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

220

Citations

RESEARCH PRODUCTION:

32

Articles

36

Papers

1

Books

RESEARCH ACTIVITY:

   33 years (1986 - 2019). See details.
   Cites by year: 6
   Journals where Alfonso Novales has often published
   Relations with other researchers
   Recent citing documents: 17.    Total self citations: 16 (6.78 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pno7
   Updated: 2020-08-01    RAS profile: 2020-06-06    
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Relations with other researchers


Works with:

perez, rafaela (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)

Fernández, Esther (6)

Getachew, Yoseph (6)

ruiz, jesus (6)

Fosu, Augustin (6)

Ziesemer, Thomas (6)

Pelloni, Alessandra (4)

Leeper, Eric (4)

Deak, Szabolcs (4)

Maffezzoli, Marco (4)

Cites to:

Engle, Robert (20)

Rebelo, Sergio (13)

Bollerslev, Tim (13)

Campbell, John (12)

Barro, Robert (10)

Laurent, Sébastien (10)

Turnovsky, Stephen J (10)

Diebold, Francis (8)

Farmer, Roger (8)

Jones, Larry (8)

Fama, Eugene (8)

Main data


Where Alfonso Novales has published?


Journals with more than one article published# docs
Economic Modelling4
Journal of Economic Dynamics and Control3
Journal of Macroeconomics2
Applied Financial Economics2
Journal of International Financial Markets, Institutions and Money2
International Journal of Forecasting2

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 Econmico33

Recent works citing Alfonso Novales (2020 and 2019)


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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2017Market 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

2018A calibration of the output elasticity of public capital. (2018). Lvarez-Albelo, Carmen D. In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00965.

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2019A note on fiscal policy, indeterminacy, and endogenous time preference. (2019). Tamai, Toshiki . In: Economics Bulletin. RePEc:ebl:ecbull:eb-19-00277.

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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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2019Forward-looking asset correlations in the estimation of economic capital. (2019). Novales, Alfonso ; Fonollosa, Alexandre ; Chamizo, Alvaro. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:61:y:2019:i:c:p:264-288.

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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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2020How do firm characteristics affect the corporate income tax revenue?. (2020). Menichini, Amilcar A. In: International Review of Economics & Finance. RePEc:eee:reveco:v:65:y:2020:i:c:p:146-162.

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2020Economic Growth, Public and Private Investment: A Comparative Study of China and the United States. (2020). Koc, Muammer ; Ari, Ibrahim. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:6:p:2243-:d:332017.

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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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2018Debt Sustainability and Welfare along an Optimal Laffer Curve. (2018). Ricci, Matta ; Leith, Campbell ; Chen, Xiaoshan. In: Working Papers. RePEc:gla:glaewp:2018_01.

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2018Government Social Expenditure and Income Inequalities in the European Union. (2018). Perez-Corral, Antonio L ; Sanchez, Angeles. In: Hacienda Pública Española. RePEc:hpe:journl:y:2018:v:227:i:4:p:133-156.

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2020Assessing the extent of exchange rate risk pricing in equity markets: emerging versus developed economies. (2020). Bonga-Bonga, Lumengo ; Mpoha, Salifya. In: MPRA Paper. RePEc:pra:mprapa:99597.

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2018NONLINEAR 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.

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2020Optimal Factor Taxation in A Scale Free Model of Vertical Innovation. (2020). Antonaroli, Valentina ; Annicchiarico, Barbara ; Pelloni, Alessandra. In: Working Paper series. RePEc:rim:rimwps:20-20.

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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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Works by Alfonso Novales:


YearTitleTypeCited
1997The Joint Dynamics of Spot and Forward Exchange Rates In: Working Papers.
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paper0
1997A GENERAL TEST FOR UNIVARIATE SEASONALITY In: Journal of Time Series Analysis.
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article0
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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2004Is It Worth Refining Linear Approximations to Non-Linear Rational Expectations Models?.(2004) In: Computational Economics.
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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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article53
2001Dynamic Laffer Curves.(2001) In: Documentos de Trabajo del ICAE.
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This paper has another version. Agregated cites: 53
paper
2007Income taxes, public investment and welfare in a growing economy In: Journal of Economic Dynamics and Control.
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article14
2004Indeterminacy under non-separability of public consumption and leisure in the utility function In: Economic Modelling.
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article19
2010State-uncertainty preferences and the risk premium in the exchange rate market In: Economic Modelling.
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article3
2009State-Uncertainty preferences and the Risk Premium in the Exchange rate market.(2009) In: Documentos de Trabajo del ICAE.
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This paper has another version. Agregated cites: 3
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.
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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
2019A term structure model under cyclical fluctuations in interest rates.(2019) In: Documentos de Trabajo del ICAE.
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This paper has another version. Agregated cites: 0
paper
2011Growth, income taxes and consumption aspirations In: Economics Letters.
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article2
2019Long-term swings and seasonality in energy markets In: European Journal of Operational Research.
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article0
2019Long-term swings and seasonality in energy markets.(2019) In: Documentos de Trabajo del ICAE.
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This paper has another version. Agregated cites: 0
paper
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
2020Looking through systemic credit risk: Determinants, stress testing and market value In: Journal of International Financial Markets, Institutions and Money.
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article0
2019Looking through systemic credit risk: determinants, stress testing and market value.(2019) In: Documentos de Trabajo del ICAE.
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This paper has another version. Agregated cites: 0
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.
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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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article30
2005Growth and welfare: Distorting versus non-distorting taxes In: Journal of Macroeconomics.
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article11
2001Growth and welfare: Distorting versus non-distorting taxes.(2001) In: Documentos de Trabajo del ICAE.
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This paper has another version. Agregated cites: 11
paper
2003Growth and Welfare: Distorting versus Non-Distorting Taxes.(2003) In: Documentos de Trabajo del ICAE.
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This paper has another version. Agregated cites: 11
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
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2014Variance swaps, non-normality and macroeconomic and financial risks In: The Quarterly Review of Economics and Finance.
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article4
2019Splitting Credit Risk into Systemic, Sectorial and Idiosyncratic Components In: Journal of Risk and Financial Management.
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2019Splitting credit risk into systemic, sectorial and idiosyncratic components.(2019) In: Documentos de Trabajo del ICAE.
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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.
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article1
A dominance approach for comparing the performance of VaR forecasting models In: Computational Statistics.
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article0
2011The information content in a volatility index for Spain In: SERIEs: Journal of the Spanish Economic Association.
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article1
2001The role of simulation methods in Macroeconomics In: Spanish Economic Review.
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2002The Role of Simulation Methods in Macroeconomics.(2002) In: Documentos de Trabajo del ICAE.
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2014Economic Growth In: Springer Texts in Business and Economics.
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book13
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
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2002Can forward rates be used to improve interest rate forecasts? In: Applied Financial Economics.
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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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2002Volatility Transmission acros the Term Structure of Swap Markets: International Evidence.(2002) In: Documentos de Trabajo del ICAE.
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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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2002Dynamic correlations and forecasting of term structure slopes in eurocurrency market In: Documentos de Trabajo del ICAE.
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2003Taxing or subsidizing Factors rents in a simple endogenous growth model with public capital In: Documentos de Trabajo del ICAE.
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2005A factor analysis of volatility across the term structure: the Spanish case In: Documentos de Trabajo del ICAE.
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2011Why do variance swaps exist? In: Documentos de Trabajo del ICAE.
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2011A statistical test for forecast evaluation under a discrete loss function In: Documentos de Trabajo del ICAE.
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2014A statistical test for forecast evaluation under a discrete loss function.(2014) In: Documentos de Trabajo del ICAE.
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2011Variance Swaps and Intertemporal Asset Pricing In: Documentos de Trabajo del ICAE.
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2014Parameter Estimation Error in Tests of Predictive Performance under Discrete Loss Functions In: Documentos de Trabajo del ICAE.
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2014Macroeconomic and Financial Determinants of the Volatility of Corporate Bond Returns In: Documentos de Trabajo del ICAE.
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2015Macroeconomic and Financial Determinants of the Volatility of Corporate Bond Returns.(2015) In: Quarterly Journal of Finance (QJF).
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2019A dominance approach for comparing the performance of VaR forecasting models In: Documentos de Trabajo del ICAE.
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2019Backtesting Extreme Value Theory models of expected shortfall In: Documentos de Trabajo del ICAE.
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2019Forward-looking asset correlations in the estimation of economic capital In: Documentos de Trabajo del ICAE.
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2019Volatility specifications versus probability distributions in VaR forecasting In: Documentos de Trabajo del ICAE.
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2019Market risk when hedging a global credit portfolio In: Documentos de Trabajo del ICAE.
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1993Price Volatility Under Alternative Monetary Instruments In: Documentos de Trabajo del ICAE.
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2009Liquidity and hedging effectiveness under futures mispricing: International evidence In: Journal of Futures Markets.
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