25
H index
41
i10 index
3209
Citations
Gabriel Perez Quiros : Citation Profile
Banco de España | RESEARCH PRODUCTION: 60 Articles 99 Papers 3 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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31 years (1991 - 2022). 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?
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Working Papers / Banco de Espaa | 29 |
| CEPR Discussion Papers / C.E.P.R. Discussion Papers | 22 |
| Working Paper Series / European Central Bank | 12 |
| Working Papers / Barcelona School of Economics | 3 |
Recent works citing Gabriel Perez Quiros (2023 and 2022)
| Year | Title of citing document | |
|---|---|---|
| 2021 | Is U.S. real output growth really non-normal? Testing distributional assumptions in time-varying location-scale models. (2021). Kruse-Becher, Robinson ; Demetrescu, Matei. In: CREATES Research Papers. RePEc:aah:create:2021-07. Full description at Econpapers || Download paper | |
| 2021 | Revisiting the macroeconomic effects of monetary policy shocks. (2021). Haque, Qazi ; Doko Tchatoka, Firmin. In: School of Economics Working Papers. RePEc:adl:wpaper:2021-02. Full description at Econpapers || Download paper | |
| 2021 | Common and Idiosyncratic Components of Latin American Business Cycles Connectedness. (2021). Campos, Luciano ; Andujar, Jesus Ruiz. In: Working Papers. RePEc:aoz:wpaper:91. Full description at Econpapers || Download paper | |
| 2023 | Deep Dynamic Factor Models. (2020). Ricco, Giovanni ; Izzo, Cosimo ; Andreini, Paolo. In: Papers. RePEc:arx:papers:2007.11887. Full description at Econpapers || Download paper | |
| 2022 | Are low frequency macroeconomic variables important for high frequency electricity prices?. (2020). Rossini, Luca ; Ravazzolo, Francesco ; Foroni, Claudia. In: Papers. RePEc:arx:papers:2007.13566. Full description at Econpapers || Download paper | |
| 2022 | Developments on the Bayesian Structural Time Series Model: Trending Growth. (2020). Kohns, David ; Bhattacharjee, Arnab. In: Papers. RePEc:arx:papers:2011.00938. Full description at Econpapers || Download paper | |
| 2021 | Capturing GDP nowcast uncertainty in real time. (2020). Labonne, Paul. In: Papers. RePEc:arx:papers:2012.02601. Full description at Econpapers || Download paper | |
| 2021 | Bootstrapping Non-Stationary Stochastic Volatility. (2021). Georgiev, Iliyan ; Rahbek, Anders ; Cavaliere, Giuseppe ; Boswijk, Peter H. In: Papers. RePEc:arx:papers:2101.03562. Full description at Econpapers || Download paper | |
| 2022 | Deep Learning Macroeconomics. (2022). , Rafael ; Rafael, . In: Papers. RePEc:arx:papers:2201.13380. Full description at Econpapers || Download paper | |
| 2022 | Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models. (2022). Taylor, Robert ; De Angelis, Luca ; Cavaliere, Giuseppe ; Boswijk, Peter H. In: Papers. RePEc:arx:papers:2202.02532. Full description at Econpapers || Download paper | |
| 2022 | Business Cycle Synchronization in the EU: A Regional-Sectoral Look through Soft-Clustering and Wavelet Decomposition. (2022). Celov, Dmitrij ; Jokubaitis, Saulius. In: Papers. RePEc:arx:papers:2206.14128. Full description at Econpapers || Download paper | |
| 2022 | Modelling Large Dimensional Datasets with Markov Switching Factor Models. (2022). Massacci, Daniele ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2210.09828. Full description at Econpapers || Download paper | |
| 2023 | Hierarchical Regularizers for Reverse Unrestricted Mixed Data Sampling Regressions. (2023). Hecq, Alain ; Wilms, Ines ; Ternes, Marie. In: Papers. RePEc:arx:papers:2301.10592. Full description at Econpapers || Download paper | |
| 2023 | Band-Pass Filtering with High-Dimensional Time Series. (2023). Proietti, Tommaso ; Lippi, Marco ; Giovannelli, Alessandro. In: Papers. RePEc:arx:papers:2305.06618. Full description at Econpapers || Download paper | |
| 2021 | Transfer Learning for Business Cycle Identification. (2021). , Rafael ; Rafael, ; Chauvet, Marcelle. In: Working Papers Series. RePEc:bcb:wpaper:545. Full description at Econpapers || Download paper | |
| 2022 | Nowcasting Brazilian GDP with Electronic Payments Data. (2022). Cesar, Raquel Nadal. In: Working Papers Series. RePEc:bcb:wpaper:564. Full description at Econpapers || Download paper | |
| 2023 | A supply-side GDP nowcasting model. (2023). Cerezo, Alejandro Fernandez. In: Economic Bulletin. RePEc:bde:journl:y:2023:i:01:n:18. Full description at Econpapers || Download paper | |
| 2022 | The information content of conflict, social unrest and policy uncertainty measures for macroeconomic forecasting. (2022). Pérez, Javier ; Mueller, Hannes ; Molina Sánchez, Luis ; Diakonova, Marina ; Rauh, Cristopher ; Perez, Javier J. In: Working Papers. RePEc:bde:wpaper:2232. Full description at Econpapers || Download paper | |
| 2021 | Modeling and forecasting macroeconomic downside risk. (2021). Petrella, Ivan ; Delle Monache, Davide ; de Polis, Andrea. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1324_21. Full description at Econpapers || Download paper | |
| 2021 | Reglas fiscales subnacionales en Colombia: desde su concepción hasta los resultados frente al COVID-19. (2021). Ricciulli-Marin, Diana ; PEREZ-VALBUENA, GERSON ; Bonet, Jaime ; Barrios, Paula ; Bonet-Moron, Jaime. In: Documentos de trabajo sobre Economía Regional y Urbana. RePEc:bdr:region:297. Full description at Econpapers || Download paper | |
