19
H index
31
i10 index
2060
Citations
Gabriel Perez Quiros : Citation Profile
Banco de España | RESEARCH PRODUCTION: 50 Articles 81 Papers 3 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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22 years (1996 - 2018). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Gabriel Perez Quiros. | Is cited by:
| Cites to:
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Main data
Where Gabriel Perez Quiros has published?
| Journals with more than one article published | # docs |
|---|---|
| Boletn Econmico | 12 |
| Economic Bulletin | 6 |
| International Journal of Forecasting | 4 |
| Journal of Economic Dynamics and Control | 3 |
| Proceedings | 2 |
| Manchester School | 2 |
| Journal of Applied Econometrics | 2 |
| Studies in Nonlinear Dynamics & Econometrics | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Working Papers / Banco de Espaa | 26 |
| Working Paper Series / European Central Bank | 7 |
| Working Papers / Barcelona Graduate School of Economics | 3 |
Recent works citing Gabriel Perez Quiros (2018 and 2017)
| Year | Title of citing document | |
|---|---|---|
| 2017 | Twenty 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. Full description at Econpapers || Download paper | |
| 2017 | Linear and Nonlinear Predictability in Investment Style Factors: Multivariate Evidence*. (2017). Guidolin, Massimo ; Chincoli, Francesco . In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp1754. Full description at Econpapers || Download paper | |
| 2017 | Global Real Activity for Canadian Exports: GRACE. (2017). de Munnik, Daniel ; Chernis, Tony ; Binette, Andre . In: Discussion Papers. RePEc:bca:bocadp:17-2. Full description at Econpapers || Download paper | |
| 2017 | A 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. Full description at Econpapers || Download paper | |
| 2017 | A Dynamic Factor Model for Nowcasting Canadian GDP Growth. (2017). Chernis, Tony ; Sekkel, Rodrigo. In: Staff Working Papers. RePEc:bca:bocawp:17-2. Full description at Econpapers || Download paper | |
| 2017 | Regional business cycles across europe. (2017). Gómez-Loscos, Ana ; Gadea, MarÃa ; Bandres, Eduardo ; Gomez-Loscos, Ana ; Gadea-Rivas, Maria Dolores . In: Occasional Papers. RePEc:bde:opaper:1702. Full description at Econpapers || Download paper | |
| 2017 | Monitoring the Spanish Economy through the Lenses of Structural Bayesian VARs. (2017). Leiva-Leon, Danilo. In: Occasional Papers. RePEc:bde:opaper:1706. Full description at Econpapers || Download paper | |
| 2017 | The evolution of regional economic interlinkages in Europe. (2017). Leiva-Leon, Danilo ; Gómez-Loscos, Ana ; Gadea, MarÃa ; Gadea-Rivas, Maria Dolores ; Gomez-Loscos, Ana . In: Working Papers. RePEc:bde:wpaper:1705. Full description at Econpapers || Download paper | |
| 2017 | Exchange rate regime and external adjustment: an empirical investigation for the U.S.. (2017). Fuertes, Alberto. In: Working Papers. RePEc:bde:wpaper:1717. Full description at Econpapers || Download paper | |
| 2017 | Measuring business cycles intra-synchronization in us: a regime-switching interdependence framework. (2017). Leiva-Leon, Danilo. In: Working Papers. RePEc:bde:wpaper:1726. Full description at Econpapers || Download paper | |
| 2017 | The propagation of industrial business cycles. (2017). Leiva-Leon, Danilo ; Camacho, Maximo. In: Working Papers. RePEc:bde:wpaper:1728. Full description at Econpapers || Download paper | |
| 2017 | Clustering regional business cycles. (2017). Gómez-Loscos, Ana ; Gadea, MarÃa ; Bandres, Eduardo ; Gomez-Loscos, Ana ; Gadea-Rivas, M D. In: Working Papers. RePEc:bde:wpaper:1744. Full description at Econpapers || Download paper | |
| 2017 | Pairwise 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. Full description at Econpapers || Download paper | |
| 2018 | Nowcasting Mexican GDP using Factor Models and Bridge Equations. (2018). de Jesus, Galvez-Soriano Oscar. In: Working Papers. RePEc:bdm:wpaper:2018-06. Full description at Econpapers || Download paper | |
| 2017 | Narrow Banking with Modern Depository Institutions: Is there a Reason to Panic?. (2017). Rodriguez Mendizabal, Hugo. In: Working Papers. RePEc:bge:wpaper:955. Full description at Econpapers || Download paper | |
| 2017 | Firm 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. Full description at Econpapers || Download paper | |
| 2017 | OUTPUT 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. Full description at Econpapers || Download paper | |
| 2017 | Aggregate 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. Full description at Econpapers || Download paper | |
| 2017 | Time-Varying Transition Probabilities for Markov Regime Switching Models. (2017). Lucas, Andre ; Blasques, Francisco ; Koopman, Siem Jan ; Bazzi, Marco . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:38:y:2017:i:3:p:458-478. Full description at Econpapers || Download paper | |
| 2017 | Measuring 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. Full description at Econpapers || Download paper | |
| 2017 | Volatility 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. Full description at Econpapers || Download paper | |
