Maximo Camacho : Citation Profile


Are you Maximo Camacho?

Universidad de Murcia

15

H index

19

i10 index

772

Citations

RESEARCH PRODUCTION:

37

Articles

52

Papers

1

Chapters

RESEARCH ACTIVITY:

   19 years (2000 - 2019). See details.
   Cites by year: 40
   Journals where Maximo Camacho has often published
   Relations with other researchers
   Recent citing documents: 96.    Total self citations: 31 (3.86 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pca13
   Updated: 2020-07-04    RAS profile: 2020-02-05    
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Relations with other researchers


Works with:

Perez Quiros, Gabriel (9)

Martinez-Martin, Jaime (8)

Leiva-Leon, Danilo (6)

Poncela, Pilar (3)

Pacce, Matías (3)

Dal Bianco, Marcos (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Maximo Camacho.

Is cited by:

Leiva-Leon, Danilo (41)

Marcellino, Massimiliano (30)

Gómez-Loscos, Ana (24)

Gadea, María (20)

GUPTA, RANGAN (17)

Balcilar, Mehmet (17)

Aguiar-Conraria, Luís (16)

Perez Quiros, Gabriel (13)

Siliverstovs, Boriss (12)

Guérin, Pierre (11)

Chauvet, Marcelle (11)

Cites to:

Perez Quiros, Gabriel (41)

Diebold, Francis (24)

Kim, Chang-Jin (21)

Mariano, Roberto (17)

Watson, Mark (15)

Hamilton, James (15)

Piger, Jeremy (15)

Reichlin, Lucrezia (14)

Aruoba, S. Boragan (13)

Chauvet, Marcelle (13)

artis, michael (12)

Main data


Where Maximo Camacho has published?


Journals with more than one article published# docs
International Journal of Forecasting4
Journal of Economic Dynamics and Control4
Boletn Econmico3
Economics Letters3
Emerging Markets Finance and Trade3
Journal of Applied Econometrics2
Studies in Nonlinear Dynamics & Econometrics2

Working Papers Series with more than one paper published# docs
Working Papers / Banco de Espaa19
Working Papers / BBVA Bank, Economic Research Department8
Computing in Economics and Finance 2002 / Society for Computational Economics2

Recent works citing Maximo Camacho (2019 and 2018)


YearTitle of citing document
2019Does macroeconomics help in predicting stock markets volatility comovements? A nonlinear approach. (2019). Rossi, Eduardo ; Palomba, Giulio ; Bucci, Andrea. In: Working Papers. RePEc:anc:wpaper:440.

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2018Measuring Retail Trade Using Card Transactional Data. (2018). Pacce, Matías ; García López, Juan ; Valero, Heribert ; Ulloa, Camilo ; Ruiz, Pep ; de Dios, Juan ; Rodrigo, Tomasa ; Murillo, Juan ; Garcia, Juan Ramon ; Bodas, Diego. In: Working Papers. RePEc:bbv:wpaper:1803.

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2018Nowcasting Canadian Economic Activity in an Uncertain Environment. (2018). Chernis, Tony ; Sekkel, Rodrigo. In: Discussion Papers. RePEc:bca:bocadp:18-9.

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2019Banco de España macroeconomic projections: comparison with an econometric model. (2019). Ganics, Gergely ; Ortega, Eva. In: Economic Bulletin. RePEc:bde:journl:y:2019:i:9:d:aa:n:26.

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2018A short-term forecasting model for the Spanish economy: GDP and its demand components. (2018). Perez Quiros, Gabriel ; Gómez-Loscos, Ana ; Perezquiros, Gabriel ; de Luis, Mercedes ; Gomezloscos, Ana ; Pareja, Ana Arencibia. In: Occasional Papers. RePEc:bde:opaper:1801.

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2017The evolution of regional economic interlinkages in Europe. (2017). Leiva-Leon, Danilo ; Gómez-Loscos, Ana ; Gadea, María ; Gomez-Loscos, Ana ; Gadea-Rivas, Maria Dolores. In: Working Papers. RePEc:bde:wpaper:1705.

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2017Monetary policy, stock market and sectoral comovement. (2017). Leiva-Leon, Danilo ; Guérin, Pierre ; Guerin, Pierre. In: Working Papers. RePEc:bde:wpaper:1731.

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2019Measuring retail trade using card transactional data. (2019). Pacce, Matías ; García López, Juan ; Lapaz, Heribert Valero ; de Dios, Juan ; Arias, Juan Murillo ; Ulloa, Camilo A ; de Aguirre, Pep Ruiz ; Lopez, Tomasa Rodrigo ; Garcia, Juan R ; Bodas, Diego. In: Working Papers. RePEc:bde:wpaper:1921.

