«This paper is financed by National Funds of the FCT – Portuguese Foundation for Science and Technology within the project «UID/ECO/03182/2019» “Okun’s Law Across Time and Frequencies” https://www.eeg.uminho.pt/pt/investigar/nipe 2019 #13 WORKING PAPER Luís Aguiar-Conraria Manuel M. F. Martins Maria Joana Soares