Gabriel Perez Quiros : Citation Profile


Are you Gabriel Perez Quiros?

Banco de España

25

H index

38

i10 index

2825

Citations

RESEARCH PRODUCTION:

58

Articles

98

Papers

3

Chapters

RESEARCH ACTIVITY:

   30 years (1991 - 2021). See details.
   Cites by year: 94
   Journals where Gabriel Perez Quiros has often published
   Relations with other researchers
   Recent citing documents: 266.    Total self citations: 53 (1.84 %)

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   Permalink: http://citec.repec.org/ppe255
   Updated: 2022-05-21    RAS profile: 2021-10-14    
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Relations with other researchers


Works with:

Gómez-Loscos, Ana (9)

Rots, Eyno (5)

Galesi, Alessandro (4)

Pacce, Matías (4)

Sentana, Enrique (4)

Camacho, Maximo (4)

Fiorentini, Gabriele (4)

Gadea, María (4)

Rünstler, Gerhard (3)

Leiva-Leon, Danilo (3)

Laeven, Luc (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 (54)

van Dijk, Dick (47)

Marcellino, Massimiliano (44)

Camacho, Maximo (27)

Ferrara, Laurent (26)

Osborn, Denise (26)

Aguiar-Conraria, Luís (26)

Sensier, Marianne (25)

Gómez-Loscos, Ana (23)

Guidolin, Massimo (21)

Morley, James (20)

Cites to:

Camacho, Maximo (33)

Diebold, Francis (25)

Giannone, Domenico (24)

Reichlin, Lucrezia (23)

Hamilton, James (19)

Jorda, Oscar (18)

Taylor, Alan (17)

Mariano, Roberto (15)

Rudebusch, Glenn (13)

Aruoba, S. Boragan (13)

Evans, Martin (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
Proceedings2
Studies in Nonlinear Dynamics & Econometrics2
Journal of International Money and Finance2
Journal of Applied Econometrics2
Research Bulletin2
Manchester School2

Working Papers Series with more than one paper published# docs
Working Papers / Banco de Espaa29
Working Paper Series / European Central Bank12
Working Papers / Barcelona Graduate School of Economics3

Recent works citing Gabriel Perez Quiros (2021 and 2020)


YearTitle of citing document
2020Uncertainty and Monetary Policy in the US: A Journey into Non-Linear Territory. (2020). Pellegrino, Giovanni. In: Economics Working Papers. RePEc:aah:aarhec:2020-05.

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2021Is U.S. real output growth really non-normal? Testing distributional assumptions in time-varying location-scale models. (2021). Kruse-Becher, Robinson ; Demetrescu, Matei. In: CREATES Research Papers. RePEc:aah:create:2021-07.

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2021Revisiting the macroeconomic effects of monetary policy shocks. (2021). Haque, Qazi ; Doko Tchatoka, Firmin. In: School of Economics Working Papers. RePEc:adl:wpaper:2021-02.

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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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2021Common and Idiosyncratic Components of Latin American Business Cycles Connectedness. (2021). Campos, Luciano ; Andujar, Jesus Ruiz. In: Working Papers. RePEc:aoz:wpaper:91.

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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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2021Capturing GDP nowcast uncertainty in real time. (2020). Labonne, Paul. In: Papers. RePEc:arx:papers:2012.02601.

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2022Deep Learning Macroeconomics. (2022). , Rafael ; Rafael, . In: Papers. RePEc:arx:papers:2201.13380.

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2022Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models. (2022). Taylor, Robert ; De Angelis, Luca ; Cavaliere, Giuseppe ; Boswijk, Peter H. In: Papers. RePEc:arx:papers:2202.02532.

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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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2021A Model of Natural Interest Rate: The Case of Bulgaria. (2021). Vassilev, Dilian. In: Economic Studies journal. RePEc:bas:econst:y:2021:i:7:p:46-72.

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2021Transfer Learning for Business Cycle Identification. (2021). , Rafael ; Rafael, ; Chauvet, Marcelle. In: Working Papers Series. RePEc:bcb:wpaper:545.