| 2017 | Should 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. Full description at Econpapers || Download paper | |
| 2017 | Aggregate 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. Full description at Econpapers || Download paper | |
| 2017 | Predicting 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. Full description at Econpapers || Download paper | |
| 2017 | The 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. Full description at Econpapers || Download paper | |
| 2017 | Accurate Subsampling Intervals of Principal Components Factors. (2017). Ruiz, Esther ; de Vicente, Javier . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:23974. Full description at Econpapers || Download paper | |
| 2018 | Estimation 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. Full description at Econpapers || Download paper | |
| 2017 | Modeling the business and financial cycle in a multivariate structural time series model. (2017). de Winter, Jasper ; Chouhan, Anjali ; Hindrayanto, Irma ; Koopman, Siem Jan. In: DNB Working Papers. RePEc:dnb:dnbwpp:573. Full description at Econpapers || Download paper | |
| 2017 | How to predict financial stress? An assessment of Markov switching models. (2017). Klaus, Benjamin ; Duprey, Thibaut. In: Working Paper Series. RePEc:ecb:ecbwps:20172057. Full description at Econpapers || Download paper | |
| 2017 | How 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. Full description at Econpapers || Download paper | |
| 2017 | Forecasting 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. Full description at Econpapers || Download paper | |
| 2017 | Composite 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. Full description at Econpapers || Download paper | |
| 2017 | Job 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. Full description at Econpapers || Download paper | |
| 2017 | Structural 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. Full description at Econpapers || Download paper | |
| 2018 | Measuring 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. Full description at Econpapers || Download paper | |
| 2017 | The 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. Full description at Econpapers || Download paper | |
| 2017 | Estimating 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. Full description at Econpapers || Download paper | |
| 2018 | Using rule-based updating procedures to improve the performance of composite indicators. (2018). Abberger, Klaus ; Sturm, Jan-Egbert ; Siliverstovs, Boriss ; Graff, Michael. In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:127-144. Full description at Econpapers || Download paper | |
| 2018 | The 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. Full description at Econpapers || Download paper | |
| 2017 | Firm 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. Full description at Econpapers || Download paper | |
| 2018 | Clustering regional business cycles. (2018). Gómez-Loscos, Ana ; Gadea, MarÃa ; Bandres, Eduardo ; Gomez-Loscos, Ana ; Gadea-Rivas, Dolores M. In: Economics Letters. RePEc:eee:ecolet:v:162:y:2018:i:c:p:171-176. Full description at Econpapers || Download paper | |
| 2017 | Quasi-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. Full description at Econpapers || Download paper | |
| 2018 | Optimal 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. Full description at Econpapers || Download paper | |
| 2017 | The 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. Full description at Econpapers || Download paper | |
| 2017 | Historical 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. Full description at Econpapers || Download paper | |
| 2017 | Directional 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. Full description at Econpapers || Download paper | |
| 2017 | Sovereign 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. Full description at Econpapers || Download paper | |
| 2017 | Measuring 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. Full description at Econpapers || Download paper | |
| 2017 | Identifying business cycle turning points in real time with vector quantization. (2017). Giusto, Andrea ; Piger, Jeremy . In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:1:p:174-184. Full description at Econpapers || Download paper | |
| 2017 | Model 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. Full description at Econpapers || Download paper | |
| 2017 | A 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. Full description at Econpapers || Download paper | |
| 2017 | Now-casting the Japanese economy. (2017). Bragoli, Daniela. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:2:p:390-402. Full description at Econpapers || Download paper | |
| 2017 | Model 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. Full description at Econpapers || Download paper | |
| 2017 | Forecasting 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. Full description at Econpapers || Download paper | |
| 2017 | A 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. Full description at Econpapers || Download paper | |
