Gabriel Perez Quiros : Citation Profile


Are you Gabriel Perez Quiros?

Banco de España (50% share)
European Central Bank (50% share)

23

H index

35

i10 index

2474

Citations

RESEARCH PRODUCTION:

55

Articles

90

Papers

3

Chapters

RESEARCH ACTIVITY:

   24 years (1996 - 2020). See details.
   Cites by year: 103
   Journals where Gabriel Perez Quiros has often published
   Relations with other researchers
   Recent citing documents: 161.    Total self citations: 50 (1.98 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppe255
   Updated: 2020-11-21    RAS profile: 2020-08-19    
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Relations with other researchers


Works with:

Gómez-Loscos, Ana (12)

Gadea, María (9)

Camacho, Maximo (7)

Leiva-Leon, Danilo (5)

Rots, Eyno (4)

Galesi, Alessandro (4)

Sentana, Enrique (4)

Fiorentini, Gabriele (4)

Pérez, Javier (3)

Paredes, Joan (3)

Laeven, Luc (2)

Poncela, Pilar (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Gabriel Perez Quiros.

Is cited by:

Leiva-Leon, Danilo (47)

Marcellino, Massimiliano (43)

van Dijk, Dick (41)

Aguiar-Conraria, Luís (26)

Camacho, Maximo (26)

Ferrara, Laurent (26)

Osborn, Denise (22)

Gómez-Loscos, Ana (21)

Guidolin, Massimo (21)

Chauvet, Marcelle (18)

Miller, Stephen (18)

Cites to:

Camacho, Maximo (31)

Diebold, Francis (25)

Hamilton, James (18)

Reichlin, Lucrezia (17)

Jorda, Oscar (15)

Taylor, Alan (14)

Aruoba, S. Boragan (13)

Rudebusch, Glenn (13)

Mariano, Roberto (13)

Bertola, Giuseppe (13)

pagan, adrian (12)

Main data


Where Gabriel Perez Quiros has published?


Journals with more than one article published# docs
Boletn Econmico13
Economic Bulletin6
International Journal of Forecasting5
Journal of Economic Dynamics and Control3
Journal of Applied Econometrics2
Proceedings2
Studies in Nonlinear Dynamics & Econometrics2
Manchester School2

Working Papers Series with more than one paper published# docs
Working Papers / Banco de Espaa28
Working Paper Series / European Central Bank9
Working Papers / Barcelona Graduate School of Economics3

Recent works citing Gabriel Perez Quiros (2020 and 2019)


YearTitle of citing document
2020Examining the drivers of business cycle divergence between Euro Area and Romania. (2020). Jianu, Ionut. In: Theoretical and Applied Economics. RePEc:agr:journl:v:2(623):y:2020:i:2(623):p:19-32.

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2019Potential Growth and Natural Yield Curve in Japan. (2019). Vaccaro-Grange, Etienne ; Rhouzlane, Meryem ; Dufrenot, Gilles. In: AMSE Working Papers. RePEc:aim:wpaimx:1912.

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2020Examining the drivers of business cycle divergence between Euro Area and Romania. (2020). Jianu, Ionut. In: Papers. RePEc:arx:papers:2007.11407.

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2020Are low frequency macroeconomic variables important for high frequency electricity prices?. (2020). Rossini, Luca ; Ravazzolo, Francesco ; Foroni, Claudia. In: Papers. RePEc:arx:papers:2007.13566.

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2020Estimating TVP-VAR models with time invariant long-run multipliers. (2020). Polbin, Andrey ; Krymova, Ekaterina ; Belomestny, Denis. In: Papers. RePEc:arx:papers:2008.00718.

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2020Developments on the Bayesian Structural Time Series Model: Trending Growth. (2020). Kohns, David ; Bhattacharjee, Arnab. In: Papers. RePEc:arx:papers:2011.00938.

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2019Foreign Direct Investment: Is Natural Resources the Rejoin? Evidence from Ghana, Nigeria, and Togo: Fixed Effect Approach. (2019). Aikens, Frederick A ; Ofei, Patrick ; Nyamekye, Dwobeng Owusu ; Owusu-Antwi, George. In: International Journal of Asian Social Science. RePEc:asi:ijoass:2019:p:588-606.