| 2021 | Indicador coincidente de actividad económica en la recesión pandémica: el caso del Caribe colombiano. (2021). Collazos-Rodriguez, Jaime Andres ; Sanabria-Dominguez, Johana ; Vidal-Alejandro, Pavel ; Orozco-Gallo, Antonio Jose. In: Documentos de trabajo sobre Economía Regional y Urbana. RePEc:bdr:region:298. Full description at Econpapers || Download paper | |
| 2022 | Financial Conditions and Macroeconomic Downside Risks in the Euro Area. (2022). Lhuissier, Stéphane. In: Working papers. RePEc:bfr:banfra:863. Full description at Econpapers || Download paper | |
| 2022 | Proyecciones macroeconómicas con datos en frecuencias mixtas. Modelos ADL-MIDAS, U-MIDAS y TF-MIDAS con aplicaciones para Uruguay. (2022). Alvarez, Santiago Etchegaray. In: Documentos de trabajo. RePEc:bku:doctra:2022004. Full description at Econpapers || Download paper | |
| 2022 | A component Markov regime?switching autoregressive conditional range model. (2022). Mazibas, Murat. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:74:y:2022:i:2:p:650-683. Full description at Econpapers || Download paper | |
| 2022 | Data?driven identification in SVARs—When and how can statistical characteristics be used to unravel causal relationships?. (2022). Maxand, Simone ; Lange, Alexander ; Herwartz, Helmut. In: Economic Inquiry. RePEc:bla:ecinqu:v:60:y:2022:i:2:p:668-693. Full description at Econpapers || Download paper | |
| 2021 | Nowcasting monthly GDP with big data: A model averaging approach. (2021). Proietti, Tommaso ; Giovannelli, Alessandro. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:184:y:2021:i:2:p:683-706. Full description at Econpapers || Download paper | |
| 2022 | Episodic incidence of Harrodian instability and the Kaleckian growth model: A Markov?switching approach. (2022). Hartley, Brian. In: Metroeconomica. RePEc:bla:metroe:v:73:y:2022:i:1:p:268-290. Full description at Econpapers || Download paper | |
| 2021 | Modelling of Economic and Financial Conditions for Real?Time Prediction of Recessions. (2021). Çakmaklı, Cem ; Altug, Sumru ; Ircani, Hamza Dem. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:3:p:663-685. Full description at Econpapers || Download paper | |
| 2022 | Joint Decomposition of Business and Financial Cycles: Evidence from Eight Advanced Economies. (2022). Koopman, Siem Jan ; Hindrayanto, Irma ; de Winter, Jasper. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:1:p:57-79. Full description at Econpapers || Download paper | |
| 2022 | Time?Varying Dynamics of the German Business Cycle: A Comprehensive Investigation. (2022). Reif, Magnus. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:1:p:80-102. Full description at Econpapers || Download paper | |
| 2023 | Economic resilience and regionally differentiated cycles: Evidence from a turning point approach in Italy. (2023). Fratesi, Ugo ; Duran, Hasan Engin. In: Papers in Regional Science. RePEc:bla:presci:v:102:y:2023:i:2:p:219-252. Full description at Econpapers || Download paper | |
| 2021 | Is British output growth related to its uncertainty? Evidence using eight centuries of data. (2021). Savva, Christos ; Fountas, Stilianos ; Bredin, Don. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:68:y:2021:i:3:p:345-364. Full description at Econpapers || Download paper | |
| 2021 | Uncertainty, firm entry, and investment dynamics. (2021). Giannoulakis, Stelios. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:68:y:2021:i:5:p:623-642. Full description at Econpapers || Download paper | |
| 2021 | . Full description at Econpapers || Download paper | |
| 2022 | Split Personalities: The Changing Nature of Technology Shocks*. (2022). Lubik, Thomas ; Gunn, Christopher ; Grtz, Christoph. In: Carleton Economic Papers. RePEc:car:carecp:22-06. Full description at Econpapers || Download paper | |
| 2023 | Inequality and the Zero Lower Bound. (2023). Rachedi, Omar ; Nuo, Galo ; Marbet, Joel ; Fernandez-Villaverde, Jesus. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10471. Full description at Econpapers || Download paper | |
| 2021 | Tracking Weekly State-Level Economic Conditions. (2021). Leiva-Leon, Danilo ; Sims, Eric R ; Baumeister, Christiane. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9165. Full description at Econpapers || Download paper | |
| 2021 | Time-Varying Dynamics of the German Business Cycle: A Comprehensive Investigation. (2021). Reif, Magnus. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9271. Full description at Econpapers || Download paper | |
| 2022 | Alternative Measures for the Global Financial Cycle: Do They Make a Difference?. (2022). Jacobs, Jan ; de Haan, Jakob ; Tian, Xin. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9730. Full description at Econpapers || Download paper | |
| 2022 | Monetary Policy and the Financial Cycle: International Evidence. (2022). Žáček, Jan ; Baxa, Jaromir. In: Working Papers. RePEc:cnb:wpaper:2022/4. Full description at Econpapers || Download paper | |
| 2021 | Addressing COVID-19 Outliers in BVARs with Stochastic Volatility. (2021). Mertens, Elmar ; Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:15964. Full description at Econpapers || Download paper | |
