15
H index
17
i10 index
714
Citations
| 15 H index 17 i10 index 714 Citations RESEARCH PRODUCTION: 18 Articles 36 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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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: |
| Journals with more than one article published | # docs |
|---|---|
| Economics Letters | 3 |
| Journal of Forecasting | 2 |
| Econometrics Journal | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Working Paper Series / European Central Bank | 20 |
| National Institute of Economic and Social Research (NIESR) Discussion Papers / National Institute of Economic and Social Research | 5 |
| NBP Working Papers / Narodowy Bank Polski | 2 |
| Year | Title of citing document |
|---|---|
| 2024 | Machine Learning and Economic Forecasting: the role of international trade networks. (2024). Silva, Thiago ; Berri, Paulo Victor ; Amancio, Diego Raphael. In: Working Papers Series. RePEc:bcb:wpaper:597. Full description at Econpapers || Download paper |
| 2024 | Rating the Raters. Some Perspective From a Central Bank. (2024). Columba, Francesco ; Tranquillo, Stefano ; Orsini, Federica. In: Mercati, infrastrutture, sistemi di pagamento (Markets, Infrastructures, Payment Systems). RePEc:bdi:wpmisp:mip_055_024. Full description at Econpapers || Download paper |
| 2024 | Rating the Raters. Some Perspective From a Central Bank. (2024). Columba, Francesco ; Tranquillo, Stefano ; Orsini, Federica. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:mip_055_024. Full description at Econpapers || Download paper |
| 2024 | Measuring the Unmeasurable: Unraveling the complexities of real-time output gap estimation. (2024). Restrepo-Ángel, Sergio ; Pulido-Mahecha, Karen ; Galeano-Ramirez, Franky Juliano ; Restrepo-Angel, Sergio. In: Borradores de Economia. RePEc:bdr:borrec:1284. Full description at Econpapers || Download paper |
| 2024 | Should Central Banks Care About Text Mining? A Literature Review. (2024). Meunier, Baptiste ; bricongne, jean-charles ; Caldeira, Raquel. In: Working papers. RePEc:bfr:banfra:950. Full description at Econpapers || Download paper |
| 2024 | Alternative measures of price inflation and the perception of real income in Germany. (2024). Schnabl, Gunther ; Israel, Karlfriedrich. In: The World Economy. RePEc:bla:worlde:v:47:y:2024:i:2:p:618-636. Full description at Econpapers || Download paper |
| 2024 | Asymmetric expectations of monetary policy. (2024). Busetto, Filippo. In: Bank of England working papers. RePEc:boe:boeewp:1058. Full description at Econpapers || Download paper |
| 2024 | Monetary Asymmetries without (and with) Price Stickiness. (2024). Jaccard, Ivan. In: Dynare Working Papers. RePEc:cpm:dynare:081. Full description at Econpapers || Download paper |
| 2024 | Climate-Linked Bonds. (2024). Broeders, Dirk ; Verhoeven, Niek ; Dimitrov, Daniel. In: Working Papers. RePEc:dnb:dnbwpp:817. Full description at Econpapers || Download paper |
| 2025 | Climate-linked bonds. (2025). Verhoeven, Niek ; Dimitrov, Daniel ; Broeders, Dirk. In: Working Paper Series. RePEc:ecb:ecbwps:20253011. Full description at Econpapers || Download paper |
| 2025 | Microdata-based output gap estimation using business tendency surveys. (2025). Ulrichs, Magdalena ; Grajski, Mariusz ; Baej, Mirosaw. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:174:y:2025:i:c:s016518892500034x. Full description at Econpapers || Download paper |
| 2024 | Estimating the output gap after COVID: How to address unprecedented macroeconomic variations. (2024). Parra-Amado, Daniel ; Granados, Camilo. In: Economic Modelling. RePEc:eee:ecmode:v:135:y:2024:i:c:s0264999324000671. Full description at Econpapers || Download paper |
| 2024 | Business cycle synchronization and asymmetry in the European Union. (2024). Tica, Josip ; Panovska, Irina ; Arčabić, Vladimir ; Arabi, Vladimir. In: Economic Modelling. RePEc:eee:ecmode:v:139:y:2024:i:c:s0264999324001676. Full description at Econpapers || Download paper |
| 2025 | The term structure of macroeconomic risks at the effective lower bound. (2025). Roussellet, Guillaume. In: Journal of Econometrics. RePEc:eee:econom:v:248:y:2025:i:c:s0304407623000143. Full description at Econpapers || Download paper |
