Maximo Camacho : Citation Profile

Universidad de Murcia

19

H index

28

i10 index

1173

Citations

RESEARCH PRODUCTION:

53

Articles

56

Papers

1

Chapters

RESEARCH ACTIVITY:

   25 years (2000 - 2025). See details.
   Cites by year: 46
   Journals where Maximo Camacho has often published
   Relations with other researchers
   Recent citing documents: 50.    Total self citations: 39 (3.22 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pca13
   Updated: 2025-12-13    RAS profile: 2025-06-02    
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Relations with other researchers

Works with:

Gómez-Loscos, Ana (3)

Ramallo, Salvador (3)

Perez Quiros, Gabriel (2)

Lopez-Buenache, German (2)

Pacce, Matías (2)

Peña, Daniel (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Maximo Camacho.

Is cited by:

Leiva-Leon, Danilo (57)

Marcellino, Massimiliano (31)

Gómez-Loscos, Ana (29)

Perez Quiros, Gabriel (26)

Gadea, María (23)

Balcilar, Mehmet (20)

Glocker, Christian (20)

Ruiz, Esther (19)

Wegmueller, Philipp (18)

GUPTA, RANGAN (18)

Poncela, Pilar (18)

Cites to:

Perez Quiros, Gabriel (55)

Diebold, Francis (33)

Hamilton, James (28)

Watson, Mark (23)

Reichlin, Lucrezia (22)

Aruoba, S. Boragan (22)

Kim, Chang-Jin (22)

Piger, Jeremy (19)

Mariano, Roberto (18)

Ng, Serena (16)

Chauvet, Marcelle (15)

Main data

Where Maximo Camacho has published?

Journals with more than one article published# docs
International Journal of Forecasting5
Journal of Economic Dynamics and Control4
Tourism Economics3
Emerging Markets Finance and Trade3
Boletn Econmico3
Economic Modelling3
Economics Letters3
Journal of Forecasting2
Studies in Nonlinear Dynamics & Econometrics2
Journal of Business & Economic Statistics2
Empirical Economics2
Journal of Applied Econometrics2

Working Papers Series with more than one paper published# docs
Working Papers / Banco de Espaa21
CEPR Discussion Papers / C.E.P.R. Discussion Papers10
Working Papers / BBVA Bank, Economic Research Department8
Working Paper Series / European Central Bank2
Computing in Economics and Finance 2002 / Society for Computational Economics2

Recent works citing Maximo Camacho (2025 and 2024)

YearTitle of citing document
2024Hierarchical Regularizers for Reverse Unrestricted Mixed Data Sampling Regressions. (2024). Wilms, Ines ; Hecq, Alain ; Ternes, Marie. In: Papers. RePEc:arx:papers:2301.10592.

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2024A sequential test procedure for the choice of the number of regimes in multivariate nonlinear models. (2024). Bucci, Andrea. In: Papers. RePEc:arx:papers:2406.02152.

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2025EUR-USD Exchange Rate Forecasting Based on Information Fusion with Large Language Models and Deep Learning Methods. (2024). Jiang, Zixiao ; Zhao, Xuanze ; Abdullah, Shamsul Nahar ; Ding, Hongcheng ; Dewi, Deshinta Arrova. In: Papers. RePEc:arx:papers:2408.13214.

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2024International vulnerability of inflation. (2024). Ruiz, Esther ; Garr, Ignacio ; Rodr, Vladimir C. In: Papers. RePEc:arx:papers:2410.20628.

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2025Tracking the economy at high frequency. (2025). Jarr, Juan ; Garc, Freddy. In: Papers. RePEc:arx:papers:2507.07450.

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2024Nowcasting Italian GDP growth: a Factor MIDAS approach. (2024). Silvestrini, Andrea ; Prifti, Orest ; Ceci, Donato. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1446_24.

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2025Supply chain transmission of climate-related physical risks. (2025). Vissotto, Luis ; Linardi, Fernando ; Godoy, Douglas Kiarelly. In: BIS Working Papers. RePEc:bis:biswps:1260.

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2025Nowcasting Russian GDP in a Mixed-Frequency DSGE Model with a Panel of Non-Modelled Variables. (2025). Eliseev, Alexander. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:84:y:2025:i:3:p:63-93.