| 2022 | Heteroskedastic Proxy Vector Autoregressions: Testing for Time-Varying Impulse Responses in the Presence of Multiple Proxies. (2022). Lutkepohl, Helmut ; Bruns, Martin. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2005. Full description at Econpapers || Download paper | |
| 2023 | The role of financial stability considerations in monetary policy and the interaction with macroprudential policy in the euro area. (2023). Signoretti, Federico ; Nikolov, Kalin ; Ambrocio, Gene ; Heider, Florian ; Jovanovic, Mario ; Lewis, Vivien ; Miettinen, Pavo ; Policy, Monetary ; Bonatti, Guido ; Prieto, Esteban ; Redak, Vanessa ; Altavilla, Carlo ; Geiger, Felix ; Chalamandaris, Dimitrios ; Fourel, Valere ; Jan, Jansen David ; Kok, Christoffer ; Mazelis, Falk ; Balfoussia, Hiona ; Licak, Marek ; Patriek, Matic ; Pogulis, Armands ; Adolf, Petra ; Garabedian, Garo ; Cassar, Alan ; Weigert, Benjamin ; Fahr, Stephan ; Ioannidis, Michael ; Vlassopoulos, Thomas ; Maddaloni, Angela ; Klein, Melanie ; Papageorghiou, Maria ; Galati, Gabriele ; Fernandez, Luis ; Busch, Ulrike ; Valderrama, Maria ; Bussiere, Mat | |
| 2023 | The more the merrier? Macroprudential instrument interactions and effective policy implementation. (2023). Saldias, Martin ; Tereanu, Eugen ; Vauhkonen, Jukka ; Prapiestis, Algirdas ; Tuomikoski, Kristiina ; Pirovano, Mara ; Silva, Fatima ; Lima, Diana ; Serra, Diogo ; Kouratzoglou, Charalampos ; Sangare, Ibrahima ; Jurca, Pavol ; Lennartsdotter, Petra ; Hallissey, Niamh ; Granlund, Peik ; lo Duca, Marco ; Giedrait, Edita ; Bartal, Mehdi. In: Occasional Paper Series. RePEc:ecb:ecbops:2023310. Full description at Econpapers || Download paper | |
| 2022 | Systemic risk and policy interventions: monetary and macroprudential policy. (2022). van der Ghote, Alejandro ; Mendicino, Caterina ; Martin, Alberto. In: Research Bulletin. RePEc:ecb:ecbrbu:2022:0097:. Full description at Econpapers || Download paper | |
| 2022 | Monetary policy, macroprudential policy and financial stability. (2022). Mendicino, Caterina ; Maddaloni, Angela ; Laeven, Luc. In: Working Paper Series. RePEc:ecb:ecbwps:20222647. Full description at Econpapers || Download paper | |
| 2022 | A new optimum currency area index for the euro area. (2022). Sun, Yiqiao ; Palenzuela, Diego Rodriguez ; Kunovac, Davor. In: Working Paper Series. RePEc:ecb:ecbwps:20222730. Full description at Econpapers || Download paper | |
| 2022 | It’s not time to make a change: sovereign fragility and the corporate credit risk. (2022). Zaghini, Andrea ; Fornari, Fabio. In: Working Paper Series. RePEc:ecb:ecbwps:20222740. Full description at Econpapers || Download paper | |
| 2023 | Monetary policy and the drifting natural rate of interest. (2023). Daudignon, Sandra ; Tristani, Oreste. In: Working Paper Series. RePEc:ecb:ecbwps:20232788. Full description at Econpapers || Download paper | |
| 2023 | Nowcasting employment in the euro area. (2023). Toth, Mate Barnabas ; Bodnar, Katalin ; Belousova, Irina ; Babura, Marta. In: Working Paper Series. RePEc:ecb:ecbwps:20232815. Full description at Econpapers || Download paper | |
| 2021 | Testing for rational bubbles in Australian housing market from a long-term perspective. (2021). Prats, Maria A ; Esteve, Vicente. In: Working Papers. RePEc:eec:wpaper:2113. Full description at Econpapers || Download paper | |
| 2023 | DeÂ…cit sustainability and the Fiscal Theory of the Price Level: the case of Italy, 1861-2020. (2023). Esteve, Vicente ; Daz-Roldn, Silviano Carmen ; Congregado, Emilio. In: Working Papers. RePEc:eec:wpaper:2301. Full description at Econpapers || Download paper | |
| 2021 | Time-varying inter-urban housing price spillovers in China: Causes and consequences. (2021). Yang, Haisheng ; Li, Jie ; Lu, Yunzhi. In: Journal of Asian Economics. RePEc:eee:asieco:v:77:y:2021:i:c:s1049007821001251. Full description at Econpapers || Download paper | |
| 2022 | Central moments, stochastic dominance, moment rule, and diversification with an application. (2022). Wong, Wing-Keung ; Guo, XU ; Chow, Sheung-Chi ; Chan, Raymond H. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:161:y:2022:i:c:s0960077922004611. Full description at Econpapers || Download paper | |
| 2023 | Wage gap and stock returns: Do investors dislike pay inequality?. (2023). Zhu, Yuhao ; Montone, Maurizio ; Dittmann, Ingolf. In: Journal of Corporate Finance. RePEc:eee:corfin:v:78:y:2023:i:c:s0929119922001651. Full description at Econpapers || Download paper | |
| 2022 | Markov-switching state-space models with applications to neuroimaging. (2022). Ombao, Hernando ; Ting, Chee-Ming ; Degras, David. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:174:y:2022:i:c:s0167947322001050. Full description at Econpapers || Download paper | |
| 2022 | A neural network ensemble approach for GDP forecasting. (2022). Rungi, Armando ; Riccaboni, Massimo ; Longo, Luigi. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:134:y:2022:i:c:s016518892100213x. Full description at Econpapers || Download paper | |
| 2022 | Decomposing the output gap with inflation learning. (2022). Ramamurthy, Srikanth ; Panovska, Irina. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:136:y:2022:i:c:s016518892200032x. Full description at Econpapers || Download paper | |
