Antonio Moreno : Citation Profile


Are you Antonio Moreno?

Universidad de Navarra

11

H index

13

i10 index

534

Citations

RESEARCH PRODUCTION:

21

Articles

38

Papers

RESEARCH ACTIVITY:

   15 years (2003 - 2018). See details.
   Cites by year: 35
   Journals where Antonio Moreno has often published
   Relations with other researchers
   Recent citing documents: 148.    Total self citations: 37 (6.48 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pmo498
   Updated: 2020-05-23    RAS profile: 2018-12-11    
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Relations with other researchers


Works with:

Abbritti, Mirko (4)

Bekaert, Geert (3)

Inghelbrecht, Koen (3)

Sola, Sergio (2)

Mayordomo, Sergio (2)

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

Is cited by:

Gil-Alana, Luis (45)

Caporale, Guglielmo Maria (21)

GUPTA, RANGAN (14)

Bekaert, Geert (13)

Dewachter, Hans (9)

YAYA, OLAOLUWA (8)

Ang, Andrew (7)

Vázquez, Jesús (6)

Ireland, Peter (6)

Moreno Gutiérrez, José (6)

Rudebusch, Glenn (6)

Cites to:

Gertler, Mark (44)

Gali, Jordi (41)

Clarida, Richard (36)

McCallum, Bennett (19)

Bekaert, Geert (17)

Rudebusch, Glenn (17)

Smets, Frank (16)

Boivin, Jean (14)

Ang, Andrew (14)

Zha, Tao (14)

Wouters, Raf (14)

Main data


Where Antonio Moreno has published?


Journals with more than one article published# docs
Journal of Banking & Finance3
Journal of International Money and Finance2
Journal of Money, Credit and Banking2

Working Papers Series with more than one paper published# docs
IMF Working Papers / International Monetary Fund3
Documentos de Trabajo - Lan Gaiak Departamento de Economa - Universidad Pblica de Navarra / Departamento de Economa - Universidad Pblica de Navarra2

Recent works citing Antonio Moreno (2018 and 2017)


YearTitle of citing document
2019Reconsideration of a simple approach to quantile regression for panel data: a comment on the Canay (2011) fixed effects estimator. (2019). Golovan, Sergei ; Besstremyannaya, Galina. In: Working Papers. RePEc:abo:neswpt:w0249.

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2017Inflation, real economic growth and unemployment expectations: An empirical analysis based on the ECB Survey of Professional Forecasters. (2017). Sosvilla-Rivero, Simon ; del Carmen, Mara. In: Working Papers. RePEc:aee:wpaper:1702.

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2018A Growth Model with Unemployment. (2018). Pingle, Mark ; Mahmoudi, Mina. In: Papers. RePEc:arx:papers:1806.04228.

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2019Systemic Risk in the Chinese Stock Market Under Different Regimes: A Sector-Level Perspective. (2019). Wang, Qiao ; Huang, Qiubin ; Cheng, Xiangjuan ; Yang, Haizhen. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2019:p:665-679.

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2019Forecasting and Trading Monetary Policy Switching Nelson-Siegel Models. (2019). Guidolin, Massimo ; Pedio, Manuela. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp19106.

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2017Optimal Interbank Regulation. (2017). Carter, Thomas. In: Staff Working Papers. RePEc:bca:bocawp:17-48.

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2018Calibrating the Magnitude of the Countercyclical Capital Buffer Using Market-Based Stress Tests. (2018). van Oordt, Maarten. In: Staff Working Papers. RePEc:bca:bocawp:18-54.

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2017Dealing with dealers: sovereign CDS comovements. (). Rodriguez-Moreno, Maria ; Mayordomo, Sergio ; Anton, Miguel. In: Working Papers. RePEc:bde:wpaper:1723.

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2018Dealing with corporate crises in a timely way. Notes on the optimal design of an «Early warning and composition system». (2018). Brodi, Elisa. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_440_18.

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2018Risk-Adjusted Linearizations of Dynamic Equilibrium Models. (2018). Lopez, Pierlauro ; Vazquez-Grande, Francisco ; Lopez-Salido, David. In: Working papers. RePEc:bfr:banfra:702.

