15
H index
17
i10 index
679
Citations
Gonzalo Camba-Mendez : Citation Profile
| RESEARCH PRODUCTION: 17 Articles 31 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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23 years (1998 - 2021). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Gonzalo Camba-Mendez. | Is cited by:
| Cites to:
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Main data
Where Gonzalo Camba-Mendez has published?
| Journals with more than one article published | # docs |
|---|---|
| Economics Letters | 2 |
| Journal of Forecasting | 2 |
| Econometrics Journal | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Working Paper Series / European Central Bank | 20 |
| NBP Working Papers / Narodowy Bank Polski | 2 |
Recent works citing Gonzalo Camba-Mendez (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Quarterly GDP Estimates for the German States: New Data for Business Cycle Analyses and Long-Run Dynamics. (2023). Lehmann, Robert ; Wikman, Ida. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10280. Full description at Econpapers || Download paper |
| 2023 | The valuation haircuts applied to eligible marketable assets for ECB credit operations. (2023). Vocalelli, Giorgio ; Metra, Matteo ; Manzanares, Andres ; Daja, Tomislav ; Camba-Mendez, Gonzalo ; Adler, Martin. In: Occasional Paper Series. RePEc:ecb:ecbops:2023312. Full description at Econpapers || Download paper |
| 2023 | Investigating the role of passive funds in carbon-intensive capital markets: Evidence from U.S. bonds. (2023). Caldecott, Ben ; Wilson, Christian. In: Ecological Economics. RePEc:eee:ecolec:v:209:y:2023:i:c:s0921800923000551. Full description at Econpapers || Download paper |
| 2023 | Estimating the euro area output gap using multivariate information and addressing the COVID-19 pandemic. (2023). Wong, Benjamin ; Morley, James ; Sun, Yiqiao ; Rodriguez-Palenzuela, Diego. In: European Economic Review. RePEc:eee:eecrev:v:153:y:2023:i:c:s0014292123000144. Full description at Econpapers || Download paper |
| 2023 | Geopolitical risk and the cost of bank loans. (2023). Ho, Tien ; Nguyen, Thanh Cong. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s154461232300185x. Full description at Econpapers || Download paper |
| 2023 | Nowcasting German GDP: Foreign factors, financial markets, and model averaging. (2023). Senftleben-Konig, Charlotte ; Reichlin, Lucrezia ; Hasenzagl, Thomas ; Andreini, Paolo ; Strohsal, Till. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:298-313. Full description at Econpapers || Download paper |
| 2023 | Does asset encumbrance affect bank risk? Evidence from covered bonds. (2023). Nocera, Giacomo ; Gatti, Stefano ; Garcia-Appendini, Emilia. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:146:y:2023:i:c:s0378426622002850. Full description at Econpapers || Download paper |
| 2023 | Are monetary policy shocks causal to bank health? Evidence from the euro area. (2023). Jung, Alexander. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:75:y:2023:i:c:s0164070422000878. Full description at Econpapers || Download paper |
| 2023 | Predicting loss given default of unsecured consumer loans with time-varying survival scores. (2023). Bellotti, Anthony ; Li, Zhiyong. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:78:y:2023:i:c:s0927538x2300015x. Full description at Econpapers || Download paper |
| 2023 | Macroeconomic Predictions Using Payments Data and Machine Learning. (2023). Desai, Ajit. In: Forecasting. RePEc:gam:jforec:v:5:y:2023:i:4:p:36-683:d:1288660. Full description at Econpapers || Download paper |
| 2023 | When are Google Data Useful to Nowcast GDP? An Approach via Preselection and Shrinkage. (2022). Simoni, Anna ; Ferrara, Laurent. In: Post-Print. RePEc:hal:journl:hal-03919944. Full description at Econpapers || Download paper |
| 2023 | Sovereign Risk and Economic Complexity: Machine Learning Insights on Causality and Prediction. (2023). Valencia, Oscar ; Uribe, Jorge ; Gomez-Gonzalez, Jose. In: IREA Working Papers. RePEc:ira:wpaper:202315. Full description at Econpapers || Download paper |
| 2023 | No Reason to Worry About German Mortgages? An Analysis of Macroeconomic and Individual Drivers of Credit Risk. (2023). Schmidt, Alexander ; Koban, Anne ; Haenle, Philipp ; Barasinska, Nataliya. In: Journal of Financial Services Research. RePEc:kap:jfsres:v:64:y:2023:i:3:d:10.1007_s10693-023-00409-3. Full description at Econpapers || Download paper |
