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Identification

Personal identification

Full name
João Mário Mc Millan da Cunha Vale e Azevedo

Citation names

  • Azevedo, João
  • João Valle e Azevedo

Author identifiers

Ciência ID
2619-FECD-40A0
ORCID iD
0000-0002-3538-3860

Email addresses

  • azevedojv@gmail.com (Personal)

Websites

Knowledge fields

  • Social Sciences - Economics and Business
Education
Degree Classification
2007
Concluded
 Economics (Doctor of Philosophy)
Stanford University, United States
2002
Concluded
 Statistics (Master)
The London School of Economics and Political Science, United Kingdom
2001
Concluded
 Matemática Aplicada à Economia e à Gestão (Licenciatura)
ISEG Lisbon School of Economics and Management, Portugal
Affiliation

Science

Category
Host institution 		Employer
2007 - 2015 Researcher (Research) Banco de Portugal, Portugal

Teaching in Higher Education

Category
Host institution 		Employer
2018 - Current Invited Associate Professor (University Teacher) Universidade NOVA de Lisboa NOVA School of Business and Economics, Portugal
2012 - Current Invited Assistant Professor (University Teacher) Universidade Católica Portuguesa Faculdade de Economia e Gestão, Portugal
2008 - 2018 Invited Assistant Professor (University Teacher) Universidade NOVA de Lisboa NOVA School of Business and Economics, Portugal

Others

Category
Host institution 		Employer
2015 - Current Coordenador da Área de Política Monetária, Departamento de Estudos Económicos Banco de Portugal, Portugal
Outputs

Publications

Journal article
  1. João Valle e Azevedo; João Ritto; Pedro Teles. "THE NEUTRALITY OF NOMINAL RATES: HOW LONG IS THE LONG RUN?". International Economic Review (2022): http://dx.doi.org/10.1111/iere.12584.
    10.1111/iere.12584
  2. Valerio Ercolani; João Valle e Azevedo. "HOW CAN THE GOVERNMENT SPENDING MULTIPLIER BE SMALL AT THE ZERO LOWER BOUND?". Macroeconomic Dynamics (2019): http://dx.doi.org/10.1017/s1365100517001079.
    10.1017/s1365100517001079
  3. João Valle e Azevedo; João Tovar Jalles. "MODEL-BASED VS. PROFESSIONAL FORECASTS: IMPLICATIONS FOR MODELS WITH NOMINAL RIGIDITIES". Macroeconomic Dynamics (2017): http://dx.doi.org/10.1017/s1365100515000425.
    10.1017/s1365100515000425
  4. Valle e Azevedo, J.; Pereira, A.. "Macroeconomic Forecasting using Low-frequency Filters". Oxford Bulletin of Economics and Statistics (2017): http://www.scopus.com/inward/record.url?eid=2-s2.0-85020240828&partnerID=MN8TOARS.
    10.1111/obes.12194
  5. Teles, P.; Uhlig, H.; Valle e Azevedo, J.. "Is Quantity Theory Still Alive?". Economic Journal 126 591 (2016): 442-464. http://www.scopus.com/inward/record.url?eid=2-s2.0-84959348404&partnerID=MN8TOARS.
    10.1111/ecoj.12336
  6. Ercolani, V.; Valle e Azevedo, J.. "The effects of public spending externalities". Journal of Economic Dynamics and Control 46 (2014): 173-199. http://www.scopus.com/inward/record.url?eid=2-s2.0-84905965212&partnerID=MN8TOARS.
    10.1016/j.jedc.2014.06.016
  7. Rodrigues, P.M.M.; Rubia, A.; Valle e Azevedo, J.. "Finite sample performance of frequency- and time-domain tests for seasonal fractional integration". Journal of Statistical Computation and Simulation 83 7 (2013): 1373-1384. http://www.scopus.com/inward/record.url?eid=2-s2.0-84880312589&partnerID=MN8TOARS.
    10.1080/00949655.2012.660489
  8. Valle e Azevedo, J.; Pereira, A.. "Approximating and forecasting macroeconomic signals in real-time". International Journal of Forecasting 29 3 (2013): 479-492. http://www.scopus.com/inward/record.url?eid=2-s2.0-84878487044&partnerID=MN8TOARS.
    10.1016/j.ijforecast.2012.12.005
  9. Azevedo, J.V.E.. "A multivariate band-pass filter for economic time series". Journal of the Royal Statistical Society. Series C: Applied Statistics 60 1 (2011): 1-30. http://www.scopus.com/inward/record.url?eid=2-s2.0-79952608231&partnerID=MN8TOARS.
    10.1111/j.1467-9876.2010.00734.x
  10. Koopman, S.J.; Azevedo, J.V.E.. "Measuring synchronization and convergence of business cycles for the euro area, UK and US". Oxford Bulletin of Economics and Statistics 70 1 (2008): 23-51. http://www.scopus.com/inward/record.url?eid=2-s2.0-38149066617&partnerID=MN8TOARS.
    10.1111/j.1468-0084.2007.00489.x
  11. Valle E Azevedo, J.; Koopman, S.J.; Rua, A.. "Tracking the business cycle of the euro area: A multivariate model-based bandpass filter". Journal of Business and Economic Statistics 24 3 (2006): 278-290. http://www.scopus.com/inward/record.url?eid=2-s2.0-33746382532&partnerID=MN8TOARS.
    10.1198/073500105000000261