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2017Changing business models in international bank funding. (2017). Rixtel, Adrian ; Gambacorta, Leonardo ; Schiaffi, Stefano ; van Rixtel, Adrian. In: BIS Working Papers. RePEc:bis:biswps:614.

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2019Exchange Rate Pass-Through in Brazil: À Markov Switching DSGE Estimation for the Inflation Targeting Period. (2019). Portugal, Marcelo Savino ; Marodin, Fabrizio Almeida. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:78:y:2019:i:1:p:36-66.

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2017Risk factors in Australian bond returns. (2017). Roca, Eduardo ; Drew, Michael ; Whittaker, Timothy ; Bianchi, Robert J. In: Accounting and Finance. RePEc:bla:acctfi:v:57:y:2017:i:2:p:373-400.

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2019Back to the real economy: the effects of risk perception shocks on the term premium and bank lending. (2019). Yung, Julieta ; Bluwstein, Kristina. In: Bank of England working papers. RePEc:boe:boeewp:0806.

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2020Credit growth, the yield curve and financial crisis prediction: evidence from a machine learning approach. (2020). Kapadia, Sujit ; Bluwstein, Kristina ; Kang, Miao ; Joseph, Andreas ; Buckmann, Marcus ; Simsek, Ozgur. In: Bank of England working papers. RePEc:boe:boeewp:0848.

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2018Testing the systemic risk differences in banks. (2018). Jokivuolle, Esa ; Vioto, Davide ; Tunaru, Radu. In: Research Discussion Papers. RePEc:bof:bofrdp:2018_013.

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2017Empirical Evidence on Systemic as a Herd: The Case of Japanese Regional Banks. (2017). Kido, Yosuke ; Hirakata, Naohisa ; Thum, Jie Liang . In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp17e01.

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2019What cycles? Data detrending in DSGE models. (2019). Ping, Tsang Kwok ; Xiaojin, Sun. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:23:y:2019:i:3:p:23:n:3.

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2017Testing the Fisher Hypothesis in the G-7 Countries Using I(d) Techniques. (2017). Gil-Alana, Luis ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6482.

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2017Is Market Fear Persistent? A Long-Memory Analysis. (2017). Plastun, Alex ; Gil-Alana, Luis ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6534.

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2018Persistence in the Russian Stock Market Volatility Indices. (2018). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Tripathy, Trilochan ; Maria, Caporale Guglielmo . In: CESifo Working Paper Series. RePEc:ces:ceswps:_7243.

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2019Stock market linkages between the ASEAN countries, China and the US: a fractional cointegration approach. (2019). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; You, Kefei. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7537.

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2019Cycles and Long-Range Behaviour in the European Stock Market. (2019). Caporale, Guglielmo Maria ; Poza, Carlos ; Gil-Alana, Luis A. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7943.

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2020Persistence in the Realized Betas: Some Evidence for the Spanish Stock Market. (2020). Gil-Alana, Luis ; Martin-Valmayor, Miguel ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8171.

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2019Reconsideration of a simple approach to quantile regression for panel data: a comment on the Canay (2011) fixed effects estimator. (2019). Besstremyannaya, Galina ; Golovan, Sergei. In: Working Papers. RePEc:cfr:cefirw:w0249.

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2019S&P 500 under Dynamic Gordon Model. (2019). Sagner, Andres ; Alfaro, Rodrigo. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:851.

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2017Changing business models in international bank funding. (2017). Rixtel, Adrian ; Gambacorta, Leonardo ; van Rixtel, Adrian ; Schiaffi, Stefano . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11957.

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2017Asset Price Bubbles and Systemic Risk. (2017). Schnabel, Isabel ; Brunnermeier, Markus ; Rother, Simon . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12362.

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2017Dissecting interbank risk. (2017). Lafuente, Juan Angel ; Petit, Nuria ; Aguilar, Pedro Serrano . In: DEE - Working Papers. Business Economics. WB. RePEc:cte:wbrepe:24553.

