Gabriel Perez Quiros : Citation Profile

Are you Gabriel Perez Quiros?

Banco de España

20

H index

32

i10 index

2228

Citations

RESEARCH PRODUCTION:

52

Articles

85

Papers

3

Chapters

RESEARCH ACTIVITY:

   22 years (1996 - 2018). See details.
   Cites by year: 101
   Journals where Gabriel Perez Quiros has often published
   Relations with other researchers
   Recent citing documents: 256.    Total self citations: 45 (1.98 %)

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   Permalink: http://citec.repec.org/ppe255
   Updated: 2019-10-15    RAS profile: 2019-08-06    
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Relations with other researchers

Works with:

Camacho, Maximo (13)

Gómez-Loscos, Ana (13)

Gadea, María (11)

Fiorentini, Gabriele (4)

Poncela, Pilar (4)

Sentana, Enrique (4)

Galesi, Alessandro (4)

Pérez, Javier (3)

Leiva-Leon, Danilo (3)

Paredes, Joan (3)

Broto, Carmen (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:

van Dijk, Dick (41)

Marcellino, Massimiliano (41)

Leiva-Leon, Danilo (41)

Aguiar-Conraria, Luís (24)

Camacho, Maximo (23)

Guidolin, Massimo (21)

Osborn, Denise (21)

Gómez-Loscos, Ana (19)

Chauvet, Marcelle (19)

Ferrara, Laurent (18)

Miller, Stephen (18)

Cites to:

Camacho, Maximo (26)

Diebold, Francis (25)

Hamilton, James (18)

Reichlin, Lucrezia (17)

Mariano, Roberto (14)

Aruoba, S. Boragan (13)

Bertola, Giuseppe (13)

Evans, Martin (12)

Rudebusch, Glenn (12)

Giannone, Domenico (12)

artis, michael (12)

Main data

Where Gabriel Perez Quiros has published?

Journals with more than one article published# docs
Boletn Econmico12
Economic Bulletin6
International Journal of Forecasting5
Journal of Economic Dynamics and Control3
Studies in Nonlinear Dynamics & Econometrics2
Journal of Applied Econometrics2
Manchester School2
Proceedings2

Working Papers Series with more than one paper published# docs
Working Papers / Banco de Espaa27
Working Paper Series / European Central Bank7
Working Papers / Barcelona Graduate School of Economics3

Recent works citing Gabriel Perez Quiros (2018 and 2017)

YearTitle of citing document
2017Twenty Years of Time Series Econometrics in Ten Pictures. (2017). Watson, Mark ; Stock, James H. In: Journal of Economic Perspectives. RePEc:aea:jecper:v:31:y:2017:i:2:p:59-86.

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2017Monetary Policy Shifts and Central Bank Independence. (2017). Qureshi, Irfan. In: Economic Research Papers. RePEc:ags:uwarer:269096.

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

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2018Provision for Bad & Doubtful Financing and Contingency Reserve Management: Assessing Resilient and Stable Islamic Banks. (2018). Ahmad, Asmalia Che ; Kamsi, Nor Samsinar ; Abd, Farrah Dina ; Nasir, Noormahayu Mohd ; Abu, Mohd Afandi. In: The Journal of Social Sciences Research. RePEc:arp:tjssrr:2018:p:621-627.

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2017Linear and Nonlinear Predictability in Investment Style Factors: Multivariate Evidence*. (2017). Guidolin, Massimo ; Chincoli, Francesco . In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp1754.

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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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2017Business cycle phases in Spain. (2017). Camacho, Maximo ; Ulloa, Camilo ; Pacce, Matias. In: Working Papers. RePEc:bbv:wpaper:1720.

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2018Consumer confidence’s boom and bust in Latin America. (2018). Camacho, Maximo ; Soto, Fernando. In: Working Papers. RePEc:bbv:wpaper:1802.

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2017Global Real Activity for Canadian Exports: GRACE. (2017). de Munnik, Daniel ; Chernis, Tony ; Binette, Andre . In: Discussion Papers. RePEc:bca:bocadp:17-2.

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2017A Three-Frequency Dynamic Factor Model for Nowcasting Canadian Provincial GDP Growth. (2017). Chernis, Tony ; Velasco, Gabriella ; Cheung, Calista . In: Discussion Papers. RePEc:bca:bocadp:17-8.