| 2017 | Optimal 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. Full description at Econpapers || Download paper | |
| 2018 | Forecast-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. Full description at Econpapers || Download paper | |
| 2018 | Deciding 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. Full description at Econpapers || Download paper | |
| 2018 | Nowcasting 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. Full description at Econpapers || Download paper | |
| 2017 | Aggregate 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. Full description at Econpapers || Download paper | |
| 2017 | The 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. Full description at Econpapers || Download paper | |
| 2017 | The 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. Full description at Econpapers || Download paper | |
| 2018 | Interest 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. Full description at Econpapers || Download paper | |
| 2018 | Dealing 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. Full description at Econpapers || Download paper | |
| 2017 | Sovereign 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. Full description at Econpapers || Download paper | |
| 2018 | Measuring 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. Full description at Econpapers || Download paper | |
| 2017 | Whats 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. Full description at Econpapers || Download paper | |
| 2017 | Variability 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. Full description at Econpapers || Download paper | |
| 2018 | The 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. Full description at Econpapers || Download paper | |
| 2018 | Fiscal multipliers across the credit cycle. (2018). Borsi, Mihály. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:56:y:2018:i:c:p:135-151. Full description at Econpapers || Download paper | |
| 2017 | Sovereign 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. Full description at Econpapers || Download paper | |
| 2017 | Interdependence 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. Full description at Econpapers || Download paper | |
| 2018 | On 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. Full description at Econpapers || Download paper | |
| 2018 | A 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. Full description at Econpapers || Download paper | |
| 2017 | Further 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. Full description at Econpapers || Download paper | |
| 2017 | A 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. Full description at Econpapers || Download paper | |
| 2017 | . Full description at Econpapers || Download paper | |
| 2017 | Calibrating Macroprudential Policy to Forecasts of Financial Stability. (2017). Lopez, Jose ; Brave, Scott. In: Working Paper Series. RePEc:fip:fedfwp:2017-17. Full description at Econpapers || Download paper | |
| 2017 | Macro 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. Full description at Econpapers || Download paper | |
| 2018 | An 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. Full description at Econpapers || Download paper | |
| 2018 | Foreign Effects of Higher U.S. Interest Rates. (2018). Iacoviello, Matteo ; Navarro, Gaston. In: International Finance Discussion Papers. RePEc:fip:fedgif:1227. Full description at Econpapers || Download paper | |
| 2017 | Dependence 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. Full description at Econpapers || Download paper | |
| 2018 | Structural 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. Full description at Econpapers || Download paper | |
| 2018 | Does 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. Full description at Econpapers || Download paper | |
| 2018 | The 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. Full description at Econpapers || Download paper | |
| 2017 | The 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. Full description at Econpapers || Download paper | |
| 2017 | The 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. Full description at Econpapers || Download paper | |
| 2017 | The 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. Full description at Econpapers || Download paper | |
| 2017 | Uncertainty 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. Full description at Econpapers || Download paper | |
| 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. Full description at Econpapers || Download paper | |
| 2018 | Zooming the Ins and Outs of the U.S. Unemployment with a Wavelet Lens. (2018). Portugal, Pedro ; Rua, Antonio . In: IZA Discussion Papers. RePEc:iza:izadps:dp11559. Full description at Econpapers || Download paper | |
| 2018 | A 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. Full description at Econpapers || Download paper | |
| 2018 | India 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. Full description at Econpapers || Download paper | |
| 2018 | Fundamental 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. Full description at Econpapers || Download paper | |
| 2017 | La 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. Full description at Econpapers || Download paper | |
