"Time-frequency forecast of the equity risk premium"  (with Gonçalo Faria),
Quantitative Finance, forthcoming

"Bond vs bank finance and the Great Recession" (with Manuel M.F. Martins)
Finance Research Letters, forthcoming

"The yield curve and the stock market: mind the long run" (with Gonçalo Faria)
Journal of Financial Markets 50, September 2020
. Web coverage: VoxEU 

"Investment, Tobin's Q, and cash flow across time and frequencies"
Oxford Bulletin of Economics and Statistics 82(2), April 2020, 331-346

"Forecasting stock market returns by summing the frequency-decomposed parts
(with Gonçalo Faria), Journal of Empirical Finance 45, January 2018, 228-242.
Web coverage: "Systemic Risk and Systematic Value"

"Financial shocks, financial stability, and optimal Taylor rules"  
(with Manuel M. F. Martins and Inês Drumond), Journal of Macroeconomics 54(B),
December 2017,

"Time-frequency characterization of the U.S. financial cycle",
Economics Letters 144, July 2016, 75-79
"Investment dynamics with information costs",
Journal of Money, Credit and Banking 46(8), December 2014, 1627-1656

"Pervasive inattentiveness", Economics Letters 125(2), November 2014, 287-290

Sticky information models in Dynare" (with Maik Wolters),
Computational Economics 43(3), March 2014, 357-370, Dynare codes are available

"(Un)anticipated monetary policy in a DSGE model with a shadow banking system"
(with Manuel M.F. Martins and Inês Drumond),

International Journal of Central Banking 9(3), September 2013, 73-117
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