9
H index
8
i10 index
207
Citations
Alfonso Novales : Citation Profile
Universidad Complutense de Madrid (70% share) | RESEARCH PRODUCTION: 27 Articles 27 Papers 1 Books RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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32 years (1986 - 2018). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Alfonso Novales. | Is cited by:
| Cites to:
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Main data
Where Alfonso Novales has published?
| Journals with more than one article published | # docs |
|---|---|
| Economic Modelling | 4 |
| Journal of Economic Dynamics and Control | 3 |
| Journal of Macroeconomics | 2 |
| International Journal of Forecasting | 2 |
| Applied Financial Economics | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Documentos de Trabajo del ICAE / Universidad Complutense de Madrid, Facultad de Ciencias Econmicas y Empresariales, Instituto Complutense de Anlisis Econmico | 24 |
Recent works citing Alfonso Novales (2018 and 2017)
| Year | Title of citing document |
|---|---|
| 2017 | Population Aging, Social Security and Fiscal Limits. (2017). Heer, Burkhard ; Wickens, Michael R ; Polito, Vito. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11978. Full description at Econpapers || Download paper |
| 2017 | Market Power and the Laffer Curve. (2017). Thurk, Jeff ; Miravete, Eugenio ; Seim, Katja. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12502. Full description at Econpapers || Download paper |
| 2018 | A calibration of the output elasticity of public capital. (2018). Lvarez-Albelo, Carmen D. In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00965. Full description at Econpapers || Download paper |
| 2018 | Forecasting gold futures market volatility using macroeconomic variables in the United States. (2018). Fang, Libing ; Xiao, Wen ; Yu, Honghai. In: Economic Modelling. RePEc:eee:ecmode:v:72:y:2018:i:c:p:249-259. Full description at Econpapers || Download paper |
| 2018 | The heterogeneous impact of taxation on economic development: New insights from a panel cointegration approach. (2018). Durusu-Ciftci, Dilek ; Yetkiner, Hakan ; Gokmenoglu, Korhan K. In: Economic Systems. RePEc:eee:ecosys:v:42:y:2018:i:3:p:503-513. Full description at Econpapers || Download paper |
| 2018 | Implied volatility indices: A review and extension in the Turkish case. (2018). Sensoy, Ahmet ; Omole, John. In: International Review of Financial Analysis. RePEc:eee:finana:v:60:y:2018:i:c:p:151-161. Full description at Econpapers || Download paper |
| 2017 | Factor income taxation in a horizontal innovation model. (2017). Pelloni, Alessandra ; Long, Xin . In: Journal of Public Economics. RePEc:eee:pubeco:v:154:y:2017:i:c:p:137-159. Full description at Econpapers || Download paper |
| 2018 | Cross Hedging Stock Sector Risk with Index Futures by Considering the Global Equity Systematic Risk. (2018). Hsu, Wen-Chung ; Lee, Hsiang-Tai . In: International Journal of Financial Studies. RePEc:gam:jijfss:v:6:y:2018:i:2:p:44-:d:141779. Full description at Econpapers || Download paper |
| 2018 | Debt Sustainability and Welfare along an Optimal Laffer Curve. (2018). Leith, Campbell ; Ricci, Matta ; Chen, Xiaoshan. In: Working Papers. RePEc:gla:glaewp:2018-01. Full description at Econpapers || Download paper |
| 2017 | A Machine Learning Approach to the Forecast Combination Puzzle. (2017). Mandel, Antoine ; Sani, Amir. In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:halshs-01317974. Full description at Econpapers || Download paper |
| 2018 | Modeling and forecasting commodity market volatility with long-term economic and financial variables. (2018). Walther, Thomas ; Nguyen, Duc Khuong. In: MPRA Paper. RePEc:pra:mprapa:84464. Full description at Econpapers || Download paper |
| 2018 | On the sustainability of maximizing GDP Growth. (2018). He, Yong. In: MPRA Paper. RePEc:pra:mprapa:88549. Full description at Econpapers || Download paper |
| 2017 | Examination of Seasonal Volatility in HICP for Baltic Region Countries: Non-Parametric Test versus Forecasting Experiment. (2017). Lenart, Łukasz. In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:9:y:2017:i:1:p:29-67. Full description at Econpapers || Download paper |
| 2018 | NONLINEAR PROGRESSIVE INCOME TAXATION AND INEQUALITIES IN INCOME AND WEALTH BETWEEN HETEROGENEOUS HOUSEHOLDS. (2018). Zhang, Wei-Bin. In: Scientific Bulletin - Economic Sciences. RePEc:pts:journl:y:2018:i:2:p:42-53. Full description at Econpapers || Download paper |