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2018Nowcasting Canadian Economic Activity in an Uncertain Environment. (2018). Chernis, Tony ; Sekkel, Rodrigo. In: Discussion Papers. RePEc:bca:bocadp:18-9.

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2017A Dynamic Factor Model for Nowcasting Canadian GDP Growth. (2017). Chernis, Tony ; Sekkel, Rodrigo. In: Staff Working Papers. RePEc:bca:bocawp:17-2.

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2018Calibrating the Magnitude of the Countercyclical Capital Buffer Using Market-Based Stress Tests. (2018). van Oordt, Maarten. In: Staff Working Papers. RePEc:bca:bocawp:18-54.

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2017What drives gross flows in equity and investment fund shares in Luxembourg?. (2017). di Filippo, Gabriele. In: BCL working papers. RePEc:bcl:bclwop:bclwp112.

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2017Regional business cycles across europe. (2017). Gómez-Loscos, Ana ; Gadea, María ; Bandres, Eduardo ; Gomez-Loscos, Ana ; Gadea-Rivas, Maria Dolores . In: Occasional Papers. RePEc:bde:opaper:1702.

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2017Monitoring the Spanish Economy through the Lenses of Structural Bayesian VARs. (2017). Leiva-Leon, Danilo. In: Occasional Papers. RePEc:bde:opaper:1706.

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2017The evolution of regional economic interlinkages in Europe. (2017). Leiva-Leon, Danilo ; Gómez-Loscos, Ana ; Gadea, María ; Gadea-Rivas, Maria Dolores ; Gomez-Loscos, Ana. In: Working Papers. RePEc:bde:wpaper:1705.

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2017Exchange rate regime and external adjustment: an empirical investigation for the U.S.. (2017). Fuertes, Alberto. In: Working Papers. RePEc:bde:wpaper:1717.

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2017Measuring business cycles intra-synchronization in us: a regime-switching interdependence framework. (2017). Leiva-Leon, Danilo. In: Working Papers. RePEc:bde:wpaper:1726.

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2017The propagation of industrial business cycles. (2017). Leiva-Leon, Danilo ; Camacho, Maximo. In: Working Papers. RePEc:bde:wpaper:1728.

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2017Clustering regional business cycles. (2017). Gómez-Loscos, Ana ; Gadea, María ; Bandres, Eduardo ; Gomez-Loscos, Ana ; Gadea-Rivas, M D. In: Working Papers. RePEc:bde:wpaper:1744.

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2018Empirical assessment of alternative structural methods for identifying cyclical systemic risk in Europe. (2018). Mencia, Javier ; Galan, Jorge E. In: Working Papers. RePEc:bde:wpaper:1825.

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2018The relevance of currency-denomination for the cross-border effects of monetary policy. (2018). argimon, isabel. In: Working Papers. RePEc:bde:wpaper:1827.

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2017Pairwise trading in the money market during the European sovereign debt crisis. (2017). Rainone, Edoardo . In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1160_17.

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2018Nowcasting Mexican GDP using Factor Models and Bridge Equations. (2018). de Jesus, Galvez-Soriano Oscar. In: Working Papers. RePEc:bdm:wpaper:2018-06.

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

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2017Narrow Banking with Modern Depository Institutions: Is there a Reason to Panic?. (2017). Rodriguez Mendizabal, Hugo. In: Working Papers. RePEc:bge:wpaper:955.

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2017Firm life cycle, corporate risk-taking and investor sentiment. (2017). Habib, Ahsan ; Hasan, Mostafa Monzur. In: Accounting and Finance. RePEc:bla:acctfi:v:57:y:2017:i:2:p:465-497.

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2018DOES SCIENTIFIC AND TECHNICAL RESEARCH REDUCE MACROECONOMIC VOLATILITY?. (2018). Kan, Sam Hak. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:70:y:2018:i:1:p:e68-e88.

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2017OUTPUT GROWTH AND STRUCTURAL REFORM IN LATIN AMERICA: HAVE BUSINESS CYCLES CHANGED?. (2017). Fossati, Sebastian. In: Contemporary Economic Policy. RePEc:bla:coecpo:v:35:y:2017:i:1:p:62-75.

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2018DOES THE GREAT RECESSION IMPLY THE END OF THE GREAT MODERATION? INTERNATIONAL EVIDENCE. (2018). Darné, Olivier ; Charles, Amlie ; Ferrara, Laurent ; Darne, Olivier. In: Economic Inquiry. RePEc:bla:ecinqu:v:56:y:2018:i:2:p:745-760.