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2020COVID-19 HELICOPTER MONEY, MONETARY POLICY AND CENTRAL BANK INDEPENDENCE: ECONOMICS AND POLITICS. (2020). masciandaro, donato. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp20137.

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2020ECB HELICOPTER MONEY: ECONOMIC AND POLITICAL ECONOMY ARITHMETICS. (2020). masciandaro, donato. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp20138.

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2019Dynamic Responses of the Economy to Monetary Shocks in the United Kingdom. (2019). Raffiee, Kambiz ; Baade, Hannah ; Adrangi, Bahram. In: Review of Economics & Finance. RePEc:bap:journl:190104.

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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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2020An estimate of Pension System financial returns. (2020). Ramos, Roberto ; Moraga, Maria. In: Economic Bulletin. RePEc:bde:journl:y:2020:i:09:d:aa:n:24.

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2020Reflexiones sobre el diseño de un Fondo de Recuperación europeo. (2020). Perez, Javier J ; Marin, Paloma ; Kataryniuk, Ivan ; Arce, Oscar. In: Occasional Papers. RePEc:bde:opaper:2014.

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2019External adjustment with a common currency: the case of the euro area. (2019). Fuertes, Alberto. In: Working Papers. RePEc:bde:wpaper:1936.

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2020External imbalances and recoveries. (2020). Tamarit, Cecilio ; Gómez-Loscos, Ana ; Camarero, Mariam ; Gomez-Loscos, Ana ; Gadea-Rivas, Maria Dolores. In: Working Papers. RePEc:bde:wpaper:2012.

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2020Keeping track of global trade in real time. (2020). Martinez-Martin, Jaime ; Rusticelli, Elena. In: Working Papers. RePEc:bde:wpaper:2019.

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2020Economic policy uncertainty in Latin America: measurement using Spanish newspapers and economic spillovers. (2020). Pérez, Javier ; Ghirelli, Corinna ; Urtasun, Alberto ; Perez, Javier J. In: Working Papers. RePEc:bde:wpaper:2024.

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2020The economic drivers of volatility and uncertainty. (2020). Marcellino, Massimiliano ; Corsello, Francesco ; Carriero, Andrea. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1285_20.

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2019The natural interest rate in Latin America. (2019). Gómez-Pineda, Javier ; Gomez-Pineda, Javier G. In: Borradores de Economia. RePEc:bdr:borrec:1067.

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2019Unconventional monetary policy tools: a cross-country analysis. (2019). Bank for International Settlements, . In: CGFS Papers. RePEc:bis:biscgf:63.

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2020Consumption Fluctuations and Expected Returns. (2020). Priestley, Richard ; Moller, Stig V ; Atanasov, Victoria. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:3:p:1677-1713.

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2020A Robust Sequential Procedure for Estimating the Number of Structural Changes in Persistence. (2020). Kejriwal, Mohitosh. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:82:y:2020:i:3:p:669-685.

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2020The Peoples Bank of Chinas response to the coronavirus pandemic - A quantitative assessment. (2020). Tsang, Andrew ; Funke, Michael. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2020_012.

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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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2020Heterogeneity in Individual Expectations, Sentiment, and Constant-Gain Learning. (2020). Milani, Fabio ; Cole, Stephen. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8343.

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2020Persistence and Long Memory in Monetary Policy Spreads. (2020). Gil-Alana, Luis A ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8664.

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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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2020Corporate Yields and Sovereign Yields. (2020). Tallman, Eric ; Hale, Galina B ; Bevilaqua, Julia. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14344.

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2020Uncertainty Shocks and Business Cycle Research. (2020). Fernandez-Villaverde, Jesus. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14398.

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2020Natural Rate Chimera and Bond Pricing Reality. (2020). Brand, Claus ; Lemke, Wolfgang ; Goy, Gavin. In: DNB Working Papers. RePEc:dnb:dnbwpp:666.

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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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2020Monetary policy and the yield curve. (2020). Smith, Julie K ; Gamber, Edward N. In: Economics Bulletin. RePEc:ebl:ecbull:eb-19-00018.