| 2017 | Identification-robust moment-based tests for Markov-switching in autoregressive models. (2017). Luger, Richard ; Dufour, Jean-Marie . In: Cahiers de recherche. RePEc:lvl:crrecr:1701. Full description at Econpapers || Download paper | |
| 2018 | Historical Decoupling in the EU: Evidence from Time†Frequency Analysis. (2018). Kapounek, Svatopluk ; Kucerova, Zuzana. In: MENDELU Working Papers in Business and Economics. RePEc:men:wpaper:75_2018. Full description at Econpapers || Download paper | |
| 2017 | M-Estimation of a Nonparametric Threshold Regression Model. (2017). Su, Liangjun ; Parmeter, Christopher ; Henderson, Daniel. In: Working Papers. RePEc:mia:wpaper:2017-15. Full description at Econpapers || Download paper | |
| 2017 | Has the South African Reserve Bank responded to equity returns since the sub-prime crisis? An asymmetric convergence appraoch. (2017). Phiri, Andrew. In: Working Papers. RePEc:mnd:wpaper:1709. Full description at Econpapers || Download paper | |
| 2018 | Is Fertility a Leading Economic Indicator?. (2018). Lugauer, Steven ; Hungerman, Daniel ; Buckles, Kasey. In: NBER Working Papers. RePEc:nbr:nberwo:24355. Full description at Econpapers || Download paper | |
| 2017 | The Great Deception: the ‘science’ of monetary policy and the Great Moderation revisited. (2017). Setterfield, Mark ; Lima, Gilberto ; da Silveira, Jaylson Jair. In: Working Papers. RePEc:new:wpaper:1729. Full description at Econpapers || Download paper | |
| More than 100 citations found, this list is not complete... |
Works by Gabriel Perez Quiros:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2000 | Output Fluctuations in the United States: What Has Changed since the Early 1980s? In: American Economic Review. [Full Text][Citation analysis] | article | 690 |
| 2000 | Output fluctuations in the United States: what has changed since the early 1980s?.(2000) In: Proceedings. [Full Text][Citation analysis] This paper has another version. Agregated cites: 690 | article | |
| 1997 | Output fluctuations in the United States: what has changed since the early 1980s?.(1997) In: Research Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 690 | paper | |
| 1998 | Output fluctuations in the United States: what has changed since the early 1980s?.(1998) In: Staff Reports. [Full Text][Citation analysis] This paper has another version. Agregated cites: 690 | paper | |
| 2003 | The Daily Market for Funds in Europe: What Has Changed with the EMU? In: UFAE and IAE Working Papers. [Full Text][Citation analysis] | paper | 33 |
| 2003 | The 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: 33 | paper | |
| 2003 | The 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: 33 | paper | |
| 2006 | The 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: 33 | article | |
| 2004 | Interest Rate Determination in the Interbank Market In: UFAE and IAE Working Papers. [Full Text][Citation analysis] | paper | 26 |
| 2004 | Interest rate determination in the interbank market.(2004) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 26 | paper | |
| 2004 | Interest Rate Determination in the Interbank Market.(2004) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 26 | paper | |
| 2004 | Interest rate determination in the interbank market.(2004) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 26 | paper | |
| 2009 | Are the High-growth Recovery Periods Over? In: UFAE and IAE Working Papers. [Full Text][Citation analysis] | paper | 7 |
| 2009 | Are the high-growth recovery periods over?.(2009) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 2009 | Asymmetric Standing Facilities: An Unexploited Monetary Policy Tool In: UFAE and IAE Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2010 | Asymmetric standing facilities: an unexploited monetary policy tool.(2010) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| Asymmetric Standing Facilities: An Unexploited Monetary Policy Tool.() In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 2 | paper | ||
| 2010 | Asymmetric Standing Facilities: An Unexploited Monetary Policy Tool.(2010) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2012 | Asymmetric 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 | |
| 2012 | Short-run forecasting of the euro-dollar exchange rate with economic fundamentals In: Working Papers. [Full Text][Citation analysis] | paper | 20 |
| 2012 | Short-run forecasting of the euro-dollar exchange rate with economic fundamentals.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 20 | paper | |
| 2012 | Short-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: 20 | article | |
| 2002 | Variabilidad del crecimiento económico y la importancia de la gestión de existencias en EEUU In: Boletín Económico. [Full Text][Citation analysis] | article | 0 |
| 2003 | Las similitudes del ciclo económico en las economías europeas In: Boletín Económico. [Full Text][Citation analysis] | article | 0 |
| 2004 | Un modelo para predecir cambios cíclicos en el área euro In: Boletín Económico. [Full Text][Citation analysis] | article | 0 |
