Gabriel Perez Quiros : Citation Profile

Banco de España

27

H index

44

i10 index

4242

Citations

RESEARCH PRODUCTION:

62

Articles

104

Papers

3

Chapters

RESEARCH ACTIVITY:

   34 years (1991 - 2025). See details.
   Cites by year: 124
   Journals where Gabriel Perez Quiros has often published
   Relations with other researchers
   Recent citing documents: 121.    Total self citations: 59 (1.37 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppe255
   Updated: 2025-12-27    RAS profile: 2025-04-07    
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Relations with other researchers

Works with:

Leiva-Leon, Danilo (6)

Rots, Eyno (5)

Pacce, Matías (3)

Laeven, Luc (2)

Zakrajšek, Egon (2)

Rünstler, Gerhard (2)

Pirovano, Mara (2)

Sapriza, Horacio (2)

Camacho, Maximo (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:

van Dijk, Dick (63)

Leiva-Leon, Danilo (62)

Marcellino, Massimiliano (52)

Morley, James (47)

Ferrara, Laurent (43)

Osborn, Denise (40)

Sensier, Marianne (37)

Miller, Stephen (35)

Cavaliere, Giuseppe (34)

Fernandez-Villaverde, Jesus (31)

Chauvet, Marcelle (31)

Cites to:

Camacho, Maximo (42)

Giannone, Domenico (38)

Reichlin, Lucrezia (36)

Diebold, Francis (29)

Jorda, Oscar (25)

Hamilton, James (24)

Schularick, Moritz (24)

Taylor, Alan (23)

Hartmann, Philipp (18)

Rudebusch, Glenn (18)

Aruoba, S. Boragan (16)

Main data

Where Gabriel Perez Quiros has published?

Journals with more than one article published# docs
Boletn Econmico13
Economic Bulletin6
International Journal of Forecasting5
Journal of Applied Econometrics3
Journal of Economic Dynamics and Control3
Richmond Fed Economic Brief2
Journal of International Money and Finance2
Studies in Nonlinear Dynamics & Econometrics2
Manchester School2
Journal of Applied Econometrics2
Research Bulletin2
Proceedings2

Working Papers Series with more than one paper published# docs
Working Papers / Banco de Espaa29
CEPR Discussion Papers / C.E.P.R. Discussion Papers22
Working Paper Series / European Central Bank12
Working Papers / Barcelona School of Economics3
Occasional Papers / Banco de Espaa2

Recent works citing Gabriel Perez Quiros (2025 and 2024)

YearTitle of citing document
2024Szacunki i projekcje naturalnej stopy procentowej dla Polski i strefy euro. (2024). Bielecki, Marcin ; Brzoza-Brzezina, Micha ; Baejowska, Aneta ; Kuziemska-Pawlak, Kamila ; Szafraski, Grzegorz. In: Gospodarka Narodowa-The Polish Journal of Economics. RePEc:ags:polgne:361237.

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2024Asymmetric uncertainty : Nowcasting using skewness in real-time data. (2024). Labonne, Paul. In: Papers. RePEc:arx:papers:2012.02601.

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2024Modelling Large Dimensional Datasets with Markov Switching Factor Models. (2024). Barigozzi, Matteo ; Massacci, Daniele. In: Papers. RePEc:arx:papers:2210.09828.

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

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2024SVARs with breaks: Identification and inference. (2024). Bacchiocchi, Emanuele ; Kitagawa, Toru. In: Papers. RePEc:arx:papers:2405.04973.

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2024The Concentration Risk Indicator: Raising the Bar for Financial Stability and Portfolio Performance Measurement. (2024). Kashyap, Ravi. In: Papers. RePEc:arx:papers:2408.07271.

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

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

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

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2025A Market-Based Approach to Reverse Stress Testing the Financial System. (2025). Ojea Ferreiro, Javier. In: Staff Working Papers. RePEc:bca:bocawp:25-32.

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

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2024Heterogeneous recessions and expansions in Mexican regions and sectors. (2024). Mascarua, Miguel A. In: Working Papers. RePEc:bdm:wpaper:2024-13.