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2024ASYMMETRIC EFFECTS OF LOCAL AND GLOBAL BUSINESS CYCLE VARIATIONS ON THE SECTORAL INDUSTRIAL PRODUCTION IN SINGAPORE. (2024). Iqbal, Javed. In: Studies in Business and Economics. RePEc:blg:journl:v:19:y:2024:i:1:p:75-96.

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2024Improving the robustness of Markov-switching dynamic factor models with time-varying volatility. (2024). Aumond, Romain ; Royer, Julien. In: Working Papers. RePEc:crs:wpaper:2024-04.

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2024International vulnerability of inflation. (2024). Ortega, Esther Ruiz ; Rodrguez, Carlos Vladimir ; Vedia, Ignacio Garrn. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:44814.

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2024The euro area business cycle and its drivers. (2024). Toth, Mate ; Grigora, Veaceslav ; Warmedinger, Thomas ; Saiz, Lorena ; Stoevsky, Grigor ; Palenzuela, Diego Rodriguez. In: Occasional Paper Series. RePEc:ecb:ecbops:2024354.

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2024Examining the behaviour of inflation to supply and demand shocks using an MS-VAR model. (2024). Savva, Christos ; Michail, Nektarios ; Koursaros, Demetris. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s026499932400258x.

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2024Advances in nowcasting economic activity: The role of heterogeneous dynamics and fat tails. (2024). Petrella, Ivan ; Drechsel, Thomas ; Antolin-Diaz, Juan. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s0304407623003500.

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2024Industrial Connectedness and Business Cycle Comovements. (2024). Owyang, Michael ; Guisinger, Amy ; Soques, Daniel. In: Econometrics and Statistics. RePEc:eee:ecosta:v:29:y:2024:i:c:p:132-149.

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2024Nonlinear network connectedness: Assessing financial risk transmission in MENA and influence of external financial conditions. (2024). USMAN, OJONUGWA ; Duman, Gazi Murat ; Balcilar, Mehmet. In: Emerging Markets Review. RePEc:eee:ememar:v:62:y:2024:i:c:s1566014124000815.

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2024A two-step dynamic factor modelling approach for forecasting inflation in small open economies. (2024). Wright, Cardel ; Aysun, Uluc. In: Emerging Markets Review. RePEc:eee:ememar:v:62:y:2024:i:c:s1566014124000839.

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2025Heterogeneous information transmission between climate policy uncertainty and Chinese new energy markets: A quantile-on-quantile transfer entropy method. (2025). Liu, Xueyong ; Feng, Zhuoqi ; Yao, Yinhong. In: International Review of Financial Analysis. RePEc:eee:finana:v:103:y:2025:i:c:s1057521925002625.

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2024Capital flow dynamics and the synchronization of financial cycles and business cycles in emerging market economies. (2024). Juhro, Solikin ; Narayan, Paresh Kumar ; Iyke, Bernard Njindan. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:92:y:2024:i:c:s1042443124000465.

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2024Accelerating peak dating in a dynamic factor Markov-switching model. (2024). van Dijk, Dick ; van Os, Bram. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:313-323.

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2024Back to the present: Learning about the euro area through a now-casting model. (2024). Modugno, Michele ; Giannone, Domenico ; Cascaldi-Garcia, Danilo. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:661-686.

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2024Reservoir computing for macroeconomic forecasting with mixed-frequency data. (2024). van Huellen, Sophie ; Dellaportas, Petros ; Hirt, Marcel ; Grigoryeva, Lyudmila ; Ortega, Juan-Pablo ; Ballarin, Giovanni. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:3:p:1206-1237.

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2024Thinking outside the container: A sparse partial least squares approach to forecasting trade flows. (2024). Stamer, Vincent. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1336-1358.

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2024Exchange rates and fundamentals: Forecasting with long maturity forward rates. (2024). Darvas, Zsolt ; Schepp, Zoltan. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:143:y:2024:i:c:s0261560624000548.

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2024A matrix unified framework for deriving various impulse responses in Markov switching VAR: Evidence from oil and gas markets. (2024). Cavicchioli, Maddalena. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:29:y:2024:i:c:s1703494923000610.

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2024Business cycles in a cocoa and gold economy: Commodity price shocks do not always matter. (2024). Ameyaw, Emmanuel. In: Resources Policy. RePEc:eee:jrpoli:v:91:y:2024:i:c:s0301420724002502.

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2025Novel maturity scoring for hydrogen standards and economy in G20. (2025). Lenny, S C ; Shamoushaki, Moein. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:212:y:2025:i:c:s1364032125000383.