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2019Have we been measuring monetary policy correctly? Analysing the Federal Reserve’s policies over the last century. (2019). Pavon-Prado, David. In: IFCS - Working Papers in Economic History.WH. RePEc:cte:whrepe:28342.

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2017Testing the Fisher Hypothesis in the G-7 Countries Using I(d) Techniques. (2017). Gil-Alana, Luis ; Caporale, Guglielmo Maria. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1667.

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2018Size of the banking sector: implications for financial stability. (2018). Kakes, Jan ; Nijskens, Rob . In: DNB Occasional Studies. RePEc:dnb:dnbocs:1606.

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2017Introducing global term structure in a risk parity framework. (2017). Stagnol, Lauren. In: EconomiX Working Papers. RePEc:drm:wpaper:2017-23.

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2018From carry trades to curvy trades. (2018). Kostka, Thomas ; Gräb, Johannes ; Grab, Johannes ; Dreher, Ferdinand. In: Working Paper Series. RePEc:ecb:ecbwps:20182149.

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2018A macro-financial analysis of the corporate bond market. (2018). Lyrio, Marco ; Lemke, Wolfgang ; Dewachter, Hans ; Iania, Leonardo. In: Working Paper Series. RePEc:ecb:ecbwps:20182214.

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2019Uncertainty shocks, monetary policy and long-term interest rates. (2019). amisano, gianni ; Tristani, Oreste. In: Working Paper Series. RePEc:ecb:ecbwps:20192279.

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2018Income smoothing among European systemic and non-systemic banks. (2018). Peterson, Ozili K ; Arun, Thankom G. In: The British Accounting Review. RePEc:eee:bracre:v:50:y:2018:i:5:p:539-558.

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2019Capital flows and the business cycle. (2019). Menna, Lorenzo ; Cuadra, Gabriel. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:106:y:2019:i:c:8.

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2017Measuring systemic risk with regime switching in tails. (2017). Liu, Xiaochun. In: Economic Modelling. RePEc:eee:ecmode:v:67:y:2017:i:c:p:55-72.

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2017A dynamic Nelson-Siegel yield curve model with Markov switching. (2017). Levant, Jared ; Ma, Jun. In: Economic Modelling. RePEc:eee:ecmode:v:67:y:2017:i:c:p:73-87.

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2018Why are labor markets in Spain and Germany so different?. (2018). Vázquez, Jesús ; Casares, Miguel ; Vazquez, Jesus. In: Economic Modelling. RePEc:eee:ecmode:v:75:y:2018:i:c:p:320-335.

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2019International trade, foreign direct investments, and firms’ systemic risk : Evidence from the Netherlands. (2019). Braekers, Roel ; Vancauteren, Mark ; van Cauwenberge, Annelies ; Vandemaele, Sigrid . In: Economic Modelling. RePEc:eee:ecmode:v:81:y:2019:i:c:p:361-386.

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2017Rationality and seasonality: Evidence from inflation forecasts. (2017). Goldstein, Nathan ; Zilberfarb, Ben-Zion . In: Economics Letters. RePEc:eee:ecolet:v:150:y:2017:i:c:p:86-90.

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2017Assessment of hybrid Phillips Curve specifications. (2017). Kim, Insu ; Chauvet, Marcelle ; Hur, Joonyoung. In: Economics Letters. RePEc:eee:ecolet:v:156:y:2017:i:c:p:53-57.

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2018International spillovers in global asset markets. (2018). Belke, Ansgar ; Dubova, Irina. In: Economic Systems. RePEc:eee:ecosys:v:42:y:2018:i:1:p:3-17.

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2017Federal Reserve credibility and the term structure of interest rates. (2017). Lakdawala, Aeimit ; Wu, Shu. In: European Economic Review. RePEc:eee:eecrev:v:100:y:2017:i:c:p:364-389.

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2020On unemployment cycles in the Euro Area, 1999–2018. (2020). Charalampidis, Nikolaos. In: European Economic Review. RePEc:eee:eecrev:v:121:y:2020:i:c:s0014292119301898.