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2025Assessing Asymmetric Macroeconomic Risk. (2025). Lhuissier, Stéphane. In: Working papers. RePEc:bfr:banfra:1004.

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2024Inequality and the zero lower bound. (2024). Rachedi, Omar ; Nuño Barrau, Galo ; Fernandez-Villaverde, Jesus ; Marbet, Joel. In: BIS Working Papers. RePEc:bis:biswps:1160.

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

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2024Revisiting the Macroeconomic Effects of Monetary Policy Shocks. (2024). Haque, Qazi ; Doko Tchatoka, Firmin. In: The Economic Record. RePEc:bla:ecorec:v:100:y:2024:i:329:p:234-259.

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2025The global financial cycle and capital flows: Taking stock. (2025). Scheubel, Beatrice ; Stracca, Livio ; Tille, Cdric. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:39:y:2025:i:3:p:779-805.

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2024A New Approach to Forecasting the Probability of Recessions after the COVID‐19 Pandemic. (2024). Camacho, Maximo ; Ruiz, Manuel ; Ramallo, Salvador. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:86:y:2024:i:4:p:833-855.

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2024Growth-at-risk for macroprudential policy stance assessment: a survey. (2024). Škrinjarić, Tihana. In: Bank of England working papers. RePEc:boe:boeewp:1075.

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2025Housing and Credit Cycles in Ireland. (2025). Mugrabi, Farah ; Rnstler, Gerhard. In: Research Technical Papers. RePEc:cbi:wpaper:16/rt/25.

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2024The Changing Nature of Technology Shocks. (2024). Gunn, Christopher ; Görtz, Christoph ; Lubik, Thomas A ; Grtz, Christoph. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11385.

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2024Dynamic Factor Models and Fractional Integration – With an Application to US Real Economic Activity. (2024). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Piqueras, Pedro Jos. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11486.

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

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2024Recession. (2024). Mihai, Horia ; Bonea, Georgiana-Virginia. In: Journal of Community Positive Practices. RePEc:cta:jcppxx:4247.

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

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2024Heteroskedastic Structural Vector Autoregressions Identified via Long-run Restrictions. (2024). Lütkepohl, Helmut ; Ltkepohl, Helmut ; Bruns, Martin. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2103.