| 2023 | Empirical DSGE model evaluation with interest rate expectations measures and preferences over safe assets. (2023). Rannenberg, Ansgar ; Lejeune, Thomas ; de Walque, Grégory. In: Working Paper Research. RePEc:nbb:reswpp:202302-433. Full description at Econpapers || Download paper |
| 2023 | The Forecasting Power of the ifo Business Survey. (2023). Lehmann, Robert. In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:19:y:2023:i:1:d:10.1007_s41549-022-00079-5. Full description at Econpapers || Download paper |
| 2023 | Time varying dynamics of globalization effect in India. (2023). Kumar, Nand ; Gupta, Shikha. In: Portuguese Economic Journal. RePEc:spr:portec:v:22:y:2023:i:1:d:10.1007_s10258-020-00190-4. Full description at Econpapers || Download paper |
Works by Gonzalo Camba-Mendez:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2002 | Modelling the daily banknotes in circulation in the context of the liquidity management of the European Central Bank In: Working Papers. [Full Text][Citation analysis] | paper | 27 |
| 2002 | Modelling the daily banknotes in circulation in the context of the liquidity management of the European Central Bank.(2002) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 27 | paper | |
| 2009 | Modelling the daily banknotes in circulation in the context of the liquidity management of the European Central Bank.(2009) In: Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 27 | article | |
| 2003 | Tests of Rank in Reduced Rank Regression Models. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 20 |
| 2005 | Estimating the Rank of the Spectral Density Matrix In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 2 |
| 2004 | Estimating the rank of the spectral density matrix.(2004) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2008 | Short-term Forecasts of Euro Area GDP Growth In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 181 |
| 2008 | Short-Term Forecasts of Euro Area GDP Growth.(2008) In: Working Papers ECARES. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 181 | paper | |
| 2008 | Short-term forecasts of euro area GDP growth.(2008) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 181 | paper | |
| 2011 | Shortâ€term forecasts of euro area GDP growth.(2011) In: Econometrics Journal. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 181 | article | |
| 2011 | Short?term forecasts of euro area GDP growth.(2011) In: Econometrics Journal. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 181 | article | |
| 2018 | The recent slowdown in euro area output growth reflects both cyclical and temporary factors In: Economic Bulletin Boxes. [Full Text][Citation analysis] | article | 1 |
| 2001 | Testing the rank of the Hankel matrix: a statistical approach In: Working Paper Series. [Full Text][Citation analysis] | paper | 15 |
| 2001 | Assessment criteria for output gap estimates In: Working Paper Series. [Full Text][Citation analysis] | paper | 76 |
| 2003 | Assessment criteria for output gap estimates.(2003) In: Economic Modelling. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 76 | article | |
| 2001 | Assessemt Criteria for Output Gap Estimates..(2001) In: Quebec a Montreal - Recherche en gestion. [Citation analysis] This paper has nother version. Agregated cites: 76 | paper | |
| 2001 | Spectral based methods to identify common trends and common cycles In: Working Paper Series. [Full Text][Citation analysis] | paper | 10 |
| 2002 | Short-term monitoring of fiscal policy discipline In: Working Paper Series. [Full Text][Citation analysis] | paper | 17 |
| 2004 | Short-term monitoring of fiscal policy discipline.(2004) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | article | |
| 2003 | Relevant economic issues concerning the optimal rate of inflation In: Working Paper Series. [Full Text][Citation analysis] | paper | 32 |
| 2004 | Excess reserves and implementation of monetary policy of the ECB In: Working Paper Series. [Full Text][Citation analysis] | paper | 29 |
| 2006 | Excess reserves and the implementation of monetary policy of the ECB.(2006) In: Journal of Policy Modeling. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 29 | article | |
