Gabriel Perez Quiros : Citation Profile


Are you Gabriel Perez Quiros?

Banco de España

19

H index

31

i10 index

2082

Citations

RESEARCH PRODUCTION:

50

Articles

81

Papers

3

Chapters

RESEARCH ACTIVITY:

   22 years (1996 - 2018). See details.
   Cites by year: 94
   Journals where Gabriel Perez Quiros has often published
   Relations with other researchers
   Recent citing documents: 161.    Total self citations: 46 (2.16 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppe255
   Updated: 2018-10-13    RAS profile: 2018-05-04    
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Relations with other researchers


Works with:

Gómez-Loscos, Ana (12)

Camacho, Maximo (11)

Gadea, María (10)

Poncela, Pilar (4)

Paredes, Joan (3)

Pérez, Javier (3)

Leiva-Leon, Danilo (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 (40)

Leiva-Leon, Danilo (36)

Guidolin, Massimo (21)

Camacho, Maximo (20)

Osborn, Denise (19)

Miller, Stephen (19)

Aguiar-Conraria, Luís (18)

Gómez-Loscos, Ana (17)

Chauvet, Marcelle (17)

Diebold, Francis (16)

Cites to:

Diebold, Francis (30)

Camacho, Maximo (22)

Hamilton, James (21)

Reichlin, Lucrezia (18)

Bertola, Giuseppe (16)

Prati, Alessandro (15)

Mariano, Roberto (15)

Rudebusch, Glenn (15)

Bartolini, Leonardo (14)

Manna, Michele (14)

Hartmann, Philipp (13)

Main data


Where Gabriel Perez Quiros has published?


Journals with more than one article published# docs
Boletn Econmico12
Economic Bulletin6
International Journal of Forecasting4
Journal of Economic Dynamics and Control3
Studies in Nonlinear Dynamics & Econometrics2
Proceedings2
Manchester School2
Journal of Applied Econometrics2

Working Papers Series with more than one paper published# docs
Working Papers / Banco de Espaa26
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). Stock, James H ; Watson, Mark W. 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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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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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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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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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). Galan, Jorge E ; Mencia, Javier . In: Working Papers. RePEc:bde:wpaper:1825.

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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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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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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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2017Aggregate and Firm-level Volatility in the Japanese Economy. (2017). KWON, Hyeog Ug ; Ug, Hyeog ; Kim, Younggak. 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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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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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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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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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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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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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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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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2018Optimal privatization portfolios in the presence of arbitrary risk aversion. (2018). Christodoulakis, George ; Topaloglou, Nikolas ; 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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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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2017Sovereign debt spreads in EMU: The time-varying role of fundamentals and market distrust. (2017). Tamarit, Cecilio ; Sapena, Juan ; Paniagua, Jordi. In: Journal of Financial Stability. RePEc:eee:finsta:v:33:y:2017:i:c:p:187-206.

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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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2017Aggregate earnings and stock market returns: The good, the bad, and the state-dependent. (2017). Zolotoy, Leon ; Lyon, John D ; Frederickson, James R. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:77:y:2017:i:c:p:157-175.

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2017The stability of short-term interest rates pass-through in the euro area during the financial market and sovereign debt crises. (2017). SEVESTRE, Patrick ; Horny, Guillaume ; Avouyi-Dovi, Sanvi. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:79:y:2017:i:c:p:74-94.

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2017The synchronization of credit cycles. (2017). Metiu, Norbert ; Meller, Barbara. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:82:y:2017:i:c:p:98-111.

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2018Interest rate derivatives use in banking: Market pricing implications of cash flow hedges. (2018). Whyte, Ann Marie ; Akhigbe, Aigbe ; Makar, Stephen ; Wang, LI. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:86:y:2018:i:c:p:113-126.

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2018Dealing with dealers: Sovereign CDS comovements. (2018). Rodriguez-Moreno, Maria ; Mayordomo, Sergio ; Rodriguezmoreno, Maria ; Anton, Miguel. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:90:y:2018:i:c:p:96-112.

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2017Sovereign tail risk. (2017). Moreno, Antonio ; Lopez-Espinosa, German ; Valderrama, Laura ; Rubia, Antonio. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:79:y:2017:i:c:p:174-188.

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2018Measuring the international dimension of output volatility. (2018). Iseringhausen, Martin ; Everaert, Gerdie. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:81:y:2018:i:c:p:20-39.