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

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2025A strategic view on the economic and inflation environment in the euro area. (2025). Wauters, Joris ; Valderrama, Maria ; Röhe, Oke ; Pönkä, Harri ; Paredes, Joan ; Parker, Miles ; Meunier, Baptiste ; Meyler, Aidan ; Manu, Ana-Simona ; Mazelis, Falk ; Kataryniuk, Iván ; Gulan, Adam ; Grimaud, Alex ; De Backer, Bruno ; Checherita Westphal, Cristina ; Benatti, Nicola ; Banbura, Marta ; Venditti, Fabrizio ; Kase, Hanno ; Aguilar, Pablo ; Gareis, Johannes ; Pnk, Harri ; Roma, Moreno ; Luketina, Marko ; Cova, Pietro ; Battistini, Niccol ; Kobayashi, Alicja ; Gallegos, Jose Elias ; Reedik, Reet ; Brand, Claus ; Lawton, Neil ; Hoeberichts, Marco ; Albertazzi, Ugo ; Sigwalt, Antoine ; Lydon, Reamonn ; Dorrucci, Ettore ; Ciccarelli, Matteo ; Muggenthaler-Gerathewohl, Philip ; Goy, Gavin ; Tth, MT ; Bobeica, Elena ; Kornprobst, Antoine ; Angelini, Elena ; Hutchinson, John ; Esposito, Claudia ; Schupp, Fabian ; Martorana, Giulia ; Dedola, Luca ; Kilponen, Juha ; Manzoni, Claudio ; Georgarakos, Dimitris ; Szrfi, Bla ; Dossche, Maarten ; Lisack, Nomie ; Botelho, Vasco ; Hynck, Christian ; Attinasi, Maria Grazia ; Wieland, Elisabeth ; Zimic, Sreko ; Hernndez, Catalina Martnez ; Schmller, Michaela Elfsbacka ; Gross, Johannes ; Bates, Colm ; Burriel, Pablo ; McGregor, Thomas ; Bitter, Lea ; Karakitsios, Alexandros ; Bessonovs, Andrejs ; Speck, Christian ; Modery, Wolfgang ; Falath, Juraj ; Nickel, Christiane ; Martnez-Martin, Jaime ; Bakowska, Katarzyna ; Galati, Gabriele ; Ioannou, Demosthenes ; Beck, Jeanne ; Kazakova, Daria ; Babura, Marta ; Papetti, Andrea ; Durero, Filippo ; Montes-Galdn, Carlos ; Emter, Lorenz ; Moral-Benito, Enrique ; Hahn, Elke ; Zimmer, Hlne ; Lodge, David ; Kasimati, Evangelia ; Bonam, Dennis ; Ili, Ivan ; D'Agostino, Mario ; Christoffel, Kai ; Momferatou, Daphne ; Enders, Almira ; Ilieva, Boryana ; Westermann, Thomas ; Frhling, Annette ; Lenza, Michele ; Kenny, Geoff ; Checherita-Westphal, Cristina ; Ribeiro, Pedro ; Rigato, Rodolfo Dinis ; Osbat, Chiara ; Koester, Gerrit ; Juvonen, Petteri ; Zorko, Robert ; Fritzer, Friedrich ; Pierluigi, Beatrice ; Nuo, Galo ; Lebastard, Laura ; Borgy, Vladimir ; Reichenbachas, Tomas ; Ploj, Gasper ; Landau, Bettina ; Jorra, Markus ; Zizza, Roberta ; Sanchez, Pablo Garcia ; Ortega, Eva ; Priftis, Romanos ; Kuik, Friderike ; Corbisiero, Giuseppe ; Consolo, Agostino ; Ilkova, Ivelina ; Franceschi, Emanuele ; Page, Adrian ; Holton, Sarah ; Kocharkov, Georgi ; Akkaya, Yildiz ; Gumiel, Jos Emilio ; Warmedinger, Thomas ; Prat, Blanca ; Chahad, Mohammed ; Lopez-Garcia, Paloma ; Debono, Nathaniel ; Carvalho, Alexandre ; Krief, Elias ; Foroni, Claudia ; Sagot, Juliette. In: Occasional Paper Series. RePEc:ecb:ecbops:2025371.

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2024US monetary policy is more powerful in low economic growth regimes. (2024). Tornese, Tommaso ; de Santis, Roberto A. In: Working Paper Series. RePEc:ecb:ecbwps:20242919.

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2025Beware of large shocks! A non-parametric structural inflation model. (2025). Hernndez, Catalina Martnez ; Huber, Florian ; Holton, Sarah ; Bobeica, Elena. In: Working Paper Series. RePEc:ecb:ecbwps:20253052.

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2025The Great Moderation at 40: learning from the cross section. (2025). Stracca, Livio. In: Working Paper Series. RePEc:ecb:ecbwps:20253124.

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2024Introducing sspaneltvp: a code to estimating state-space time varying parameter models in panels. An application to Okun’s law.. (2024). Tamarit, Cecilio ; Camarero, Mariam ; Sapena, Juan. In: Working Papers. RePEc:eec:wpaper:2405.

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2025Does national culture affect macroprudential policy? An international investigation of regulatory behavior on macroprudential interventions. (2025). Nistor, Simona ; Frca, Ioana Georgiana. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:45:y:2025:i:c:s2214635024001333.

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2024Political uncertainty and institutional herding. (2024). Montone, Maurizio ; Kallinterakis, Vasileios ; Gavriilidis, Konstantinos. In: Journal of Corporate Finance. RePEc:eee:corfin:v:88:y:2024:i:c:s0929119924000890.

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2024Heteroskedastic proxy vector autoregressions: An identification-robust test for time-varying impulse responses in the presence of multiple proxies. (2024). Lütkepohl, Helmut ; Bruns, Martin ; Lutkepohl, Helmut. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:161:y:2024:i:c:s0165188924000290.

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2025Is U.S. real output growth non-normal? A tale of time-varying location and scale. (2025). Demetrescu, Matei ; Kruse-Becher, Robinson. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:171:y:2025:i:c:s0165188924002240.

