Gabriel Perez Quiros : Citation Profile

Are you Gabriel Perez Quiros?

Banco de España

26

H index

42

i10 index

3262

Citations

RESEARCH PRODUCTION:

60

Articles

99

Papers

3

Chapters

RESEARCH ACTIVITY:

   32 years (1991 - 2023). See details.
   Cites by year: 101
   Journals where Gabriel Perez Quiros has often published
   Relations with other researchers
   Recent citing documents: 87.    Total self citations: 58 (1.75 %)

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   Permalink: http://citec.repec.org/ppe255
   Updated: 2024-04-18    RAS profile: 2024-03-07    
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Relations with other researchers

Works with:

Leiva-Leon, Danilo (5)

Pacce, Matías (4)

Rots, Eyno (4)

Pirovano, Mara (2)

Rünstler, Gerhard (2)

Camacho, Maximo (2)

Laeven, Luc (2)

Gómez-Loscos, Ana (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Gabriel Perez Quiros.

Is cited by:

Leiva-Leon, Danilo (58)

van Dijk, Dick (47)

Marcellino, Massimiliano (45)

Ferrara, Laurent (36)

Morley, James (30)

Osborn, Denise (28)

Camacho, Maximo (27)

Sensier, Marianne (26)

Gómez-Loscos, Ana (24)

Guidolin, Massimo (22)

Darné, Olivier (21)

Cites to:

Camacho, Maximo (40)

Giannone, Domenico (37)

Reichlin, Lucrezia (35)

Diebold, Francis (29)

Schularick, Moritz (24)

Taylor, Alan (23)

Jorda, Oscar (23)

Hamilton, James (23)

Hartmann, Philipp (18)

Rudebusch, Glenn (17)

Aruoba, S. Boragan (16)

Main data

Where Gabriel Perez Quiros has published?

Journals with more than one article published# docs
Boletín Económico13
Economic Bulletin6
International Journal of Forecasting5
Journal of Economic Dynamics and Control3
Proceedings2
Research Bulletin2
Studies in Nonlinear Dynamics & Econometrics2
Manchester School2
Journal of International Money and Finance2
Journal of Applied Econometrics2
Journal of Applied Econometrics2

Working Papers Series with more than one paper published# docs
Working Papers / Banco de España29
CEPR Discussion Papers / C.E.P.R. Discussion Papers22
Working Paper Series / European Central Bank12
Working Papers / Barcelona School of Economics3

Recent works citing Gabriel Perez Quiros (2024 and 2023)

YearTitle of citing document
2023Deep Dynamic Factor Models. (2020). Ricco, Giovanni ; Izzo, Cosimo ; Andreini, Paolo. In: Papers. RePEc:arx:papers:2007.11887.

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2023Modelling Large Dimensional Datasets with Markov Switching Factor Models. (2022). Massacci, Daniele ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2210.09828.

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2023Hierarchical Regularizers for Reverse Unrestricted Mixed Data Sampling Regressions. (2023). Hecq, Alain ; Wilms, Ines ; Ternes, Marie. In: Papers. RePEc:arx:papers:2301.10592.

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2023Band-Pass Filtering with High-Dimensional Time Series. (2023). Proietti, Tommaso ; Lippi, Marco ; Giovannelli, Alessandro. In: Papers. RePEc:arx:papers:2305.06618.

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2023A supply-side GDP nowcasting model. (2023). Cerezo, Alejandro Fernandez. In: Economic Bulletin. RePEc:bde:journl:y:2023:i:01:n:18.

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2023El ISAE: Un Indicador para Monitorear la Actividad Económica Colombiana en Alta Frecuencia. (2023). Pulido-Mahecha, Karen ; Cote-Barón, Juan ; Rojas-Martinez, Carlos D ; Rodriguez-Rodriguez, Nicol Valeria ; Cote-Baron, Juan Pablo. In: Borradores de Economia. RePEc:bdr:borrec:1225.

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2023Economic 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.

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2023.

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2023Inequality and the Zero Lower Bound. (2023). Rachedi, Omar ; Nuo, Galo ; Marbet, Joel ; Fernandez-Villaverde, Jesus. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10471.

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2023The 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
2023The 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.

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2023Monetary policy and the drifting natural rate of interest. (2023). Daudignon, Sandra ; Tristani, Oreste. In: Working Paper Series. RePEc:ecb:ecbwps:20232788.