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2018The Econometric Analysis of Recurrent Events in Macroeconomics and Finance. (2018). Morley, James. In: The Economic Record. RePEc:bla:ecorec:v:94:y:2018:i:306:p:338-340.

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2017Aggregate and Firm-level Volatility in the Japanese Economy. (2017). KWON, Hyeog Ug ; Kim, YoungGak ; Ug, Hyeog. In: The Japanese Economic Review. RePEc:bla:jecrev:v:68:y:2017:i:2:p:158-172.

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2017Time-Varying Transition Probabilities for Markov Regime Switching Models. (2017). Lucas, Andre ; Koopman, Siem Jan ; Blasques, Francisco ; Bazzi, Marco . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:38:y:2017:i:3:p:458-478.

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2017Measuring Business Cycles Intra-Synchronization in US: A Regime-switching Interdependence Framework. (2017). Leiva-Leon, Danilo. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:79:y:2017:i:4:p:513-545.

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2017Volatility in European regions. (2017). Parenti, Angela ; Fiaschi, Davide ; Gianmoena, Lisa ; Brunetti, Irene. In: Papers in Regional Science. RePEc:bla:presci:v:96:y:2017:i:4:p:697-720.

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2017Should one follow movements in the oil price or in money supply? Forecasting quarterly GDP growth in Russia with higher-frequency indicators. (2017). Solanko, Laura ; Mikosch, Heiner. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2017_019.

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2017Aggregate and Firm level volatility: the role of acquisitions and disposals.. (2017). Devonald, L ; Holly, S ; Higson, C. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1748.

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2017Predicting Ordinary and Severe Recessions with a Three-State Markov-Switching Dynamic Factor Model. An Application to the German Business Cycle. (2017). Wolters, Maik ; Reif, Magnus ; Carstensen, Kai ; Heinrich, Markus. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6457.

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2018Great Volatility and Great Moderation. (2018). Grazzini, Jakob ; Massaro, Domenico. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7272.

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2018Forecasting using mixed-frequency VARs with time-varying parameters. (2018). Reif, Magnus ; Heinrich, Markus. In: ifo Working Paper Series. RePEc:ces:ifowps:_273.

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2018Unemployment Insurance and Labour Productivity over the Business Cycle. (2018). Rujiwattanapong, Similan W. In: Discussion Papers. RePEc:cfm:wpaper:1828.

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2018Inventory Adjustments to Demand Shocks under Flexible Specifications. (2018). Barrera, Carlos R. In: Monetaria. RePEc:cml:moneta:v:vi:y:2018:i:1:p:149-201.

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2018A Profit-to-Provisioning Approach to Setting the Countercyclical Capital Buffer: The Czech Example. (2018). Hodula, Martin ; Pfeifer, Lukas. In: Working Papers. RePEc:cnb:wpaper:2018/5.

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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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2018Volatility Risk Pass-Through. (2018). Colacito, Riccardo ; Shaliastovich, Ivan ; Liu, Yang ; Croce, Mariano Massimiliano. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13325.

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2017The impact of ECBs conventional and unconventional monetary policies on European banking indexes returns.. (2017). Perdichizzi, Salvatore. In: DISCE - Working Papers del Dipartimento di Economia e Finanza. RePEc:ctc:serie1:def059.

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2017Accurate Subsampling Intervals of Principal Components Factors. (2017). Ruiz, Esther ; de Vicente, Javier . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:23974.

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2018Estimation of the common component in Dynamic Factor Models. (2018). Sanchez, Daniel Pea ; Navarro, Angela Caro. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:27047.

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2017Modeling the business and financial cycle in a multivariate structural time series model. (2017). Koopman, Siem Jan ; de Winter, Jasper ; Chouhan, Anjali ; Hindrayanto, Irma. In: DNB Working Papers. RePEc:dnb:dnbwpp:573.

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2018The natural rate of interest: estimates, drivers, and challenges to monetary policy JEL Classification: E52, E43. (2018). Bielecki, Marcin ; Penalver, Adrian ; Brand, Claus. In: Occasional Paper Series. RePEc:ecb:ecbops:2018217.