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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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2019Taylor-rule consistent estimates of the natural rate of interest. (2019). Mazelis, Falk ; Brand, Claus. In: Working Paper Series. RePEc:ecb:ecbwps:20192257.

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2019Demographics and the natural real interest rate: historical and projected paths for the euro area. (2019). Papetti, Andrea. In: Working Paper Series. RePEc:ecb:ecbwps:20192258.

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2019Forecasting and stress testing with quantile vector autoregression. (2019). Manganelli, Simone ; Chavleishvili, Sulkhan. In: Working Paper Series. RePEc:ecb:ecbwps:20192330.

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2019External imbalances and recoveries. (2019). Tamarit, Cecilio ; Gómez-Loscos, Ana ; Gomez-Loscos, Ana ; Gadea-Rivas, Maria Dolores ; Camarero, Mariam. In: Working Papers. RePEc:eec:wpaper:1912.

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2019Private equity investment criteria: An experimental conjoint analysis of venture capital, business angels, and family offices. (2019). Andres, Rene ; Vismara, Silvio ; Fisch, Christian ; Block, Joern. In: Journal of Corporate Finance. RePEc:eee:corfin:v:58:y:2019:i:c:p:329-352.

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2019Intangible capital and the rise in wage and hours volatility. (2019). Mitra, Shalini. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:100:y:2019:i:c:p:70-85.

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2020Winter is possibly not coming: Mitigating financial instability in an agent-based model with interbank market. (2020). Roventini, Andrea ; Napoletano, Mauro ; Popoyan, Lilit. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:117:y:2020:i:c:s0165188920301056.

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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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2020Macroeconomic effects of monetary policy in Korea: A time-varying coefficient VAR approach. (2020). Hur, Joonyoung ; Han, Jong-Suk. In: Economic Modelling. RePEc:eee:ecmode:v:89:y:2020:i:c:p:142-152.

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2020The macroeconomic drivers in hedge fund beta management. (2020). Platania, Federico ; Lambert, Marie. In: Economic Modelling. RePEc:eee:ecmode:v:91:y:2020:i:c:p:65-80.

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2020Monetary policy efficiency and macroeconomic stability: Do financial openness and economic globalization matter?. (2020). de Mendonça, Helder ; Nascimento, Natalia Cunha ; de Mendona, Helder Ferreira ; deMendona, Helder Ferreira . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818302651.

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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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2020Modelling conditional skewness: Heterogeneous beliefs, short sale restrictions and market declines. (2020). Shum, Wai Yan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819300774.

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2020Identification of business cycles and the Great Moderation in the post-war U.S. economy. (2020). Jiang, YU. In: Economics Letters. RePEc:eee:ecolet:v:190:y:2020:i:c:s0165176520300732.

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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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2019The aggregate implications of changes in the labour force composition. (2019). Mennuni, Alessandro. In: European Economic Review. RePEc:eee:eecrev:v:116:y:2019:i:c:p:83-106.

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2020How the ins and outs shape differently the U.S. unemployment over time and across frequencies. (2020). Portugal, Pedro ; Rua, Antonio. In: European Economic Review. RePEc:eee:eecrev:v:121:y:2020:i:c:s0014292119302089.

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2020Lending relationships and labor market dynamics. (2020). Finkelstein Shapiro, Alan ; Olivero, Maria Pia. In: European Economic Review. RePEc:eee:eecrev:v:127:y:2020:i:c:s0014292120301070.

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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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2020Time-frequency causality and connectedness between international prices of energy, food, industry, agriculture and metals. (2020). Tiwari, Aviral ; Shahbaz, Muhammad ; Nasreen, Samia ; Hammoudeh, Shawkat. In: Energy Economics. RePEc:eee:eneeco:v:85:y:2020:i:c:s014098831930324x.

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2019Can investor sentiment predict the size premium?. (2019). Aharon, David Y ; Qadan, Mahmoud. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:10-26.

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2020Changes in the effects of bank lending shocks and development of public debt markets. (2020). Choi, Sangyup. In: Finance Research Letters. RePEc:eee:finlet:v:33:y:2020:i:c:s1544612318309449.