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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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2020The ECB monetary policy response to the Covid-19 crisis. (2020). Martinez-Martin, Jaime ; Nuo, Galo ; Hurtado, Samuel ; Arce, Oscar ; Aguilar, Pablo ; Thomas, Carlos. In: Occasional Papers. RePEc:bde:opaper:2026e.

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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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2020Macro-financial interactions in a changing world. (2020). Leiva-Leon, Danilo ; Gerba, Eddie. In: Working Papers. RePEc:bde:wpaper:2018.

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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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2021Modeling and forecasting macroeconomic downside risk. (2021). Petrella, Ivan ; Delle Monache, Davide ; de Polis, Andrea. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1324_21.

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2021Reglas fiscales subnacionales en Colombia: desde su concepción hasta los resultados frente al COVID-19. (2021). Ricciulli-Marin, Diana ; PEREZ-VALBUENA, GERSON ; Bonet, Jaime ; Barrios, Paula ; Bonet-Moron, Jaime. In: Documentos de trabajo sobre Economía Regional y Urbana. RePEc:bdr:region:297.

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2021Indicador coincidente de actividad económica en la recesión pandémica: el caso del Caribe colombiano. (2021). Collazos-Rodriguez, Jaime Andres ; Sanabria-Dominguez, Johana ; Vidal-Alejandro, Pavel ; Orozco-Gallo, Antonio Jose. In: Documentos de trabajo sobre Economía Regional y Urbana. RePEc:bdr:region:298.

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2022Financial Conditions and Macroeconomic Downside Risks in the Euro Area. (2022). Lhuissier, Stéphane. In: Working papers. RePEc:bfr:banfra:863.

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2021Macroeconomic effects of Covid-19: a mid-term review. (2021). Rungcharoenkitkul, Phurichai. In: BIS Working Papers. RePEc:bis:biswps:959.

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2022A component Markov regime?switching autoregressive conditional range model. (2022). Mazibas, Murat. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:74:y:2022:i:2:p:650-683.

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2020The natural rate of interest: An estimate for the United Kingdom. (2020). Evans, Anthony J. In: Economic Affairs. RePEc:bla:ecaffa:v:40:y:2020:i:1:p:24-35.

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2022Data?driven identification in SVARs—When and how can statistical characteristics be used to unravel causal relationships?. (2022). Maxand, Simone ; Lange, Alexander ; Herwartz, Helmut. In: Economic Inquiry. RePEc:bla:ecinqu:v:60:y:2022:i:2:p:668-693.

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2020A Factor Model Analysis of the Australian Economy and the Effects of Inflation Targeting. (2020). Hartigan, Luke ; Morley, James. In: The Economic Record. RePEc:bla:ecorec:v:96:y:2020:i:314:p:271-293.

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2020Modelling Financial Contagion Using High Frequency Data. (2020). Yao, Wenying ; Alexeev, Vitali ; Dungey, Mardi. In: The Economic Record. RePEc:bla:ecorec:v:96:y:2020:i:314:p:314-330.

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2020Term structure determinants of time‐varying risk of 1‐year bond returns. (2020). Khanapure, Revansiddha Basavaraj. In: The Financial Review. RePEc:bla:finrev:v:55:y:2020:i:3:p:365-384.

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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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2021Jointly determining the state dimension and lag order for Markov?switching vector autoregressive models. (2021). Kwok, Simon Sai Man ; Li, Nan. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:42:y:2021:i:4:p:471-491.

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2021Using Credit Variables to Date Business Cycle and to Estimate the Probabilities of Recession in Real Time. (2021). Liberati, Danilo ; aprigliano, valentina. In: Manchester School. RePEc:bla:manchs:v:89:y:2021:i:s1:p:76-96.

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2022Episodic incidence of Harrodian instability and the Kaleckian growth model: A Markov?switching approach. (2022). Hartley, Brian. In: Metroeconomica. RePEc:bla:metroe:v:73:y:2022:i:1:p:268-290.

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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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2021Modelling of Economic and Financial Conditions for Real?Time Prediction of Recessions. (2021). Çakmaklı, Cem ; Altug, Sumru ; Ircani, Hamza Dem. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:3:p:663-685.

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2021Euro Area Income and Wealth Effects: Aggregation Issues. (2021). Zekaite, Zivile ; de Bondt, Gabe ; Herrero, Pablo ; Gieseck, Arne. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:6:p:1454-1474.