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2018Short term forecasts of economic activity: are fortnightly factors useful?. (2018). Monteforte, Libero ; Raponi, Valentina. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1177_18.

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2018Nowcasting Mexican GDP using Factor Models and Bridge Equations. (2018). de Jesus, Galvez-Soriano Oscar. In: Working Papers. RePEc:bdm:wpaper:2018-06.

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2018The Econometric Analysis of Recurrent Events in Macroeconomics and Finance. (2018). Morley, James. In: The Economic Record. RePEc:bla:ecorec:v:94:y:2018:i:306:p:338-340.

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2017Mapping China’s time-varying house price landscape. (2017). Tsang, Andrew ; Leiva-Leon, Danilo ; Funke, Michael. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2017_021.

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2019Tracking the Course of the Economy (Nowcasting of basic macroeconomic indicators of Slovakia). (2019). Klucik, Miroslav. In: Working Papers. RePEc:cbe:wpaper:201901.

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2018State-Dependent Transmission of Monetary Policy in the Euro Area. (2018). Neuenkirch, Matthias ; Nockel, Matthias ; Burgard, Jan Pablo. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7074.

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2020Macroeconomics, Nonlinearities, and the Business Cycle. (2020). Reif, Magnus. In: ifo Beiträge zur Wirtschaftsforschung. RePEc:ces:ifobei:87.

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2019Dos tradiciones en la medición del ciclo: historia general y desarrollos en Colombia. (2019). Enciso, Enrique Lopez. In: Tiempo y Economía. RePEc:col:000485:017226.

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2018Estimation of the common component in Dynamic Factor Models. (2018). Navarro, Angela Caro ; Sanchez, Daniel Pea . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:27047.

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2020REVISED SMALL MACRO-ECONOMETRIC MODEL OF THE NIGERIAN ECONOMY. (2020). tule, moses ; Salisu, Afees ; Olofin, S O. In: Applied Econometrics and International Development. RePEc:eaa:aeinde:v:20:y:2020:i:1_7.

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2018Nonlinear Exchange Rate Transmission in the Euro Area: A Multivariate Smooth Transition Regression Approach. (2018). Ben Cheikh, Nidhaleddine ; Nguyen, Pascal ; Younes, Ben Zaied ; ben Zaied, Younes . In: Economics Bulletin. RePEc:ebl:ecbull:eb-18-00270.

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2018Real and financial cycles in EU countries - Stylised facts and modelling implications. (2018). Welz, Peter ; Rots, Eyno ; Rünstler, Gerhard ; Rannenberg, Ansgar ; Perez Quiros, Gabriel ; Papageorgiou, Dimitris ; Mandler, Martin ; Lozej, Matija ; Lequien, Matthieu ; Lenarčič, Črt ; Jaccard, Ivan ; Iskrev, Nikolay ; Guarda, Paolo ; Dewachter, Hans ; De Backer, Bruno ; Comunale, Mariarosaria ; Burlon, Lorenzo ; Buss, Ginters ; Balfoussia, Hiona ; Haavio, Markus ; Perez-Quiros, Gabriel ; Pedersen, Jesper ; Runstler, Gerhard ; Lenarcic, Crt ; Kunovac, Davor ; Kulikov, Dmitry ; Scharnagl, Michael ; Hindrayanto, Irma. In: Occasional Paper Series. RePEc:ecb:ecbops:2018205.

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2019Forecasting daily electricity prices with monthly macroeconomic variables. (2019). Rossini, Luca ; Ravazzolo, Francesco ; Foroni, Claudia. In: Working Paper Series. RePEc:ecb:ecbwps:20192250.

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2019Detecting turning points in global economic activity. (2019). Seitz, Franz ; Salvador, Ramon Gomez ; Baumann, Ursel. In: Working Paper Series. RePEc:ecb:ecbwps:20192310.

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2018Debt dynamics in Europe: A Network General Equilibrium GVAR approach. (2018). Michaelides, Panayotis ; Konstantakis, Konstantinos ; Tsionas, Efthymios G. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:93:y:2018:i:c:p:175-202.

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2018Using rule-based updating procedures to improve the performance of composite indicators. (2018). Sturm, Jan-Egbert ; Abberger, Klaus ; Siliverstovs, Boriss ; Graff, Michael. In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:127-144.

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2018Are business and credit cycles synchronised internally or externally?. (2018). Kurowski, Ukasz ; Rogowicz, Karol. In: Economic Modelling. RePEc:eee:ecmode:v:74:y:2018:i:c:p:124-141.

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2019Relationships among regional housing markets: Evidence on adjustments of housing burden. (2019). Tsai, I-Chun ; I-Chun Tsai, . In: Economic Modelling. RePEc:eee:ecmode:v:78:y:2019:i:c:p:309-318.