| 2004 | Forecasting euro area inflation using dynamic factor measures of underlying inflation In: Working Paper Series. [Full Text][Citation analysis] | paper | 27 |
| 2005 | Forecasting euro area inflation using dynamic factor measures of underlying inflation.(2005) In: Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 27 | article | |
| 2005 | Structural filters for monetary analysis: the inflationary movements of money in the euro area In: Working Paper Series. [Full Text][Citation analysis] | paper | 44 |
| 2008 | Statistical tests and estimators of the rank of a matrix and their applications in econometric modelling In: Working Paper Series. [Full Text][Citation analysis] | paper | 20 |
| 2009 | Statistical Tests and Estimators of the Rank of a Matrix and Their Applications in Econometric Modelling.(2009) In: Econometric Reviews. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 20 | article | |
| 2014 | Market perception of sovereign credit risk in the euro area during the financial crisis In: Working Paper Series. [Full Text][Citation analysis] | paper | 17 |
| 2016 | Market perception of sovereign credit risk in the euro area during the financial crisis.(2016) In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | article | |
| 2014 | Market perception of sovereign credit risk in the euro area during the financial crisis.(2014) In: NBP Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | paper | |
| 2014 | Financial reputation, market interventions and debt issuance by banks: a truncated two-part model approach In: Working Paper Series. [Full Text][Citation analysis] | paper | 4 |
| 2015 | An automatic leading indicator, variable reduction and variable selection methods using small and large datasets: Forecasting the industrial production growth for euro area economies In: Working Paper Series. [Full Text][Citation analysis] | paper | 2 |
| 2016 | Pricing sovereign credit risk of an emerging market In: Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
| 2014 | Pricing sovereign credit risk of an emerging market.(2014) In: NBP Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2016 | Bank interest rate setting in the euro area during the Great Recession In: Working Paper Series. [Full Text][Citation analysis] | paper | 3 |
| 2017 | The inflation risk premium in the post-Lehman period In: Working Paper Series. [Full Text][Citation analysis] | paper | 20 |
| 2020 | On the inflation risks embedded in sovereign bond yields In: Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2021 | Risk aversion and bank loan pricing In: Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
| 2001 | An automatic leading indicator of economic activity: forecasting GDP growth for European countries In: Econometrics Journal. [Citation analysis] | article | 80 |
| 2012 | Conditional forecasts on SVAR models using the Kalman filter In: Economics Letters. [Full Text][Citation analysis] | article | 15 |
| 1998 | Filtered least squares and measurement error In: Economics Letters. [Full Text][Citation analysis] | article | 1 |
| 2016 | Pricing Sovereign Credit Risk of Poland: Evidence from the CDS Market In: Emerging Markets Finance and Trade. [Full Text][Citation analysis] | article | 1 |
| 2003 | What Determines Industrial R&D Expenditure in the UK? In: National Institute of Economic and Social Research (NIESR) Discussion Papers. [Citation analysis] | paper | 30 |
| 2018 | The Financial Crisis and Policy Responses in Europe (2007–2018) In: Comparative Economic Studies. [Full Text][Citation analysis] | article | 3 |
| 2002 | Bootstrap Statistical Tests of Rank Determination for System Identification In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2005 | Statistical Tests of the Rank of a Matrix and Their Applications in Econometric Modelling In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2002 | Bootstrap Statistical Tests of Rank Determination for System Identification In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2005 | Statistical Tests of the Rank of a Matrix and Their Applications in Econometric Modelling In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
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