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2023Nowcasting employment in the euro area. (2023). Toth, Mate Barnabas ; Bodnar, Katalin ; Belousova, Irina ; Babura, Marta. In: Working Paper Series. RePEc:ecb:ecbwps:20232815.

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2023Underlying inflation and asymmetric risks. (2023). Leiva-Leon, Danilo ; Pacce, Matias ; le Bihan, Herve. In: Working Paper Series. RePEc:ecb:ecbwps:20232848.

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2023Monetary policy spillovers and the role of prudential policies in the European Union. (2023). Coman, Andra. In: Working Paper Series. RePEc:ecb:ecbwps:20232854.

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2023DeÂ…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.

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2023Wage 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.

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2023Does ambiguity matter for corporate debt financing? Theory and evidence. (2023). Yu, Min-Teh ; Yeh, Chung-Ying ; Yan, Cheng ; Ho, Kung-Cheng ; Chen, Chang-Chih. In: Journal of Corporate Finance. RePEc:eee:corfin:v:80:y:2023:i:c:s0929119923000743.

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2023Measuring 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.

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2023Commodity 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.

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2023Are 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.

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2023CO2 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.

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2023Great 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.

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2023Nowcasting 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.

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2023How 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.

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2023Trade 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.

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2023Are African business cycles synchronized? Evidence from spatio-temporal modeling. (2023). Franses, Philip Hans ; Mattera, Raffaele. In: Economic Modelling. RePEc:eee:ecmode:v:128:y:2023:i:c:s0264999323002973.

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2023State-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.

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2023Dynamic relationship between Stock and Bond returns: A GAS MIDAS copula approach. (2023). Javed, Farrukh ; Nguyen, Hoang. In: Journal of Empirical Finance. RePEc:eee:empfin:v:73:y:2023:i:c:p:272-292.

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2023Nowcasting 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.

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2023Weekly 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.

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2023Estimation 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.

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2023Nowcasting growth using Google Trends data: A Bayesian Structural Time Series model. (2023). Bhattacharjee, Arnab ; Kohns, David. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1384-1412.

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2023Nowcasting GDP with a pool of factor models and a fast estimation algorithm. (2023). Schroder, Maximilian ; Eraslan, Sercan. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1460-1476.

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2023Sovereign bond and CDS market contagion: A story from the Eurozone crisis. (2023). Panagiotidis, Theodore ; Politsidis, Panagiotis N ; Bampinas, Georgios. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:137:y:2023:i:c:s0261560623001031.

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2023Sustainable development and resources extraction: A novel perspective for resources rich economies. (2023). Tu, Yongqian ; Zhao, Meiyu ; Zhang, BO. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723003069.

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2023Is controlling shareholders credit risk contagious to firms? — Evidence from China. (2023). Sun, Xuchu ; Li, Tangrong. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:77:y:2023:i:c:s0927538x22002074.

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2023The role of financial slack on the relationship between demand uncertainty and operational efficiency. (2023). Xia, YU ; Yang, Shilei ; Liang, Jing. In: International Journal of Production Economics. RePEc:eee:proeco:v:262:y:2023:i:c:s0925527323001639.

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2023Testing the forecasting power of global economic conditions for the volatility of international REITs using a GARCH-MIDAS approach. (2023). Salisu, Afees ; GUPTA, RANGAN ; Bouri, Elie. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:88:y:2023:i:c:p:303-314.

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2023Loose Monetary Policy and Financial Instability. (2023). Taylor, Alan M ; Schularick, Moritz ; Jorda, Oscar ; Grimm, Maximilian. In: Working Paper Series. RePEc:fip:fedfwp:95733.

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2023Recession Signals and Business Cycle Dynamics: Tying the Pieces Together. (2023). Kiley, Michael T. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2023-08.

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2023Automation in Regional Economic Synthetic Index Construction with Uncertainty Measurement. (2023). Pavia, Jose M ; Espinosa, Priscila. In: Forecasting. RePEc:gam:jforec:v:5:y:2023:i:2:p:23-442:d:1127745.

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2023.

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2023Propositions pour construire un système informationnel guidant une politique régionale d’innovation. (2023). Raffestin, Louis ; Leroy, Aurelien ; Benchora, Inessa. In: Bordeaux Economics Working Papers. RePEc:grt:bdxewp:2023-08.

