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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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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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A quest between fiscal and market discipline
Agnello, Luca; Castro, Vítor; Sousa, Ricardo M. - In: Economic modelling 119 (2023), pp. 1-19
Persistent link: https://www.econbiz.de/10014249472
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Assessing long-term fiscal developments : a new approach
Afonso, António; Agnello, Luca; Furceri, Davide - 2009
We use a new approach to assess long-term fiscal developments. By analyzing the time varying behaviour of the two components of government spending and revenue responsiveness and persistence - we are able to infer about the sources of fiscal behaviour. Drawing on quarterly data we estimate...
Persistent link: https://www.econbiz.de/10003832368
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Booms, busts, and normal times in the housing market
Agnello, Luca; Castro, Vitor; Sousa, Ricardo M. - In: Journal of business & economic statistics : JBES ; a … 33 (2015) 1, pp. 25-45
Persistent link: https://www.econbiz.de/10011389664
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Assessing long-term fiscal developments : a new approach
Afonso, António; Agnello, Luca; Furceri, Davide; … - In: Journal of international money and finance 30 (2011) 1, pp. 130-146
Persistent link: https://www.econbiz.de/10009268859