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2019Increasing linkages among European regions. The role of sectoral composition. (2019). Gómez-Loscos, Ana ; Gadea, María ; Leiva-Leon, Danilo ; Gomez-Loscos, Ana ; Gadea-Rivas, Maria Dolores. In: Economic Modelling. RePEc:eee:ecmode:v:80:y:2019:i:c:p:222-243.

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2019The evolution of monetary policy effectiveness under macroeconomic instability. (2019). Lopez-Buenache, German. In: Economic Modelling. RePEc:eee:ecmode:v:83:y:2019:i:c:p:221-233.

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2019Nonlinear exchange rate pass-through in timber products: The case of oriented strand board in Canada and the United States. (2019). Goodwin, Barry ; Prestemon, Jeffrey P ; Holt, Matthew T. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818303802.

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2019Towards a financial cycle for the U.S., 1973–2014. (2019). Jacobs, Jan ; An, J ; Bezemer, Dirk J ; Rozite, Kristiana . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818305643.

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2020An investigation on mixed housing-cycle structures and asymmetric tail dependences. (2020). Chang, Kuang-Liang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818303164.

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2018Clustering regional business cycles. (2018). Gómez-Loscos, Ana ; Gadea, María ; Bandres, Eduardo ; Gomez-Loscos, Ana ; Gadea-Rivas, Dolores M. In: Economics Letters. RePEc:eee:ecolet:v:162:y:2018:i:c:p:171-176.

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2019Asymptotic properties of the maximum likelihood estimator in regime switching econometric models. (2019). Kasahara, Hiroyuki ; Shimotsu, Katsumi. In: Journal of Econometrics. RePEc:eee:econom:v:208:y:2019:i:2:p:442-467.

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2020Market Impact on financial market integration: Cross-quantilogram analysis of the global impact of the euro. (2020). Uddin, Gazi ; Troster, Victor ; Tuvhag, Tom ; Lindman, Sebastian ; Jayasekera, Ranadeva. In: Journal of Empirical Finance. RePEc:eee:empfin:v:56:y:2020:i:c:p:42-73.

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2019A time varying approach on the price elasticity of electricity in India during 1975–2013. (2019). Tiwari, Aviral ; Menegaki, Angeliki N. In: Energy. RePEc:eee:energy:v:183:y:2019:i:c:p:385-397.

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2018Deciding between alternative approaches in macroeconomics. (2018). Hendry, David. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:1:p:119-135.

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2018Nowcasting with payments system data. (2018). Tkacz, Greg ; Galbraith, John W. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:2:p:366-376.

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2018Using low frequency information for predicting high frequency variables. (2018). Marcellino, Massimiliano ; Guérin, Pierre ; Foroni, Claudia. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:4:p:774-787.

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2019Google data in bridge equation models for German GDP. (2019). Gotz, Thomas B ; Knetsch, Thomas A. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:1:p:45-66.

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2018Fundamentals and exchange rate forecastability with simple machine learning methods. (2018). Stoltz, Gilles ; Michalski, Tomasz ; Amat, Christophe . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:88:y:2018:i:c:p:1-24.

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2018The core‒periphery pattern of European business cycles: A fuzzy clustering approach. (2018). Ahlborn, Markus ; Wortmann, Marcus. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:55:y:2018:i:c:p:12-27.

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2020A comparison of pricing models for mineral rights: Copper mine in China. (2020). Zhou, Jinsheng ; Florescu, Ionut ; Xiao, Chang. In: Resources Policy. RePEc:eee:jrpoli:v:65:y:2020:i:c:s0301420719300236.

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2018Research on energy stock market associated network structure based on financial indicators. (2018). , Xian ; An, Haizhong. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:490:y:2018:i:c:p:1309-1323.

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2018Forecasting exchange rate using Variational Mode Decomposition and entropy theory. (2018). He, Kaijian ; Chen, Yanhui. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:510:y:2018:i:c:p:15-25.

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2019Historical decoupling in the EU: Evidence from time-frequency analysis. (2019). Kapounek, Svatopluk ; Kuerova, Zuzana. In: International Review of Economics & Finance. RePEc:eee:reveco:v:60:y:2019:i:c:p:265-280.

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2017Box dynamics: A sectoral approach to analyse containerized port throughput interdependencies. (2017). Paflioti, Persa ; Tsamourgelis, Ioannis ; Teye, Collins ; Vitsounis, Thomas K. In: Transportation Research Part A: Policy and Practice. RePEc:eee:transa:v:106:y:2017:i:c:p:396-413.

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2019Fed’s Unconventional Monetary Policy and Risk Spillover in the US Financial Markets. (2019). Wohar, Mark ; Ozdemir, Zeynel ; Balcilar, Mehmet. In: Working Papers. RePEc:emu:wpaper:15-47.pdf.