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2017Credit funding and banking fragility: A forecasting model for emerging economies. (2017). Guarín López, Alexander ; Lozano-Espitia, Ignacio ; Guarin, Alexander . In: Emerging Markets Review. RePEc:eee:ememar:v:32:y:2017:i:c:p:168-189.

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2018Tail systemic risk and contagion: Evidence from the Brazilian and Latin America banking network. (2018). Ugolini, Andrea ; Arismendi Zambrano, Juan ; Rivera-Castro, Miguel A. In: Emerging Markets Review. RePEc:eee:ememar:v:35:y:2018:i:c:p:164-189.

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2018Systemic risk network of Chinese financial institutions. (2018). Fang, Libing ; Yu, Honghai ; Li, Huijing ; Sun, Boyang. In: Emerging Markets Review. RePEc:eee:ememar:v:35:y:2018:i:c:p:190-206.

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2018SMEs near-death experiences. Do local banks extend a helping hand?. (2018). Iwanicz-Drozdowska, Magorzata ; Kozowski, Ukasz ; Jackowicz, Krzysztof. In: Emerging Markets Review. RePEc:eee:ememar:v:37:y:2018:i:c:p:47-65.

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2018Asymmetric extreme risk spillovers between the Chinese stock market and index futures market: An MV-CAViaR based intraday CoVaR approach. (2018). Jian, Zhi Hong ; Zhu, Zhican ; Wu, Shuai. In: Emerging Markets Review. RePEc:eee:ememar:v:37:y:2018:i:c:p:98-113.

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2019Social ties between SME managers and bank employees: Financial consequences vs. SME managers perceptions. (2019). Kozowski, Ukasz ; Jackowicz, Krzysztof. In: Emerging Markets Review. RePEc:eee:ememar:v:40:y:2019:i:c:4.

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2018The impact of oil price shocks on the term structure of interest rates. (2018). Ioannidis, Christos ; Ka, Kook. In: Energy Economics. RePEc:eee:eneeco:v:72:y:2018:i:c:p:601-620.

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2017Bank systemic risk and corporate investment: Evidence from the US. (2017). Vithessonthi, Chaiporn ; Adachi-Sato, Meg. In: International Review of Financial Analysis. RePEc:eee:finana:v:50:y:2017:i:c:p:151-163.

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2018Funding liquidity risk and internal markets in multi-bank holding companies: Diversification or internalization?. (2018). Ly, Kim Cuong ; Shimizu, Katsutoshi. In: International Review of Financial Analysis. RePEc:eee:finana:v:57:y:2018:i:c:p:77-89.

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2017Systemic risk in carry-trade portfolios. (2017). Liu, Chih-Liang ; Yang, Hsin-Feng . In: Finance Research Letters. RePEc:eee:finlet:v:20:y:2017:i:c:p:40-46.

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2017Money market funds, shadow banking and systemic risk in United Kingdom. (2017). BELLAVITE PELLEGRINI, CARLO ; Urga, Giovanni ; Meoli, Michele. In: Finance Research Letters. RePEc:eee:finlet:v:21:y:2017:i:c:p:163-171.

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2018Identifying systemic important markets from a global perspective: Using the ADCC ΔCoVaR approach with skewed-t distribution. (2018). Fang, Libing ; Qian, Yichuo ; Yu, Honghai ; Chen, Baizhu. In: Finance Research Letters. RePEc:eee:finlet:v:24:y:2018:i:c:p:137-144.

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2018Is market fear persistent? A long-memory analysis. (2018). Plastun, Alex ; Caporale, Guglielmo Maria ; Gil-Alana, Luis. In: Finance Research Letters. RePEc:eee:finlet:v:27:y:2018:i:c:p:140-147.

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2020Volatility persistence in the Russian stock market. (2020). Gil-Alana, Luis ; Tripathy, Trilochan ; Caporale, Guglielmo Maria. In: Finance Research Letters. RePEc:eee:finlet:v:32:y:2020:i:c:s154461231830624x.