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2025Improving the Median CPI: Maximal Disaggregation Isnt Necessarily Optimal. (2025). Zaman, Saeed ; Verbrugge, Randal ; Garciga, Christian. In: Working Papers. RePEc:fip:fedcwq:97538.

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2024An Econometric and Time Series Analysis of the USTC Depeg’s Impact on the LUNA Classic Price Crash During Spring 2022’s Crypto Market Turmoil. (2024). Diop, Papa Ousseynou. In: Commodities. RePEc:gam:jcommo:v:3:y:2024:i:4:p:24-459:d:1534437.

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2025Mapping China’s Belt and Road Initiative in Europe: Developments and Challenges. (2025). Dallago, Bruno ; Casagrande, Sara. In: Economies. RePEc:gam:jecomi:v:13:y:2025:i:10:p:301-:d:1774751.

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2025Research on Reconstructing Regional Business Cycle Analysis System Based on Electricity Big Data—A Case Study in Guangxi Province. (2025). Luo, Qideng ; Ji, Haoyang ; Xu, Yang ; Shi, Junyi ; Cui, Zhiwei. In: Energies. RePEc:gam:jeners:v:18:y:2025:i:11:p:2921-:d:1670478.

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2024Does Google Analytics Improve the Prediction of Tourism Demand Recovery?. (2024). Saayman, Andrea ; Botha, Ilse. In: Forecasting. RePEc:gam:jforec:v:6:y:2024:i:4:p:45-924:d:1501894.

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2025The Effects of Investor Sentiment on Stock Return Indices Under Changing Market Conditions: Evidence from South Africa. (2025). Moodley, Fabian ; Ferreira-Schenk, Sune ; Matlhaku, Kago. In: IJFS. RePEc:gam:jijfss:v:13:y:2025:i:2:p:70-:d:1646148.

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2025Economic and Sectoral Convergence in Latin America and the Caribbean: An Analysis of Beta, Sigma, and Gamma Convergence. (2025). Navarro-Chvez, Csar Lenin. In: JRFM. RePEc:gam:jjrfmx:v:18:y:2025:i:2:p:61-:d:1579683.

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2024An EM/MCMC Markov-Switching GARCH Behavioral Algorithm for Random-Length Lumber Futures Trading. (2024). de la Torre-Torres, Oscar V ; de la Cruz, Maria ; Alvarez-Garcia, Jose. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:3:p:485-:d:1332374.

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2024A Unit Root Test with Markov Switching Deterministic Components: A Special Emphasis on Nonlinear Optimization Algorithms. (2024). Omay, Tolga ; Corakci, Aysegul. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:3:d:10.1007_s10614-023-10501-4.

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2024Oil price uncertainly and sovereign credit risk in GCC countries: fresh evidence. (2024). Maghyereh, Aktham ; Abdoh, Hussein. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:21:y:2024:i:2:d:10.1007_s10368-024-00607-x.

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2024Importações e Mudanças Estruturais na Indústria Brasileira, 2003-2018: Uma Análise de Decomposição Estrutural. (2024). Azzoni, Carlos ; Leite, Gustavo Henrique. In: TD NEREUS. RePEc:ris:nereus:2024_012.

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2024Is peer-to-peer demand cointegrated at the listing level?. (2024). Surez-Vega, Rafael ; Rachinger, Heiko ; Prez-Rodrguez, Jorge V. In: Empirical Economics. RePEc:spr:empeco:v:66:y:2024:i:5:d:10.1007_s00181-023-02522-7.

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2025A Tool to Nowcast Tourist Overnight Stays with Payment Data and Complementary Indicators. (2025). Mariani, Vincenzo ; Crispino, Marta. In: Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti. RePEc:spr:italej:v:11:y:2025:i:1:d:10.1007_s40797-024-00266-6.

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2024Measuring Swiss Employment Growth: A Measurement-Error Approach. (2024). Stucki, Yannic. In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:20:y:2024:i:3:d:10.1007_s41549-024-00104-9.

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2025The use of Markov-Switching GARCH models in a Mexican rice spot price hedging algorithm with CME rice futures. (2025). Durn-Snchez, Amador ; Bollainparra, Leticia ; Torre-Torres, Oscar V. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:59:y:2025:i:3:d:10.1007_s11135-025-02169-9.