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2019Testing the Asymmetric Effects of Exchange Rate and Oil Price Pass-Through in BRICS Countries: Does the state of the economy matter?. (2019). Wohar, Mark ; Balcilar, Mehmet ; Usman, Ojonugwa ; Roubaud, David. In: Working Papers. RePEc:emu:wpaper:15-49.pdf.

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2018An Output Gap Measure for the Euro Area : Exploiting Country-Level and Cross-Sectional Data Heterogeneity. (2018). Gonzalez-Astudillo, Manuel. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2018-40.

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2019Dynamic specification tests for dynamic factor models. (2019). Sentana, Enrique ; Fiorentini, Gabriele. In: Econometrics Working Papers Archive. RePEc:fir:econom:wp2018_07.

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2019A Test of Using Markov-Switching GARCH Models in Oil and Natural Gas Trading. (2019). Alvarez-Garcia, Jose ; Galeana-Figueroa, Evaristo ; de la Torre-Torres, Oscar V. In: Energies. RePEc:gam:jeners:v:13:y:2019:i:1:p:129-:d:302172.

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2019Dynamic Factor Models. (2019). Fuleky, Peter ; Doz, Catherine . In: Working Papers. RePEc:hae:wpaper:2019-4.

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2019Dynamic Factor Models. (2019). Fuleky, Peter ; Doz, Catherine . In: PSE Working Papers. RePEc:hal:psewpa:halshs-02262202.

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2020Business cycle dynamics after the Great Recession: An Extended Markov-Switching Dynamic Factor Model. (2020). Ferrara, Laurent ; Doz, Catherine ; Pionnier, Pierre-Alain. In: PSE Working Papers. RePEc:hal:psewpa:halshs-02443364.

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2019Dynamic Factor Models. (2019). Fuleky, Peter ; Doz, Catherine. In: Working Papers. RePEc:hal:wpaper:halshs-02262202.

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2020Business cycle dynamics after the Great Recession: An Extended Markov-Switching Dynamic Factor Model. (2020). Pionnier, Pierre-Alain ; Ferrara, Laurent ; Doz, Catherine. In: Working Papers. RePEc:hal:wpaper:halshs-02443364.

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2018A Semi-Parametric Non-linear Neural Network Filter: Theory and Empirical Evidence. (2018). Vouldis, Angelos ; Michaelides, Panayotis ; Konstantakis, Konstantinos ; Patrinos, Panagiotis ; Tsionas, Efthymios G. In: Computational Economics. RePEc:kap:compec:v:51:y:2018:i:3:d:10.1007_s10614-016-9628-6.

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2019Some International Evidence on Double-Dip Recession. (2019). Maggs, Gary E ; Kyer, Ben L. In: International Advances in Economic Research. RePEc:kap:iaecre:v:25:y:2019:i:3:d:10.1007_s11294-019-09747-2.

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2018India in the globalized economy : Growth spillovers & business cycle synchronization. (2018). Nachane, Dilip ; Dubey, Amlendu. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:15:y:2018:i:1:d:10.1007_s10368-016-0367-x.

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2018Inequality and Unemployment Patterns in Europe: Does Integration Lead to (Real) Convergence?. (2018). Sala, Hector ; Ordóñez, Javier ; Ordoez, Javier ; Monfort, Mercedes. In: Open Economies Review. RePEc:kap:openec:v:29:y:2018:i:4:d:10.1007_s11079-018-9488-x.

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2019Oil Prices and GCC Stock Markets: New Evidence from Vector Smooth Transition Models. (2019). Rault, Christophe ; Ben Cheikh, Nidhaleddine ; Ben Naceur, Sami ; Kanaan, Oussama ; Bennaceur, Sami . In: LEO Working Papers / DR LEO. RePEc:leo:wpaper:2697.

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2018Historical Decoupling in the EU: Evidence from Time-Frequency Analysis. (2018). Kucerova, Zuzana ; Kapounek, Svatopluk. In: MENDELU Working Papers in Business and Economics. RePEc:men:wpaper:75_2018.

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2018Debt Crisis in Europe (2001-2015): A Network General Equilibrium GVAR approach. (2018). Michaelides, Panayotis ; Konstantakis, Konstantinos ; Tsionas, Efthymios G. In: MPRA Paper. RePEc:pra:mprapa:89998.

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2019Is the United States of America (USA) really being made great again? witty insights from the Box-Jenkins ARIMA approach. (2019). Nyoni, Thabani. In: MPRA Paper. RePEc:pra:mprapa:91353.

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2018Macro Aspects of Housing. (2018). Yiu, Joe Cho ; Ka, Charles. In: MPRA Paper. RePEc:pra:mprapa:93512.

