"Investment, Tobin's Q, and cash flow across time and frequencies",
Oxford Bulletin of Economics and Statistics, forthcoming


"Forecasting stock market returns by summing the frequency-decomposed parts
(with Gonįalo 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 Inęs Drumond), Journal of Macroeconomics 54(B),
December 2017,
187-207
 
"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
here

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

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