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2020The memory of stock return volatility: Asset pricing implications. (2020). Sibbertsen, Philipp ; Prokopczuk, Marcel ; Benno, Duc Binh. In: Journal of Financial Markets. RePEc:eee:finmar:v:47:y:2020:i:c:s138641811830140x.

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2019Global trends in interest rates. (2019). Giannone, Domenico ; Del Negro, Marco ; Tambalotti, Andrea ; Giannoni, Marc P. In: Journal of International Economics. RePEc:eee:inecon:v:118:y:2019:i:c:p:248-262.

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2020Corporate yields and sovereign yields. (2020). Hale, Galina B ; Bevilaqua, Julia ; Tallman, Eric. In: Journal of International Economics. RePEc:eee:inecon:v:124:y:2020:i:c:s0022199620300234.

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2020A real time leading economic indicator based on text mining for the Spanish economy. Fractional cointegration VAR and Continuous Wavelet Transform analysis. (2020). Monge, Manuel ; Poza, Carlos. In: International Economics. RePEc:eee:inteco:v:163:y:2020:i:c:p:163-175.

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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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2020Predicting ordinary and severe recessions with a three-state Markov-switching dynamic factor model. (2020). Wolters, Maik ; Reif, Magnus ; Heinrich, Markus ; Carstensen, Kai. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:3:p:829-850.

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2020A three-frequency dynamic factor model for nowcasting Canadian provincial GDP growth. (2020). Cheung, Calista ; Chernis, Tony ; Velasco, Gabriella. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:3:p:851-872.

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2019A personality perspective on business angel syndication✰. (2019). Sandner, Philipp G ; Obschonka, Martin ; Fisch, Christian O ; Block, Jorn H. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:100:y:2019:i:c:p:306-327.

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2019Why has the size effect disappeared?. (2019). Yoon, Bohyun ; Min, Byoung-Kyu ; Ahn, Dong-Hyun. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:102:y:2019:i:c:p:256-276.

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2019Determinants of intraday dynamics and collateral selection in centrally cleared and bilateral repos. (2019). Dufour, Alfonso ; Sangiorgi, Ivan ; Marra, Miriam . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:107:y:2019:i:c:10.

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2019The longitudinal effects of internationalization on firm performance: The moderating role of marketing capability. (2019). Sun, Wenbin ; Ding, Yuan ; Price, Joseph. In: Journal of Business Research. RePEc:eee:jbrese:v:95:y:2019:i:c:p:326-337.

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2020Show me the money: The monetary policy risk premium. (2020). Ozdagli, Ali ; Velikov, Mihail. In: Journal of Financial Economics. RePEc:eee:jfinec:v:135:y:2020:i:2:p:320-339.

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2020Worldwide economic recoveries from financial crises through the decades. (2020). Pentecôte, Jean-Sébastien ; BINET, Marie-Estelle ; Pentecote, Jean-Sebastien ; Barthelemy, Sylvain. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:105:y:2020:i:c:s0261560620301601.

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2019New dynamics of consumption and output. (2019). Kim, Chang-Jin ; Xuan, Chunji. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:60:y:2019:i:c:p:50-59.

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2020Financial frictions and changing macroeconomic volatility. (2020). Higgins, Charles. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:64:y:2020:i:c:s0164070419302629.

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2020Reliable real-time estimates of the euro-area output gap. (2020). Burlon, Lorenzo ; Dimperio, Paolo. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:64:y:2020:i:c:s0164070419303362.

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2020Is the Taylor principle still valid when rates are low?. (2020). Morris, Stephen D. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:64:y:2020:i:c:s0164070419304690.

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

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2019The diminishing hedging role of crude oil: Evidence from time varying financialization. (2019). Sharma, Shahil ; Rodriguez, Ivan. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:52-53:y:2019:i::s1042444x19301392.

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2019Solar events and economic activity: Evidence from the US Telecommunications industry (1996–2014). (2019). Michaelides, Panayotis ; Konstantakis, Konstantinos ; Daglis, Theodoros. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:534:y:2019:i:c:s0378437119304339.