| 2022 | Proxy SVAR identification of monetary policy shocks - Monte Carlo evidence and insights for the US. (2022). Rohloff, Hannes ; Herwartz, Helmut ; Wang, Shu. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:139:y:2022:i:c:s0165188922001622. Full description at Econpapers || Download paper | |
| 2023 | Measuring the trend real interest rate in a data-rich environment. (2023). Fu, Bowen. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:147:y:2023:i:c:s016518892300012x. Full description at Econpapers || Download paper | |
| 2023 | Commodity price shocks, labour market dynamics and monetary policy in small open economies. (2023). Paez-Farrell, Juan ; Naraidoo, Ruthira. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:151:y:2023:i:c:s016518892300060x. Full description at Econpapers || Download paper | |
| 2022 | Volatility spillovers among Northeast Asia and the US: Evidence from the global financial crisis and the COVID-19 pandemic. (2022). Choi, Sun-Yong. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:73:y:2022:i:c:p:179-193. Full description at Econpapers || Download paper | |
| 2021 | Get the lowdown: The international side of the fall in the U.S. natural rate of interest. (2021). Martinez-Garcia, Enrique. In: Economic Modelling. RePEc:eee:ecmode:v:100:y:2021:i:c:s0264999321000699. Full description at Econpapers || Download paper | |
| 2021 | Bayesian TVP-VARX models with time invariant long-run multipliers. (2021). Polbin, Andrey ; Belomestny, Denis ; Krymova, Ekaterina. In: Economic Modelling. RePEc:eee:ecmode:v:101:y:2021:i:c:s0264999321001206. Full description at Econpapers || Download paper | |
| 2022 | Does hospitality industry stock volatility react asymmetrically to health and economic crises?. (2022). Pal, Debdatta. In: Economic Modelling. RePEc:eee:ecmode:v:108:y:2022:i:c:s026499932100328x. Full description at Econpapers || Download paper | |
| 2022 | On the behavior of Okuns law across business cycles. (2022). Donayre, Luiggi. In: Economic Modelling. RePEc:eee:ecmode:v:112:y:2022:i:c:s0264999322001043. Full description at Econpapers || Download paper | |
| 2022 | Assessing uncertainty of output gap estimates: Evidence from Visegrad countries. (2022). Nmec, Daniel ; Chalmoviansk, Jakub. In: Economic Modelling. RePEc:eee:ecmode:v:116:y:2022:i:c:s026499932200236x. Full description at Econpapers || Download paper | |
| 2022 | Real-time macroeconomic monitoring using mixed frequency data: Evidence from China. (2022). Xue, Rui ; Ge, Chanyuan ; He, Jie ; Zhang, Wei. In: Economic Modelling. RePEc:eee:ecmode:v:117:y:2022:i:c:s0264999322003054. Full description at Econpapers || Download paper | |
| 2023 | Are low frequency macroeconomic variables important for high frequency electricity prices?. (2023). Rossini, Luca ; Ravazzolo, Francesco ; Foroni, Claudia. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s0264999322003972. Full description at Econpapers || Download paper | |
| 2023 | CO2 emissions, energy consumption, and economic growth: Determining the stability of the 3E relationship. (2023). Montaes, Antonio ; Gonzalez-Alvarez, Maria A. In: Economic Modelling. RePEc:eee:ecmode:v:121:y:2023:i:c:s026499932300007x. Full description at Econpapers || Download paper | |
| 2023 | Great moderation with Chinese characteristics: Uncovering the role of monetary policy. (2023). Liu, Ding ; Sun, Weihong. In: Economic Modelling. RePEc:eee:ecmode:v:121:y:2023:i:c:s0264999323000366. Full description at Econpapers || Download paper | |
| 2023 | Nowcasting Chinese GDP in a data-rich environment: Lessons from machine learning algorithms. (2023). Xu, Hao ; Ni, HE ; Zhang, Qin. In: Economic Modelling. RePEc:eee:ecmode:v:122:y:2023:i:c:s0264999323000160. Full description at Econpapers || Download paper | |
| 2023 | How to foresee crises? A new synthetic index of vulnerabilities for emerging economies. (2023). Molina, Luis ; Alonso-Alvarez, Irma. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001165. Full description at Econpapers || Download paper | |
| 2023 | Trade openness and connectedness of national productions: Do financial openness, economic specialization, and the size of the country matter?. (2023). Toure, Adam ; Mao Takongmo, Charles-O., . In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001529. Full description at Econpapers || Download paper | |
| 2021 | Mortgage credit volumes and monetary policy after the Great Recession. (2021). Leu, Shawn ; Robertson, Mari L. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:483-500. Full description at Econpapers || Download paper | |
| 2021 | Quantifying sovereign risk in the euro area. (2021). Sosvilla-Rivero, Simon ; Gomez-Puig, Marta ; Singh, Manish K. In: Economic Modelling. RePEc:eee:ecmode:v:95:y:2021:i:c:p:76-96. Full description at Econpapers || Download paper | |
| 2021 | Analysis of asymmetric response of exchange rate to interest rate differentials: The case of African Big 4. (2021). Salisu, Afees ; Musa, Abdullahi ; Mevweroso, Chioma R ; Aliyu, Victoria O. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:55:y:2021:i:c:s1062940820302072. Full description at Econpapers || Download paper | |
| 2021 | Bootstrapping non-stationary stochastic volatility. (2021). Rahbek, Anders ; Cavaliere, Giuseppe ; Georgiev, Iliyan ; Boswijk, Peter H. In: Journal of Econometrics. RePEc:eee:econom:v:224:y:2021:i:1:p:161-180. Full description at Econpapers || Download paper | |