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2017Whats so great about the Great Moderation?. (2017). Valcarcel, Victor (Vic) ; Keating, John W. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:51:y:2017:i:c:p:115-142.

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2017Variability in the effects of uncertainty shocks: New stylized facts from OECD countries. (2017). Choi, Sangyup. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:53:y:2017:i:c:p:127-144.

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2018The core‒periphery pattern of European business cycles: A fuzzy clustering approach. (2018). Ahlborn, Markus ; Wortmann, Marcus. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:55:y:2018:i:c:p:12-27.

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2018Fiscal multipliers across the credit cycle. (2018). Borsi, Mihály. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:56:y:2018:i:c:p:135-151.

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2017Sovereign default risk linkage: Implication for portfolio diversification. (2017). Hoque, Ariful ; Gasbarro, Dominic ; Hassan, Kamrul . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:41:y:2017:i:c:p:1-16.

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2017Interdependence and contagion among industry-level US credit markets: An application of wavelet and VMD based copula approaches. (2017). Shahzad, Syed Jawad Hussain ; Mensi, walid ; Kumar, Ronald ; Hussain, Syed Jawad ; Nor, Safwan Mohd . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:466:y:2017:i:c:p:310-324.

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2018On the interdependence of natural gas and stock markets under structural breaks. (2018). Ahmed, Walid. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:67:y:2018:i:c:p:149-161.

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2018A dynamic spillover analysis of crude oil effects on the sovereign credit risk of exporting countries. (2018). Pavlova, Ivelina ; Parhizgari, Ali M ; de Boyrie, Maria E. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:68:y:2018:i:c:p:10-22.

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2017Further evidence on bear market predictability: The role of the external finance premium. (2017). Chen, Shiu-Sheng ; Chou, Yu-Hsi. In: International Review of Economics & Finance. RePEc:eee:reveco:v:50:y:2017:i:c:p:106-121.

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2017A re-examination of growth and growth uncertainty relationship in a stochastic volatility in mean model with time-varying parameters. (2017). Ozdemir, Zeynel ; Balcilar, Mehmet. In: Working Papers. RePEc:emu:wpaper:15-32.pdf.

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2017.

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2018What Drives Output Volatility? The Role of Demographics and Government Size Revisited. (2018). Vierke, Hauke ; Iseringhausen, Martin. In: European Economy - Discussion Papers 2015 -. RePEc:euf:dispap:075.

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2017Calibrating Macroprudential Policy to Forecasts of Financial Stability. (2017). Lopez, Jose ; Brave, Scott. In: Working Paper Series. RePEc:fip:fedfwp:2017-17.

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2017Macro Risks and the Term Structure of Interest Rates. (2017). Bekaert, Geert ; Ermolov, Andrey ; Engstrom, Eric. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2017-58.

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2018An Output Gap Measure for the Euro Area : Exploiting Country-Level and Cross-Sectional Data Heterogeneity. (2018). Gonzalez-Astudillo, Manuel. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2018-40.

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2018Foreign Effects of Higher U.S. Interest Rates. (2018). Iacoviello, Matteo ; Navarro, Gaston. In: International Finance Discussion Papers. RePEc:fip:fedgif:1227.

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2017Dependence between Stock Returns of Italian Banks and the Sovereign Risk. (2017). Durante, Fabrizio ; Weissensteiner, Alex ; Foscolo, Enrico . In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:2:p:23-:d:100926.

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2018Structural Break Tests Robust to Regression Misspecification. (2018). Morshed, Alaa Abi ; Boldea, Otilia ; Andreou, Elena. In: Econometrics. RePEc:gam:jecnmx:v:6:y:2018:i:2:p:27-:d:148392.

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2018Regime-Switching Determinants for Spreads of Emerging Markets Sovereign Credit Default Swaps. (2018). Ma, Jason Z ; Tsai, Sang-Bing ; Ho, Kung-Cheng ; Deng, Xiang. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:8:p:2730-:d:161653.

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2018Analyzing the Global Risks for the Financial Crisis after the Great Depression Using Comparative Hybrid Hesitant Fuzzy Decision-Making Models: Policy Recommendations for Sustainable Economic Growth. (2018). Diner, Hasan ; Enel, Seil ; Yuksel, Serhat. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:9:p:3126-:d:167263.