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2024Does international trade promote economic growth? Europe, 19th and 20th centuries. (2024). Bajo-Rubio, Oscar ; del Carmen, Mara. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:84:y:2024:i:c:p:561-575.

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2024A behavioral hybrid New Keynesian model: Quantifying the importance of belief formation frictions. (2024). Silgado-Gómez, Edgar ; Jaimes, Richard ; Gallegos, José-Elías ; Silgado-Gomez, Edgar ; Afsar, Atahan. In: Economic Modelling. RePEc:eee:ecmode:v:132:y:2024:i:c:s0264999323004388.

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2024Econometric issues in the estimation of the natural rate of interest. (2024). Buncic, Daniel. In: Economic Modelling. RePEc:eee:ecmode:v:132:y:2024:i:c:s0264999323004534.

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2024Global drivers of inflation: The role of supply chain disruptions and commodity price shocks. (2024). Cunado, Juncal ; de Gracia, Fernando Perez ; Diaz, Elena Maria. In: Economic Modelling. RePEc:eee:ecmode:v:140:y:2024:i:c:s0264999324002177.

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

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2025Is monetary policy transmission green?. (2025). Leroy, Aurlien ; Benchora, Inessa ; Raffestin, Louis. In: Economic Modelling. RePEc:eee:ecmode:v:144:y:2025:i:c:s0264999324003493.

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2024Determinants of CDS in core and peripheral European countries: A comparative study during crisis and calm periods. (2024). Haddou, Samira. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000111.

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2024Stability and risk contagion in the global sovereign CDS market under Russia-Ukraine conflict. (2024). Shen, Yiran ; Sun, Xiaolei ; Feng, Qianqian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001293.

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2024Dynamic credit risk transmissions among global major industries: Evidence from the TVP-VAR spillover approach. (2024). Choi, Sun-Yong ; Lim, Seo-Yeon. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001761.

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

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2025Modelling large dimensional datasets with Markov switching factor models. (2025). Barigozzi, Matteo ; Massacci, Daniele. In: Journal of Econometrics. RePEc:eee:econom:v:247:y:2025:i:c:s0304407624002707.

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2025Inequality and the zero lower bound. (2025). Rachedi, Omar ; Fernandez-Villaverde, Jesus ; Fernndez-Villaverde, Jess ; Marbet, Jol ; Nuo, Galo. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pc:s0304407624001647.

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2024Markov-Switching Models with State-Dependent Time-Varying Transition Probabilities. (2024). Sola, Martin ; Psaradakis, Zacharias. In: Econometrics and Statistics. RePEc:eee:ecosta:v:29:y:2024:i:c:p:49-63.

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2024COVID-19 Supply Chain Disruptions. (2024). Meier, Matthias ; Pinto, Eugenio. In: European Economic Review. RePEc:eee:eecrev:v:162:y:2024:i:c:s0014292124000035.

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2025Public debt burden and crisis severity. (2025). Fernandez-Gallardo, Alvaro ; Pay, Ivn ; Fernndez-Gallardo, Lvaro. In: European Economic Review. RePEc:eee:eecrev:v:176:y:2025:i:c:s0014292125000789.

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

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2024Domestic and foreign cap-and-trade regulations, carbon tariffs, and product tariffs during international trade conflicts: A multiproduct cost-efficiency analysis. (2024). Huang, Fu-Wei ; Zhao, Yonghong ; Lin, Jyh-Jiuan ; Chang, Ching-Hui. In: Energy Economics. RePEc:eee:eneeco:v:140:y:2024:i:c:s0140988324007436.

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

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

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

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

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2025Micro-assessment of macroprudential borrower-based measures. (2025). Karmelaviius, Jaunius ; Dirma, Mantas. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:176:y:2025:i:c:s0378426625000755.

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2025The impact of prudential regulation on the UK housing market and economy: Insights from an agent-based model. (2025). Roventini, Andrea ; Hinterschweiger, Marc ; Bardoscia, Marco ; Uluc, Arzu ; Popoyan, Lilit ; Napoletano, Mauro ; Carro, Adrian. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:229:y:2025:i:c:s0167268124004530.