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2017How to predict financial stress? An assessment of Markov switching models. (2017). Klaus, Benjamin ; Duprey, Thibaut. In: Working Paper Series. RePEc:ecb:ecbwps:20172057.

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2018Semi-structural credit gap estimation. (2018). Welz, Peter ; Lang, Jan Hannes. In: Working Paper Series. RePEc:ecb:ecbwps:20182194.

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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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2017How Does Volatility of Characteristics-sorted Portfolios Respond to Macroeconomic Volatility?. (2017). al Samman, Ahmed ; Otaify, Mahmoud Moustafa. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-04-39.

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2017Forecasting in a Mixed Up World: Nowcasting Hawaii Tourism. (2017). Fuleky, Peter ; Bonham, Carl ; Jones, James ; Hirashima, Ashley . In: Annals of Tourism Research. RePEc:eee:anture:v:63:y:2017:i:c:p:191-202.

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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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2017Composite habits and international transmission of business cycles. (2017). Dmitriev, Alexandre. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:76:y:2017:i:c:p:1-34.

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2017Job flows, jobless recoveries, and the Great Moderation. (2017). Faberman, Jason. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:76:y:2017:i:c:p:152-170.

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2017Structural vector autoregressions with smooth transition in variances. (2017). Netšunajev, Aleksei ; Lütkepohl, Helmut ; Netunajev, Aleksei ; Lutkepohl, Helmut. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:84:y:2017:i:c:p:43-57.

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2018Measuring sovereign risk spillovers and assessing the role of transmission channels: A spatial econometrics approach. (2018). Gnabo, Jean-Yves ; Dossougoin, Cyrille ; Debarsy, Nicolas ; Ertur, Cem. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:87:y:2018:i:c:p:21-45.

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2018Debt dynamics in Europe: A Network General Equilibrium GVAR approach. (2018). Michaelides, Panayotis ; Konstantakis, Konstantinos ; Tsionas, Efthymios G. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:93:y:2018:i:c:p:175-202.

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2017The growth-volatility nexus: New evidence from an augmented GARCH-M model. (2017). Trypsteen, Steven. In: Economic Modelling. RePEc:eee:ecmode:v:63:y:2017:i:c:p:15-25.

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2017Estimating general equilibrium models with stochastic volatility and changing parameters. (2017). Higgins, Richard C. In: Economic Modelling. RePEc:eee:ecmode:v:66:y:2017:i:c:p:163-170.

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2018Using rule-based updating procedures to improve the performance of composite indicators. (2018). Sturm, Jan-Egbert ; Abberger, Klaus ; Siliverstovs, Boriss ; Graff, Michael. In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:127-144.

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2018The impact of monetary policy on housing market activity: An assessment using sign restrictions. (2018). Ume, Ejindu . In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:23-31.

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2018Identifying the nonlinear correlation between business cycle and monetary policy rule: Evidence from China and the U.S.. (2018). Liu, Dayu ; Song, Yang ; Zhao, Tingting ; Xu, Ning. In: Economic Modelling. RePEc:eee:ecmode:v:73:y:2018:i:c:p:45-54.

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2018On the sources of the Great Moderation: Role of monetary policy and intermediate inputs. (2018). Batabyal, Sourav ; Khaznaji, Maher ; Islam, Faridul. In: Economic Modelling. RePEc:eee:ecmode:v:74:y:2018:i:c:p:1-9.

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2018Are business and credit cycles synchronised internally or externally?. (2018). Kurowski, Ukasz ; Rogowicz, Karol. In: Economic Modelling. RePEc:eee:ecmode:v:74:y:2018:i:c:p:124-141.

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2018Chinas increasing global influence: Changes in international growth linkages. (2018). Bataa, Erdenebat ; Sensier, Marianne ; Osborn, Denise R. In: Economic Modelling. RePEc:eee:ecmode:v:74:y:2018:i:c:p:194-206.

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2018Time-varying information rigidities and fluctuations in professional forecasters disagreement. (2018). Hur, Joonyoung. In: Economic Modelling. RePEc:eee:ecmode:v:75:y:2018:i:c:p:117-131.

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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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2017Firm size, economic risks, and the cross-section of international stock returns. (2017). Nitschka, Thomas ; Atanasov, Victoria . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:39:y:2017:i:c:p:110-126.