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2023Sovereign bond and CDS market contagion: A story from the Eurozone crisis. (2023). Panagiotidis, Theodore ; Politsidis, Panagiotis ; Bampinas, Georgios. In: Post-Print. RePEc:hal:journl:hal-04164277.

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2023Macroprudential stance assessment: problems of measurement, literature review and some comments for the case of Croatia. (2023). Škrinjarić, Tihana. In: Working Papers. RePEc:hnb:wpaper:72.

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2023Easier said than done: Predicting downside risks to house prices in Croatia. (2023). Škrinjarić, Tihana ; Sabol, Maja. In: Working Papers. RePEc:hnb:wpaper:73.

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2023Gone with the Vol: A Decline in Asset Return Predictability During the Great Moderation. (2023). Qian, Liang ; Palomino, Francisco ; Hsu, Alex. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:5:p:3025-3047.

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2023Are the Eurozone Financial and Business Cycles Convergent Across Time and Frequency?. (2023). Ibrahim, Dalia ; Mansour-Ibrahim, Dalia. In: Computational Economics. RePEc:kap:compec:v:61:y:2023:i:1:d:10.1007_s10614-021-10212-8.

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2023Financial cycles in Europe: dynamics, synchronicity and implications for business cycles and macroeconomic imbalances. (2023). Adarov, Amat. In: Empirica. RePEc:kap:empiri:v:50:y:2023:i:2:d:10.1007_s10663-022-09566-5.

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2023Deficit sustainability and fiscal theory of price level: the case of Italy, 1861–2020. (2023). Esteve, Vicente ; Diaz-Roldan, Carmen ; Congregado, Emilio. In: Empirica. RePEc:kap:empiri:v:50:y:2023:i:3:d:10.1007_s10663-023-09577-w.

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2023Monetary policy models: lessons from the Eurozone crisis. (2023). Pal, Tibor ; Gutierrez-Diez, Pedro J. In: Palgrave Communications. RePEc:pal:palcom:v:10:y:2023:i:1:d:10.1057_s41599-023-02030-0.

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2023Fat Tailed DSGE Models: A Survey and New Results. (2023). Sorge, Marco ; Dave, Chetan. In: Working Papers. RePEc:ris:albaec:2023_003.

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2023Band-Pass Filtering with High-Dimensional Time Series. (2023). Proietti, Tommaso ; Lippi, Marco ; Giovannelli, Alessandro. In: CEIS Research Paper. RePEc:rtv:ceisrp:559.

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2023Mixing mixed frequency and diffusion indices in good times and in bad: an assessment based on historical data around the great recession of 2008. (2023). Kim, Hyun Hak ; Swanson, Norman R. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:3:d:10.1007_s00181-022-02289-3.

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2023Nowcasting Japan’s GDP. (2023). Tachi, Yuta ; Hayashi, Fumio. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:4:d:10.1007_s00181-022-02301-w.

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2023Tradable and non-tradable inflation in Turkey: asymmetric responses to global factors. (2023). Turkvatan, Aysun ; Saygili, Hulya. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:2:d:10.1007_s00181-023-02364-3.

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2023The Usefulness of High-Frequency Alternative Data to Obtain Nowcasts for Japan’s GDP: Evidence from Credit Card Data. (2023). Urasawa, Satoshi. In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:19:y:2023:i:2:d:10.1007_s41549-023-00085-1.

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2023Housing prices in Spain: convergence or decoupling?. (2023). Urtasun, Alberto ; Leiva-Leon, Danilo ; Ghirelli, Corinna. In: SERIEs: Journal of the Spanish Economic Association. RePEc:spr:series:v:14:y:2023:i:2:d:10.1007_s13209-023-00275-1.

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2023Robust and efficient specification tests in Markov-switching autoregressive models. (2023). Chiba, Masaru. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:26:y:2023:i:1:d:10.1007_s11203-022-09277-5.

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2023Linking Bank Crises and Sovereign Defaults: Evidence from Emerging Markets. (2017). Erce, Aitor ; Balteanu, Irina. In: Working Papers. RePEc:stm:wpaper:22.