| 2018 | Demand-Led Growth Theory in a Classical Framework: Its Superiority, Its Limitations, and Its Explanatory Power. (2018). Smith, Matthew. In: Centro Sraffa Working Papers. RePEc:ris:sraffa:0029. Full description at Econpapers || Download paper |
| 2017 | Business Cycles with Progressive Income Taxation. (2017). Zhang, Wei-Bin. In: International Journal of Business and Management. RePEc:sek:jijobm:v:5:y:2017:i:2:p:78-95. Full description at Econpapers || Download paper |
| 2017 | The application of technical trading rules developed from spot market prices on futures market prices using CAPM. (2017). Er, Hakan ; Hushmat, Adnan. In: Eurasian Business Review. RePEc:spr:eurasi:v:7:y:2017:i:3:d:10.1007_s40821-016-0056-2. Full description at Econpapers || Download paper |
Works by Alfonso Novales:
| Year | Title | Type | Cited |
|---|---|---|---|
| 1997 | The Joint Dynamics of Spot and Forward Exchange Rates In: Working Papers. [Citation analysis] | paper | 0 |
| 2002 | Is it Worth Refining Linear Approximations to Non-Linear Rational Expectations Models? In: Economic Working Papers at Centro de Estudios Andaluces. [Full Text][Citation analysis] | paper | 2 |
| 2004 | Is It Worth Refining Linear Approximations to Non-Linear Rational Expectations Models?.(2004) In: Computational Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | article | |
| 1990 | Solving Nonlinear Rational Expectations Models: A Stochastic Equilibrium Model of Interest Rates. In: Econometrica. [Full Text][Citation analysis] | article | 16 |
| 1992 | Equilibrium interest-rate determination under adjustment costs In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 3 |
| 2002 | Dynamic Laffer curves In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 50 |
| 2001 | Dynamic Laffer Curves.(2001) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 50 | paper | |
| 2007 | Income taxes, public investment and welfare in a growing economy In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 11 |
| 2004 | Indeterminacy under non-separability of public consumption and leisure in the utility function In: Economic Modelling. [Full Text][Citation analysis] | article | 17 |
| 2010 | State-uncertainty preferences and the risk premium in the exchange rate market In: Economic Modelling. [Full Text][Citation analysis] | article | 2 |
| 2009 | State-Uncertainty preferences and the Risk Premium in the Exchange rate market.(2009) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2014 | Optimal time-consistent fiscal policy under endogenous growth with elastic labor supply In: Economic Modelling. [Full Text][Citation analysis] | article | 1 |
| 2013 | Optimal time-consistent fiscal policy under endogenous growth with elastic labour supply.(2013) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2018 | A term structure model under cyclical fluctuations in interest rates In: Economic Modelling. [Full Text][Citation analysis] | article | 0 |
| 2011 | Growth, income taxes and consumption aspirations In: Economics Letters. [Full Text][Citation analysis] | article | 2 |
| 2005 | An error correction factor model of term structure slopes in international swap markets In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 2 |
| 2002 | An Error Correction Factor Model of Term Structure Slopes in International Swaps Markets.(2002) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 1997 | Forecasting with periodic models A comparison with time invariant coefficient models In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 9 |
| 2005 | Comments on: Linear models, smooth transition autoregressions, and neural networks for forecasting macroeconomic time series: A re-examination In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 1 |
| 2003 | Optimal hedging under departures from the cost-of-carry valuation: Evidence from the Spanish stock index futures market In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 16 |
| 2002 | Optimal hedging under departures from the cost-of-carry valuation: evidence from the Spanish stock index futures market.(2002) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | paper | |
| 2000 | Testing the expectations hypothesis in Eurodeposits In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 29 |
| 2005 | Growth and welfare: Distorting versus non-distorting taxes In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 10 |
| 2001 | Growth and welfare: Distorting versus non-distorting taxes.(2001) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
| 2003 | Growth and Welfare: Distorting versus Non-Distorting Taxes.(2003) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