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2022Joint Decomposition of Business and Financial Cycles: Evidence from Eight Advanced Economies. (2022). Koopman, Siem Jan ; Hindrayanto, Irma ; de Winter, Jasper. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:1:p:57-79.

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2022Time?Varying Dynamics of the German Business Cycle: A Comprehensive Investigation. (2022). Reif, Magnus. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:1:p:80-102.

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2021Macroeconomic effects of COVID?19: A mid?term review*. (2021). Rungcharoenkitkul, Phurichai. In: Pacific Economic Review. RePEc:bla:pacecr:v:26:y:2021:i:4:p:439-458.

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2020Recessions and Potential Output: Disentangling Measurement Errors, Supply Shocks, and Hysteresis Effects. (2020). Dovern, Jonas ; Zuber, Christopher. In: Scandinavian Journal of Economics. RePEc:bla:scandj:v:122:y:2020:i:4:p:1431-1466.

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2021Is British output growth related to its uncertainty? Evidence using eight centuries of data. (2021). Savva, Christos ; Fountas, Stilianos ; Bredin, Don. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:68:y:2021:i:3:p:345-364.

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2021Uncertainty, firm entry, and investment dynamics. (2021). Giannoulakis, Stelios. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:68:y:2021:i:5:p:623-642.

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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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2020The economic impact of pandemics: real and financial transmission channels. (2020). Papageorgiou, Dimitris ; Malliaropulos, Dimitrios ; Gibson, Heather ; Balfoussia, Hiona. In: Working Papers. RePEc:bog:wpaper:283.

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2020The Great Moderation: Updated Evidence with Joint Tests for Multiple Structural Changes in Variance and Persistence. (2020). Yamamoto, Yohei ; Perron, Pierre. In: Boston University - Department of Economics - Working Papers Series. RePEc:bos:wpaper:wp2020-008.

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2020The effects of monetary policy on input inventories. (2020). Dai, Tiantian ; Wei, Sun ; Xiangbo, Liu ; Tiantian, Dai. In: The B.E. Journal of Macroeconomics. RePEc:bpj:bejmac:v:20:y:2020:i:1:p:34:n:14.

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2021How do volatility regimes affect the pricing of quality and liquidity in the stock market?. (2021). Hübner, Georges ; Tarik, Bazgour ; Danielle, Sougne ; Georges, Hubner ; Cedric, Heuchenne. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:25:y:2021:i:1:p:17:n:3.

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2020Unobserved components models with stochastic volatility for extracting trends and cycles in credit. (2020). O'Brien, Martin ; Velasco, Sofia. In: Research Technical Papers. RePEc:cbi:wpaper:09/rt/20.

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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 ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8664.

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2021Tracking Weekly State-Level Economic Conditions. (2021). Leiva-Leon, Danilo ; Sims, Eric R ; Baumeister, Christiane. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9165.

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2021Time-Varying Dynamics of the German Business Cycle: A Comprehensive Investigation. (2021). Reif, Magnus. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9271.

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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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2020ifoCAST: Der neue Prognosestandard des ifo Instituts. (2020). Wollmershäuser, Timo ; Lehmann, Robert ; Wollmershauser, Timo ; Reif, Magnus. In: ifo Schnelldienst. RePEc:ces:ifosdt:v:73:y:2020:i:11:p:31-39.

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2020ifo Konjunkturprognose Winter 2020: Das Coronavirus schlägt zurück – erneuter Shutdown bremst Konjunktur ein zweites Mal aus. (2020). Link, Sebastian ; Lehmann, Robert ; Göttert, Marcell ; Grimme, Christian ; Gottert, Marcell ; Sandqvist, Pauliina ; Wollmershauser, Timo ; Reif, Magnus ; Rathje, Ann-Christin ; Mohrle, Sascha ; Menkhoff, Manuel ; Sauer, Stefan ; Wolf, Anna ; Lautenbacher, Stefan ; Stockli, Marc. In: ifo Schnelldienst. RePEc:ces:ifosdt:v:73:y:2020:i:sonderausgabe:p:03-61.