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2023Whats the Cost of Saving the Planet for Banks? Assessing the Indirect Impact of Climate Transition Risks on Slovak Banks Loan Portfolios. (2023). Klacso, Ján ; Zeman, Juraj ; Vasil, Roman ; Kalman, Jozef. In: Working and Discussion Papers. RePEc:svk:wpaper:1099.

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2023Leaning against housing booms fueled by credit. (2023). Martinez, Carlos Canizares. In: Working and Discussion Papers. RePEc:svk:wpaper:1101.

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2023Institutional supercycles: an evolutionary macro-finance approach. (2023). Michell, JO ; Gabor, Daniela ; Dafermos, Yannis. In: New Political Economy. RePEc:taf:cnpexx:v:28:y:2023:i:5:p:693-712.

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2023Impact of capital account liberalization on stock market crashes. (2023). Shehzad, Choudhry Tanveer ; Khalid, Rizwan ; Naqvi, Bushra. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:4:p:3700-3726.

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2023Identifying exchange rate effects and spillovers of US monetary policy shocks in the presence of time?varying instrument relevance. (2023). Zhang, Chengsi ; Ma, Jun ; Liao, Wenting. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:7:p:989-1006.

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2023Recessions and recoveries in Central African countries: Lessons from the past. (2023). Djoumessi, Any Flore. In: Journal of International Development. RePEc:wly:jintdv:v:35:y:2023:i:6:p:1121-1142.

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2023Calibrating the Magnitude of the Countercyclical Capital Buffer Using Market?Based Stress Tests. (2023). van Oordt, Maarten. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:55:y:2023:i:2-3:p:465-501.

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2023.

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2023Does international trade promote economic growth? Europe, 19th and 20th centuries. (2023). Bajo-Rubio, Oscar ; del Carmen, Maria. In: GLO Discussion Paper Series. RePEc:zbw:glodps:1358.

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Works by Gabriel Perez Quiros:

YearTitleTypeCited
2000Output Fluctuations in the United States: What Has Changed since the Early 1980s? In: American Economic Review.
[Full Text][Citation analysis]		article1098
2000Output fluctuations in the United States: what has changed since the early 1980s?.(2000) In: Proceedings.
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1997Output fluctuations in the United States: what has changed since the early 1980s?.(1997) In: Research Paper.
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1998Output fluctuations in the United States: what has changed since the early 1980s?.(1998) In: Staff Reports.
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This paper has nother version. Agregated cites: 1098		paper
2003The Daily Market for Funds in Europe: What Has Changed with the EMU? In: UFAE and IAE Working Papers.
[Full Text][Citation analysis]		paper46
2003The daily market for funds in Europe: what has changed with the EMU.(2003) In: Working Papers.
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This paper has nother version. Agregated cites: 46		paper
2003The Daily Market for Funds in Europe: What has Changed with the EMU?.(2003) In: Working Papers.
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2006The Daily Market for Funds in Europe: What Has Changed with the EMU?.(2006) In: Journal of Money, Credit and Banking.
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This paper has nother version. Agregated cites: 46		article
2004Interest Rate Determination in the Interbank Market In: UFAE and IAE Working Papers.
[Full Text][Citation analysis]		paper33
2004Interest rate determination in the interbank market.(2004) In: Working Papers.
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2004Interest Rate Determination in the Interbank Market.(2004) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 33		paper
2004Interest rate determination in the interbank market.(2004) In: Working Paper Series.
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This paper has nother version. Agregated cites: 33		paper
2009Are the High-growth Recovery Periods Over? In: UFAE and IAE Working Papers.
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2009Are the high-growth recovery periods over?.(2009) In: Working Papers.
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This paper has nother version. Agregated cites: 7		paper
2009Asymmetric Standing Facilities: An Unexploited Monetary Policy Tool In: UFAE and IAE Working Papers.
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2010Asymmetric standing facilities: an unexploited monetary policy tool.(2010) In: Working Papers.
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Asymmetric Standing Facilities: An Unexploited Monetary Policy Tool.() In: Working Papers.
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2010Asymmetric Standing Facilities: An Unexploited Monetary Policy Tool.(2010) In: CEPR Discussion Papers.
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2012Asymmetric Standing Facilities: An Unexploited Monetary Policy Tool.(2012) In: IMF Economic Review.
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This paper has nother version. Agregated cites: 16		article
2012Short-run forecasting of the euro-dollar exchange rate with economic fundamentals In: Working Papers.
[Full Text][Citation analysis]		paper37
2012Short-run forecasting of the euro-dollar exchange rate with economic fundamentals.(2012) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 37		paper
2012Short-run forecasting of the euro-dollar exchange rate with economic fundamentals.(2012) In: Journal of International Money and Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 37		article
2002Variabilidad del crecimiento económico y la importancia de la gestión de existencias en EEUU In: Boletín Económico.
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2003Las similitudes del ciclo económico en las economías europeas In: Boletín Económico.
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2004Un modelo para predecir cambios cíclicos en el área euro 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.
[Full Text][Citation analysis]		article0
2008Un modelo para la predicción en tiempo real del PIB en el área del euro (EURO-STING) In: Boletín Económico.
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2010El posible papel de una utilización asimétrica de las facilidades permanentes en la gestión de la liquidez In: Boletín Económico.
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2011Las primas de los CDS soberanos durante la crisis y su interpretación como medida de riesgo In: Boletín Económico.
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2011Indicadores de competitividad: la importancia de la asignación eficiente de los recursos In: Boletín Económico.
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2012El papel del crédito como predictor del ciclo económico In: Boletín Económico.
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2013Composición sectorial de la producción, divergencia y sincronía cíclica en los países del área del euro In: Boletín Económico.
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2015Un análisis de la dinámica del PIB de Estados Unidos: un enfoque econométrico In: Boletín Económico.
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2017Un modelo de previsión del PIB y de sus componentes de demanda In: Boletín Económico.
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2019Predicción en tiempo real del PIB en el área del euro: recientes mejoras en el modelo Euro-STING In: Boletín Económico.
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2011Sovereign CDS premia during the crisis and their interpretation as a measure of risk In: Economic Bulletin.
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2012Competitiveness indicators: the importance of an efficient allocation of resources In: Economic Bulletin.
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2012The role of credit as a predictor of the economic cycle In: Economic Bulletin.
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2006Comparative analysis: real convergence, cyclical synchrony and inflation differentials In: Other publications.
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2002Is the European Central Bank (and the United States Federal Reserve) predictable? In: Working Papers.
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2002Is the European Central Bank (and the United States Federal Reserve) predictable?.(2002) In: Working Paper Series.
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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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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: Post-Print.
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2010Green shoots in the euro area. A real time measure 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.(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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2012The failure to predict the Great Recession. The failure of academic economics? A view focusing on the role of credit In: Working Papers.
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2012The failure to predict the Great Recession. The failure of academic economics? A view focusing on the role of credit.(2012) In: CEPR Discussion Papers.
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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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2013Disentangling contagion among sovereign cds spreads during the european debt crisis In: Working Papers.
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2015Disentangling contagion among sovereign CDS spreads during the European debt crisis.(2015) In: Journal of Empirical Finance.
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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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2014The two greatest. Great recession vs. great moderation In: Working Papers.
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2014The Two Greatest. Great Recession vs. Great Moderation.(2014) In: CEPR Discussion Papers.
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2015Fiscal targets. A guide to forecasters? In: Working Papers.