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2018Clustering regional business cycles. (2018). Gómez-Loscos, Ana ; Gadea, María ; Bandres, Eduardo ; Gomez-Loscos, Ana ; Gadea-Rivas, Dolores M. In: Economics Letters. RePEc:eee:ecolet:v:162:y:2018:i:c:p:171-176.

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2017Quasi-maximum likelihood estimation and bootstrap inference in fractional time series models with heteroskedasticity of unknown form. (2017). Taylor, Robert ; Nielsen, Morten ; Cavaliere, Giuseppe ; Robert, A M. In: Journal of Econometrics. RePEc:eee:econom:v:198:y:2017:i:1:p:165-188.

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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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2018Optimal privatization portfolios in the presence of arbitrary risk aversion. (2018). Topaloglou, Nikolas ; Christodoulakis, George ; Mohamed, Abdulkadir. In: European Journal of Operational Research. RePEc:eee:ejores:v:265:y:2018:i:3:p:1172-1191.

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2017The role of Islamic asset classes in the diversified portfolios: Mean variance spanning test. (2017). Masih, Abul ; Bacha, Obiyathulla ; Mansur, A ; Dewandaru, Ginanjar. In: Emerging Markets Review. RePEc:eee:ememar:v:30:y:2017:i:c:p:66-95.

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2018World output gap and global stock returns. (2018). Atanasov, Victoria . In: Journal of Empirical Finance. RePEc:eee:empfin:v:48:y:2018:i:c:p:181-197.

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2017Historical energy price shocks and their changing effects on the economy. (2017). Fouquet, Roger ; van De, Dirk Jan . In: Energy Economics. RePEc:eee:eneeco:v:62:y:2017:i:c:p:204-216.

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2017Directional predictability from oil market uncertainty to sovereign credit spreads of oil-exporting countries: Evidence from rolling windows and crossquantilogram analysis. (2017). Shahzad, Syed Jawad Hussain ; Roubaud, David ; Hammoudeh, Shawkat ; Naifar, Nader ; Hussain, Syed Jawad. In: Energy Economics. RePEc:eee:eneeco:v:68:y:2017:i:c:p:327-339.

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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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2017Sovereign debt spreads in EMU: The time-varying role of fundamentals and market distrust. (2017). Tamarit, Cecilio ; Paniagua, Jordi ; Sapena, Juan. In: Journal of Financial Stability. RePEc:eee:finsta:v:33:y:2017:i:c:p:187-206.

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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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2017Measuring skill in the Islamic mutual fund industry: Evidence from GCC countries. (2017). Hammami, Yacine ; Oueslati, Abdelmonem . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:49:y:2017:i:c:p:15-31.

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2017Identifying business cycle turning points in real time with vector quantization. (2017). Piger, Jeremy ; Giusto, Andrea. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:1:p:174-184.

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2017Model Confidence Sets and forecast combination. (2017). Samuels, Jon D ; Sekkel, Rodrigo M. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:1:p:48-60.

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2017A comparative assessment of alternative ex ante measures of inflation uncertainty. (2017). Ulm, Maren ; Hartmann, Matthias ; Herwartz, Helmut. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:1:p:76-89.

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2017Now-casting the Japanese economy. (2017). Bragoli, Daniela. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:2:p:390-402.

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2017Model and survey estimates of the term structure of US macroeconomic uncertainty. (2017). Galvão, Ana ; Clements, Michael ; Galvo, Ana Beatriz. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:3:p:591-604.

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2017Forecasting with VAR models: Fat tails and stochastic volatility. (2017). Pinter, Gabor ; mumtaz, haroon ; Chiu, Ching-Wai (Jeremy). In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:4:p:1124-1143.

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2017A now-casting model for Canada: Do U.S. variables matter?. (2017). Modugno, Michele ; Bragoli, Daniela. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:4:p:786-800.

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2017Optimal asset allocation for strategic investors. (2017). Laborda, Ricardo ; Olmo, Jose. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:4:p:970-987.

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2018Forecast-error-based estimation of forecast uncertainty when the horizon is increased. (2018). Knüppel, Malte ; Knuppel, Malte. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:1:p:105-116.

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2018Deciding between alternative approaches in macroeconomics. (2018). Hendry, David. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:1:p:119-135.

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2018Nowcasting with payments system data. (2018). Tkacz, Greg ; Galbraith, John W. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:2:p:366-376.