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2017An analysis of the literature on systemic financial risk: A survey. (2017). Silva, Walmir ; Sobreiro, Vinicius Amorim ; Kimura, Herbert. In: Journal of Financial Stability. RePEc:eee:finsta:v:28:y:2017:i:c:p:91-114.

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2018Governance and economic growth: The role of the exchange rate regime. (2018). Maktouf, Samir ; Hamdaoui, Mekki ; Fraj, Salma Hadj. In: International Economics. RePEc:eee:inteco:v:156:y:2018:i:c:p:326-364.

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2017The persistence in real interest rates: Does it solve the intertemporal consumption behavior puzzle?. (2017). Soon, Siew-Voon ; Baharumshah, Ahmad Zubaidi ; Mohamad, Nurul Sima . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:50:y:2017:i:c:p:36-51.

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2017Uncertainty, systemic shocks and the global banking sector: Has the crisis modified their relationship?. (2017). Uribe, Jorge ; Chuliá, Helena ; Guillen, Montserrat ; Chulia, Helena. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:50:y:2017:i:c:p:52-68.

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2017When does the yield curve contain predictive power? Evidence from a data-rich environment. (2017). Hannikainen, Jari. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:4:p:1044-1064.

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2018What do professional forecasters actually predict?. (2018). van der Wel, Michel ; Paap, Richard ; Nibbering, Didier . In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:2:p:288-311.

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2019Decomposing global yield curve co-movement. (2019). Korobilis, Dimitris ; Cao, Shuo ; Byrne, Joseph P. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:106:y:2019:i:c:p:500-513.

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2019Decomposing and backtesting a flexible specification for CoVaR. (2019). Paterlini, Sandra ; Caporin, Massimiliano ; Bonaccolto, Giovanni. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:108:y:2019:i:c:s0378426619302341.

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2020On Becoming an O-SII (“Other Systemically Important Institution”). (2020). Sprincean, Nicu ; Andrieș, Alin Marius ; Ongena, Steven ; Nistor, Simona. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:111:y:2020:i:c:s0378426619302961.

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2017The asymmetric effect of international swap lines on banks in emerging markets. (2017). Yesin, Pinar ; Fischer, Andreas ; Andrieș, Alin Marius ; Yein, Pinar. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:75:y:2017:i:c:p:215-234.

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2017Reprint of: The asymmetric effect of international swap lines on banks in emerging markets. (2017). Yesin, Pinar ; Fischer, Andreas ; Andrieș, Alin Marius ; Yein, Pinar. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:83:y:2017:i:c:p:153-172.

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2018Dealing with dealers: Sovereign CDS comovements. (2018). Rodriguez-Moreno, Maria ; Mayordomo, Sergio ; Rodriguezmoreno, Maria ; Anton, Miguel. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:90:y:2018:i:c:p:96-112.

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2019Bank culture. (2019). Thakor, Anjan V ; Song, Fenghua . In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:39:y:2019:i:c:p:59-79.

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2017Monetary policy and financial spillovers: Losing traction?. (2017). Rungcharoenkitkul, Phurichai ; Disyatat, Piti. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:74:y:2017:i:c:p:115-136.

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2018Systemic risk and bank size. (2018). Varotto, Simone ; Zhao, Lei. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:82:y:2018:i:c:p:45-70.

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2018Cross-border asset holdings and comovements in sovereign bond markets. (2018). Asgharian, Hossein ; Larsson, Marcus ; Liu, LU. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:86:y:2018:i:c:p:189-206.

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2018Monetary policy shocks, inflation persistence, and long memory. (2018). Perez-Laborda, Alejandro ; Lovcha, Yuliya. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:55:y:2018:i:c:p:117-127.

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2019Inattentive agents and inflation forecast error dynamics: A Bayesian DSGE approach. (2019). Kim, Insu ; Se, Young. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:62:y:2019:i:c:s0164070418303033.

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2017Evidence of persistence in U.S. short and long-term interest rates. (2017). GUPTA, RANGAN ; Gil-Alana, Luis ; Cuñado, Juncal ; Cunado, Juncal. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:39:y:2017:i:5:p:775-789.

