Joao Madeira

University of York - Department of Economics and Related Studies

Heslington

York, YO1 5DD

United Kingdom

SCHOLARLY PAPERS

4

DOWNLOADS

136

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (4)

1.

Persistence of the Price-Dividend Ratio in a Present-Value Model of Stock Prices

Number of pages: 41 Posted: 15 Sep 2014 Last Revised: 13 May 2018
University of York, University of York - Department of Economics and Related Studies and University of Dundee
Downloads 136 (284,965)
Citation 1

Abstract:

Loading...

price-dividend ratio, persistence, fractional integration, return predictability, present-value

2.

The Long-Run Effects of Risk: An Equilibrium Approach

CEPR Discussion Paper No. DP15841
Number of pages: 70 Posted: 01 Mar 2021 Last Revised: 04 Feb 2022
University of York - Department of Economics and Related Studies, University of Manchester and University of Groningen
Downloads 0 (875,040)
  • Add to Cart

Abstract:

Loading...

Costly state verification, deposit insurance, endogenous leverage, Financial Intermediation, investment, limited liability, Regulation, risk

3.

Assessing the Empirical Relevance of Labour Frictions to Business Cycle Fluctuations

Oxford Bulletin of Economics and Statistics, Vol. 80, Issue 3, pp. 554-574, 2018
Number of pages: 21 Posted: 08 May 2018
Joao Madeira
University of York - Department of Economics and Related Studies
Downloads 0 (875,040)

Abstract:

Loading...

4.

Measuring Monetary Policy Deviations from the Taylor Rule

CEPR Discussion Paper No. DP12553
Number of pages: 33 Posted: 08 Jan 2018
Joao Madeira and Nuno Pedro G. Palma
University of York - Department of Economics and Related Studies and University of Manchester
Downloads 0 (875,040)
  • Add to Cart

Abstract:

Loading...

Bayesian estimation, Business Cycles, DSGE, interest rates, New Keynesian models, sticky prices