| 2014 | Optimal time-consistent fiscal policy in an endogenous growth economy with public consumption and capital In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 0 |
| 2013 | Optimal time-consistent fiscal policy in an endogenous growth economy with public consumption and capital.(2013) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2014 | Variance swaps, non-normality and macroeconomic and financial risks In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 4 |
| 1990 | Empleo, capital humano y participación femenina en España In: Investigaciones Economicas. [Full Text][Citation analysis] | article | 2 |
| 2016 | Credit Risk Decomposition for Asset Allocation In: Journal of Financial Transformation. [Citation analysis] | article | 0 |
| 2011 | The information content in a volatility index for Spain In: SERIEs: Journal of the Spanish Economic Association. [Full Text][Citation analysis] | article | 1 |
| 2001 | The role of simulation methods in Macroeconomics In: Spanish Economic Review. [Full Text][Citation analysis] | article | 0 |
| 2002 | The Role of Simulation Methods in Macroeconomics.(2002) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2014 | Economic Growth In: Springer Texts in Business and Economics. [Citation analysis] | book | 12 |
| 2002 | A factor model of term structure slopes in Eurocurrency markets In: Applied Economics Letters. [Full Text][Citation analysis] | article | 1 |
| 2002 | A factor model of term structure slopes in eurocurrency markets.(2002) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2002 | Can forward rates be used to improve interest rate forecasts? In: Applied Financial Economics. [Full Text][Citation analysis] | article | 4 |
| 2002 | Can forward rates be used to improve interest rate forecasts?..(2002) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2004 | Volatility transmission across the term structure of swap markets: international evidence In: Applied Financial Economics. [Full Text][Citation analysis] | article | 5 |
| 2002 | Volatility Transmission acros the Term Structure of Swap Markets: International Evidence.(2002) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 1986 | The role of adjusment costs in interest rate determination In: Documentos de trabajo de la Facultad de Ciencias Económicas y Empresariales. [Full Text][Citation analysis] | paper | 0 |
| 2002 | Risk Premia in the Term Structure of Swaps in Pesetas In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] | paper | 2 |
| 2002 | The Forecasting Ability of Factor Models of the Term Structure of IRS Markets In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] | paper | 0 |
| 2002 | Dynamic correlations and forecasting of term structure slopes in eurocurrency market In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] | paper | 0 |
| 2003 | Taxing or subsidizing Factors rents in a simple endogenous growth model with public capital In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] | paper | 0 |
| 2005 | A factor analysis of volatility across the term structure: the Spanish case In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] | paper | 0 |
| 2011 | Why do variance swaps exist? In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] | paper | 0 |
| 2011 | A statistical test for forecast evaluation under a discrete loss function In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] | paper | 0 |
| 2014 | A statistical test for forecast evaluation under a discrete loss function.(2014) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2011 | Variance Swaps and Intertemporal Asset Pricing In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] | paper | 0 |
| 2014 | Parameter Estimation Error in Tests of Predictive Performance under Discrete Loss Functions In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] | paper | 0 |
| 2014 | Macroeconomic and Financial Determinants of the Volatility of Corporate Bond Returns In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] | paper | 2 |
| 2015 | Macroeconomic and Financial Determinants of the Volatility of Corporate Bond Returns.(2015) In: Quarterly Journal of Finance (QJF). [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | article | |
| 1993 | Price Volatility Under Alternative Monetary Instruments In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] | paper | 0 |
| 2009 | Liquidity and hedging effectiveness under futures mispricing: International evidence In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 3 |
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