Search Results - "Sousa, Ricardo M"

Journal Article

Booms, Busts, and Normal Times in the Housing Market

by Agnello, Luca Castro, Vitor Sousa, Ricardo M Published in Journal of business & economic statistics (02.01.2015)

“...We assess the existence of duration dependence in the likelihood of an end in housing booms, busts, and normal times. Using data for 20 industrial countries...”

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Journal Article

The Determinants of the Volatility of Fiscal Policy Discretion

by Luca Agnello Ricardo M. Sousa Published in Fiscal studies (01.03.2014)

“...This paper investigates the determinants of the volatility of fiscal policy discretion. Using a linear dynamic panel data model for 113 countries from 1980 to...”

Journal Article

Hantavirus Pulmonary Syndrome, Central Plateau, Southeastern, and Southern Brazil

by Figueiredo, Luiz T M Moreli, Marcos L de-Sousa, Ricardo L M Borges, Alessandra A de-Figueiredo, Glauciane G Machado, Alex M Bisordi, Ivani Nagasse-Sugahara, Teresa K Suzuki, Akemi Pereira, Luiz E de-Souza, Renato P de-Souza, Luiza T M Braconi, Carla T Harsi, Charlotte M de-Andrade-Zanotto, Paolo M Published in Emerging infectious diseases (01.04.2009)

“...Hantavirus pulmonary syndrome (HPS) is an increasing health problem in Brazil because of encroachment of sprawling urban, agricultural, and cattle-raising...”

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Journal Article

How Does Fiscal Consolidation Impact on Income Inequality?

by Agnello, Luca Sousa, Ricardo M Published in The Review of income and wealth (01.12.2014)

“...In this paper, we assess the impact of fiscal consolidation on income inequality. Using a panel of 18 industrialized countries from 1978 to 2009, we find that...”

Journal Article

Consumption, asset wealth, equity premium, term spread, and flight to quality

by Costantini, Mauro Sousa, Ricardo M Published in European financial management : the journal of the European Financial Management Association (01.06.2020)

“...We link transitory deviations of consumption from its equilibrium relationship with aggregate wealth and labor income to equity returns on the one hand, and to...”

Journal Article

US monetary policy and sectoral commodity prices

by Hammoudeh, Shawkat Nguyen, Duc Khuong Sousa, Ricardo M Published in Journal of international money and finance (01.10.2015)

“...•We study the effects of the US monetary contractions on sectoral commodity prices.•Higher expected inflation, costs or speculations explain the swift rise in...”

Journal Article

The Legacy and the Tyranny of Time: Exit and Re‐Entry of Sovereigns to International Capital Markets

by AGNELLO, LUCA CASTRO, VÍTOR SOUSA, RICARDO M Published in Journal of money, credit and banking (01.12.2018)

“...We use a continuous‐time Weibull model (without and) with a change‐point in duration dependence to investigate the duration of the exit and re‐entry of...”

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Publication

The housing cycle: what role for mortgage market development and housing finance?

by Agnello, Luca Published in The journal of real estate finance and economics (2020)

Journal Article

Fiscal and monetary policies in the BRICS: A panel VAR approach

by Jawadi, Fredj Mallick, Sushanta K Sousa, Ricardo M Published in Economic modelling (01.11.2016)

“...Using a Panel Vector Auto-Regressive (PVAR) model, we assess the macroeconomic impact of fiscal policy and monetary policy shocks for five key emerging market...”

Journal Article

Linking wealth and labour income with stock returns and government bond yields

by Sousa, Ricardo M Published in The European journal of finance (02.09.2015)

“...In this paper, I assess the predictive ability of the ratio of asset wealth to labour income for both stock returns and government bond yields. Using data for...”

Journal Article

The skill premium effect of technological change: New evidence from United States manufacturing

by Mallick, Sushanta K Sousa, Ricardo M Published in International labour review (2017)

“...Using the NBER‐CES Manufacturing Industry Database, the authors identify a positive relationship between total factor productivity and the skilled‐to‐unskilled...”

Journal Article

Global factors, uncertainty, weather conditions and energy prices: On the drivers of the duration of commodity price cycle phases

by Agnello, Luca Castro, Vítor Hammoudeh, Shawkat Sousa, Ricardo M Published in Energy economics (01.08.2020)

“...We investigate the role of global factors in explaining the length of commodity price cycle phases, using a continuous-time Weibull duration model and data for...”

Journal Article

What is the impact of wealth shocks on asset allocation?

by Sousa, Ricardo M Published in Quantitative finance (04.03.2015)

“...I test the assumption of constant relative risk aversion using U.S. macroeconomic data and analyse the role of wealth shocks in generating transitory changes...”

Journal Article

The macroeconomic effects of fiscal policy

by Afonso, António Sousa, Ricardo M Published in Applied economics (01.12.2012)

“...We investigate the macroeconomic effects of fiscal policy using a Bayesian Structural Vector Autoregression (B-SVAR) approach. We identify fiscal policy shocks...”

Journal Article

ECONOMIC ACTIVITY, CREDIT MARKET CONDITIONS, AND THE HOUSING MARKET

by Agnello, Luca Castro, Vitor Sousa, Ricardo M
edited by Jawadi, Fredj
Published in Macroeconomic dynamics (01.10.2018)

“...In this paper, we assess the characteristics of the housing market and its main determinants. Using data for 20 industrial countries over the period...”

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Journal Article

Fundamentals, Financial Factors, and the Dynamics of Investment in Emerging Markets

by Peltonen, Tuomas A Sousa, Ricardo M Vansteenkiste, Isabel S Published in Emerging markets finance & trade (01.05.2011)

“...The paper uses a panel vector autoregression approach to analyze the dynamics of the transition of investment to shocks to fundamental and financial factors in...”

Journal Article

The real effects of financial stress in the Eurozone

by Mallick, Sushanta K Sousa, Ricardo M Published in International review of financial analysis (01.12.2013)

“...This paper examines the real effects of financial stress in the Euro-zone, using two identification strategies based on a Bayesian Structural VAR and a...”

Journal Article

What Can Fifty-Two Collateralizable Wealth Measures Tell Us About Future Housing Market Returns? Evidence from U.S. State-Level Data

by Balcilar, Mehmet Gupta, Rangan Sousa, Ricardo M Wohar, Mark E Published in The journal of real estate finance and economics (11.12.2019)

“...We use a novel U.S. state-level database to evaluate the role of housing wealth as a provider of collateral services. First, we estimate the cointegrating...”

Journal Article

Housing wealth, financial wealth, money demand and policy rule: Evidence from the euro area

by Sousa, Ricardo M Published in The North American journal of economics and finance (2010)

“...This paper investigates empirically the relation between monetary policy and asset markets using quarterly data for the euro area. I find that a monetary...”

Journal Article

WEALTH, ASSET PORTFOLIO, MONEY DEMAND AND POLICY RULE

by Sousa, Ricardo M Published in Bulletin of economic research (01.01.2014)

“...ABSTRACT I look at the linkages between monetary policy and asset wealth using quarterly data for the USA. I show that a positive interest rate shock leads to...”

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