| 2023 | State-domain change point detection for nonlinear time series regression. (2023). Zhou, Zhou ; Yang, Jun ; Cui, Yan. In: Journal of Econometrics. RePEc:eee:econom:v:234:y:2023:i:1:p:3-27. Full description at Econpapers || Download paper | |
| 2022 | Likelihood inference for Markov switching GARCH(1,1) models using sequential Monte Carlo. (2022). , William ; Chen, Feng. In: Econometrics and Statistics. RePEc:eee:ecosta:v:21:y:2022:i:c:p:50-68. Full description at Econpapers || Download paper | |
| 2022 | Financial conditions and macroeconomic downside risks in the euro area. (2022). Lhuissier, Stephane. In: European Economic Review. RePEc:eee:eecrev:v:143:y:2022:i:c:s0014292122000101. Full description at Econpapers || Download paper | |
| 2021 | Stochastic frontier models with time-varying conditional variances. (2021). Kumbhakar, Subal C ; Tsionas, Mike G. In: European Journal of Operational Research. RePEc:eee:ejores:v:292:y:2021:i:3:p:1115-1132. Full description at Econpapers || Download paper | |
| 2022 | Consumption risks in option returns. (2022). Zhang, Yuzhao ; Liu, Hening ; Aretz, Kevin ; Yang, Shuwen. In: Journal of Empirical Finance. RePEc:eee:empfin:v:69:y:2022:i:c:p:285-302. Full description at Econpapers || Download paper | |
| 2022 | Conditional sovereign CDS in market basket risk scenario: A dynamic vine-copula analysis. (2022). Wu, Fei ; Li, Matthew C ; Dai, Xingyu ; Xiao, Ling ; Liu, Mengmeng ; Wang, Qunwei. In: International Review of Financial Analysis. RePEc:eee:finana:v:80:y:2022:i:c:s1057521922000059. Full description at Econpapers || Download paper | |
| 2022 | Bounded rationality, adaptive behaviour, and asset prices. (2022). Li, Kai ; Zhao, Dongxu. In: International Review of Financial Analysis. RePEc:eee:finana:v:80:y:2022:i:c:s1057521922000163. Full description at Econpapers || Download paper | |
| 2022 | Do economic policy uncertainty indices matter in joint volatility cycles between U.S. and Japanese stock markets?. (2022). Chang, Kuang-Liang. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pa:s1544612321005304. Full description at Econpapers || Download paper | |
| 2023 | Nowcasting of the Short-run Euro-Dollar Exchange Rate with Economic Fundamentals and Time-varying Parameters. (2023). Yemba, Boniface ; Biswas, Nabaneeta ; Tang, Biyan ; Otunuga, Olusegun Michael. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322007474. Full description at Econpapers || Download paper | |
| 2022 | Cross country linkages and transmission of sovereign risk: Evidence from China’s credit default swaps. (2022). Helwege, Jean ; Zhang, Gaiyan. In: Journal of Financial Stability. RePEc:eee:finsta:v:58:y:2022:i:c:s1572308920301418. Full description at Econpapers || Download paper | |
| 2022 | Growth-at-risk and macroprudential policy design. (2022). Suarez, Javier. In: Journal of Financial Stability. RePEc:eee:finsta:v:60:y:2022:i:c:s1572308922000353. Full description at Econpapers || Download paper | |
| 2021 | Dependence structure between oil price volatility and sovereign credit risk of oil exporters: Evidence using a copula approach. (2021). Ehouman, Yao Axel. In: International Economics. RePEc:eee:inteco:v:168:y:2021:i:c:p:76-97. Full description at Econpapers || Download paper | |
| 2022 | Trade and structural change: An empirical investigation. (2022). Felice, Giulia ; Comunale, Mariarosaria. In: International Economics. RePEc:eee:inteco:v:171:y:2022:i:c:p:58-79. Full description at Econpapers || Download paper | |
| 2022 | Credit risk interdependence in global financial markets: Evidence from three regions using multiple and partial wavelet approaches. (2022). Choi, Sun-Yong. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:80:y:2022:i:c:s1042443122001093. Full description at Econpapers || Download paper | |
| 2021 | Keeping track of global trade in real time. (2021). Martinez-Martin, Jaime ; Rusticelli, Elena. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:1:p:224-236. Full description at Econpapers || Download paper | |
| 2021 | Monitoring recessions: A Bayesian sequential quickest detection method. (2021). Sheng, Xuguang ; Li, Haixi ; Yang, Jingyun. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:2:p:500-510. Full description at Econpapers || Download paper | |
| 2021 | Nowcasting GDP and its components in a data-rich environment: The merits of the indirect approach. (2021). Tinti, Cristina ; Tegami, Christian ; Citton, Ambra ; Ricchi, Ottavio ; Giovannelli, Alessandro ; Proietti, Tommaso. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:4:p:1376-1398. Full description at Econpapers || Download paper | |
| 2021 | Factor extraction using Kalman filter and smoothing: This is not just another survey. (2021). Ruiz, Esther ; Miranda, Karen ; Poncela, Pilar. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:4:p:1399-1425. Full description at Econpapers || Download paper | |
| 2023 | Weekly economic activity: Measurement and informational content. (2023). Guggia, Valentino ; Glocker, Christian ; Wegmuller, Philipp. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:228-243. Full description at Econpapers || Download paper | |
| 2023 | Estimation of a dynamic multi-level factor model with possible long-range dependence. (2023). Rodriguez-Caballero, Vladimir C ; Ergemen, Yunus Emre. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:405-430. Full description at Econpapers || Download paper | |