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

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2024Capital flows-at-risk: Push, pull and the role of policy. (2024). Sokol, Andrej ; Eguren Martin, Fernando ; von Dem, Lukas ; Eguren-Martin, Fernando ; O'Neill, Cian. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:147:y:2024:i:c:s0261560624001335.

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2024China’s GDP-at-Risk: Real-Time Monitoring, Risk Tracing, and Macroeconomic Policy Effects. (2024). Gao, Xiang ; Lv, Wenqiang ; Koedijk, Kees G ; Sui, Jianli. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:147:y:2024:i:c:s0261560624001372.

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2025Natural disasters and financial stress: can macroprudential regulation tame green swans?. (2025). ROMOCEA TURCU, Camelia ; Levieuge, Grgory ; Avril, Pauline. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:154:y:2025:i:c:s0261560625000609.

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2024Jobless recoveries and time variation in labor markets. (2024). Panovska, Irina ; Zhang, Licheng. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:81:y:2024:i:c:s0164070424000387.

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2025Information content in yield curve dynamics: Implications for monetary policy. (2025). Hwang, Youngjin. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:83:y:2025:i:c:s0164070424000727.

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

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2024Unbounded heteroscedasticity in autoregressive models. (2024). Samartzis, Panagiotis ; Kourogenis, Nikolaos ; Pittis, Nikitas. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:29:y:2024:i:c:s1703494923000634.

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

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2024The information content of conflict, social unrest and policy uncertainty measures for macroeconomic forecasting. (2024). Rauh, Christopher ; Pérez, Javier ; Molina, Luis ; Diakonova, Marina ; Prez, Javier J ; Mueller, Hannes. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:5:y:2024:i:4:s2666143824000127.

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2024The determinants of Turkish CDS volatility: An ARDL approach covering COVID period. (2024). Sunal, Onur ; Yaci, Filiz. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:97:y:2024:i:c:s1062976924000930.

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2024Transmission process and determinants of sovereign credit contagions: Global evidence. (2024). Lien, Donald ; Chen, Chun-Da. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pb:p:552-567.

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2024Strategic asset allocation with distorted beliefs. (2024). Wei, Tzu-Wen ; Chung, San-Lin ; Yeh, Chung-Ying. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pb:p:804-831.

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2024Stock returns and monetary policy stance. (2024). So, Inhwan ; Jang, Bosung. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:851-869.

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2025An enquiry into the monetary policy and stock market shocks in the US. (2025). Sharif, Taimur ; Cotturone, Saulo ; Abedin, Mohammad Zoynul ; Bouteska, Ahmed. In: International Review of Economics & Finance. RePEc:eee:reveco:v:98:y:2025:i:c:s1059056025000887.

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2025Monetary policy spillovers and the role of prudential policies in the European Union. (2025). Coman, Andra. In: International Review of Economics & Finance. RePEc:eee:reveco:v:99:y:2025:i:c:s1059056025000826.

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2024Financial stability: A scientometric analysis and research agenda. (2024). Challita, Sandra ; ben Jabeur, Sami ; Ballouk, Hossein ; Chen, Chaomei. In: Research in International Business and Finance. RePEc:eee:riibaf:v:70:y:2024:i:pa:s0275531924000874.

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2024Is the military CEO aggressive or conservative? Differences in legal and cultural factors around the world. (2024). Hooy, Chee-Wooi ; Yeoh, Siew-Boey. In: Research in International Business and Finance. RePEc:eee:riibaf:v:70:y:2024:i:pa:s0275531924001430.

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2024Anatomy of sovereign yield behaviour using textual news. (2024). Sensoy, Ahmet ; Akhtaruzzaman, Md ; Dann, Susan ; Pradhan, H K ; Banerjee, Ameet Kumar. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002514.

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2024The football world upside down: Traditional equities as an alternative for the new fan tokens? A portfolio optimization study. (2024). Esparcia, Carlos ; Diaz, Antonio. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002897.