| 2007 | Nuevo procedimiento de estimación de los ingresos por Turismo y viajes en la Balanza de Pagos In: Boletín Económico. [Full Text][Citation analysis] | article | 0 |
| 2008 | Un modelo para la predicción en tiempo real del PIB en el área del euro (EURO-STING) In: Boletín Económico. [Full Text][Citation analysis] | article | 0 |
| 2010 | El posible papel de una utilización asimétrica de las facilidades permanentes en la gestión de la liquidez In: Boletín Económico. [Full Text][Citation analysis] | article | 0 |
| 2011 | Las primas de los CDS soberanos durante la crisis y su interpretación como medida de riesgo In: Boletín Económico. [Full Text][Citation analysis] | article | 0 |
| 2011 | Indicadores de competitividad: la importancia de la asignación eficiente de los recursos In: Boletín Económico. [Full Text][Citation analysis] | article | 1 |
| 2012 | El papel del crédito como predictor del ciclo económico In: Boletín Económico. [Full Text][Citation analysis] | article | 0 |
| 2013 | Composición sectorial de la producción, divergencia y sincronía cíclica en los países del área del euro In: Boletín Económico. [Full Text][Citation analysis] | article | 0 |
| 2015 | Un análisis de la dinámica del PIB de Estados Unidos: un enfoque econométrico In: Boletín Económico. [Full Text][Citation analysis] | article | 0 |
| 2017 | Un modelo de previsión del PIB y de sus componentes de demanda In: Boletín Económico. [Full Text][Citation analysis] | article | 0 |
| 2008 | A model for the real-time forecasting of GDP in the euro area (EURO-STING) In: Economic Bulletin. [Full Text][Citation analysis] | article | 0 |
| 2010 | A possible role for asymmetric standing facilities in liquidity management In: Economic Bulletin. [Full Text][Citation analysis] | article | 0 |
| 2011 | Sovereign CDS premia during the crisis and their interpretation as a measure of risk In: Economic Bulletin. [Full Text][Citation analysis] | article | 1 |
| 2012 | Competitiveness indicators: the importance of an efficient allocation of resources In: Economic Bulletin. [Full Text][Citation analysis] | article | 11 |
| 2012 | The role of credit as a predictor of the economic cycle In: Economic Bulletin. [Full Text][Citation analysis] | article | 0 |
| 2017 | A short-term forecasting model for GDP and its demand components In: Economic Bulletin. [Full Text][Citation analysis] | article | 0 |
| 2018 | A short-term forecasting model for the Spanish economy: GDP and its demand components In: Occasional Papers. [Full Text][Citation analysis] | paper | 0 |
| 2006 | Comparative analysis: real convergence, cyclical synchrony and inflation differentials In: Other publications. [Full Text][Citation analysis] | chapter | 0 |
| 2002 | Is the European Central Bank (and the United States Federal Reserve) predictable? In: Working Papers. [Full Text][Citation analysis] | paper | 21 |
| 2002 | Is 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 | |
| 2004 | Are european business cycles close enough to be just one? In: Working Papers. [Full Text][Citation analysis] | paper | 127 |
| 2005 | Are 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: 127 | paper | |
| 2006 | Are 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 | |
| 2004 | Are 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: 127 | paper | |
| 2004 | A useful tool to identify recessions in the euro-area In: Working Papers. [Full Text][Citation analysis] | paper | 12 |
| 2004 | A useful tool to identify recessions in the euro area.(2004) In: European Economy - Economic Papers 2008 - 2015. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | paper | |
| 2005 | Jump-and-rest effect of U.S. business cycles In: Working Papers. [Full Text][Citation analysis] | paper | 17 |
| 2007 | Jump-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: 17 | article | |
| 2005 | Jump-and-Rest Effects of US Business Cycles.(2005) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | paper | |
| 2005 | Do european business cycles look like one? In: Working Papers. [Full Text][Citation analysis] | paper | 59 |
| 2008 | Do 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 | |
| 2008 | Introducing the EURO-STING: Short Term INdicator of Euro Area Growth In: Working Papers. [Full Text][Citation analysis] | paper | 117 |
| 2009 | Introducing 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: 117 | paper | |
| 2010 | Introducing 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: 117 | article | |
| 2009 | Ñ-STING: España Short Term INdicator of Growth In: Working Papers. [Full Text][Citation analysis] | paper | 5 |
| 2009 | High-growth Recoveries, Inventories and the Great Moderation In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2011 | High-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 | |
| 2011 | High-growth recoveries, inventories and the great moderation.(2011) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2010 | Green shoots in the euro area. A real time measure In: Working Papers. [Full Text][Citation analysis] | paper | 7 |
| 2012 | Extracting non-linear signals from several economic indicators In: Working Papers. [Full Text][Citation analysis] | paper | 7 |
