Unconventional Monetary Policy Reaction Functions: Evidence from the US
Luca Agnello, Vitor Castro, Gilles Dufrénot, Fredj Jawadi, Ricardo Sousa
Studies In Nonlinear Dynamics And Econometrics, vol. 24, 2020, p. 1-18.

Nonlinear Effects of Asset Prices on Fiscal Policy: Evidence from the UK, Italy and Spain
Luca Agnello, Gilles Dufrénot, Ricardo Sousa
Economic Modelling, vol. 44, 2015, p. 358-362.

Using Time-Varying Transition Probabilities in Markov Switching Processes to Adjust US Fiscal Policy for Asset Prices
Gilles Dufrénot, Ricardo Sousa, Luca Agnello
Economic Modelling, vol. 34, 2013, p. 25-36.