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2025Credit risk assessment of shadow banking: Evidence from China. (2025). Ding, Shusheng ; Wang, Zhaojie ; Pan, Hongjie ; Yu, Guangsheng. In: Research in International Business and Finance. RePEc:eee:riibaf:v:77:y:2025:i:pb:s0275531925001849.

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2025Forecasting equity risk premium: The role of investor concern on oil price volatility. (2025). Li, Dakai. In: Research in International Business and Finance. RePEc:eee:riibaf:v:77:y:2025:i:pb:s0275531925002466.

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2024Financial development and declining growth volatility: Explanations and an empirical study with the latest FD index. (2024). Yılmaz, Oğuzhan ; Yilmaz, Ouzhan. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:70:y:2024:i:c:p:457-470.

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

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2024The Changing Nature of Technology Shocks. (2024). Lubik, Thomas ; Gunn, Christopher ; Görtz, Christoph ; Gortz, Christoph. In: Working Paper. RePEc:fip:fedrwp:99119.

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2024On the Inflation-Debt-Bubble “Vicious Cycle” in Times of Evolving Money—A Memorandum of Forward-Looking Lessons. (2024). Beretta, Edoardo. In: Economies. RePEc:gam:jecomi:v:12:y:2024:i:2:p:26-:d:1324468.

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2025Determinants of Household Debt: A Systematic Review of the Literature. (2025). Ntsalaze, Lungile ; Chikeya, Cloudio Kumbirai. In: Economies. RePEc:gam:jecomi:v:13:y:2025:i:3:p:76-:d:1612978.

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

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

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2025The Measurement and Characteristic Analysis of the Chinese Financial Cycle. (2025). Qiu, Siyuan. In: IJFS. RePEc:gam:jijfss:v:13:y:2025:i:4:p:187-:d:1764491.

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

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2024Algorithm for Determination of Indicators Predicting Health Status for Health Monitoring Process Optimization. (2024). Dadelo, Stanislav ; Kosareva, Natalja ; Krylovas, Aleksandras. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:8:p:1232-:d:1378948.

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2025Out-of-Sample Predictability of the Equity Risk Premium. (2025). Hotta, Luiz ; Fuertes, Ana-Maria ; de Almeida, Daniel. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:2:p:257-:d:1566698.

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2024Quantifying sovereign risk in the euro area. (2024). Sosvilla-Rivero, Simon ; Gómez-Puig, Marta ; Gomez-Puig, Marta ; Singh, Manish K. In: IREA Working Papers. RePEc:ira:wpaper:202403.

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2024Statistical Evaluation of Deep Learning Models for Stock Return Forecasting. (2024). Yilmaz, Firat Melih ; Yildiztepe, Engin. In: Computational Economics. RePEc:kap:compec:v:63:y:2024:i:1:d:10.1007_s10614-022-10338-3.

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2024Loan Supply Shocks, Prudential Regulation, and the Business Cycle. (2024). Rudel, Paul. In: MAGKS Papers on Economics. RePEc:mar:magkse:202409.

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2024A comparison of using MIDAS and LSTM models for GDP nowcasting. (2024). Gliic, Iva. In: Working Papers Bulletin. RePEc:nsb:bilten:22.

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2025Breached But Not Broken: How Attributional Information Shapes Shareholder Reactions to Firms Following Data Breaches. (2025). Wang, Xinran ; Yan, Jiaju ; Munyon, Timothy P ; Crook, Russell T. In: Corporate Reputation Review. RePEc:pal:crepre:v:28:y:2025:i:1:d:10.1057_s41299-024-00179-1.

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2024Household debt service ratio in a developing economy: borrower-based analytical tools and macroprudential policy overview in Kazakhstan. (2024). Ybrayev, Zhandos ; Kairullayev, Yerlan ; Zharkynbay, Talgat ; Talakin, Andrey. In: Journal of Banking Regulation. RePEc:pal:jbkreg:v:25:y:2024:i:1:d:10.1057_s41261-023-00218-7.

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2024Heterogeneous macroeconomic factors’ effects on stocks across sizes, styles, and sectors in the South Korean market. (2024). Jang, Beakcheol ; Yang, Jinseok ; Cho, Chulyoung. In: PLOS ONE. RePEc:plo:pone00:0300393.