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2017Does gold act as a hedge against inflation in the UK? Evidence from a fractional cointegration approach over 1257 to 2016. (2017). GUPTA, RANGAN ; Gil-Alana, Luis ; Carcel, Hector ; Aye, Goodness C. In: Resources Policy. RePEc:eee:jrpoli:v:54:y:2017:i:c:p:53-57.

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2017Estimating DSGE models with zero interest rate policy. (2017). Robinson, Tim ; Morley, James ; Kulish, Mariano. In: Journal of Monetary Economics. RePEc:eee:moneco:v:88:y:2017:i:c:p:35-49.

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2017Were regulatory interventions effective in lowering systemic risk during the financial crisis in Japan?. (2017). Ly, Kim Cuong ; Shimizu, Katsutoshi. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:41:y:2017:i:c:p:80-91.

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2018How profitability differs between conventional and Islamic banks: A dynamic panel data approach. (2018). Yanıkkaya, Halit ; Pabuccu, Yasar Ugur ; Gumus, Nihat ; Yanikkaya, Halit. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:48:y:2018:i:c:p:99-111.

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2019Financial structure and determinants of systemic risk contribution. (2019). Zhou, Chunyang ; Qin, Xiao. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:57:y:2019:i:c:s0927538x18301124.

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2018Market efficiency of Baltic stock markets: A fractional integration approach. (2018). YAYA, OLAOLUWA ; GUPTA, RANGAN ; Gil-Alana, Luis ; Shittu, Olanrewaju I. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:511:y:2018:i:c:p:251-262.

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2019Interconnectedness and systemic risk network of Chinese financial institutions: A LASSO-CoVaR approach. (2019). He, Yaoyao ; Jiang, Cuixia ; Li, Mengting ; Xu, Qifa. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:534:y:2019:i:c:s0378437119312609.

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2018Measuring bank downside systemic risk in Taiwan. (2018). Su, Ender ; Wong, Kai Wen. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:70:y:2018:i:c:p:172-193.

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2019Measuring inequality persistence in OECD 1963–2008 using fractional integration and cointegration. (2019). Skare, Marinko ; Gil-Alana, Luis A ; Priklas-Drueta, Romina. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:72:y:2019:i:c:p:65-72.

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2020CO2-TiCl4 working fluid for high-temperature heat source power cycles and solar application. (2020). Bonalumi, D ; Macchi, E ; Lasala, S. In: Renewable Energy. RePEc:eee:renene:v:147:y:2020:i:p3:p:2842-2854.

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2017The efficiency of the art market: Evidence from variance ratio tests, linear and nonlinear fractional integration approaches. (2017). Wohar, Mark ; GUPTA, RANGAN ; Gil-Alana, Luis ; Aye, Goodness C. In: International Review of Economics & Finance. RePEc:eee:reveco:v:51:y:2017:i:c:p:283-294.

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2019Global real interest rate dynamics from the late 19th century to today. (2019). Probst, Julius. In: International Review of Economics & Finance. RePEc:eee:reveco:v:59:y:2019:i:c:p:522-547.

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2017How Germany benefits the most from its Eurozone membership. (2017). Juneja, Januj. In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:1074-1088.

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2017On identifying the domestic systemically important banks: The case of Tunisia. (2017). Bejaoui, Azza ; Snoussi, Wafa ; Hmissi, Bochra. In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:1343-1354.

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2019Rational bubbles in the real housing stock market: Empirical evidence from Santiago de Chile. (2019). Gil-Alana, Luis ; Valenzuela, Mario ; Costamagna, Rodrigo ; Dettoni, Robinson. In: Research in International Business and Finance. RePEc:eee:riibaf:v:49:y:2019:i:c:p:269-281.

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2018The New Keynesian framework for a small open economy with structural breaks: Empirical evidence from Peru. (2018). Rodríguez, Gabriel ; Rodriguez, Gabriel ; Bazan-Palomino, Walter . In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:46:y:2018:i:c:p:13-25.

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2017.

