Details about Carmen Broto

Access statistics for papers by Carmen Broto.

Last updated 2008-09-02. Update your information in the RePEc Author Service.

Short-id: pbr200

Working Papers

2008

1. Measuring and explaining the volatility of capital flows towards emerging countries
   Banco de España Working Papers, Banco de España
2. Testing for conditional heteroscedasticity in the components of inflation
   Banco de España Working Papers, Banco de España

2007

3. Local debt expansion… vulnerability reduction? An assessment for six crises-prone countries
   Banco de España Working Papers, Banco de España View citations

2006

4. USING AUXILIARY RESIDUALS TO DETECT CONDITIONAL HETEROSCEDASTICITY IN INFLATION
   Statistics and Econometrics Working Papers, Universidad Carlos III, Departamento de Estadística y Econometría View citations

2003

5. UNOBSERVED COMPONENT MODELS WITH ASYMMETRIC CONDITIONAL VARIANCES
   Statistics and Econometrics Working Papers, Universidad Carlos III, Departamento de Estadística y Econometría
   See Also Journal Article in Computational Statistics & Data Analysis (2006)

2002

6. ESTIMATION METHODS FOR STOCHASTIC VOLATILITY MODELS: A SURVEY
   Statistics and Econometrics Working Papers, Universidad Carlos III, Departamento de Estadística y Econometría View citations
   See Also Journal Article in Journal of Economic Surveys (2004)

Journal Articles

2006

1. Unobserved component models with asymmetric conditional variances
   Computational Statistics & Data Analysis, 2006, 50, (9), 2146-2166 View citations
   See Also Working Paper (2003)

2004

2. Estimation methods for stochastic volatility models: a survey
   Journal of Economic Surveys, 2004, 18, (5), 613-649 View citations
   See Also Working Paper (2002)

Chapters

2008

1. Local debt expansion and vulnerability reduction: an assessment for six crisis-prone countries
   A chapter in New financing trends in Latin America: a bumpy road towards stability, 2008, vol. 36, pp 88-109