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Impact of the COVID-19 crisis on the Portuguese banking system. Linear ordering method. (2021). Niedzioka, Pawe ; Korzeb, Zbigniew ; Silva, Armando. In: Estudios Gerenciales. RePEc:col:000129:019328.

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2020Estimation of the Financial Cycle with a Rank-Reduced Multivariate State-Space Model. (2020). Luginbuhl, Rob. In: CPB Discussion Paper. RePEc:cpb:discus:409.

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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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2021Dynamic factor models: does the specification matter?. (2021). Miranda, Karen Alejandra ; Poncela, Pilar ; Ortega, Esther Ruiz. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:32210.

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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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2020Dependence structure between oil price volatility and sovereign credit risk of oil exporters: Evidence using a Copula Approach. (2020). Ehouman, Yao Axel. In: EconomiX Working Papers. RePEc:drm:wpaper:2020-31.

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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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2021The implications of globalisation for the ECB monetary policy strategy. (2021). Schmitz, Martin ; Lastauskas, Povilas ; Kataryniuk, Iván ; JOCHEM, Axel ; Gunnella, Vanessa ; Georgiadis, Georgios ; Fontagné, Lionel ; Feldkircher, Martin ; Everett, Mary ; Carvalho, Daniel ; Labhard, Vincent ; Bricongne, Jean-Charles ; Felettigh, Alberto ; Cova, Pietro ; Dimitropoulou, Dimitra ; Hemmerle, Yannick ; Siena, Daniele ; Osbat, Chiara ; Venditti, Fabrizio ; Kuhnlenz, Markus ; Baumann, Ursel ; Zumer, Tina ; Parraga, Susana ; de Luigi, Clara ; Serafini, Roberta ; Mattias, Nilsson ; Carluccio, Juan ; Korhonen, Iikka ; Wacket, Helmut ; Banerjee, Biswajit ; Eichler, Eric ; Giron, Celestino ; Meinen, Philipp ; de Bandt, Olivier ; del Giudice, Davide ; van Schaik, Ilona ; Mozzanica, Mirco Balatti ; Dorrucci, Ettore ; Coim
2021The role of financial stability considerations in monetary policy and the interaction with macroprudential policy in the euro area. (2021). Weigert, Benjamin ; Rodriguez-Moreno, Maria ; Prieto, Esteban ; Nikolov, Kalin ; Maddaloni, Angela ; Mazelis, Falk ; Lewis, Vivien ; Geiger, Felix ; Martin, Alberto ; Jovanovic, Mario ; Miettinen, Pavo ; Andreeva, Desislava ; Cuciniello, Vincenzo ; Albertazzi, Ugo ; Heider, Florian ; Redak, Vanessa ; Bonatti, Guido ; Licak, Marek ; Jan, Jansen David ; Garabedian, Garo ; Altavilla, Carlo ; Chalamandaris, Dimitrios ; Fourel, Valere ; Pogulis, Armands ; Carlo Altavilla , ; Balfoussia, Hiona ; Ioannidis, Michael ; Patriek, Matic ; Fernandez, Luis ; Kok, Christoffer ; Cassar, Alan ; Klein, Melanie ; Papageorghiou, Maria ; Fahr, Stephan ; Falagiarda, Matteo ; Adolf, Petra ;
2020Nowcasting business cycle turning points with stock networks and machine learning. (2020). Hirschbühl, Dominik ; Azqueta-Gavaldon, Andres ; Saiz, Lorena ; Onorante, Luca ; Hirschbuhl, Dominik. In: Working Paper Series. RePEc:ecb:ecbwps:20202494.

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2021Tracking growth in the euro area subject to a dimensionality problem. (2021). Comunale, Mariarosaria ; Mongelli, Francesco Paolo ; Paolomongelli, Francesco. In: Working Paper Series. RePEc:ecb:ecbwps:20212591.

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2021Natural rate chimera and bond pricing reality. (2021). Lemke, Wolfgang ; Goy, Gavin ; Brand, Claus. In: Working Paper Series. RePEc:ecb:ecbwps:20212612.

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2022Monetary policy, macroprudential policy and financial stability. (2022). Mendicino, Caterina ; Maddaloni, Angela ; Laeven, Luc. In: Working Paper Series. RePEc:ecb:ecbwps:20222647.