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

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2025Optimal asset allocation and nonlinear return predictability from the dividend-price ratio. (2025). Timmermann, Allan ; Pedersen, Thomas Quistgaard ; Sarkar, Anindo ; Ghezzi, Fabrizio. In: Annals of Operations Research. RePEc:spr:annopr:v:346:y:2025:i:1:d:10.1007_s10479-024-06332-7.

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More than 100 citations found, this list is not complete...

Works by Gabriel Perez Quiros:

YearTitleTypeCited
2000Output Fluctuations in the United States: What Has Changed since the Early 1980s? In: American Economic Review.
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1997Output fluctuations in the United States: what has changed since the early 1980s?.(1997) In: Research Paper.
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This paper has nother version. Agregated cites: 1123		paper
1998Output fluctuations in the United States: what has changed since the early 1980s?.(1998) In: Staff Reports.
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2003The Daily Market for Funds in Europe: What Has Changed with the EMU? In: UFAE and IAE Working Papers.
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2003The daily market for funds in Europe: what has changed with the EMU.(2003) In: Working Papers.
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2015The Daily Market for Funds in Europe: What has Changed with the EMU?.(2015) 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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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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This paper has nother version. Agregated cites: 33		paper
2004Interest Rate Determination in the Interbank Market.(2004) In: CEPR Discussion Papers.
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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.
[Full Text][Citation analysis]		paper7
2015Are the high-growth recovery periods over?.(2015) In: Working Papers.
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2009Asymmetric Standing Facilities: An Unexploited Monetary Policy Tool In: UFAE and IAE Working Papers.
[Full Text][Citation analysis]		paper5
2010Asymmetric standing facilities: an unexploited monetary policy tool.(2010) 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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2012Short-run forecasting of the euro-dollar exchange rate with economic fundamentals In: Working Papers.
[Full Text][Citation analysis]		paper42
2012Short-run forecasting of the euro-dollar exchange rate with economic fundamentals.(2012) In: Working Papers.
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This paper has nother version. Agregated cites: 42		paper
2012Short-run forecasting of the euro-dollar exchange rate with economic fundamentals.(2012) In: Journal of International Money and Finance.
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This paper has nother version. Agregated cites: 42		article
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.
[Full Text][Citation analysis]		article0
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.
[Full Text][Citation analysis]		article0
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.
[Full Text][Citation analysis]		article0
2019Predicción en tiempo real del PIB en el área del euro: recientes mejoras en el modelo Euro-STING In: Boletín Económico.
[Full Text][Citation analysis]		article1
2008A model for the real-time forecasting of GDP in the euro area (EURO-STING) In: Economic Bulletin.
[Full Text][Citation analysis]		article0
2010A possible role for asymmetric standing facilities in liquidity management In: Economic Bulletin.
[Full Text][Citation analysis]		article0
2011Sovereign CDS premia during the crisis and their interpretation as a measure of risk In: Economic Bulletin.
[Full Text][Citation analysis]		article5
2012Competitiveness indicators: the importance of an efficient allocation of resources In: Economic Bulletin.
[Full Text][Citation analysis]		article12
2012The role of credit as a predictor of the economic cycle In: Economic Bulletin.
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2017A short-term forecasting model for GDP and its demand components In: Economic Bulletin.
[Full Text][Citation analysis]		article0
2018A short-term forecasting model for the Spanish economy: GDP and its demand components In: Occasional Papers.
[Full Text][Citation analysis]		paper1
2024Análisis de los riesgos sistémicos cíclicos en España y de su mitigación mediante requerimientos de capital bancario contracíclicos In: Occasional Papers.
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2006Comparative analysis: real convergence, cyclical synchrony and inflation differentials In: Other publications.
[Full Text][Citation analysis]		chapter1
2002Is the European Central Bank (and the United States Federal Reserve) predictable? In: Working Papers.
[Full Text][Citation analysis]		paper40
2002Is the European Central Bank (and the United States Federal Reserve) predictable?.(2002) In: Working Paper Series.
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This paper has nother version. Agregated cites: 40		paper
2004Are european business cycles close enough to be just one? In: Working Papers.
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2005Are European Business Cycles Close Enough to be Just One?.(2005) In: CEPR Discussion Papers.
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2006Are European business cycles close enough to be just one?.(2006) In: Journal of Economic Dynamics and Control.
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2004Are European business cycles close enough to be just one?.(2004) In: Computing in Economics and Finance 2004.
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This paper has nother version. Agregated cites: 164		paper