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2018Using low frequency information for predicting high frequency variables. (2018). Marcellino, Massimiliano ; Guérin, Pierre ; Foroni, Claudia. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:4:p:774-787.

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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.
[Full Text][Citation analysis]		article737
2000Output fluctuations in the United States: what has changed since the early 1980s?.(2000) In: Proceedings.
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This paper has another version. Agregated cites: 737		article
1997Output fluctuations in the United States: what has changed since the early 1980s?.(1997) In: Research Paper.
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This paper has another version. Agregated cites: 737		paper
1998Output fluctuations in the United States: what has changed since the early 1980s?.(1998) In: Staff Reports.
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This paper has another version. Agregated cites: 737		paper
2003The Daily Market for Funds in Europe: What Has Changed with the EMU? In: UFAE and IAE Working Papers.
[Full Text][Citation analysis]		paper32
2003The daily market for funds in Europe: what has changed with the EMU.(2003) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 32		paper
2003The Daily Market for Funds in Europe: What has Changed with the EMU?.(2003) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 32		paper
2006The Daily Market for Funds in Europe: What Has Changed with the EMU?.(2006) In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 32		article
2004Interest Rate Determination in the Interbank Market In: UFAE and IAE Working Papers.
[Full Text][Citation analysis]		paper27
2004Interest rate determination in the interbank market.(2004) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 27		paper
2004Interest Rate Determination in the Interbank Market.(2004) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 27		paper
2004Interest rate determination in the interbank market.(2004) In: Working Paper Series.
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This paper has another version. Agregated cites: 27		paper
2009Are the High-growth Recovery Periods Over? In: UFAE and IAE Working Papers.
[Full Text][Citation analysis]		paper7
2009Are the high-growth recovery periods over?.(2009) In: Working Papers.
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This paper has another version. Agregated cites: 7		paper
2009Asymmetric Standing Facilities: An Unexploited Monetary Policy Tool In: UFAE and IAE Working Papers.
[Full Text][Citation analysis]		paper2
2010Asymmetric standing facilities: an unexploited monetary policy tool.(2010) In: Working Papers.
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Asymmetric Standing Facilities: An Unexploited Monetary Policy Tool.() In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 2		paper
2010Asymmetric Standing Facilities: An Unexploited Monetary Policy Tool.(2010) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 2		paper
2012Asymmetric Standing Facilities: An Unexploited Monetary Policy Tool.(2012) In: IMF Economic Review.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2		article
2012Short-run forecasting of the euro-dollar exchange rate with economic fundamentals In: Working Papers.
[Full Text][Citation analysis]		paper28
2012Short-run forecasting of the euro-dollar exchange rate with economic fundamentals.(2012) In: Working Papers.
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This paper has another version. Agregated cites: 28		paper
2012Short-run forecasting of the euro-dollar exchange rate with economic fundamentals.(2012) In: Journal of International Money and Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 28		article
2002Variabilidad del crecimiento económico y la importancia de la gestión de existencias en EEUU In: Boletín Económico.
[Full Text][Citation analysis]		article0
2003Las similitudes del ciclo económico en las economías europeas In: Boletín Económico.
[Full Text][Citation analysis]		article0
2004Un modelo para predecir cambios cíclicos en el área euro In: Boletín Económico.
[Full Text][Citation analysis]		article0
2007Nuevo procedimiento de estimación de los ingresos por Turismo y viajes en la Balanza de Pagos In: Boletín Económico.
[Full Text][Citation analysis]		article0
2008Un modelo para la predicción en tiempo real del PIB en el área del euro (EURO-STING) In: Boletín Económico.
[Full Text][Citation analysis]		article0
2010El posible papel de una utilización asimétrica de las facilidades permanentes en la gestión de la liquidez In: Boletín Económico.
[Full Text][Citation analysis]		article0
2011Las primas de los CDS soberanos durante la crisis y su interpretación como medida de riesgo In: Boletín Económico.
[Full Text][Citation analysis]		article0
2011Indicadores de competitividad: la importancia de la asignación eficiente de los recursos In: Boletín Económico.
[Full Text][Citation analysis]		article1
2012El papel del crédito como predictor del ciclo económico In: Boletín Económico.
[Full Text][Citation analysis]		article0
2013Composición sectorial de la producción, divergencia y sincronía cíclica en los países del área del euro In: Boletín Económico.
[Full Text][Citation analysis]		article0
2015Un análisis de la dinámica del PIB de Estados Unidos: un enfoque econométrico In: Boletín Económico.
[Full Text][Citation analysis]		article0
2017Un modelo de previsión del PIB y de sus componentes de demanda In: Boletín Económico.
[Full Text][Citation analysis]		article0
2008A model for the real-time forecasting of GDP in the euro area (EURO-STING) In: Economic Bulletin.
[Full Text][Citation analysis]		article0
2010A possible role for asymmetric standing facilities in liquidity management In: Economic Bulletin.