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2024Spanish GDP short-term point and density forecasting using a mixed-frequency dynamic factor model. (2024). Fresoli, Diego. In: SERIEs: Journal of the Spanish Economic Association. RePEc:spr:series:v:15:y:2024:i:2:d:10.1007_s13209-024-00297-3.

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2024Forecasts of Period-Average Exchange Rates: New Insights from Real-Time Daily Data. (2024). Martin, Stephen Snudden. In: LCERPA Working Papers. RePEc:wlu:lcerpa:jc0148.

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2024Advance layoff notices and aggregate job loss. (2024). Lunsford, Kurt ; Krolikowski, Pawel. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:3:p:462-480.

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2024Real‐time weakness of the global economy. (2024). Rots, Eyno ; Perez Quiros, Gabriel ; Leivaleon, Danilo. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:5:p:813-832.

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2025Dynamic Mixture Vector Autoregressions With Score‐Driven Weights. (2025). Neuenkirch, Matthias ; Umlandt, Dennis ; Gretener, Alexander Georges. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:40:y:2025:i:4:p:455-470.

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2024Constructing a high‐frequency World Economic Gauge using a mixed‐frequency dynamic factor model. (2024). Tsiaplias, Sarantis ; Zhou, Ruining ; Chua, Chew Lian. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:6:p:2212-2227.

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2025Harnessing Social Media and NGO Collaboration for Advancing Sustainable Ecotourism Policy: A Pathway to Sustainable Tourism Development. (2025). Zada, Shagufta ; Dhar, Bablu Kumar ; Marcao, Ricardo ; Khan, Salman. In: Sustainable Development. RePEc:wly:sustdv:v:33:y:2025:i:3:p:4702-4717.

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2025One Size Does Not Fit All: Unveiling Asymmetric Transmission of Monetary Policy in the Euro Area. (2025). Choi, Sangyup ; Kim, Jiseob ; Jeong, Kimoon. In: Working papers. RePEc:yon:wpaper:2025rwp-256.

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Works by Maximo Camacho:

YearTitleTypeCited
2009Are the High-growth Recovery Periods Over? In: UFAE and IAE Working Papers.
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2015Are the high-growth recovery periods over?.(2015) In: Working Papers.
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This paper has nother version. Agregated cites: 7		paper
2010MICA-BBVA: A Factor Model of Economic and Financial Indicators for Short-term GDP Forecasting In: Working Papers.
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2012MICA-BBVA: a factor model of economic and financial indicators for short-term GDP forecasting.(2012) In: SERIEs: Journal of the Spanish Economic Association.
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This paper has nother version. Agregated cites: 15		article
2011The Euro-Sting revisited: PMI versus ESI to obtain euro area GDP forecasts In: Working Papers.
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2012Short-run forecasting of the euro-dollar exchange rate with economic fundamentals In: Working Papers.
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2012Short-run forecasting of the euro-dollar exchange rate with economic fundamentals.(2012) In: Working Papers.
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2012Short-run forecasting of the euro-dollar exchange rate with economic fundamentals.(2012) In: Journal of International Money and Finance.
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This paper has nother version. Agregated cites: 42		article
2012Real-time forecasting US GDP from small-scale factor models In: Working Papers.
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2014Real-time forecasting us GDP from small-scale factor models.(2014) In: Working Papers.
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2014Real-time forecasting US GDP from small-scale factor models.(2014) In: Empirical Economics.
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2015Monitoring the world business cycle In: Working Papers.
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2015Monitoring the world business cycle.(2015) In: Working Papers.
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2015Monitoring the world business cycle.(2015) In: Economic Modelling.
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2015Monitoring the world business cycle.(2015) In: Globalization Institute Working Papers.
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2016Forecasting travelers in Spain with Google queries In: Working Papers.
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2017Business cycle phases in Spain In: Working Papers.
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2018Consumer confidence’s boom and bust in Latin America In: Working Papers.
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2014The Propagation of Industrial Business Cycles In: Staff Working Papers.
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2017The propagation of industrial business cycles.(2017) In: Working Papers.
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2019THE PROPAGATION OF INDUSTRIAL BUSINESS CYCLES.(2019) In: Macroeconomic Dynamics.
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2003Las similitudes del ciclo económico en las economías europeas In: Boletín Económico.
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2007Nuevo procedimiento de estimación de los ingresos por Turismo y viajes en la Balanza de Pagos In: Boletín Económico.
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2008Un modelo para la predicción en tiempo real del PIB en el área del euro (EURO-STING) In: Boletín Económico.
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2008A model for the real-time forecasting of GDP in the euro area (EURO-STING) In: Economic Bulletin.
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2004Are european business cycles close enough to be just one? In: Working Papers.
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2005Are European Business Cycles Close Enough to be Just One?.(2005) In: CEPR Discussion Papers.
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2006Are European business cycles close enough to be just one?.(2006) In: Journal of Economic Dynamics and Control.
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2004Are European business cycles close enough to be just one?.(2004) In: Computing in Economics and Finance 2004.
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2005Jump-and-rest effect of U.S. business cycles In: Working Papers.
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2007Jump-and-Rest Effect of U.S. Business Cycles.(2007) In: Studies in Nonlinear Dynamics & Econometrics.
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2005Jump-and-Rest Effects of US Business Cycles.(2005) In: CEPR Discussion Papers.
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2005Do european business cycles look like one? In: Working Papers.
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2008Do European business cycles look like one?.(2008) In: Journal of Economic Dynamics and Control.
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2008Introducing the EURO-STING: Short Term INdicator of Euro Area Growth In: Working Papers.
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2009Introducing the Euro-STING: Short-Term Indicator of Euro Area Growth.(2009) In: CEPR Discussion Papers.
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2010Introducing the euro-sting: Short-term indicator of euro area growth.(2010) In: Journal of Applied Econometrics.
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2009Ñ-STING: España Short Term INdicator of Growth In: Working Papers.
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2009High-growth Recoveries, Inventories and the Great Moderation In: Working Papers.
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2011High-growth recoveries, inventories and the Great Moderation.(2011) In: Journal of Economic Dynamics and Control.
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2011High-growth recoveries, inventories and the great moderation.(2011) In: Post-Print.
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2010Green shoots in the euro area. A real time measure In: Working Papers.
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2012Extracting non-linear signals from several economic indicators In: Working Papers.
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2012Extracting nonlinear signals from several economic indicators.(2012) In: CEPR Discussion Papers.
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2015Extracting Nonlinear Signals from Several Economic Indicators.(2015) In: Journal of Applied Econometrics.
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2012Finite sample performance of small versus large scale dynamic factor models In: Working Papers.
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2012Finite sample performance of small versus large scale dynamic factor models.(2012) In: CEPR Discussion Papers.
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2012Markov-switching dynamic factor models in real time In: Working Papers.
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2012Markov-switching dynamic factor models in real time.(2012) In: CEPR Discussion Papers.
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2018Markov-switching dynamic factor models in real time.(2018) In: International Journal of Forecasting.
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2012Can we use seasonally adjusted indicators in dynamic factor models? In: Working Papers.
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2012Can we use seasonally adjusted indicators in dynamic factor models?.(2012) In: CEPR Discussion Papers.
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2013Commodity prices and the business cycle in Latin America: Living and dying by commodities In: Working Papers.
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2013Commodity prices and the business cycle in Latin America: Living and dying by commodities?.(2013) In: CEPR Discussion Papers.
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2014Commodity Prices and the Business Cycle in Latin America: Living and Dying by Commodities?.(2014) In: Emerging Markets Finance and Trade.
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2013Short-term forecasting for empirical economists. A survey of the recently proposed algorithms In: Working Papers.
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2013Short-term Forecasting for Empirical Economists: A Survey of the Recently Proposed Algorithms.(2013) In: Foundations and Trends(R) in Econometrics.
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2015Country shocks, monetary policy expectations and ECB decisions. A dynamic non-linear approach In: Working Papers.
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2015Country Shocks, Monetary Policy Expectations and ECB Decisions. A Dynamic Non-Linear Approach.(2015) In: Working Papers Central Bank of Chile.
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2015Country shocks, monetary policy expectations and ECB decisions. A dynamic non-linear approach.(2015) In: CEPR Discussion Papers.
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2016Country Shocks, Monetary Policy Expectations and ECB Decisions. A Dynamic Non-linear Approach.(2016) In: Advances in Econometrics.
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2000This is what the US leading indicators lead In: Working Paper Series.
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2000This is What Leading Indicators Lead.(2000) In: Econometric Society World Congress 2000 Contributed Papers.
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2002This is what the leading indicators lead.(2002) In: Journal of Applied Econometrics.
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