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2019How Do Carbon Emissions Respond to Economic Shocks? Evidence from Low-, Middle- and High-Income Countries. (2019). Shahbaz, Muhammad ; Khraief, Naceur ; Hammoudeh, Shawkat. In: MPRA Paper. RePEc:pra:mprapa:93976.

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2019Mean and Volatility Spillovers between REIT and Stocks Returns A STVAR-BTGARCH-M Model. (2019). Sarkar, Nityananda ; Kundu, Srikanta ; Das, Mahamitra. In: MPRA Paper. RePEc:pra:mprapa:94707.

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2019Is there any theory that explains the SEK?. (2019). Papahristodoulou, Christos. In: MPRA Paper. RePEc:pra:mprapa:95072.

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2019Shocks de precios internacionales bajo incertidumbre estocástica. (2019). Gambarte, Samuel Alarcon. In: MPRA Paper. RePEc:pra:mprapa:97116.

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2019Does U.K.’s Real GDP have a Unit Root? Evidence from a Multi-Century Perspective. (2019). Omay, Tolga ; Miller, Stephen ; GUPTA, RANGAN ; Canarella, Giorgio. In: Working Papers. RePEc:pre:wpaper:201926.

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2018A Factor Model Analysis of the Effects on Inflation Targeting on the Australian Economy. (2018). Hartigan, Luke ; Morley, James. In: RBA Annual Conference Volume. RePEc:rba:rbaacv:acv2018-07.

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2019Improving Short-Term Forecasting of Macedonian GDP: Comparing the Factor Model with the Macroeconomic Structural Equation Model. (2019). Eftimoski, Dimitar. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2019:i:2:p:32-53.

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2017Mixed-frequency models for tracking short-term economic developments in Switzerland. (2017). Scheufele, Rolf ; Hepenstrick, Christian ; Galli, Alain ; Alain, Rolf Scheufele . In: Working Papers. RePEc:snb:snbwpa:2017-02.

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2019Real Convergence using TAR Panel Unit Root Tests: An Application to The Southern African Development Community. (2019). Tipoy, Christian K. In: SPOUDAI Journal of Economics and Business. RePEc:spd:journl:v:69:y:2019:i:1-2:p:45-61.

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2018Customer reviews for demand distribution and sales nowcasting: a big data approach. (2018). , Eric. In: Annals of Operations Research. RePEc:spr:annopr:v:270:y:2018:i:1:d:10.1007_s10479-016-2296-z.

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2018Nowcasting Indonesia. (2018). Ramayandi, Arief ; Veronese, Giovanni ; Pundit, Madhavi ; Luciani, Matteo. In: Empirical Economics. RePEc:spr:empeco:v:55:y:2018:i:2:d:10.1007_s00181-017-1288-4.

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2020Business cycle dating and forecasting with real-time Swiss GDP data. (2020). Glocker, Christian ; Wegmueller, Philipp. In: Empirical Economics. RePEc:spr:empeco:v:58:y:2020:i:1:d:10.1007_s00181-019-01666-9.

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2020Identifying shocks to business cycles with asynchronous propagation. (2020). Weber, Enzo ; Trenkler, Carsten. In: Empirical Economics. RePEc:spr:empeco:v:58:y:2020:i:4:d:10.1007_s00181-018-1563-z.

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2018Implementing an Approximate Dynamic Factor Model to Nowcast GDP Using Sensitivity Analysis. (2018). Duarte, Pablo ; Sussmuth, Bernd. In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:14:y:2018:i:1:d:10.1007_s41549-018-0026-0.

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2018Large Shocks and the Business Cycle: The Effect of Outlier Adjustments. (2018). Ohtsuka, Yoshihiro. In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:14:y:2018:i:1:d:10.1007_s41549-018-0027-z.

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2018Which Indicators Matter? Analyzing the Swiss Business Cycle Using a Large-Scale Mixed-Frequency Dynamic Factor Model. (2018). Galli, Alain. In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:14:y:2018:i:2:d:10.1007_s41549-018-0030-4.

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2019A PMI-Based Real GDP Tracker for the Euro Area. (2019). de Bondt, Gabe. In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:15:y:2019:i:2:d:10.1007_s41549-018-0032-2.

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2019What has Changed After the Great Recession on the European Cyclical Patterns?. (2019). Rodriguez-Santiago, Ana. In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:15:y:2019:i:2:d:10.1007_s41549-019-00038-7.

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2019Nowcasting Using Mixed Frequency Methods: An Application to the Scottish Economy. (2019). Koop, Gary ; Allan, Grant ; Smith, Paul ; McIntyre, Stuart. In: Sankhya B: The Indian Journal of Statistics. RePEc:spr:sankhb:v:81:y:2019:i:1:d:10.1007_s13571-018-0181-2.