2004A useful tool to identify recessions in the euro-area In: Working Papers.
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2004A useful tool to identify recessions in the euro area.(2004) In: European Economy - Economic Papers 2008 - 2015.
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2005Jump-and-rest effect of U.S. business cycles In: Working Papers.
[Full Text][Citation analysis]		paper30
2007Jump-and-Rest Effect of U.S. Business Cycles.(2007) In: Studies in Nonlinear Dynamics & Econometrics.
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This paper has nother version. Agregated cites: 30		article
2005Jump-and-Rest Effects of US Business Cycles.(2005) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 30		paper
2005Do european business cycles look like one? In: Working Papers.
[Full Text][Citation analysis]		paper73
2008Do European business cycles look like one?.(2008) In: Journal of Economic Dynamics and Control.
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This paper has nother version. Agregated cites: 73		article
2008Introducing the EURO-STING: Short Term INdicator of Euro Area Growth In: Working Papers.
[Full Text][Citation analysis]		paper201
2009Introducing the Euro-STING: Short-Term Indicator of Euro Area Growth.(2009) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 201		paper
2010Introducing the euro-sting: Short-term indicator of euro area growth.(2010) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 201		article
2009Ñ-STING: España Short Term INdicator of Growth In: Working Papers.
[Full Text][Citation analysis]		paper6
2009High-growth Recoveries, Inventories and the Great Moderation In: Working Papers.
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2011High-growth recoveries, inventories and the Great Moderation.(2011) In: Journal of Economic Dynamics and Control.
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2011High-growth recoveries, inventories and the great moderation.(2011) In: Post-Print.
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2010Green shoots in the euro area. A real time measure In: Working Papers.
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2012Extracting non-linear signals from several economic indicators In: Working Papers.
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2012Extracting nonlinear signals from several economic indicators.(2012) In: CEPR Discussion Papers.
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2015Extracting Nonlinear Signals from Several Economic Indicators.(2015) In: Journal of Applied Econometrics.
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2012Finite sample performance of small versus large scale dynamic factor models In: Working Papers.
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2012Finite sample performance of small versus large scale dynamic factor models.(2012) In: CEPR Discussion Papers.
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2012Markov-switching dynamic factor models in real time In: Working Papers.
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2012Markov-switching dynamic factor models in real time.(2012) In: CEPR Discussion Papers.
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2018Markov-switching dynamic factor models in real time.(2018) In: International Journal of Forecasting.
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2012Can we use seasonally adjusted indicators in dynamic factor models? In: Working Papers.
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2012Can we use seasonally adjusted indicators in dynamic factor models?.(2012) In: CEPR Discussion Papers.
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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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This paper has nother version. Agregated cites: 26		article
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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This paper has nother version. Agregated cites: 76		article
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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2021Spillover Effects in International Business Cycles.(2021) In: CEPR Discussion Papers.
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2020Spillover effects in international business cycles.(2020) In: Working Paper Series.
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Asymmetric Standing Facilities: An Unexploited Monetary Policy Tool In: Working Papers.
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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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2011SPAIN‐STING: SPAIN SHORT‐TERM INDICATOR OF GROWTH In: Manchester School.
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2015Can we use seasonally adjusted variables in dynamic factor models? In: Studies in Nonlinear Dynamics & Econometrics.
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2018Real and financial cycles in EU countries - Stylised facts and modelling implications In: Occasional Paper Series.
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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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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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2001The ECB monetary policy strategy and the money market In: Working Paper Series.
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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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2010Green Shoots? Where, when and how? In: Working Papers.
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1999Policymakers revealed preferences and the output-inflation variability trade-off: implications for the European system of central banks In: Proceedings.
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