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2021Testing for rational bubbles in Australian housing market from a long-term perspective. (2021). Prats, Maria A ; Esteve, Vicente. In: Working Papers. RePEc:eec:wpaper:2113.

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2021Time-varying inter-urban housing price spillovers in China: Causes and consequences. (2021). Yang, Haisheng ; Li, Jie ; Lu, Yunzhi. In: Journal of Asian Economics. RePEc:eee:asieco:v:77:y:2021:i:c:s1049007821001251.

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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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2021Demographics and the natural real interest Rate: historical and projected paths for the euro area. (2021). Papetti, Andrea. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:132:y:2021:i:c:s0165188921001445.

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2022A neural network ensemble approach for GDP forecasting. (2022). Rungi, Armando ; Riccaboni, Massimo ; Longo, Luigi. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:134:y:2022:i:c:s016518892100213x.

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2021Get the lowdown: The international side of the fall in the U.S. natural rate of interest. (2021). Martinez-Garcia, Enrique. In: Economic Modelling. RePEc:eee:ecmode:v:100:y:2021:i:c:s0264999321000699.

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2021A century of gaps: Untangling business cycles from secular trends. (2021). Minh, Anh Dinh ; Constantinescu, Mihnea. In: Economic Modelling. RePEc:eee:ecmode:v:100:y:2021:i:c:s0264999321000948.

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2021Bayesian TVP-VARX models with time invariant long-run multipliers. (2021). Polbin, Andrey ; Belomestny, Denis ; Krymova, Ekaterina. In: Economic Modelling. RePEc:eee:ecmode:v:101:y:2021:i:c:s0264999321001206.

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2022Does hospitality industry stock volatility react asymmetrically to health and economic crises?. (2022). Pal, Debdatta. In: Economic Modelling. RePEc:eee:ecmode:v:108:y:2022:i:c:s026499932100328x.

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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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2020The People’s bank of China’s response to the coronavirus pandemic: A quantitative assessment. (2020). Funke, Michael ; Tsang, Andrew. In: Economic Modelling. RePEc:eee:ecmode:v:93:y:2020:i:c:p:465-473.

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2021The effect of information frictions on FDI persistence. (2021). Khraiche, Maroula ; de Araujo, Pedro. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:14-27.

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2021Mortgage credit volumes and monetary policy after the Great Recession. (2021). Leu, Shawn ; Robertson, Mari L. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:483-500.

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2021Quantifying sovereign risk in the euro area. (2021). Sosvilla-Rivero, Simon ; Gomez-Puig, Marta ; Singh, Manish K. In: Economic Modelling. RePEc:eee:ecmode:v:95:y:2021:i:c:p:76-96.

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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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2020Funding liquidity risk and the low-volatility anomaly: Evidence from the Taiwan stock market. (2020). Chen, Miao-Ling ; Wei, An-Pin ; Hsu, Ching-Chi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940818302419.

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2021Analysis of asymmetric response of exchange rate to interest rate differentials: The case of African Big 4. (2021). Salisu, Afees ; Musa, Abdullahi ; Mevweroso, Chioma R ; Aliyu, Victoria O. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:55:y:2021:i:c:s1062940820302072.

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2021A truly global crisis? Evidence from contagion dependence across international REIT markets. (2021). Cheng, I-Shan ; Wu, Chu-Hua ; Huang, Meichi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821000942.

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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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2020Level shift estimation in the presence of non-stationary volatility with an application to the unit root testing problem. (2020). Taylor, Robert ; Robert, A M ; Kew, Hsein ; Harris, David. In: Journal of Econometrics. RePEc:eee:econom:v:219:y:2020:i:2:p:354-388.

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2021Bootstrapping non-stationary stochastic volatility. (2021). Rahbek, Anders ; Cavaliere, Giuseppe ; Georgiev, Iliyan ; Boswijk, Peter H. In: Journal of Econometrics. RePEc:eee:econom:v:224:y:2021:i:1:p:161-180.

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2022Likelihood inference for Markov switching GARCH(1,1) models using sequential Monte Carlo. (2022). , William ; Chen, Feng. In: Econometrics and Statistics. RePEc:eee:ecosta:v:21:y:2022:i:c:p:50-68.