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2019Calendar effects in daily aggregate employment creation and destruction in Spain. (2019). Puch, Luis ; García, Manu ; Conde-Ruiz, J. Ignacio. In: SERIEs: Journal of the Spanish Economic Association. RePEc:spr:series:v:10:y:2019:i:1:d:10.1007_s13209-019-0187-7.

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2018A Data-Driven Approach to Construct Survey-Based Indicators by Means of Evolutionary Algorithms. (2018). Claveria, Oscar ; Torra, Salvador ; Monte, Enric. In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. RePEc:spr:soinre:v:135:y:2018:i:1:d:10.1007_s11205-016-1490-3.

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2019A Factor Model Analysis of the Australian Economy and the Effects of Inflation Targeting. (2019). Morley, James ; Hartigan, Luke. In: Working Papers. RePEc:syd:wpaper:2019-10.

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2018Spillovers between Bitcoin and other assets during bear and bull markets. (2018). Roubaud, David ; GUPTA, RANGAN ; Bouri, Elie ; Das, Mahamitra. In: Applied Economics. RePEc:taf:applec:v:50:y:2018:i:55:p:5935-5949.

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2018Threshold effect in the relationship between investor sentiment and stock market returns: a PSTR specification. (2018). Ftiti, Zied ; JAWADI, Fredj ; Hachicha, Nejib ; Namouri, Hela. In: Applied Economics. RePEc:taf:applec:v:50:y:2018:i:5:p:559-573.

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2018Risk, Uncertainty and Exchange Rate Behavior in South Africa. (2018). simo -Kengne, Beatrice D ; Molepo, Makgale ; Koumba, UR ; Ababio, Kofi Agyarko ; Simo-Kengne, Beatrice D. In: Journal of African Business. RePEc:taf:wjabxx:v:19:y:2018:i:2:p:262-278.

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2018Corporate Income Taxation, Leverage at Entry, and the Growth of Entrepreneurial Companies. (2018). Sembenelli, Alessandro ; Di Giacomo, Marina ; Da Rin, Marco. In: Discussion Paper. RePEc:tiu:tiucen:4a62ae1b-5817-4a73-8635-e918008fe9d1.

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2018A New Model for Short-term Forecasting of Manufacturing and Equipment Investments. (2018). Hölzl, Werner ; Glocker, Christian ; Friesenbichler, Klaus ; Wegmuller, Philipp ; Holzl, Werner. In: WIFO Monatsberichte (monthly reports). RePEc:wfo:monber:y:2018:i:9:p:651-661.

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2018Contribution of the Austrian Governments Financial Market Interventions by HETA Asset Resolution AG to the Stabilisation of the Austrian Financial Market. (2018). Scheiblecker, Marcus ; Pekanov, Atanas ; Kaniovski, Serguei ; Glocker, Christian. In: WIFO Studies. RePEc:wfo:wstudy:60979.

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2018Financial cycles in euro area economies: A cross-country perspective. (2018). Mandler, Martin ; Scharnagl, Michael ; Kunovac, Davor. In: Discussion Papers. RePEc:zbw:bubdps:042018.

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2020Recession probabilities falling from the STARs. (2020). Noller, Marvin ; Eraslan, Sercan. In: Discussion Papers. RePEc:zbw:bubdps:082020.

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2018Implementing an approximate dynamic factor model to nowcast GDP using sensitivity analysis. (2018). Duarte, Pablo ; Sussmuth, Bernd. In: Working Papers. RePEc:zbw:leiwps:152.

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Works by Maximo Camacho:


YearTitleTypeCited
2009Are the High-growth Recovery Periods Over? In: UFAE and IAE Working Papers.
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paper7
2009Are the high-growth recovery periods over?.(2009) In: Working Papers.
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2010MICA-BBVA: A Factor Model of Economic and Financial Indicators for Short-term GDP Forecasting In: Working Papers.
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paper10
2012MICA-BBVA: a factor model of economic and financial indicators for short-term GDP forecasting.(2012) In: SERIEs: Journal of the Spanish Economic Association.
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2011The Euro-Sting revisited: PMI versus ESI to obtain euro area GDP forecasts In: Working Papers.
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paper0
2012Short-run forecasting of the euro-dollar exchange rate with economic fundamentals In: Working Papers.
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paper30
2012Short-run forecasting of the euro-dollar exchange rate with economic fundamentals.(2012) In: Working Papers.
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paper
2012Short-run forecasting of the euro-dollar exchange rate with economic fundamentals.(2012) In: Journal of International Money and Finance.
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article
2012Real-time forecasting US GDP from small-scale factor models In: Working Papers.
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paper8
2014Real-time forecasting us GDP from small-scale factor models.(2014) In: Working Papers.
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This paper has another version. Agregated cites: 8
paper
2014Real-time forecasting US GDP from small-scale factor models.(2014) In: Empirical Economics.
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article
2015Monitoring the world business cycle In: Working Papers.
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paper4
2015Monitoring the world business cycle.(2015) In: Working Papers.
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This paper has another version. Agregated cites: 4
paper
2015Monitoring the world business cycle.(2015) In: Economic Modelling.
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article
2015Monitoring the world business cycle.(2015) In: Globalization Institute Working Papers.
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paper
2016Forecasting travelers in Spain with Google queries In: Working Papers.
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paper2
2017Business cycle phases in Spain In: Working Papers.
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paper2
2018Consumer confidence’s boom and bust in Latin America In: Working Papers.
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paper0
2014The Propagation of Industrial Business Cycles In: Staff Working Papers.
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paper7
2019THE PROPAGATION OF INDUSTRIAL BUSINESS CYCLES.(2019) In: Macroeconomic Dynamics.
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article
2017The propagation of industrial business cycles.(2017) In: Working Papers.
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paper
2003Las similitudes del ciclo económico en las economías europeas In: Boletín Económico.
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article0
2007Nuevo procedimiento de estimación de los ingresos por Turismo y viajes en la Balanza de Pagos In: Boletín Económico.
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article0
2008Un modelo para la predicción en tiempo real del PIB en el área del euro (EURO-STING) In: Boletín Económico.
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article0
2008A model for the real-time forecasting of GDP in the euro area (EURO-STING) In: Economic Bulletin.
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article0
2004Are european business cycles close enough to be just one? In: Working Papers.
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paper138
2005Are European Business Cycles Close Enough to be Just One?.(2005) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 138
paper
2006Are European business cycles close enough to be just one?.(2006) In: Journal of Economic Dynamics and Control.
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This paper has another version. Agregated cites: 138
article
2004Are European business cycles close enough to be just one?.(2004) In: Computing in Economics and Finance 2004.
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This paper has another version. Agregated cites: 138
paper
2005Jump-and-rest effect of U.S. business cycles In: Working Papers.
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paper20
2007Jump-and-Rest Effect of U.S. Business Cycles.(2007) In: Studies in Nonlinear Dynamics & Econometrics.
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This paper has another version. Agregated cites: 20
article
2005Jump-and-Rest Effects of US Business Cycles.(2005) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 20
paper
2005Do european business cycles look like one? In: Working Papers.
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paper61
2008Do European business cycles look like one?.(2008) In: Journal of Economic Dynamics and Control.
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article
2008Introducing the EURO-STING: Short Term INdicator of Euro Area Growth In: Working Papers.
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paper131
2009Introducing the Euro-STING: Short-Term Indicator of Euro Area Growth.(2009) In: CEPR Discussion Papers.
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paper
2010Introducing the euro-sting: Short-term indicator of euro area growth.(2010) In: Journal of Applied Econometrics.
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This paper has another version. Agregated cites: 131
article
2009Ñ-STING: España Short Term INdicator of Growth In: Working Papers.
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paper7
2009High-growth Recoveries, Inventories and the Great Moderation In: Working Papers.
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paper7
2011High-growth recoveries, inventories and the Great Moderation.(2011) In: Journal of Economic Dynamics and Control.
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This paper has another version. Agregated cites: 7
article
2011High-growth recoveries, inventories and the great moderation.(2011) In: Post-Print.
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This paper has another version. Agregated cites: 7
paper
2010Green shoots in the euro area. A real time measure In: Working Papers.
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paper8
2012Extracting non-linear signals from several economic indicators In: Working Papers.
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paper15
2012Extracting nonlinear signals from several economic indicators.(2012) In: CEPR Discussion Papers.
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paper
2015Extracting Nonlinear Signals from Several Economic Indicators.(2015) In: Journal of Applied Econometrics.
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article
2012Finite sample performance of small versus large scale dynamic factor models In: Working Papers.
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paper16
2012Finite sample performance of small versus large scale dynamic factor models.(2012) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 16