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2018Does the Great Recession imply the end of the Great Moderation? International evidence. (2018). Darné, Olivier ; Ferrara, Laurent ; Darne, Olivier ; Charles, Amelie. In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:hal-01757081.

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2018The Credit Default Swap market contagion during recent crises: International evidence. (2018). Sabkha, Saker ; Hmaied, Dorra ; de Peretti, Christian. In: Post-Print. RePEc:hal:journl:hal-01572510.

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2017The stability of short-term interest rates pass-through in the euro area during the financial market and sovereign debt crises. (2017). SEVESTRE, Patrick ; Horny, Guillaume ; Avouyi-Dovi, Sanvi. In: Working Papers. RePEc:hal:wpaper:hal-01511667.

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2017The Credit Default Swap market contagion during recent crises: International evidence. (2017). de Peretti, Christian ; Hmaied, Dorra ; Sabkha, Saker. In: Working Papers. RePEc:hal:wpaper:hal-01572510.

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2017The Memory of Stock Return Volatility: Asset Pricing Implications. (2017). Sibbertsen, Philipp ; Prokopczuk, Marcel ; Benno, Duc Binh. In: Hannover Economic Papers (HEP). RePEc:han:dpaper:dp-613.

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2017Uncertainty and Monetary Policy in the US: A Journey into Non-Linear Territory. (2017). Pellegrino, Giovanni. In: Melbourne Institute Working Paper Series. RePEc:iae:iaewps:wp2017n06.

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2018“Incorporating creditors seniority into contingent claim models:Application to peripheral euro area countries”. (2018). Sosvilla-Rivero, Simon ; Singh, Manish K ; Gomez-Puig, Marta. In: IREA Working Papers. RePEc:ira:wpaper:201803.

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2018Zooming the Ins and Outs of the U.S. Unemployment with a Wavelet Lens. (2018). Rua, António ; Portugal, Pedro. In: IZA Discussion Papers. RePEc:iza:izadps:dp11559.

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2018A Semi-Parametric Non-linear Neural Network Filter: Theory and Empirical Evidence. (2018). Vouldis, Angelos ; Michaelides, Panayotis ; Konstantakis, Konstantinos ; Patrinos, Panagiotis ; Tsionas, Efthymios G. In: Computational Economics. RePEc:kap:compec:v:51:y:2018:i:3:d:10.1007_s10614-016-9628-6.

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2018India in the globalized economy : Growth spillovers & business cycle synchronization. (2018). Nachane, Dilip ; Dubey, Amlendu. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:15:y:2018:i:1:d:10.1007_s10368-016-0367-x.

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2018Fundamental Drivers of Dependence in REIT Returns. (2018). Alcock, Jamie ; Steiner, Eva. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:57:y:2018:i:1:d:10.1007_s11146-016-9562-3.

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2017La fortaleza competitiva de la economía española/The Competitive Strength of the Spanish Economy. (2017). Crespo, Josefa Vega ; Alvarez, Elisa M. In: Estudios de Economía Aplicada. RePEc:lrk:eeaart:35_1_1.