| 2024 | Back to the present: Learning about the euro area through a now-casting model. (2024). Modugno, Michele ; Giannone, Domenico ; Cascaldi-Garcia, Danilo. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:661-686. Full description at Econpapers || Download paper |
| 2024 | Factor-augmented forecasting in big data. (2024). Bae, Juhee. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1660-1688. Full description at Econpapers || Download paper |
| 2024 | Monetary policy implementation: Which “new normal”?. (2024). Baglioni, Angelo. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:141:y:2024:i:c:s0261560623001997. Full description at Econpapers || Download paper |
| 2024 | Machine learning and economic forecasting: The role of international trade networks. (2024). Silva, Thiago ; Berri, Paulo Victor ; Amancio, Diego R. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:649:y:2024:i:c:s0378437124004862. Full description at Econpapers || Download paper |
| 2024 | Forecasting US GDP growth rates in a rich environment of macroeconomic data. (2024). Tao, Ying ; Zeng, Qing ; Lu, Fei ; Bouri, Elie. In: International Review of Economics & Finance. RePEc:eee:reveco:v:95:y:2024:i:c:s1059056024004684. Full description at Econpapers || Download paper |
| 2024 | Carbon dioxide emissions and economic growth: New evidence from GDP forecasting. (2024). Feng, Lin ; Ma, Feng ; Lu, Fei. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:205:y:2024:i:c:s0040162524002609. Full description at Econpapers || Download paper |
| 2024 | Sovereign Risk and Economic Complexity. (2024). Valencia, Oscar ; Uribe, Jorge ; Gomez-Gonzalez, Jose. In: IDB Publications (Working Papers). RePEc:idb:brikps:13393. Full description at Econpapers || Download paper |
| 2025 | Machine learning forecasting in the macroeconomic environment: the case of the US output gap. (2025). Gogas, Periklis ; Papadimitriou, Theophilos ; Alexakis, Christos ; Sofianos, Emmanouil. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:58:y:2025:i:1:d:10.1007_s10644-024-09849-w. Full description at Econpapers || Download paper |
| 2025 | Climate risk and loan pricing: the moderating role of trilemma policy choices. (2025). Umar, Muhammad ; Yahya, Farzan ; Rashid, Amad. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:58:y:2025:i:4:d:10.1007_s10644-025-09904-0. Full description at Econpapers || Download paper |
| 2025 | On the use of collateral by Portuguese monetary policy counterparties: facts and lessons for the future. (2025). Nogueira, Hugo ; Mourato, Jorge ; Gaspar, Francisco ; Borges, Madalena. In: Working Papers. RePEc:ptu:wpaper:o202501. Full description at Econpapers || Download paper |
| 2025 | Internal migration in Spain: identifying key drivers for forecasting. (2025). Fonseca-Zendejas, Alejandro Steven ; Borrego-Salcido, Carmen ; del Carmen, Mara. In: The Annals of Regional Science. RePEc:spr:anresc:v:74:y:2025:i:2:d:10.1007_s00168-025-01381-7. Full description at Econpapers || Download paper |
| 2025 | Modeling aggregate investment under financial constraints. (2025). Hatzinikolaou, Dimitris. In: Empirical Economics. RePEc:spr:empeco:v:68:y:2025:i:2:d:10.1007_s00181-024-02661-5. Full description at Econpapers || Download paper |
| 2025 | Comparing real-time uncertainty of the Hodrick-Prescott and Hamilton trend/cycle decompositions. (2025). Jönsson, Kristian ; Jnsson, Kristian. In: Empirical Economics. RePEc:spr:empeco:v:69:y:2025:i:3:d:10.1007_s00181-025-02765-6. Full description at Econpapers || Download paper |
| 2024 | Banknote Life in India: A Survival Analysis Approach. (2024). Tagat, Anirudh ; Ozmen, Mehmet ; Markowsky, Gregory. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:22:y:2024:i:2:d:10.1007_s40953-024-00390-1. Full description at Econpapers || Download paper |
| 2025 | A survey-based measure of asymmetric macroeconomic risk in the euro area. (2025). Iseringhausen, Martin ; Theodoridis, Konstantinos. In: Working Papers. RePEc:stm:wpaper:68. Full description at Econpapers || Download paper |