paper
2012Markov-switching dynamic factor models in real time In: Working Papers.
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paper23
2012Markov-switching dynamic factor models in real time.(2012) In: CEPR Discussion Papers.
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paper
2018Markov-switching dynamic factor models in real time.(2018) In: International Journal of Forecasting.
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article
2012Can we use seasonally adjusted indicators in dynamic factor models? In: Working Papers.
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paper0
2012Can we use seasonally adjusted indicators in dynamic factor models?.(2012) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 0
paper
2013Commodity prices and the business cycle in Latin America: Living and dying by commodities In: Working Papers.
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paper9
2013Commodity prices and the business cycle in Latin America: Living and dying by commodities?.(2013) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 9
paper
2014Commodity Prices and the Business Cycle in Latin America: Living and Dying by Commodities?.(2014) In: Emerging Markets Finance and Trade.
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This paper has another version. Agregated cites: 9
article
2013Short-term forecasting for empirical economists. A survey of the recently proposed algorithms In: Working Papers.
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paper17
2013Short-term Forecasting for Empirical Economists: A Survey of the Recently Proposed Algorithms.(2013) In: Foundations and Trends(R) in Econometrics.
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This paper has another version. Agregated cites: 17
article
2015Country shocks, monetary policy expectations and ECB decisions. A dynamic non-linear approach In: Working Papers.
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paper1
2015Country Shocks, Monetary Policy Expectations and ECB Decisions. A Dynamic Non-Linear Approach.(2015) In: Working Papers Central Bank of Chile.
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This paper has another version. Agregated cites: 1
paper
2015Country shocks, monetary policy expectations and ECB decisions. A dynamic non-linear approach.(2015) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 1
paper
2016Country Shocks, Monetary Policy Expectations and ECB Decisions. A Dynamic Non-linear Approach.(2016) In: Advances in Econometrics.
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This paper has another version. Agregated cites: 1
chapter
2019A new approach to dating the reference cycle In: Working Papers.
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paper0
2011SPAIN‐STING: SPAIN SHORT‐TERM INDICATOR OF GROWTH In: Manchester School.
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article13
2008TAR Panel Unit Root Tests and Real Convergence In: Review of Development Economics.
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article21
2015Can we use seasonally adjusted variables in dynamic factor models? In: Studies in Nonlinear Dynamics & Econometrics.
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article1
2012Green Shoots and Double Dips in the Euro Area. A Real Time Measure In: CEPR Discussion Papers.
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paper17
2014Green shoots and double dips in the euro area: A real time measure.(2014) In: International Journal of Forecasting.
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This paper has another version. Agregated cites: 17
article
2009Income distribution changes across the 1990s expansion: the role of taxes and transfers In: Economics Bulletin.
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article0
2000This is what the US leading indicators lead In: Working Paper Series.
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paper42
2000This is What Leading Indicators Lead.(2000) In: Econometric Society World Congress 2000 Contributed Papers.
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paper
2002This is what the leading indicators lead.(2002) In: Journal of Applied Econometrics.
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article
2000THIS IS WHAT THE LEADING INDICATORS LEAD.(2000) In: Computing in Economics and Finance 2000.
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paper
2011Latin STINGS: indicadores de crecimiento a corto plazo de los países de América Latina In: Macroeconomía del Desarrollo.
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paper0
2005Markov-switching stochastic trends and economic fluctuations In: Journal of Economic Dynamics and Control.
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article15
2011Markov-switching models and the unit root hypothesis in real US GDP In: Economics Letters.
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article14
2013Mixed-frequency VAR models with Markov-switching dynamics In: Economics Letters.
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article5
2015Toward a more reliable picture of the economic activity: An application to Argentina In: Economics Letters.
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article2
2006A useful tool for forecasting the Euro-area business cycle phases In: International Journal of Forecasting.
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article15
2016Aggregate versus disaggregate information in dynamic factor models In: International Journal of Forecasting.
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article9
2010Green Shoots? Where, when and how? In: Working Papers.
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paper0
2004Vector smooth transition regression models for US GDP and the composite index of leading indicators In: Journal of Forecasting.
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article68
2018Regional Business Cycle Phases in Spain/Ciclos económicos regionales en España In: Estudios de Economia Aplicada.
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article0
2015Short-Run Forecasting of Argentine Gross Domestic Product Growth In: Emerging Markets Finance and Trade.
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article1
2017Latin American Cycles: Has Anything Changed After the Great Recession? In: Emerging Markets Finance and Trade.
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article0
2002Nonlinear stochastic trends and economic fluctuations In: Computing in Economics and Finance 2002.
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paper0
2002Spanish diffusion indexes In: Computing in Economics and Finance 2002.
[Citation analysis]
paper12
2006Do european business cycles look like one $\_?$ In: Computing in Economics and Finance 2006.
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paper7
2019Inference on Filtered and Smoothed Probabilities in Markov-Switching Autoregressive Models In: Journal of Business & Economic Statistics.
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article0
2014The Euro‐Sting Revisited: The Usefulness of Financial Indicators to Obtain Euro Area GDP Forecasts In: Journal of Forecasting.
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article7
2008Determinants of Japanese Yen interest rate swap spreads: Evidence from a smooth transition vector autoregressive model In: Journal of Futures Markets.
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article0

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