009690430
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Global factors, uncertainty, weather conditions and energy prices : on the drivers of the duration of commodity price cycle phases
Agnello, Luca; Castro, Vítor; Hammoudeh, Shawkat; … - In: Energy economics 90 (2020), pp. 1-15
Persistent link: https://www.econbiz.de/10012517583
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The housing cycle : what role for mortgage market development and housing finance?
Agnello, Luca; Castro, Vítor; Sousa, Ricardo M. - In: The journal of real estate finance and economics 61 (2020) 4, pp. 607-670
Persistent link: https://www.econbiz.de/10012293306
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A competing risks tale on successful and unsuccessful fiscal consolidations
Agnello, Luca; Castro, Vítor; Sousa, Ricardo M. - In: Journal of international financial markets, … 63 (2019), pp. 1-17
Persistent link: https://www.econbiz.de/10012263372
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Unconventional monetary policy reaction functions : evidence from the US
Agnello, Luca; Castro, Vítor; Dufrénot, Gilles; … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 24 (2020) 4, pp. 1-18
Persistent link: https://www.econbiz.de/10012299601
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The benevolence of time, sound macroeconomic environment and governance quality on the duration of sovereign ratings phases
Agnello, Luca; Castro, Vítor; Sousa, Ricardo M. - 2019
Persistent link: https://www.econbiz.de/10012060295
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Systemic financial crises and the housing market cycle
Agnello, Luca; Castro, Vítor; Sousa, Ricardo M. - In: Applied economics letters 25 (2018) 10, pp. 724-729
Persistent link: https://www.econbiz.de/10012129807
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On the duration of sovereign ratings cycle phases
Agnello, Luca; Castro, Vítor; Sousa, Ricardo M. - In: Journal of economic behavior & organization : JEBO 182 (2021), pp. 512-526
Persistent link: https://www.econbiz.de/10012598507
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How Does Fiscal Policy React to Wealth Composition and Asset Prices?
Agnello, Luca; Castro, Vítor; Sousa, Ricardo M. - Núcleo de Investigação em Políticas Económicas … - 2011
We assess the response of fical policy to developments in asset markets in the US and the UK. We estimate fical polyce rules augmented with aggregate wealth, wealth composition (i.e. financial and housing wealth) and asset prices (i.e. stock and housing prices) using: (i) a linear framework...
Persistent link: https://www.econbiz.de/10009210962
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Interest rate gaps in an uncertain global context : why "too" low (high) for "so" long?
Agnello, Luca; Castro, Vítor; Sousa, Ricardo M. - In: Empirical economics : a quarterly journal of the … 64 (2023) 2, pp. 539-565
Persistent link: https://www.econbiz.de/10014226303