| 2022 | Dissecting the yield curve: The international evidence. (2022). Plazzi, Alberto ; Berardi, Andrea. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:134:y:2022:i:c:s0378426621002429. Full description at Econpapers || Download paper | |
| 2022 | Early warning or too late? A (pseudo-)real-time identification of leading indicators of financial stress. (2022). Duprey, Thibaut ; Klaus, Benjamin. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:138:y:2022:i:c:s0378426621001552. Full description at Econpapers || Download paper | |
| 2021 | Heterogeneity in individual expectations, sentiment, and constant-gain learning. (2021). Milani, Fabio ; Cole, Stephen. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:188:y:2021:i:c:p:627-650. 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 | 1089 |
| 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: 1089 | 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: 1089 | 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: 1089 | 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 | 46 |
| 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: 46 | 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: 46 | 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: 46 | article | |
| 2004 | Interest Rate Determination in the Interbank Market In: UFAE and IAE Working Papers. [Full Text][Citation analysis] | paper | 33 |
| 2004 | Interest rate determination in the interbank market.(2004) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 33 | 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: 33 | 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: 33 | 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 | 16 |
| 2010 | Asymmetric standing facilities: an unexploited monetary policy tool.(2010) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | paper | |
| Asymmetric Standing Facilities: An Unexploited Monetary Policy Tool.() In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 16 | 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: 16 | 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: 16 | article | |
| 2012 | Short-run forecasting of the euro-dollar exchange rate with economic fundamentals In: Working Papers. [Full Text][Citation analysis] | paper | 37 |
| 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: 37 | 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: 37 | 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 |
| 2019 | Predicción en tiempo real del PIB en el área del euro: recientes mejoras en el modelo Euro-STING 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 | 5 |
| 2012 | Competitiveness indicators: the importance of an efficient allocation of resources In: Economic Bulletin. [Full Text][Citation analysis] | article | 12 |
| 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 | 1 |
| 2006 | Comparative analysis: real convergence, cyclical synchrony and inflation differentials In: Other publications. [Full Text][Citation analysis] | chapter | 1 |
| 2002 | Is the European Central Bank (and the United States Federal Reserve) predictable? In: Working Papers. [Full Text][Citation analysis] | paper | 38 |
| 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: 38 | paper | |
| 2004 | Are european business cycles close enough to be just one? In: Working Papers. [Full Text][Citation analysis] | paper | 160 |
| 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: 160 | 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: 160 | 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: 160 | paper | |
| 2004 | A useful tool to identify recessions in the euro-area In: Working Papers. [Full Text][Citation analysis] | paper | 16 |
| 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: 16 | paper | |
| 2005 | Jump-and-rest effect of U.S. business cycles In: Working Papers. [Full Text][Citation analysis] | paper | 29 |
| 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: 29 | 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: 29 | paper | |
| 2005 | Do european business cycles look like one? In: Working Papers. [Full Text][Citation analysis] | paper | 73 |
| 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: 73 | article | |
| 2008 | Introducing the EURO-STING: Short Term INdicator of Euro Area Growth In: Working Papers. [Full Text][Citation analysis] | paper | 193 |
| 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: 193 | 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: 193 | article | |
| 2009 | Ñ-STING: España Short Term INdicator of Growth In: Working Papers. [Full Text][Citation analysis] | paper | 6 |
| 2009 | High-growth Recoveries, Inventories and the Great Moderation In: Working Papers. [Full Text][Citation analysis] | paper | 4 |
| 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: 4 | 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: 4 | paper | |
| 2010 | Green shoots in the euro area. A real time measure In: Working Papers. [Full Text][Citation analysis] | paper | 9 |
| 2012 | Extracting non-linear signals from several economic indicators In: Working Papers. [Full Text][Citation analysis] | paper | 32 |
| 2012 | Extracting nonlinear signals from several economic indicators.(2012) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 32 | 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: 32 | article | |