[Full Text][Citation analysis]		article0
2011Sovereign CDS premia during the crisis and their interpretation as a measure of risk In: Economic Bulletin.
[Full Text][Citation analysis]		article1
2012Competitiveness indicators: the importance of an efficient allocation of resources In: Economic Bulletin.
[Full Text][Citation analysis]		article11
2012The role of credit as a predictor of the economic cycle In: Economic Bulletin.
[Full Text][Citation analysis]		article0
2017A short-term forecasting model for GDP and its demand components In: Economic Bulletin.
[Full Text][Citation analysis]		article0
2018A short-term forecasting model for the Spanish economy: GDP and its demand components In: Occasional Papers.
[Full Text][Citation analysis]		paper0
2006Comparative analysis: real convergence, cyclical synchrony and inflation differentials In: Other publications.
[Full Text][Citation analysis]		chapter0
2002Is the European Central Bank (and the United States Federal Reserve) predictable? In: Working Papers.
[Full Text][Citation analysis]		paper11
2002Is the European Central Bank (and the United States Federal Reserve) predictable?.(2002) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11		paper
2004Are european business cycles close enough to be just one? In: Working Papers.
[Full Text][Citation analysis]		paper134
2005Are European Business Cycles Close Enough to be Just One?.(2005) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 134		paper
2006Are European business cycles close enough to be just one?.(2006) In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 134		article
2004Are European business cycles close enough to be just one?.(2004) In: Computing in Economics and Finance 2004.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 134		paper
2004A useful tool to identify recessions in the euro-area In: Working Papers.
[Full Text][Citation analysis]		paper12
2004A useful tool to identify recessions in the euro area.(2004) In: European Economy - Economic Papers 2008 - 2015.
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This paper has another version. Agregated cites: 12		paper
2005Jump-and-rest effect of U.S. business cycles In: Working Papers.
[Full Text][Citation analysis]		paper23
2007Jump-and-Rest Effect of U.S. Business Cycles.(2007) In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 23		article
2005Jump-and-Rest Effects of US Business Cycles.(2005) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 23		paper
2005Do european business cycles look like one? In: Working Papers.
[Full Text][Citation analysis]		paper61
2008Do European business cycles look like one?.(2008) In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 61		article
2008Introducing the EURO-STING: Short Term INdicator of Euro Area Growth In: Working Papers.
[Full Text][Citation analysis]		paper128
2009Introducing the Euro-STING: Short-Term Indicator of Euro Area Growth.(2009) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 128		paper
2010Introducing the euro-sting: Short-term indicator of euro area growth.(2010) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 128		article
2009Ñ-STING: España Short Term INdicator of Growth In: Working Papers.
[Full Text][Citation analysis]		paper6
2009High-growth Recoveries, Inventories and the Great Moderation In: Working Papers.
[Full Text][Citation analysis]		paper1
2011High-growth recoveries, inventories and the great moderation.(2011) In: Post-Print.
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This paper has another version. Agregated cites: 1		paper
2011High-growth recoveries, inventories and the Great Moderation.(2011) In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		article
2010Green shoots in the euro area. A real time measure In: Working Papers.
[Full Text][Citation analysis]		paper8
2012Extracting non-linear signals from several economic indicators In: Working Papers.
[Full Text][Citation analysis]		paper13
2012Extracting nonlinear signals from several economic indicators.(2012) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 13		paper
2015Extracting Nonlinear Signals from Several Economic Indicators.(2015) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13		article
2012Finite sample performance of small versus large scale dynamic factor models In: Working Papers.
[Full Text][Citation analysis]		paper17
2012Finite sample performance of small versus large scale dynamic factor models.(2012) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 17		paper
2012Markov-switching dynamic factor models in real time In: Working Papers.
[Full Text][Citation analysis]		paper20
2012Markov-switching dynamic factor models in real time.(2012) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 20		paper
2018Markov-switching dynamic factor models in real time.(2018) In: International Journal of Forecasting.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 20		article
2012Can we use seasonally adjusted indicators in dynamic factor models? In: Working Papers.
[Full Text][Citation analysis]		paper0
2012Can we use seasonally adjusted indicators in dynamic factor models?.(2012) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2012The failure to predict the Great Recession. The failure of academic economics? A view focusing on the role of credit In: Working Papers.
[Full Text][Citation analysis]		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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This paper has another version. Agregated cites: 3		paper
2013Commodity prices and the business cycle in Latin America: Living and dying by commodities In: Working Papers.
[Full Text][Citation analysis]		paper7
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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This paper has another version. Agregated cites: 7		article