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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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article699
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: 699
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: 699
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: 699
paper
2003The Daily Market for Funds in Europe: What Has Changed with the EMU? In: UFAE and IAE Working Papers.
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paper33
2003The daily market for funds in Europe: what has changed with the EMU.(2003) In: Working Papers.
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This paper has another version. Agregated cites: 33
paper
2003The Daily Market for Funds in Europe: What has Changed with the EMU?.(2003) In: Working Papers.
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This paper has another version. Agregated cites: 33
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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This paper has another version. Agregated cites: 33
article
2004Interest Rate Determination in the Interbank Market In: UFAE and IAE Working Papers.
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paper26
2004Interest rate determination in the interbank market.(2004) In: Working Papers.
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This paper has another version. Agregated cites: 26
paper
2004Interest Rate Determination in the Interbank Market.(2004) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 26
paper
2004Interest rate determination in the interbank market.(2004) In: Working Paper Series.
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This paper has another version. Agregated cites: 26
paper
2009Are the High-growth Recovery Periods Over? In: UFAE and IAE Working Papers.
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paper7
2009Are the high-growth recovery periods over?.(2009) In: Working Papers.
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This paper has another version. Agregated cites: 7
paper
2009Asymmetric Standing Facilities: An Unexploited Monetary Policy Tool In: UFAE and IAE Working Papers.
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paper2
2010Asymmetric standing facilities: an unexploited monetary policy tool.(2010) In: Working Papers.
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paper
Asymmetric Standing Facilities: An Unexploited Monetary Policy Tool.() In: Working Papers.
[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.
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This paper has another version. Agregated cites: 2
article
2012Short-run forecasting of the euro-dollar exchange rate with economic fundamentals In: Working Papers.
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paper21
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: 21
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: 21
article
2002Variabilidad del crecimiento económico y la importancia de la gestión de existencias en EEUU In: Boletín Económico.
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article0
2003Las similitudes del ciclo económico en las economías europeas In: Boletín Económico.
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article0
2004Un modelo para predecir cambios cíclicos en el área euro In: Boletín Económico.
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article0
2007Nuevo procedimiento de estimación de los ingresos por Turismo y viajes en la Balanza de Pagos In: Boletín Económico.
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article0
2008Un modelo para la predicción en tiempo real del PIB en el área del euro (EURO-STING) In: Boletín Económico.
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article0
2010El posible papel de una utilización asimétrica de las facilidades permanentes en la gestión de la liquidez In: Boletín Económico.
[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]
paper21
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: 21
paper
2004Are european business cycles close enough to be just one? In: Working Papers.
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paper127
2005Are European Business Cycles Close Enough to be Just One?.(2005) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 127
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: 127
article
2004Are European business cycles close enough to be just one?.(2004) In: Computing in Economics and Finance 2004.
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This paper has another version. Agregated cites: 127
paper
2004A useful tool to identify recessions in the euro-area In: Working Papers.
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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.
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paper17
2007Jump-and-Rest Effect of U.S. Business Cycles.(2007) In: Studies in Nonlinear Dynamics & Econometrics.
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This paper has another version. Agregated cites: 17
article
2005Jump-and-Rest Effects of US Business Cycles.(2005) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 17
paper
2005Do european business cycles look like one? In: Working Papers.
[Full Text][Citation analysis]
paper59
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: 59
article
2008Introducing the EURO-STING: Short Term INdicator of Euro Area Growth In: Working Papers.
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paper118
2009Introducing the Euro-STING: Short-Term Indicator of Euro Area Growth.(2009) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 118
paper
2010Introducing the euro-sting: Short-term indicator of euro area growth.(2010) In: Journal of Applied Econometrics.
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This paper has another version. Agregated cites: 118
article
2009Ñ-STING: España Short Term INdicator of Growth In: Working Papers.
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paper5
2009High-growth Recoveries, Inventories and the Great Moderation In: Working Papers.
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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.
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This paper has another version. Agregated cites: 1
article
2010Green shoots in the euro area. A real time measure In: Working Papers.
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paper7
2012Extracting non-linear signals from several economic indicators In: Working Papers.
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paper7
2012Extracting nonlinear signals from several economic indicators.(2012) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
paper
2015Extracting Nonlinear Signals from Several Economic Indicators.(2015) In: Journal of Applied Econometrics.
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This paper has another version. Agregated cites: 7
article
2012Finite sample performance of small versus large scale dynamic factor models In: Working Papers.
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paper15
2012Finite sample performance of small versus large scale dynamic factor models.(2012) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 15
paper
2012Markov-switching dynamic factor models in real time In: Working Papers.
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paper17
2012Markov-switching dynamic factor models in real time.(2012) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 17
paper
2012Can we use seasonally adjusted indicators in dynamic factor models? In: Working Papers.
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paper0
2012Can we use seasonally adjusted indicators in dynamic factor models?.(2012) In: CEPR Discussion Papers.
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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.
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paper3
2012The failure to predict the Great Recession. The failure of academic economics? A view focusing on the role of credit.(2012) In: CEPR Discussion Papers.
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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.