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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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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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1998Output fluctuations in the United States: what has changed since the early 1980s?.(1998) In: Staff Reports.
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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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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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2004Interest Rate Determination in the Interbank Market In: UFAE and IAE Working Papers.
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2004Interest rate determination in the interbank market.(2004) In: Working Papers.
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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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2009Are the High-growth Recovery Periods Over? In: UFAE and IAE Working Papers.
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2009Are the high-growth recovery periods over?.(2009) In: Working Papers.
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2009Asymmetric Standing Facilities: An Unexploited Monetary Policy Tool In: UFAE and IAE Working Papers.
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2010Asymmetric standing facilities: an unexploited monetary policy tool.(2010) In: Working Papers.
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2010Asymmetric Standing Facilities: An Unexploited Monetary Policy Tool.(2010) In: CEPR Discussion Papers.
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2012Asymmetric Standing Facilities: An Unexploited Monetary Policy Tool.(2012) In: IMF Economic Review.
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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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2012Short-run forecasting of the euro-dollar exchange rate with economic fundamentals.(2012) In: Journal of International Money and Finance.
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2002Variabilidad del crecimiento económico y la importancia de la gestión de existencias en EEUU In: Boletín Económico.
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2003Las similitudes del ciclo económico en las economías europeas In: Boletín Económico.
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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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2008Un modelo para la predicción en tiempo real del PIB en el área del euro (EURO-STING) In: Boletín Económico.
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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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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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2008A model for the real-time forecasting of GDP in the euro area (EURO-STING) In: Economic Bulletin.
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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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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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2002Is the European Central Bank (and the United States Federal Reserve) predictable? In: Working Papers.
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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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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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2005Do european business cycles look like one? In: Working Papers.
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2008Do European business cycles look like one?.(2008) In: Journal of Economic Dynamics and Control.
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2008Introducing the EURO-STING: Short Term INdicator of Euro Area Growth In: Working Papers.
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2009Introducing the Euro-STING: Short-Term Indicator of Euro Area Growth.(2009) In: CEPR Discussion Papers.
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2010Introducing the euro-sting: Short-term indicator of euro area growth.(2010) In: Journal of Applied Econometrics.
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2009Ñ-STING: España Short Term INdicator of Growth In: Working Papers.
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2009High-growth Recoveries, Inventories and the Great Moderation In: Working Papers.
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2011High-growth recoveries, inventories and the Great Moderation.(2011) In: Journal of Economic Dynamics and Control.
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2011High-growth recoveries, inventories and the great moderation.(2011) In: Post-Print.
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2010Green shoots in the euro area. A real time measure In: Working Papers.
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2012Extracting non-linear signals from several economic indicators In: Working Papers.
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2012Extracting nonlinear signals from several economic indicators.(2012) In: CEPR Discussion Papers.
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2015Extracting Nonlinear Signals from Several Economic Indicators.(2015) In: Journal of Applied Econometrics.
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2012Finite sample performance of small versus large scale dynamic factor models In: Working Papers.
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2012Finite sample performance of small versus large scale dynamic factor models.(2012) In: CEPR Discussion Papers.
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2012Markov-switching dynamic factor models in real time In: Working Papers.
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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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2012Can we use seasonally adjusted indicators in dynamic factor models? In: Working Papers.
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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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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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2013Commodity prices and the business cycle in Latin America: Living and dying by commodities?.(2013) In: CEPR Discussion Papers.
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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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article
2013Disentangling contagion among sovereign cds spreads during the european debt crisis In: Working Papers.
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2015Disentangling contagion among sovereign CDS spreads during the European debt crisis.(2015) In: Journal of Empirical Finance.
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2013Short-term forecasting for empirical economists. A survey of the recently proposed algorithms In: Working Papers.
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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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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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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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2015Country shocks, monetary policy expectations and ECB decisions. A dynamic non-linear approach.(2015) In: CEPR Discussion Papers.
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2016Country Shocks, Monetary Policy Expectations and ECB Decisions. A Dynamic Non-linear Approach.(2016) In: Advances in Econometrics.
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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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2002The monetary policy decisions of the ECB and the money market In: BIS Papers chapters.
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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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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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