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2019Islamic and conventional equity markets: Two sides of the same coin, or not?. (2019). , Walid. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:72:y:2019:i:c:p:191-205.

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2020Public R&D spending and cross-sectional stock returns. (2020). Chen, Sheng-Syan ; Wang, Yanzhi ; Liang, Woan-Lih. In: Research Policy. RePEc:eee:respol:v:49:y:2020:i:1:s0048733319302057.

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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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2019Ambiguity and capital structure adjustments. (2019). Chen, Chang-Chih ; Ban, Mingyuan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:64:y:2019:i:c:p:242-270.

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2020Lead-lag relationship between spot and futures stock indexes: Intraday data and regime-switching models. (2020). Salvador, Enrique ; Arago, Vicent ; Alemany, Nuria. In: International Review of Economics & Finance. RePEc:eee:reveco:v:68:y:2020:i:c:p:269-280.

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2020Market microstructure, banks behaviour and interbank spreads: evidence after the crisis. (2020). Germano, Guido ; Gabbi, Giampaolo ; Iori, Giulia ; Kapar, Burcu. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:100467.

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2019Ties That Bind: Estimating the Natural Rate of Interest for Small Open Economies. (2019). Zhang, Ren ; Wynne, Mark ; Martínez García, Enrique ; Martinez-Garcia, Enrique ; Grossman, Valerie. In: Globalization Institute Working Papers. RePEc:fip:feddgw:359.

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2020Monetary Policy, Self-Fulfilling Expectations and the U.S. Business Cycle. (2020). Nicolo, Giovanni. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2020-35.

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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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2020Are Some Forecasters’ Probability Assessments of Macro Variables Better Than Those of Others?. (2020). Clements, Michael. In: Econometrics. RePEc:gam:jecnmx:v:8:y:2020:i:2:p:16-:d:354665.

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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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2020The Dynamics of the S&P 500 under a Crisis Context: Insights from a Three-Regime Switching Model. (2020). Leccadito, Arturo ; Lamantia, Fabio ; la Mantia, Fabio ; de Giovanni, Domenico ; Costabile, Massimo ; Baiardi, Lorenzo Cerboni ; Staino, Alessandro ; Russo, Emilio ; Pirra, Marco ; Menzietti, Massimiliano ; Massabo, Ivar. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:3:p:71-:d:379251.

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2020The Impact of Corporate Governance Structures on Foreign Direct Investment: A Case Study of West African Countries. (2020). Appiah-Kubi, Seth Nana Kwame ; Zaganjori, Orhan ; Phiri, Joseph ; Pankova, Ludmila ; Kutin, Sandra Boatemaa ; Maitah, Mansoor ; Malec, Karel. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:9:p:3715-:d:353780.

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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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2019Potential Growth and Natural Yield Curve in Japan. (2019). Vaccaro-Grange, Etienne ; Rhouzlane, Meryem ; Dufrenot, Gilles. In: Working Papers. RePEc:hal:wpaper:halshs-02091035.

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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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2019Testing for breaks in the cointegrating relationship: On the stability of government bond markets equilibrium. (2019). Sibbertsen, Philipp ; Rodrigues, Paulo ; Voges, Michelle. In: Hannover Economic Papers (HEP). RePEc:han:dpaper:dp-656.

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2019The Great Moderation: Updated Evidence with Joint Tests for Multiple Structural Changes in Variance and Persistence. (2019). Yamamoto, Yohei ; Perron, Pierre. In: Discussion paper series. RePEc:hit:hiasdp:hias-e-90.

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2020Why has the U.S. economy stagnated since the Great Recession?. (2020). Morley, James ; Eo, Yunjong. In: Discussion Paper Series. RePEc:iek:wpaper:2001.

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2020Monetary Policy Implementation: Operational Issues for Countries with Evolving Monetary Policy Frameworks. (2020). Mahle, Nils. In: IMF Working Papers. RePEc:imf:imfwpa:20/26.

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2019Regulation and Market Liquidity. (2019). Xiao, Kairong ; Trebbi, Francesco. In: Management Science. RePEc:inm:ormnsc:v:65:y:2019:i:5:p:1949-1968.