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2015Fiscal targets. A guide to forecasters?.(2015) In: CEPR Discussion Papers.
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2015Fiscal targets. A guide to forecasters?.(2015) In: Working Paper Series.
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2023Fiscal targets. A guide to forecasters?.(2023) In: Journal of Applied 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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2015The great moderation in historical perspective. Is it that great? In: Working Papers.
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2015The Great Moderation in historical perspective.Is it that great?.(2015) In: CEPR Discussion Papers.
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2017Dissecting US recoveries In: Working Papers.
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2017Dissecting US recoveries.(2017) In: CEPR Discussion Papers.
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2017Dissecting US recoveries.(2017) In: Economics Letters.
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2018The rise and fall of the natural interest rate In: Working Papers.
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2018The Rise and Fall of the Natural Interest Rate.(2018) In: Working Papers.
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2018The Rise and Fall of the Natural Interest Rate.(2018) In: CEPR Discussion Papers.
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2018The Rise and Fall of the Natural Interest Rate.(2018) In: Working Papers - Economics.
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2018The Rise and Fall of the Natural Interest Rate.(2018) In: Working Paper series.
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2020Real-time weakness of the global economy: a first assessment of the coronavirus crisis In: Working Papers.
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2020Real-Time Weakness of the Global Economy: A First Assessment of the Coronavirus Crisis.(2020) In: CEPR Discussion Papers.
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2020Real-time weakness of the global economy: a first assessment of the coronavirus crisis.(2020) In: Working Paper Series.
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2020Real-Time Weakness of the Global Economy: A First Assessment of the Coronavirus Crisis.(2020) In: MNB Working Papers.
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2020Spillover effects in international business cycles In: Working Papers.
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2020Spillover effects in international business cycles.(2020) In: Working Paper Series.
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2002The monetary policy decisions of the ECB and the money market In: BIS Papers chapters.
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2015THE FAILURE TO PREDICT THE GREAT RECESSION—A VIEW THROUGH THE ROLE OF CREDIT In: Journal of the European Economic Association.
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2000Firm Size and Cyclical Variations in Stock Returns In: Journal of Finance.
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1999Firm size and cyclical variations in stock returns.(1999) In: LSE Research Online Documents on Economics.
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2002Policymakers’ Revealed Preferences and the Output–Inflation Variability Trade–off: Implications for the European System of Central Banks In: Manchester School.
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1999Policymakers revealed preferences and the output-inflation variability trade-off: implications for the European system of central banks.(1999) In: Proceedings.
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2011SPAIN?STING: SPAIN SHORT?TERM INDICATOR OF GROWTH In: Manchester School.
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2020Daily Tracker of Global Economic Activity. A Close-Up of the Covid-19 Pandemic In: CEPR Discussion Papers.
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2020Daily tracker of global economic activity: a close-up of the COVID-19 pandemic.(2020) In: Working Paper Series.
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2012Green Shoots and Double Dips in the Euro Area. A Real Time Measure In: CEPR Discussion Papers.
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2014Green shoots and double dips in the euro area: A real time measure.(2014) In: International Journal of Forecasting.
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2018Real and financial cycles in EU countries - Stylised facts and modelling implications In: Occasional Paper Series.
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2020Global Weakness Index – reading the economy’s vital signs during the COVID-19 crisis In: Research Bulletin.
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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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2000THIS IS WHAT THE LEADING INDICATORS LEAD.(2000) In: Computing in Economics and Finance 2000.
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2001Business cycle asymmetries in stock returns: evidence from higher order moments and conditional densities In: Working Paper Series.
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2001Business cycle asymmetries in stock returns: Evidence from higher order moments and conditional densities.(2001) In: Journal of Econometrics.
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2000Business cycle asymmetries in stock returns: evidence from higher order moments and conditional densities.(2000) In: LSE Research Online Documents on Economics.
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2001Business Cycle Asymmetries in Stock Returns: Evidence from Higher Order Moments and Conditional Densities..(2001) In: Quebec a Montreal - Recherche en gestion.
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2001The daily market for funds in Europe: Has something changed with the EMU? In: Working Paper Series.
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2000The daily market for funds in Europe: Has something changed with the EMU?.(2000) In: Economics Working Papers.
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2001The ECB monetary policy strategy and the money market In: Working Paper Series.
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2001The ECB Monetary Policy Strategy and the Money Market..(2001) In: International Journal of Finance & Economics.
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2001The ECB monetary policy strategy and the money market.(2001) In: Working Papers.
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2011Latin STINGS: indicadores de crecimiento a corto plazo de los países de América Latina In: Macroeconomía del Desarrollo.
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2008Interest rate dispersion and volatility in the market for daily funds In: European Economic Review.
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2005Comments on Some methods for assessing the need for non-linear models in business cycle analysis In: International Journal of Forecasting.
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2006A useful tool for forecasting the Euro-area business cycle phases In: International Journal of Forecasting.
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2016Aggregate versus disaggregate information in dynamic factor models In: International Journal of Forecasting.
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2015Great Moderation and Great Recession. From plain sailing to stormy seas? In: EcoMod2015.
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2018GREAT MODERATION AND GREAT RECESSION: FROM PLAIN SAILING TO STORMY SEAS?.(2018) In: International Economic Review.
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2007Análisis cuantitativo del estado de bienestar en Europa: Modelos y resultados In: Working Papers.
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2010Green Shoots? Where, when and how? In: Working Papers.
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2020A Short Term Forecasting Model for the Spanish GDP and itsDemand Components In: Revista Economía.
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