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The views expressed in the papers are mine and the associated co-authors and do not necessarily reflect those of the Bank of Mozambique or other Institutions I am affiliated with.

Working papers

''Forecasting Commodity Currencies: The Role of Fundamentals with Short-Lived Predictive Content'', with Claudia Foroni and Francesco Ravazzolo, Norges Bank Working Paper 2015/14, October 2015. Presented at [Norges Bank], [CAMP, 2015], [CFE 2015], [Banque de France], [Bundesbank], [IAAE 2016], [CEF 2016], [ESOBE 2016], [European Central Bank].

Published papers

2. Ribeiro, P.J. (2017). ''Selecting Exchange Rate Fundamentals by Bootstrap''International Journal of Forecasting, vol.33(4), pp. 894-914. Presented at [SNDE Conference, 2015]. Winner of the Gerald P. Dwyer prize for the best paper in finance at the 23rd Annual Symposium of the SNDE.

3. Byrne, J.P., Korobilis, D. and Ribeiro, P.J. (2016). ''Exchange Rate Predictability in a Changing World.'' Journal of International Money and Finance, vol. 62, pp. 1-24. [Download Citation] [Working paper]  [Published Version]  [Data&MatlabCode].

Other papers

"Neutral Real Interest Rate Estimates for Mozambique", Mokhtar Benlamine (IMF - AFR), Pedro Munguambe (BM), and Harold Zavarce (IMF - AFR). IMF Country Report No. 19/167, Republic of Mozambique Selected Issues, June 2019.

"Forecasting Exchange Rates in the Presence of Instabilities",  Phd Thesis, August 2016