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

Works by Gabriel Perez Quiros:


YearTitleTypeCited
2000Output Fluctuations in the United States: What Has Changed since the Early 1980s? In: American Economic Review.
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article810
2000Output fluctuations in the United States: what has changed since the early 1980s?.(2000) In: Proceedings.
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1997Output fluctuations in the United States: what has changed since the early 1980s?.(1997) In: Research Paper.
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paper
1998Output fluctuations in the United States: what has changed since the early 1980s?.(1998) In: Staff Reports.
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paper
2003The Daily Market for Funds in Europe: What Has Changed with the EMU? In: UFAE and IAE Working Papers.
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2003The daily market for funds in Europe: what has changed with the EMU.(2003) In: Working Papers.
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paper
2003The Daily Market for Funds in Europe: What has Changed with the EMU?.(2003) In: Working Papers.
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paper
2006The Daily Market for Funds in Europe: What Has Changed with the EMU?.(2006) In: Journal of Money, Credit and Banking.
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article
2004Interest Rate Determination in the Interbank Market In: UFAE and IAE Working Papers.
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paper29
2004Interest rate determination in the interbank market.(2004) In: Working Papers.
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paper
2004Interest Rate Determination in the Interbank Market.(2004) In: CEPR Discussion Papers.
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paper
2004Interest rate determination in the interbank market.(2004) In: Working Paper Series.
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paper
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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paper
2009Asymmetric Standing Facilities: An Unexploited Monetary Policy Tool In: UFAE and IAE Working Papers.
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paper2
2010Asymmetric standing facilities: an unexploited monetary policy tool.(2010) In: Working Papers.
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paper
Asymmetric Standing Facilities: An Unexploited Monetary Policy Tool.() In: Working Papers.
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paper
2010Asymmetric Standing Facilities: An Unexploited Monetary Policy Tool.(2010) In: CEPR Discussion Papers.
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paper
2012Asymmetric Standing Facilities: An Unexploited Monetary Policy Tool.(2012) In: IMF Economic Review.
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article
2012Short-run forecasting of the euro-dollar exchange rate with economic fundamentals In: Working Papers.
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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
2002Variabilidad del crecimiento económico y la importancia de la gestión de existencias en EEUU In: Boletín Económico.
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article0
2003Las similitudes del ciclo económico en las economías europeas In: Boletín Económico.
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article0
2004Un modelo para predecir cambios cíclicos en el área euro In: Boletín Económico.
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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
2010El posible papel de una utilización asimétrica de las facilidades permanentes en la gestión de la liquidez In: Boletín Económico.
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2011Las primas de los CDS soberanos durante la crisis y su interpretación como medida de riesgo In: Boletín Económico.
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2011Indicadores de competitividad: la importancia de la asignación eficiente de los recursos In: Boletín Económico.
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2012El papel del crédito como predictor del ciclo económico In: Boletín Económico.
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2013Composición sectorial de la producción, divergencia y sincronía cíclica en los países del área del euro In: Boletín Económico.
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2015Un análisis de la dinámica del PIB de Estados Unidos: un enfoque econométrico In: Boletín Económico.
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2017Un modelo de previsión del PIB y de sus componentes de demanda In: Boletín Económico.
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article0
2019Predicción en tiempo real del PIB en el área del euro: recientes mejoras en el modelo 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
2010A possible role for asymmetric standing facilities in liquidity management In: Economic Bulletin.
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2011Sovereign CDS premia during the crisis and their interpretation as a measure of risk In: Economic Bulletin.
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article1
2012Competitiveness indicators: the importance of an efficient allocation of resources In: Economic Bulletin.
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2012The role of credit as a predictor of the economic cycle In: Economic Bulletin.
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2017A short-term forecasting model for GDP and its demand components In: Economic Bulletin.
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2018A short-term forecasting model for the Spanish economy: GDP and its demand components In: Occasional Papers.
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2006Comparative analysis: real convergence, cyclical synchrony and inflation differentials In: Other publications.
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chapter1
2002Is the European Central Bank (and the United States Federal Reserve) predictable? In: Working Papers.
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paper24
2002Is the European Central Bank (and the United States Federal Reserve) predictable?.(2002) In: Working Paper Series.
