"Time-frequency forecast of the equity risk premium"  (with Gonçalo Faria),
Quantitative Finance 21(12), December 2021, 2119-2135

"Bond vs bank finance and the Great Recession" (with Manuel M.F. Martins)
Finance Research Letters 39, March 2021

"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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