2013Disentangling contagion among sovereign cds spreads during the european debt crisis In: Working Papers.
[Full Text][Citation analysis]		paper33
2015Disentangling contagion among sovereign CDS spreads during the European debt crisis.(2015) In: Journal of Empirical Finance.
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This paper has another version. Agregated cites: 33		article
2013Short-term forecasting for empirical economists. A survey of the recently proposed algorithms In: Working Papers.
[Full Text][Citation analysis]		paper16
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.
[Full Text][Citation analysis]		paper5
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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This paper has another version. Agregated cites: 5		paper
2015Country shocks, monetary policy expectations and ECB decisions. A dynamic non-linear approach In: Working Papers.
[Full Text][Citation analysis]		paper1
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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This paper has another version. Agregated cites: 1		paper
2015Country shocks, monetary policy expectations and ECB decisions. A dynamic non-linear approach.(2015) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 1		paper
2016Country Shocks, Monetary Policy Expectations and ECB Decisions. A Dynamic Non-linear Approach.(2016) In: Advances in Econometrics.
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This paper has another version. Agregated cites: 1		chapter
2015The great moderation in historical perspective. Is it that great? In: Working Papers.
[Full Text][Citation analysis]		paper4
2015The Great Moderation in historical perspective.Is it that great?.(2015) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 4		paper
2017Dissecting US recoveries In: Working Papers.
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2017Dissecting US recoveries.(2017) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 2		paper
2017Dissecting US recoveries.(2017) In: Economics Letters.
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This paper has another version. Agregated cites: 2		article
2018The rise and fall of the natural interest rate In: Working Papers.
[Full Text][Citation analysis]		paper9
2018The Rise and Fall of the Natural Interest Rate.(2018) In: Working Papers.
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This paper has another version. Agregated cites: 9		paper
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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This paper has another version. Agregated cites: 9		paper
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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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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2000This is what the US leading indicators lead In: Working Paper Series.
[Full Text][Citation analysis]		paper5
2001Business cycle asymmetries in stock returns: evidence from higher order moments and conditional densities In: Working Paper Series.
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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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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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This paper has another version. Agregated cites: 82		paper
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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This paper has another version. Agregated cites: 56		paper
2000This is What Leading Indicators Lead In: Econometric Society World Congress 2000 Contributed 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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2006A useful tool for forecasting the Euro-area business cycle phases In: International Journal of Forecasting.
[Full Text][Citation analysis]		article16
2016Aggregate versus disaggregate information in dynamic factor models In: International Journal of Forecasting.
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2015Great Moderation and Great Recession. From plain sailing to stormy seas? In: EcoMod2015.
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2018GREAT MODERATION AND GREAT RECESSION: FROM PLAIN SAILING TO STORMY SEAS?.(2018) In: International Economic Review.
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2007Análisis cuantitativo del estado de bienestar en Europa: Modelos y resultados In: Working Papers.
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2010Green Shoots? Where, when and how? In: Working Papers.
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1999A decomposition of the increased stability of GDP growth In: Current Issues in Economics and Finance.
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2002On the causes of the increased stability of the U.S. economy In: Economic Policy Review.
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2005The effect of oil price on industrial production and on stock returns In: ThE Papers.
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2002This is what the leading indicators lead 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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2006Do european business cycles look like one $\_?$ In: Computing in Economics and Finance 2006.
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1996What Do the Leading Indicators Lead? In: The Journal of Business.
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2000The daily market for funds in Europe: Mathematical appendix In: Economics Working Papers.
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1996International capital flows : do short-term investment and direct investment differ? In: Policy Research Working Paper Series.
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