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2004Are european business cycles close enough to be just one? In: Working Papers.
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2005Are European Business Cycles Close Enough to be Just One?.(2005) In: CEPR Discussion Papers.
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2006Are European business cycles close enough to be just one?.(2006) In: Journal of Economic Dynamics and Control.
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2004Are European business cycles close enough to be just one?.(2004) In: Computing in Economics and Finance 2004.
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2004A useful tool to identify recessions in the euro-area In: Working Papers.
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2004A useful tool to identify recessions in the euro area.(2004) In: European Economy - Economic Papers 2008 - 2015.
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2005Jump-and-rest effect of U.S. business cycles In: Working Papers.
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paper27
2007Jump-and-Rest Effect of U.S. Business Cycles.(2007) In: Studies in Nonlinear Dynamics & Econometrics.
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2005Jump-and-Rest Effects of US Business Cycles.(2005) In: CEPR Discussion Papers.
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paper
2005Do european business cycles look like one? In: Working Papers.
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paper64
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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paper144
2009Introducing the Euro-STING: Short-Term Indicator of Euro Area Growth.(2009) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 144
paper
2010Introducing the euro-sting: Short-term indicator of euro area growth.(2010) In: Journal of Applied Econometrics.
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article
2009Ñ-STING: España Short Term INdicator of Growth In: Working Papers.
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paper6
2009High-growth Recoveries, Inventories and the Great Moderation In: Working Papers.
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paper2
2011High-growth recoveries, inventories and the Great Moderation.(2011) In: Journal of Economic Dynamics and Control.
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article
2011High-growth recoveries, inventories and the great moderation.(2011) In: Post-Print.
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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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paper25
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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paper24
2012Finite sample performance of small versus large scale dynamic factor models.(2012) In: CEPR Discussion Papers.
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paper
2012Markov-switching dynamic factor models in real time In: Working Papers.
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paper29
2012Markov-switching dynamic factor models in real time.(2012) In: CEPR Discussion Papers.
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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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2012The failure to predict the Great Recession. The failure of academic economics? A view focusing on the role of credit In: Working Papers.
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paper3
2012The failure to predict the Great Recession. The failure of academic economics? A view focusing on the role of credit.(2012) In: CEPR Discussion Papers.
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2013Commodity prices and the business cycle in Latin America: Living and dying by commodities In: Working Papers.
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paper13
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: 13
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: 13
article
2013Disentangling contagion among sovereign cds spreads during the european debt crisis In: Working Papers.
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paper37
2015Disentangling contagion among sovereign CDS spreads during the European debt crisis.(2015) In: Journal of Empirical Finance.
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article
2013Short-term forecasting for empirical economists. A survey of the recently proposed algorithms In: Working Papers.
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paper20
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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article
2014The two greatest. Great recession vs. great moderation In: Working Papers.
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2014The Two Greatest. Great Recession vs. Great Moderation.(2014) In: CEPR Discussion Papers.
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2015Fiscal targets. A guide to forecasters? In: Working Papers.
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paper6
2015Fiscal targets. A guide to forecasters?.(2015) In: CEPR Discussion Papers.
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2015Fiscal targets. A guide to forecasters?.(2015) In: Working Paper Series.
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2015Country shocks, monetary policy expectations and ECB decisions. A dynamic non-linear approach In: Working Papers.
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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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paper
2015Country shocks, monetary policy expectations and ECB decisions. A dynamic non-linear approach.(2015) In: CEPR Discussion Papers.
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paper
2016Country Shocks, Monetary Policy Expectations and ECB Decisions. A Dynamic Non-linear Approach.(2016) In: Advances in Econometrics.
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chapter
2015The great moderation in historical perspective. Is it that great? In: Working Papers.
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2015The Great Moderation in historical perspective.Is it that great?.(2015) In: CEPR Discussion Papers.