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2019Uncertainty Shocks, Monetary Policy and Long-Term Interest Rates. (2019). amisano, gianni ; Tristani, Oreste. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2019-24.

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2017Structural Breaks, Inflation and Interest Rates: Evidence from the G7 Countries. (2017). Montañés, Antonio ; Gadea, María ; Clemente Lopez, Jesus ; Reyes, Marcelo ; Montaes, Antonio. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:1:p:11-:d:90640.

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More than 100 citations found, this list is not complete...

Works by Antonio Moreno:


YearTitleTypeCited
2017Keeping it personal or getting real? On the drivers and effectiveness of personal versus real loan guarantees In: Working Papers.
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paper1
2006Inflation Targeting in Western Europe In: The B.E. Journal of Macroeconomics.
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article1
2005Inflation Targeting in Western Europe.(2005) In: Faculty Working Papers.
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2006New-Keynesian Macroeconomics and the Term Structure In: CEPR Discussion Papers.
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2005New-Keynesian Macroeconomics and the Term Structure.(2005) In: NBER Working Papers.
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2004New-Keynesian Macroeconomics and the Term Structure.(2004) In: 2004 Meeting Papers.
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paper
2005New-Keynesian Macroeconomics and the Term Structure.(2005) In: Faculty Working Papers.
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This paper has another version. Agregated cites: 176
paper
2010New Keynesian Macroeconomics and the Term Structure.(2010) In: Journal of Money, Credit and Banking.
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This paper has another version. Agregated cites: 176
article
2009TECHNOLOGY SHOCKS AND HOURS WORKED: A FRACTIONAL INTEGRATION PERSPECTIVE In: Macroeconomic Dynamics.
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article12
2006Technology Shocks and Hours Worked: A Fractional Integration Perspective.(2006) In: Faculty Working Papers.
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This paper has another version. Agregated cites: 12
paper
2004Reaching Inflation Stability In: Econometric Society 2004 North American Summer Meetings.
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paper12
2003Reaching Inflation Stability.(2003) In: Faculty Working Papers.
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This paper has another version. Agregated cites: 12
paper
2011The forward method as a solution refinement in rational expectations models In: Journal of Economic Dynamics and Control.
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article13
2016The macro-finance environment and asset allocation: A simultaneous equation approach In: Finance Research Letters.
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article0
2012Short-term wholesale funding and systemic risk: A global CoVaR approach In: Journal of Banking & Finance.
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article78
2012Short-Term Wholesale Funding and Systemic Risk; A Global Covar Approach.(2012) In: IMF Working Papers.
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This paper has another version. Agregated cites: 78
paper
2012Short-term Wholesale Funding and Systemic Risk: A Global CoVaR Approach.(2012) In: Faculty Working Papers.
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This paper has another version. Agregated cites: 78
paper
2012Uncovering the US term premium: An alternative route In: Journal of Banking & Finance.
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article32
2007Uncovering the U.S. Term Premium: An Alternative Route.(2007) In: Faculty Working Papers.
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This paper has another version. Agregated cites: 32
paper
2015Systemic risk and asymmetric responses in the financial industry In: Journal of Banking & Finance.
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article20
2012Systemic Risk and Asymmetric Responses in the Financial Industry.(2012) In: IMF Working Papers.
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This paper has another version. Agregated cites: 20
paper
2017When does relationship lending start to pay? In: Journal of Financial Intermediation.
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article3
2011Banks Net Interest Margin in the 2000s: A Macro-Accounting international perspective In: Journal of International Money and Finance.
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article7
2011Banks Net Interest Margin in the 2000s: A Macro-Accounting International Perspective.(2011) In: Faculty Working Papers.
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This paper has another version. Agregated cites: 7
paper
2017Sovereign tail risk In: Journal of International Money and Finance.
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article0
2014An estimated New-Keynesian model with unemployment as excess supply of labor In: Journal of Macroeconomics.
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article9
2012An Estimated New-Keynesian Model with Unemployment as Excess Supply of Labor.(2012) In: DFAEII Working Papers.
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This paper has another version. Agregated cites: 9
paper
