João Valle e Azevedo
Dados Biográficos
| ID | 5737232 |
|---|---|
| NOME | João Valle e Azevedo |
| PRENOMES | João Valle e |
| SOBRENOME | Azevedo |
| ASSINATURA | AZEVEDO J V E |
| AFILIAÇÕES | Banco de Portugal and Nova School of Business and Economics |
| ORCID | 0000-0002-3538-3860 |
| VERIFICADO | Sim |
| TOTAL DE OBRAS | 2 |
| TOTAL DE CITAÇÕES | 1 |
| TOTAL COMO AUTOR | 2 |
| TOTAL COMO EDITOR | 0 |
| PRIMEIRO ANO DE PUBLICAÇÃO | 2006 |
| ANO MAIS RECENTE DE PUBLICAÇÃO | 2016 |
| ÍNDICE H | 1 |
Is Quantity Theory Still Alive
This article investigates whether the quantity theory of money is still alive. We demonstrate three insights. First, for countries with low inflation, the raw relationship between average inflation and the growth rate of money is tenuous at best. Second, the fit markedly improves, when correcting for variation in output growth and the opportunity cost of money, using elasticities implied by the theories of Baumol–Tobin and Miller–Orr. Finally, a …
Tracking the Business Cycle of the Euro Area
This article proposes a multivariate bandpass filter based on the trend plus cycle decomposition model. The underlying multivariate dynamic factor model relies on specific formulations for trend and cycle components and produces smooth business cycle indicators with bandpass filter properties. Furthermore, cycle shifts for individual time series are incorporated as part of the multivariate model and estimated simultaneously with the remaining par…
Is Quantity Theory Still Alive
This article investigates whether the quantity theory of money is still alive. We demonstrate three insights. First, for countries with low inflation, the raw relationship between average inflation and the growth rate of money is tenuous at best. Second, the fit markedly improves, when correcting for variation in output growth and the opportunity cost of money, using elasticities implied by the theories of Baumol–Tobin and Miller–Orr. Finally, a …
Tracking the Business Cycle of the Euro Area
This article proposes a multivariate bandpass filter based on the trend plus cycle decomposition model. The underlying multivariate dynamic factor model relies on specific formulations for trend and cycle components and produces smooth business cycle indicators with bandpass filter properties. Furthermore, cycle shifts for individual time series are incorporated as part of the multivariate model and estimated simultaneously with the remaining par…
Is Quantity Theory Still Alive
This article investigates whether the quantity theory of money is still alive. We demonstrate three insights. First, for countries with low inflation, the raw relationship between average inflation and the growth rate of money is tenuous at best. Second, the fit markedly improves, when correcting for variation in output growth and the opportunity cost of money, using elasticities implied by the theories of Baumol–Tobin and Miller–Orr. Finally, a …
Econometrics (2 obras) · Economics (2 obras) · Macroeconomics (2 obras) · Monetary Policy and Economic Impact (2 obras) · Business cycle (1 obras) · Computer Science (1 obras) · Dynamic factor (1 obras) · Economic theories and models (1 obras) · Economic Theory and Policy (1 obras) · Global Financial Crisis and Policies (1 obras)