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2017Dissecting US recoveries In: Working Papers.
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2017Dissecting US recoveries.(2017) In: CEPR Discussion Papers.
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2017Dissecting US recoveries.(2017) In: Economics Letters.
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2018The rise and fall of the natural interest rate In: Working Papers.
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2018The Rise and Fall of the Natural Interest Rate.(2018) In: Working Papers.
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2018The Rise and Fall of the Natural Interest Rate.(2018) In: CEPR Discussion Papers.
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2018The Rise and Fall of the Natural Interest Rate.(2018) In: Working Paper series.
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2020Real-time weakness of the global economy: a first assessment of the coronavirus crisis In: Working Papers.
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2020Real-Time Weakness of the Global Economy: A First Assessment of the Coronavirus Crisis.(2020) In: CEPR Discussion Papers.
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2020Real-time weakness of the global economy: a first assessment of the coronavirus crisis.(2020) In: Working Paper Series.
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2002The monetary policy decisions of the ECB and the money market In: BIS Papers chapters.
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2015THE FAILURE TO PREDICT THE GREAT RECESSION—A VIEW THROUGH THE ROLE OF CREDIT In: Journal of the European Economic Association.
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2000Firm Size and Cyclical Variations in Stock Returns In: Journal of Finance.
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1999Firm Size and Cyclical Variations in Stock Returns.(1999) In: FMG Discussion Papers.
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2002Policymakers’ Revealed Preferences and the Output–Inflation Variability Trade–off: Implications for the European System of Central Banks In: Manchester School.
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1999Policymakers revealed preferences and the output-inflation variability trade-off: implications for the European system of central banks.(1999) In: Proceedings.
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2011SPAIN‐STING: SPAIN SHORT‐TERM INDICATOR OF GROWTH In: Manchester School.
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2015Can we use seasonally adjusted variables in dynamic factor models? In: Studies in Nonlinear Dynamics & Econometrics.
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2020Growth-and-Risk Trade-off In: CEPR Discussion Papers.
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2020Growth-and-risk trade-off.(2020) In: Working Paper Series.
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2012Green Shoots and Double Dips in the Euro Area. A Real Time Measure In: CEPR Discussion Papers.
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2014Green shoots and double dips in the euro area: A real time measure.(2014) In: International Journal of Forecasting.
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2018Real and financial cycles in EU countries - Stylised facts and modelling implications In: Occasional Paper Series.
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2020Global Weakness Index – reading the economy’s vital signs during the COVID-19 crisis In: Research Bulletin.
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2000This is what the US leading indicators lead In: Working Paper Series.
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2000This is What Leading Indicators Lead.(2000) In: Econometric Society World Congress 2000 Contributed Papers.
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2002This is what the leading indicators lead.(2002) In: Journal of Applied Econometrics.
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2000THIS IS WHAT THE LEADING INDICATORS LEAD.(2000) In: Computing in Economics and Finance 2000.
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2001Business cycle asymmetries in stock returns: evidence from higher order moments and conditional densities In: Working Paper Series.
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2000Business Cycle Asymmetries in Stock Returns: Evidence from Higher Order Moments and Conditional Densities.(2000) In: FMG Discussion Papers.
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2001Business Cycle Asymmetries in Stock Returns: Evidence from Higher Order Moments and Conditional Densities..(2001) In: Quebec a Montreal - Recherche en gestion.
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2001Business cycle asymmetries in stock returns: Evidence from higher order moments and conditional densities.(2001) In: Journal of Econometrics.
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2001The daily market for funds in Europe: Has something changed with the EMU? In: Working Paper Series.
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2000The daily market for funds in Europe: Has something changed with the EMU?.(2000) In: Economics Working Papers.
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2001The ECB monetary policy strategy and the money market In: Working Paper Series.
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2001The ECB Monetary Policy Strategy and the Money Market..(2001) In: International Journal of Finance & Economics.
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2001The ECB monetary policy strategy and the money market.(2001) In: Working Papers.
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2011Latin STINGS: indicadores de crecimiento a corto plazo de los países de América Latina In: Macroeconomía del Desarrollo.
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2008Interest rate dispersion and volatility in the market for daily funds In: European Economic Review.
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2005Comments on Some methods for assessing the need for non-linear models in business cycle analysis In: International Journal of Forecasting.
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