| 2012 | Finite sample performance of small versus large scale dynamic factor models In: Working Papers. [Full Text][Citation analysis] | paper | 25 |
| 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: 25 | paper | |
| 2012 | Markov-switching dynamic factor models in real time In: Working Papers. [Full Text][Citation analysis] | paper | 45 |
| 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: 45 | paper | |
| 2018 | Markov-switching dynamic factor models in real time.(2018) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has another version. Agregated cites: 45 | article | |
| 2012 | Can we use seasonally adjusted indicators in dynamic factor models? In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 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: 1 | 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 | 6 |
| 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: 6 | paper | |
| 2013 | Commodity prices and the business cycle in Latin America: Living and dying by commodities In: Working Papers. [Full Text][Citation analysis] | paper | 18 |
| 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: 18 | paper | |
| 2014 | Commodity Prices and the Business Cycle in Latin America: Living and Dying by Commodities?.(2014) In: Emerging Markets Finance and Trade. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | article | |
| 2013 | Disentangling contagion among sovereign cds spreads during the european debt crisis In: Working Papers. [Full Text][Citation analysis] | paper | 64 |
| 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: 64 | article | |
| 2013 | Short-term forecasting for empirical economists. A survey of the recently proposed algorithms In: Working Papers. [Full Text][Citation analysis] | paper | 24 |
| 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: 24 | article | |
| 2014 | The two greatest. Great recession vs. great moderation In: Working Papers. [Full Text][Citation analysis] | paper | 23 |
| 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: 23 | paper | |
| 2015 | Fiscal targets. A guide to forecasters? In: Working Papers. [Full Text][Citation analysis] | paper | 11 |
| 2015 | Fiscal targets. A guide to forecasters?.(2015) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
| 2015 | Fiscal targets. A guide to forecasters?.(2015) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
| 2023 | Fiscal targets. A guide to forecasters?.(2023) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | article | |
| 2015 | Country shocks, monetary policy expectations and ECB decisions. A dynamic non-linear approach In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 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: 2 | 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: 2 | 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: 2 | 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 | 6 |
| 2017 | Dissecting US recoveries.(2017) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2017 | Dissecting US recoveries.(2017) In: Economics Letters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | article | |
| 2018 | The rise and fall of the natural interest rate In: Working Papers. [Full Text][Citation analysis] | paper | 43 |
| 2018 | The Rise and Fall of the Natural Interest Rate.(2018) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 43 | paper | |
| 2018 | The Rise and Fall of the Natural Interest Rate.(2018) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 43 | paper | |
| 2018 | The Rise and Fall of the Natural Interest Rate.(2018) In: Working Papers - Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 43 | paper | |
| 2018 | The Rise and Fall of the Natural Interest Rate.(2018) In: Working Paper series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 43 | paper | |
| 2020 | Real-time weakness of the global economy: a first assessment of the coronavirus crisis In: Working Papers. [Full Text][Citation analysis] | paper | 15 |
| 2020 | Real-Time Weakness of the Global Economy: A First Assessment of the Coronavirus Crisis.(2020) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | paper | |
| 2020 | Real-time weakness of the global economy: a first assessment of the coronavirus crisis.(2020) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | paper | |
| 2020 | Real-Time Weakness of the Global Economy: A First Assessment of the Coronavirus Crisis.(2020) In: MNB Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | paper | |
| 2020 | Spillover effects in international business cycles In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2021 | Spillover Effects in International Business Cycles.(2021) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2020 | Spillover effects in international business cycles.(2020) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 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 | 34 |
| 2000 | Firm Size and Cyclical Variations in Stock Returns In: Journal of Finance. [Full Text][Citation analysis] | article | 266 |
| 1999 | Firm size and cyclical variations in stock returns.(1999) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 266 | 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 | 40 |
| 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: 40 | article | |