| 2012 | Extracting nonlinear signals from several economic indicators.(2012) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 2015 | Extracting Nonlinear Signals from Several Economic Indicators.(2015) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | article | |
| 2012 | Finite sample performance of small versus large scale dynamic factor models In: Working Papers. [Full Text][Citation analysis] | paper | 15 |
| 2012 | Finite 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: 15 | paper | |
| 2012 | Markov-switching dynamic factor models in real time In: Working Papers. [Full Text][Citation analysis] | paper | 17 |
| 2012 | Markov-switching dynamic factor models in real time.(2012) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | paper | |
| 2012 | Can we use seasonally adjusted indicators in dynamic factor models? In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2012 | Can 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 | |
| 2012 | The 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] | paper | 3 |
| 2012 | The failure to predict the Great Recession. The failure of academic economics? A view focusing on the role of credit.(2012) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2013 | Commodity prices and the business cycle in Latin America: Living and dying by commodities In: Working Papers. [Full Text][Citation analysis] | paper | 7 |
| 2013 | Commodity prices and the business cycle in Latin America: Living and dying by commodities?.(2013) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 2013 | Disentangling contagion among sovereign cds spreads during the european debt crisis In: Working Papers. [Full Text][Citation analysis] | paper | 26 |
| 2015 | Disentangling contagion among sovereign CDS spreads during the European debt crisis.(2015) In: Journal of Empirical Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 26 | article | |
| 2013 | Short-term forecasting for empirical economists. A survey of the recently proposed algorithms In: Working Papers. [Full Text][Citation analysis] | paper | 14 |
| 2013 | Short-term Forecasting for Empirical Economists: A Survey of the Recently Proposed Algorithms.(2013) In: Foundations and Trends(R) in Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | article | |
| 2014 | The two greatest. Great recession vs. great moderation In: Working Papers. [Full Text][Citation analysis] | paper | 11 |
| 2014 | The Two Greatest. Great Recession vs. Great Moderation.(2014) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
| 2015 | Fiscal targets. A guide to forecasters? In: Working Papers. [Full Text][Citation analysis] | paper | 5 |
| 2015 | Fiscal targets. A guide to forecasters?.(2015) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2015 | Fiscal targets. A guide to forecasters?.(2015) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2015 | Country shocks, monetary policy expectations and ECB decisions. A dynamic non-linear approach In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2015 | Country Shocks, Monetary Policy Expectations and ECB Decisions. A Dynamic Non-Linear Approach.(2015) In: Working Papers Central Bank of Chile. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2015 | Country shocks, monetary policy expectations and ECB decisions. A dynamic non-linear approach.(2015) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2016 | Country Shocks, Monetary Policy Expectations and ECB Decisions. A Dynamic Non-linear Approach.(2016) In: Advances in Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | chapter | |
| 2015 | The great moderation in historical perspective. Is it that great? In: Working Papers. [Full Text][Citation analysis] | paper | 4 |
| 2015 | The Great Moderation in historical perspective.Is it that great?.(2015) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2017 | Dissecting US recoveries In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2017 | Dissecting US recoveries.(2017) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2017 | Dissecting US recoveries.(2017) In: Economics Letters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | article | |
| 2002 | The monetary policy decisions of the ECB and the money market In: BIS Papers chapters. [Full Text][Citation analysis] | chapter | 1 |
| 2015 | THE FAILURE TO PREDICT THE GREAT RECESSION—A VIEW THROUGH THE ROLE OF CREDIT In: Journal of the European Economic Association. [Full Text][Citation analysis] | article | 11 |
| 2000 | Firm Size and Cyclical Variations in Stock Returns In: Journal of Finance. [Full Text][Citation analysis] | article | 196 |
| 1999 | Firm Size and Cyclical Variations in Stock Returns.(1999) In: FMG Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 196 | paper | |
| 2002 | Policymakers Revealed Preferences and the Output-Inflation Variability Trade-Off: Implications for the European System of Central Banks. In: Manchester School. [Full Text][Citation analysis] | article | 35 |
| 1999 | Policymakers revealed preferences and the output-inflation variability trade-off: implications for the European system of central banks.(1999) In: Proceedings. [Citation analysis] This paper has another version. Agregated cites: 35 | article | |