2010An Estimated New-Keynesian Model with Unemployment as Excess Supply of Labor.(2010) In: Documentos de Trabajo - Lan Gaiak Departamento de Economía - Universidad Pública de Navarra.
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This paper has another version. Agregated cites: 9
paper
2012An Estimated New-Keynesian Model with Unemployment as Excess Supply of Labor.(2012) In: Faculty Working Papers.
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This paper has another version. Agregated cites: 9
paper
2010An Estimated New-Keynesian Model with Unemployment as Excess Supply of Labor.(2010) In: Faculty Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9
paper
2010Money demand accommodation: Impact on macro-dynamics and policy consequences In: Journal of Policy Modeling.
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article6
2008Money Demand Accommodation: Impact on Macro-Dynamics and Policy Consequences.(2008) In: Faculty Working Papers.
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This paper has another version. Agregated cites: 6
paper
2015Macroeconomic regimes In: Journal of Monetary Economics.
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article25
2011Macroeconomic Regimes.(2011) In: NBER Working Papers.
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paper
2011Macroeconomic Regimes.(2011) In: 2011 Meeting Papers.
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paper
2013Macroeconomic Regimes.(2013) In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
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This paper has another version. Agregated cites: 25
paper
2015Macroeconomic regimes.(2015) In: Other publications TiSEM.
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This paper has another version. Agregated cites: 25
paper
2012Macroeconomic Regimes.(2012) In: Faculty Working Papers.
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This paper has another version. Agregated cites: 25
paper
2011The Deaton paradox in a long memory context with structural breaks In: Post-Print.
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paper0
2009The Deaton paradox in a long memory context with structural breaks.(2009) In: Faculty Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2018Global Factors in the Term Structure of Interest Rates In: International Journal of Central Banking.
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article22
2013Global Factors in the Term Structure of Interest Rates.(2013) In: IMF Working Papers.
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This paper has another version. Agregated cites: 22
paper
2014Global Factors in the Term Structure of Interest Rates.(2014) In: Faculty Working Papers.
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This paper has another version. Agregated cites: 22
paper
2006A Small-Sample Study of the New-Keynesian Macro Model In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
article59
2005A Small-Sample Study of the New-Keynesian Macro Model.(2005) In: Faculty Working Papers.
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This paper has another version. Agregated cites: 59
paper
2009Wage Stickiness and Unemployment Fluctuations: An Alternative Approach. In: Documentos de Trabajo - Lan Gaiak Departamento de Economía - Universidad Pública de Navarra.
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paper3
2012Wage stickiness and unemployment fluctuations: an alternative approach.(2012) In: SERIEs: Journal of the Spanish Economic Association.
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This paper has another version. Agregated cites: 3
article
2009Wage Stickiness and Unemployment Fluctuations: An Alternative Approach.(2009) In: Faculty Working Papers.
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2016Term Structure Persistence In: Journal of Financial Econometrics.
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article25
2012Term Structure Persistence.(2012) In: Faculty Working Papers.
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This paper has another version. Agregated cites: 25
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2012Fractional integration and structural breaks in U.S. macro dynamics In: Empirical Economics.
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article9
2009Fractional Integration and Structural Breaks in U.S. Macro Dynamics.(2009) In: Faculty Working Papers.
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paper
2012The Deaton paradox in a long memory context with structural breaks In: Applied Economics.
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article0
2004The Feds Monetary Policy Rule: Past, Present and Future In: Faculty Working Papers.
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paper0
2011Exploring Survey-Based Inflation Forecasts In: Faculty Working Papers.
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paper10
2012Exploring Survey‐Based Inflation Forecasts.(2012) In: Journal of Forecasting.
[Citation analysis]
This paper has another version. Agregated cites: 10
article
2008Expectational Stability in Multivariate Models In: Faculty Working Papers.
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paper0
2007The Forward Solution for Linear Rational Expectations Models In: Faculty Working Papers.
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paper0
2003A Structural Estimation and Interpretation of the New Keynesian Macro Model In: Faculty Working Papers.
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paper11

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