Alfonso Novales : Citation Profile


Are you Alfonso Novales?

Universidad Complutense de Madrid (70% share)
Universidad Complutense de Madrid (30% share)

9

H index

8

i10 index

203

Citations

RESEARCH PRODUCTION:

27

Articles

27

Papers

1

Books

RESEARCH ACTIVITY:

   32 years (1986 - 2018). See details.
   Cites by year: 6
   Journals where Alfonso Novales has often published
   Relations with other researchers
   Recent citing documents: 13.    Total self citations: 11 (5.14 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pno7
   Updated: 2018-11-17    RAS profile: 2018-09-05    
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Relations with other researchers


Works with:

perez, rafaela (4)

ruiz, jesus (2)

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

Is cited by:

perez, rafaela (8)

Marrero, Gustavo (7)

Ziesemer, Thomas (6)

ruiz, jesus (6)

Fernández, Esther (6)

Getachew, Yoseph (6)

Fosu, Augustin (6)

Maffezzoli, Marco (4)

Trabandt, Mathias (4)

Deak, Szabolcs (4)

Leeper, Eric (4)

Cites to:

Rebelo, Sergio (13)

Engle, Robert (13)

Turnovsky, Stephen J (10)

Campbell, John (10)

Barro, Robert (10)

Manuelli, Rodolfo (8)

Bollerslev, Tim (8)

Jones, Larry (8)

Farmer, Roger (8)

Lucas, Robert (7)

Glomm, Gerhard (7)

Main data


Where Alfonso Novales has published?


Journals with more than one article published# docs
Economic Modelling4
Journal of Economic Dynamics and Control3
Applied Financial Economics2
International Journal of Forecasting2
Journal of Macroeconomics2

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 Econmico24

Recent works citing Alfonso Novales (2018 and 2017)


YearTitle of citing document
2017Population Aging, Social Security and Fiscal Limits. (2017). Heer, Burkhard ; Wickens, Michael R ; Polito, Vito. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11978.

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2018A 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

2018Forecasting 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.

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2018The 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.

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2017Factor 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.

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2018Cross 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.

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2018Debt Sustainability and Welfare along an Optimal Laffer Curve. (2018). Leith, Campbell ; Ricci, Matta ; Chen, Xiaoshan. In: Working Papers. RePEc:gla:glaewp:2018-01.

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2017A 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.

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2018Modeling 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.

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2017Examination 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.

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2018Demand-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.

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2017Business 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.

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2017The 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.

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Works by Alfonso Novales:


YearTitleTypeCited
1997The Joint Dynamics of Spot and Forward Exchange Rates In: Working Papers.
[Citation analysis]
paper0
2002Is it Worth Refining Linear Approximations to Non-Linear Rational Expectations Models? In: Economic Working Papers at Centro de Estudios Andaluces.
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paper2
2004Is It Worth Refining Linear Approximations to Non-Linear Rational Expectations Models?.(2004) In: Computational Economics.
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This paper has another version. Agregated cites: 2
article
1990Solving Nonlinear Rational Expectations Models: A Stochastic Equilibrium Model of Interest Rates. In: Econometrica.
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article16
1992Equilibrium interest-rate determination under adjustment costs In: Journal of Economic Dynamics and Control.
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article3
2002Dynamic Laffer curves In: Journal of Economic Dynamics and Control.
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article49
2001Dynamic Laffer Curves.(2001) In: Documentos de Trabajo del ICAE.
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This paper has another version. Agregated cites: 49
paper
2007Income taxes, public investment and welfare in a growing economy In: Journal of Economic Dynamics and Control.
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article11
2004Indeterminacy under non-separability of public consumption and leisure in the utility function In: Economic Modelling.
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article16
2010State-uncertainty preferences and the risk premium in the exchange rate market In: Economic Modelling.
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article2
2009State-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
2014Optimal time-consistent fiscal policy under endogenous growth with elastic labor supply In: Economic Modelling.
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article1
2013Optimal 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
2018A term structure model under cyclical fluctuations in interest rates In: Economic Modelling.
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article0
2011Growth, income taxes and consumption aspirations In: Economics Letters.
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article2
2005An error correction factor model of term structure slopes in international swap markets In: Journal of International Financial Markets, Institutions and Money.
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article2
2002An Error Correction Factor Model of Term Structure Slopes in International Swaps Markets.(2002) In: Documentos de Trabajo del ICAE.
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This paper has another version. Agregated cites: 2
paper
1997Forecasting with periodic models A comparison with time invariant coefficient models In: International Journal of Forecasting.
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article9
2005Comments on: Linear models, smooth transition autoregressions, and neural networks for forecasting macroeconomic time series: A re-examination In: International Journal of Forecasting.
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article1
2003Optimal hedging under departures from the cost-of-carry valuation: Evidence from the Spanish stock index futures market In: Journal of Banking & Finance.
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article16
2002Optimal 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
2000Testing the expectations hypothesis in Eurodeposits In: Journal of International Money and Finance.
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article29
2005Growth and welfare: Distorting versus non-distorting taxes In: Journal of Macroeconomics.
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article10
2001Growth 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
2003Growth 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
2014Optimal time-consistent fiscal policy in an endogenous growth economy with public consumption and capital In: Journal of Macroeconomics.
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article0
2013Optimal time-consistent fiscal policy in an endogenous growth economy with public consumption and capital.(2013) In: Documentos de Trabajo del ICAE.
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This paper has another version. Agregated cites: 0
paper
2014Variance swaps, non-normality and macroeconomic and financial risks In: The Quarterly Review of Economics and Finance.
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article4
1990Empleo, capital humano y participación femenina en España In: Investigaciones Economicas.
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article2
2016Credit Risk Decomposition for Asset Allocation In: Journal of Financial Transformation.
[Citation analysis]
article0
2011The information content in a volatility index for Spain In: SERIEs: Journal of the Spanish Economic Association.
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article0
2001The role of simulation methods in Macroeconomics In: Spanish Economic Review.
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article0
2002The Role of Simulation Methods in Macroeconomics.(2002) In: Documentos de Trabajo del ICAE.
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This paper has another version. Agregated cites: 0
paper
2014Economic Growth In: Springer Texts in Business and Economics.
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book11
2002A factor model of term structure slopes in Eurocurrency markets In: Applied Economics Letters.
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article1
2002A factor model of term structure slopes in eurocurrency markets.(2002) In: Documentos de Trabajo del ICAE.
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This paper has another version. Agregated cites: 1
paper
2002Can forward rates be used to improve interest rate forecasts? In: Applied Financial Economics.
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article4
2002Can forward rates be used to improve interest rate forecasts?..(2002) In: Documentos de Trabajo del ICAE.
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This paper has another version. Agregated cites: 4
paper
2004Volatility transmission across the term structure of swap markets: international evidence In: Applied Financial Economics.
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article5
2002Volatility Transmission acros the Term Structure of Swap Markets: International Evidence.(2002) In: Documentos de Trabajo del ICAE.
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This paper has another version. Agregated cites: 5
paper
1986The role of adjusment costs in interest rate determination In: Documentos de trabajo de la Facultad de Ciencias Económicas y Empresariales.
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paper0
2002Risk Premia in the Term Structure of Swaps in Pesetas In: Documentos de Trabajo del ICAE.
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paper2
2002The Forecasting Ability of Factor Models of the Term Structure of IRS Markets In: Documentos de Trabajo del ICAE.
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paper0
2002Dynamic correlations and forecasting of term structure slopes in eurocurrency market In: Documentos de Trabajo del ICAE.
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paper0
2003Taxing or subsidizing Factors rents in a simple endogenous growth model with public capital In: Documentos de Trabajo del ICAE.
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paper0
2005A factor analysis of volatility across the term structure: the Spanish case In: Documentos de Trabajo del ICAE.
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paper0
2011Why do variance swaps exist? In: Documentos de Trabajo del ICAE.
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paper0
2011A statistical test for forecast evaluation under a discrete loss function In: Documentos de Trabajo del ICAE.
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paper0
2014A statistical test for forecast evaluation under a discrete loss function.(2014) In: Documentos de Trabajo del ICAE.
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This paper has another version. Agregated cites: 0
paper
2011Variance Swaps and Intertemporal Asset Pricing In: Documentos de Trabajo del ICAE.
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paper0
2014Parameter Estimation Error in Tests of Predictive Performance under Discrete Loss Functions In: Documentos de Trabajo del ICAE.
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paper0
2014Macroeconomic and Financial Determinants of the Volatility of Corporate Bond Returns In: Documentos de Trabajo del ICAE.
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paper2
2015Macroeconomic and Financial Determinants of the Volatility of Corporate Bond Returns.(2015) In: Quarterly Journal of Finance (QJF).
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This paper has another version. Agregated cites: 2
article
1993Price Volatility Under Alternative Monetary Instruments In: Documentos de Trabajo del ICAE.
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paper0
2009Liquidity and hedging effectiveness under futures mispricing: International evidence In: Journal of Futures Markets.
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article3

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