| 2024 | An analysis of the micro- and macro-economic determinants of firm R&D intensity in the South African business sector. (2024). Sithole, Moses M ; Ramoroka, Kgabo Hector ; Kasongo, Atoko ; Kahn, Amy. In: African Journal of Science, Technology, Innovation and Development. RePEc:taf:rajsxx:v:16:y:2024:i:3:p:297-308. Full description at Econpapers || Download paper |
| 2024 | Evaluation des Zentralen Innovationsprogramms Mittelstand (ZIM): Endbericht. (2024). Peters, Bettina ; Ehrlich, Alexander ; Stehnken, Thomas ; Danneil, Thomas ; Astor, Michael ; Kraft, Kornelius ; Schofl, Isabel ; Rammer, Christian. In: ZEW Expertises. RePEc:zbw:zewexp:300894. Full description at Econpapers || Download paper |
| 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 | 28 |
| 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: 28 | 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: 28 | 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 | 187 |
| 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: 187 | 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: 187 | paper | |
| 2011 | Short‐term forecasts of euro area GDP growth.(2011) In: Econometrics Journal. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 187 | 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: 187 | 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 |
| 2023 | The valuation haircuts applied to eligible marketable assets for ECB credit operations In: Occasional Paper Series. [Full Text][Citation analysis] | paper | 3 |
| 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 | 82 |
| 2003 | Assessment criteria for output gap estimates.(2003) In: Economic Modelling. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 82 | 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: 82 | 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 | 31 |
| 2004 | Excess reserves and implementation of monetary policy of the ECB In: Working Paper Series. [Full Text][Citation analysis] | paper | 30 |
| 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: 30 | 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 | 46 |
| 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 | 21 |
| 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: 21 | 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 | 2 |
| 2017 | The inflation risk premium in the post-Lehman period In: Working Paper Series. [Full Text][Citation analysis] | paper | 24 |
| 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 | 2 |
| 2021 | Risk aversion and bank loan pricing.(2021) In: Economics Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
| 2001 | An automatic leading indicator of economic activity: forecasting GDP growth for European countries In: Econometrics Journal. [Citation analysis] | article | 83 |
| 2012 | Conditional forecasts on SVAR models using the Kalman filter In: Economics Letters. [Full Text][Citation analysis] | article | 16 |
| 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 |
| 1998 | Can real equilibrium models account for the fluctuations of the UK business cycle? In: National Institute of Economic and Social Research (NIESR) Discussion Papers. [Citation analysis] | paper | 0 |
| 1998 | UK Consumption in the long run: the determinants of consumer spending 1925-1995 In: National Institute of Economic and Social Research (NIESR) Discussion Papers. [Citation analysis] | paper | 1 |
| 1999 | A Bootstrap Test of Cointegration Rank In: National Institute of Economic and Social Research (NIESR) Discussion Papers. [Citation analysis] | paper | 1 |
| 1999 | The Forecasting Performance of the OECD Composite Leading Indicators for France, Germany, Italy In: National Institute of Economic and Social Research (NIESR) Discussion Papers. [Citation analysis] | paper | 5 |
| 2003 | What Determines Industrial R&D Expenditure in the UK? In: National Institute of Economic and Social Research (NIESR) Discussion Papers. [Citation analysis] | paper | 32 |
| 2018 | The Financial Crisis and Policy Responses in Europe (2007–2018) In: Comparative Economic Studies. [Full Text][Citation analysis] | article | 2 |
| 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 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 20 2025. Contact: CitEc Team