| 2011 | SPAIN‐STING: SPAIN SHORT‐TERM INDICATOR OF GROWTH In: Manchester School. [Full Text][Citation analysis] | article | 10 |
| 2015 | Can we use seasonally adjusted variables in dynamic factor models? In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 1 |
| 2012 | Green Shoots and Double Dips in the Euro Area. A Real Time Measure In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 10 |
| 2014 | Green 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 | |
| 2018 | Real and financial cycles in EU countries - Stylised facts and modelling implications In: Occasional Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2000 | This is what the US leading indicators lead In: Working Paper Series. [Full Text][Citation analysis] | paper | 7 |
| 2001 | Business cycle asymmetries in stock returns: evidence from higher order moments and conditional densities In: Working Paper Series. [Full Text][Citation analysis] | paper | 77 |
| 2001 | Business cycle asymmetries in stock returns: Evidence from higher order moments and conditional densities.(2001) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 77 | article | |
| 2000 | Business Cycle Asymmetries in Stock Returns: Evidence from Higher Order Moments and Conditional Densities.(2000) In: FMG Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 77 | paper | |
| 2001 | Business Cycle Asymmetries in Stock Returns: Evidence from Higher Order Moments and Conditional Densities..(2001) In: Quebec a Montreal - Recherche en gestion. [Citation analysis] This paper has another version. Agregated cites: 77 | paper | |
| 2001 | The daily market for funds in Europe: Has something changed with the EMU? In: Working Paper Series. [Full Text][Citation analysis] | paper | 33 |
| 2000 | The daily market for funds in Europe: Has something changed with the EMU?.(2000) In: Economics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 33 | paper | |
| 2001 | The ECB monetary policy strategy and the money market In: Working Paper Series. [Full Text][Citation analysis] | paper | 50 |
| 2001 | The ECB Monetary Policy Strategy and the Money Market..(2001) In: International Journal of Finance & Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 50 | article | |
| 2001 | The 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 | |
| 2000 | This is What Leading Indicators Lead In: Econometric Society World Congress 2000 Contributed Papers. [Full Text][Citation analysis] | paper | 1 |
| 2011 | Latin STINGS: indicadores de crecimiento a corto plazo de los países de América Latina In: Macroeconomía del Desarrollo. [Full Text][Citation analysis] | paper | 0 |
| 2008 | Interest rate dispersion and volatility in the market for daily funds In: European Economic Review. [Full Text][Citation analysis] | article | 12 |
| 2005 | Comments on Some methods for assessing the need for non-linear models in business cycle analysis In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 0 |
| 2006 | A useful tool for forecasting the Euro-area business cycle phases In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 15 |
| 2016 | Aggregate versus disaggregate information in dynamic factor models In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 8 |
| 2015 | Great Moderation and Great Recession. From plain sailing to stormy seas? In: EcoMod2015. [Full Text][Citation analysis] | paper | 0 |
| 2007 | Análisis cuantitativo del estado de bienestar en Europa: Modelos y resultados In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2010 | Green Shoots? Where, when and how? In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 1999 | A decomposition of the increased stability of GDP growth In: Current Issues in Economics and Finance. [Full Text][Citation analysis] | article | 37 |
| 2002 | On the causes of the increased stability of the U.S. economy In: Economic Policy Review. [Full Text][Citation analysis] | article | 138 |
| 2005 | The effect of oil price on industrial production and on stock returns In: ThE Papers. [Full Text][Citation analysis] | paper | 4 |
| 2002 | This is what the leading indicators lead In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 35 |
| 2000 | THIS IS WHAT THE LEADING INDICATORS LEAD.(2000) In: Computing in Economics and Finance 2000. [Full Text][Citation analysis] This paper has another version. Agregated cites: 35 | paper | |
| 2006 | Do european business cycles look like one $\_?$ In: Computing in Economics and Finance 2006. [Full Text][Citation analysis] | paper | 7 |
| 2016 | Introduction to the special issue in honor of Agustín Maravall In: SERIEs: Journal of the Spanish Economic Association. [Full Text][Citation analysis] | article | 0 |
| 1996 | What Do the Leading Indicators Lead? In: The Journal of Business. [Full Text][Citation analysis] | article | 68 |
| 2000 | The daily market for funds in Europe: Mathematical appendix In: Economics Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 1996 | International capital flows : do short-term investment and direct investment differ? In: Policy Research Working Paper Series. [Full Text][Citation analysis] | paper | 33 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated August, 2th 2018. Contact: CitEc Team