Gabriel Perez Quiros : Citation Profile

Banco de España

26

H index

42

i10 index

3344

Citations

RESEARCH PRODUCTION:

62

Articles

104

Papers

3

Chapters

RESEARCH ACTIVITY:

   34 years (1991 - 2025). See details.
   Cites by year: 98
   Journals where Gabriel Perez Quiros has often published
   Relations with other researchers
   Recent citing documents: 81.    Total self citations: 59 (1.73 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppe255
   Updated: 2025-04-19    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)

Camacho, Maximo (2)

Pirovano, Mara (2)

Laeven, Luc (2)

Rünstler, Gerhard (2)

Gómez-Loscos, Ana (2)

Zakrajšek, Egon (2)

Sapriza, Horacio (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 (50)

Marcellino, Massimiliano (45)

Ferrara, Laurent (36)

Morley, James (30)

Camacho, Maximo (29)

Osborn, Denise (28)

Sensier, Marianne (26)

Gómez-Loscos, Ana (24)

Guidolin, Massimo (22)

Cavaliere, Giuseppe (21)

Cites to:

Camacho, Maximo (42)

Giannone, Domenico (38)

Reichlin, Lucrezia (36)

Diebold, Francis (29)

Jorda, Oscar (25)

Schularick, Moritz (24)

Hamilton, James (24)

Taylor, Alan (23)

Hartmann, Philipp (18)

Rudebusch, Glenn (18)

Aruoba, S. Boragan (16)

Main data

Production by document typearticlechapterpaper1991199219931994199519961997199819992000200120022003200420052006200720082009201020112012201320142015201620172018201920202021202220232024202501020Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published19911992199319941995199619971998199920002001200220032004200520062007200820092010201120122013201420152016201720182019202020212022202320242025050100150200Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received1996199719981999200020012002200320042005200620072008200920102011201220132014201520162017201820192020202120222023202420250100200300Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year19961997199819992000200120022003200420052006200720082009201020112012201320142015201620172018201920202021202220232024202505001,0001,500Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 26Most cited documents1234567891011121314151617181920212223242526272805001,0001,500Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution2013082013092013102013112013122014012014022014032014042014052014062014072014082014092014102014112014122015012015022015032015042015052015062015072015082015092015102015112015122016012016022016032016042016052016062016072016082016092016102016112016122017012017022017032017042017052017062017072017082017092017102017112017122018012018022018032018042018052018062018072018082018092018102018112018122019012019022019032019042019052019062019072019082019092019102019112019122020012020022020032020042020052020062020072020082020092020102020112020122021012021022021032021042021052021062021072021082021092021102021112021122022012022022022032022042022052022062022072022082022092022102022112022122023012023022023032023042023052023062023072023082023092023102023112023122024012024022024032024042024052024062024072024082024092024102024112024122025012025022025032025040102030h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Gabriel Perez Quiros has published?

Journals with more than one article published# docs
Bolet�n Econ�mico13
Economic Bulletin6
International Journal of Forecasting5
Journal of Economic Dynamics and Control3
Journal of Applied Econometrics3
Proceedings2
Journal of International Money and Finance2
Research Bulletin2
Manchester School2
Studies in Nonlinear Dynamics & Econometrics2
Richmond Fed Economic Brief2
Journal of Applied Econometrics2

Working Papers Series with more than one paper published# docs
Working Papers / Banco de Espa�a29
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 Espa�a2

Recent works citing Gabriel Perez Quiros (2025 and 2024)

Year  ↓Title of citing document  ↓
2024Capturing GDP nowcast uncertainty in real time. (2020). Labonne, Paul. In: Papers. RePEc:arx:papers:2012.02601.

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2024Modelling Large Dimensional Datasets with Markov Switching Factor Models. (2022). Massacci, Daniele ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2210.09828.

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

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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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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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2024Dynamic Factor Models and Fractional Integration – With an Application to US Real Economic Activity. (2024). Caporale, Guglielmo Maria ; Piqueras, Pedro Jos ; Gil-Alana, Luis Alberiko. 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). Royer, Julien ; Aumond, Romain. 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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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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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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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). Lutkepohl, Helmut ; Bruns, Martin. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:161:y:2024:i:c:s0165188924000290.

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2024A behavioral hybrid New Keynesian model: Quantifying the importance of belief formation frictions. (2024). 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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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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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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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). Giannone, Domenico ; Modugno, Michele ; Cascaldi-Garcia, Danilo. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:661-686.

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

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2024Exchange rates and fundamentals: Forecasting with long maturity forward rates. (2024). Schepp, Zoltan ; Darvas, Zsolt. 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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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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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 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 ; Hung, Mao-Wei ; 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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2024Anatomy of sovereign yield behaviour using textual news. (2024). Sensoy, Ahmet ; Akhtaruzzaman, Md ; Dann, Susan ; Pradhan, HK ; 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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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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2024The Changing Nature of Technology Shocks. (2024). Lubik, Thomas ; Gunn, Christopher ; Gortz, Christoph. In: Working Paper. RePEc:fip:fedrwp:99119.

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2024.

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2025.

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

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

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2024Stagflation and inflationary regimes: Long cycles in historical perspective. (2024). Desai, Meghnad ; Gallegati, Marco. In: Journal of Evolutionary Economics. RePEc:spr:joevec:v:34:y:2024:i:4:d:10.1007_s00191-024-00880-8.

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

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2024Financial cycles synchronisation in South Africa. A dynamic conditional correlation (DCC) Approach. (2024). Magubane, Khwazi. In: Cogent Economics & Finance. RePEc:taf:oaefxx:v:12:y:2024:i:1:p:2321069.

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2024Heteroskedastic Structural Vector Autoregressions Identified via Long-run Restrictions. (2024). Lutkepohl, Helmut ; Bruns, Martin. In: University of East Anglia School of Economics Working Paper Series. RePEc:uea:ueaeco:2024-06.

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

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

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Works by Gabriel Perez Quiros:

Year  ↓Title  ↓Type  ↓Cited  ↓
2000Output Fluctuations in the United States: What Has Changed since the Early 1980s? In: American Economic Review.
[Full Text][Citation analysis]		article1119
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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This paper has nother version. Agregated cites: 1119		paper
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: 1119		paper
2003The Daily Market for Funds in Europe: What Has Changed with the EMU? In: UFAE and IAE Working Papers.
[Full Text][Citation analysis]		paper48
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: 48		paper
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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This paper has nother version. Agregated cites: 48		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.
[Full Text][Citation analysis]
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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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.
[Full Text][Citation analysis]		paper7
2015Are the high-growth recovery periods over?.(2015) 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.
[Full Text][Citation analysis]		paper16
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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This paper has nother version. Agregated cites: 16		paper
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]		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.
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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.
[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.
[Full Text][Citation analysis]		article0
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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2008A model for the real-time forecasting of GDP in the euro area (EURO-STING) In: Economic Bulletin.
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2010A possible role for asymmetric standing facilities in liquidity management In: Economic Bulletin.
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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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2017A short-term forecasting model for GDP and its demand components In: Economic Bulletin.
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2018A short-term forecasting model for the Spanish economy: GDP and its demand components In: Occasional Papers.
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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.
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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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2000This is What Leading Indicators Lead.(2000) In: Econometric Society World Congress 2000 Contributed Papers.
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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.(2001) In: Journal of Econometrics.
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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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