| 2011 | SPAIN?STING: SPAIN SHORT?TERM INDICATOR OF GROWTH In: Manchester School. [Full Text][Citation analysis] | article | 23 |
| 2015 | Can we use seasonally adjusted variables in dynamic factor models? In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 4 |
| 1991 | Optimización intertemporal y balanza por cuenta corriente In: Working Papers. [Citation analysis] | paper | 0 |
| 2020 | Growth-and-Risk Trade-off In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
| 2020 | Growth-and-risk trade-off.(2020) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2020 | Daily Tracker of Global Economic Activity. A Close-Up of the Covid-19 Pandemic In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Daily tracker of global economic activity: a close-up of the COVID-19 pandemic.(2020) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2012 | Green Shoots and Double Dips in the Euro Area. A Real Time Measure In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 22 |
| 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: 22 | article | |
| 2018 | Real and financial cycles in EU countries - Stylised facts and modelling implications In: Occasional Paper Series. [Full Text][Citation analysis] | paper | 38 |
| 2020 | Global Weakness Index – reading the economy’s vital signs during the COVID-19 crisis In: Research Bulletin. [Full Text][Citation analysis] | article | 1 |
| 2021 | Avoiding a financial epidemic – The role of macroprudential policies In: Research Bulletin. [Full Text][Citation analysis] | article | 0 |
| 2000 | This is what the US leading indicators lead In: Working Paper Series. [Full Text][Citation analysis] | paper | 48 |
| 2000 | This is What Leading Indicators Lead.(2000) In: Econometric Society World Congress 2000 Contributed Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 48 | paper | |
| 2002 | This is what the leading indicators lead.(2002) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 48 | article | |
| 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: 48 | paper | |
| 2001 | Business cycle asymmetries in stock returns: evidence from higher order moments and conditional densities In: Working Paper Series. [Full Text][Citation analysis] | paper | 97 |
| 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: 97 | article | |
| 2000 | Business cycle asymmetries in stock returns: evidence from higher order moments and conditional densities.(2000) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 97 | 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: 97 | paper | |
| 2001 | The daily market for funds in Europe: Has something changed with the EMU? In: Working Paper Series. [Full Text][Citation analysis] | paper | 43 |
| 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: 43 | paper | |
| 2001 | The ECB monetary policy strategy and the money market In: Working Paper Series. [Full Text][Citation analysis] | paper | 66 |
| 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: 66 | 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: 66 | paper | |
| 2021 | On the effectiveness of macroprudential policy In: Working Paper Series. [Full Text][Citation analysis] | paper | 5 |
| 2011 | Latin STINGS: indicadores de crecimiento a corto plazo de los países de América Latina In: Macroeconomía del Desarrollo. [Full Text][Citation analysis] | paper | 1 |
| 2008 | Interest rate dispersion and volatility in the market for daily funds In: European Economic Review. [Full Text][Citation analysis] | article | 16 |
| 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 | 1 |
| 2006 | A useful tool for forecasting the Euro-area business cycle phases In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 22 |
| 2016 | Aggregate versus disaggregate information in dynamic factor models In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 18 |
| 2021 | GEA tracker: A daily indicator of global economic activity In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 2 |
| 2015 | Great Moderation and Great Recession. From plain sailing to stormy seas? In: EcoMod2015. [Full Text][Citation analysis] | paper | 16 |
| 2018 | GREAT MODERATION AND GREAT RECESSION: FROM PLAIN SAILING TO STORMY SEAS?.(2018) In: International Economic Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | article | |
| 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 | 153 |
| 2022 | Introducing the Credit Market Sentiment Index In: Richmond Fed Economic Brief. [Full Text][Citation analysis] | article | 0 |
| 2005 | The effect of oil price on industrial production and on stock returns In: ThE Papers. [Full Text][Citation analysis] | paper | 7 |
| 2020 | The decline in volatility in the US economy. A historical perspective In: Oxford Economic Papers. [Full Text][Citation analysis] | article | 1 |
| 2020 | Un modelo de previsión a corto plazo del PIB español y sus componentes de demanda In: Revista Economía. [Full Text][Citation analysis] | article | 0 |
| 2006 | Do european business cycles look like one $\_?$ In: Computing in Economics and Finance 2006. [Full Text][Citation analysis] | paper | 11 |
| 1996 | What Do the Leading Indicators Lead? In: The Journal of Business. [Full Text][Citation analysis] | article | 85 |
| 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 | 52 |
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