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paper4
2013Commodity prices and the business cycle in Latin America: Living and dying by commodities?.(2013) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 4
paper
2013Disentangling contagion among sovereign cds spreads during the european debt crisis In: Working Papers.
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paper27
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: 27
article
2013Short-term forecasting for empirical economists. A survey of the recently proposed algorithms In: Working Papers.
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paper14
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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This paper has another version. Agregated cites: 14
article
2014The two greatest. Great recession vs. great moderation In: Working Papers.
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2014The Two Greatest. Great Recession vs. Great Moderation.(2014) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 11
paper
2015Fiscal targets. A guide to forecasters? In: Working Papers.
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paper5
2015Fiscal targets. A guide to forecasters?.(2015) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 5
paper
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.
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paper1
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
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
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.
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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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paper2
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
2002The monetary policy decisions of the ECB and the money market In: BIS Papers chapters.
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chapter1
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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article14
2000Firm Size and Cyclical Variations in Stock Returns In: Journal of Finance.
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article201
1999Firm Size and Cyclical Variations in Stock Returns.(1999) In: FMG Discussion Papers.
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This paper has another version. Agregated cites: 201
paper
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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article35
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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This paper has another version. Agregated cites: 35
article
2011SPAIN‐STING: SPAIN SHORT‐TERM INDICATOR OF GROWTH In: Manchester School.
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article10
2015Can we use seasonally adjusted variables in dynamic factor models? In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]
article1
2012Green Shoots and Double Dips in the Euro Area. A Real Time Measure In: CEPR Discussion Papers.
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paper10
2014Green shoots and double dips in the euro area: A real time measure.(2014) In: International Journal of Forecasting.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10
article
2018Real and financial cycles in EU countries - Stylised facts and modelling implications In: Occasional Paper Series.
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paper0
2000This is what the US leading indicators lead In: Working Paper Series.
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paper7
2001Business cycle asymmetries in stock returns: evidence from higher order moments and conditional densities In: Working Paper Series.
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paper78
2001Business cycle asymmetries in stock returns: Evidence from higher order moments and conditional densities.(2001) In: Journal of Econometrics.
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This paper has another version. Agregated cites: 78
article
2000Business Cycle Asymmetries in Stock Returns: Evidence from Higher Order Moments and Conditional Densities.(2000) In: FMG Discussion Papers.
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This paper has another version. Agregated cites: 78
paper
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: 78
paper
2001The daily market for funds in Europe: Has something changed with the EMU? In: Working Paper Series.
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paper33
2000The daily market for funds in Europe: Has something changed with the EMU?.(2000) In: Economics Working Papers.
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This paper has another version. Agregated cites: 33
paper
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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This paper has another version. Agregated cites: 50
article
2001The ECB monetary policy strategy and the money market.(2001) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 50
paper
2000This is What Leading Indicators Lead In: Econometric Society World Congress 2000 Contributed Papers.
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paper1
2011Latin STINGS: indicadores de crecimiento a corto plazo de los países de América Latina In: Macroeconomía del Desarrollo.
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paper0
2008Interest rate dispersion and volatility in the market for daily funds In: European Economic Review.
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article12
2005Comments on Some methods for assessing the need for non-linear models in business cycle analysis In: International Journal of Forecasting.
[Full Text][Citation analysis]
article0
2006A useful tool for forecasting the Euro-area business cycle phases In: International Journal of Forecasting.
[Full Text][Citation analysis]
article15
2016Aggregate versus disaggregate information in dynamic factor models In: International Journal of Forecasting.
[Full Text][Citation analysis]
article8
2015Great Moderation and Great Recession. From plain sailing to stormy seas? In: EcoMod2015.
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paper0
2007Análisis cuantitativo del estado de bienestar en Europa: Modelos y resultados In: Working Papers.
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paper1
2010Green Shoots? Where, when and how? In: Working Papers.
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paper0
1999A decomposition of the increased stability of GDP growth In: Current Issues in Economics and Finance.
[Full Text][Citation analysis]
article37
2002On the causes of the increased stability of the U.S. economy In: Economic Policy Review.
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article139
2005The effect of oil price on industrial production and on stock returns In: ThE Papers.
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paper4
2002This is what the leading indicators lead In: Journal of Applied Econometrics.
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article37
2000THIS IS WHAT THE LEADING INDICATORS LEAD.(2000) In: Computing in Economics and Finance 2000.
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This paper has another version. Agregated cites: 37
paper
2006Do european business cycles look like one $\_?$ In: Computing in Economics and Finance 2006.
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paper7
2016Introduction to the special issue in honor of Agustín Maravall In: SERIEs: Journal of the Spanish Economic Association.
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article0
1996What Do the Leading Indicators Lead? In: The Journal of Business.
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article69
2000The daily market for funds in Europe: Mathematical appendix In: Economics Working Papers.
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paper1
1996International capital flows : do short-term investment and direct investment differ? In: Policy Research Working Paper Series.
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paper33

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 2th 2018. Contact: CitEc Team