Details about Alfonso Novales

Access statistics for papers by Alfonso Novales.

Last updated 2009-05-21. Update your information in the RePEc Author Service.

Short-id: pno7

Working Papers

2009

1. State-Uncertainty preferences and the Risk Premium in the Exchange rate market
   Documentos del Instituto Complutense de Análisis Económico, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales
   Also in
   Documentos del Instituto Complutense de Análisis Económico, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales (2009)

2003

2. Growth and Welfare: Distorting versus Non-Distorting Taxes
   Documentos del Instituto Complutense de Análisis Económico, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales
   Also in
   Documentos del Instituto Complutense de Análisis Económico, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales (2001)
   See Also Journal Article in Journal of Macroeconomics (2005)
3. Taxing or subsidizing Factors' rents in a simple endogenous growth model with public capital
   Documentos del Instituto Complutense de Análisis Económico, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales

2002

4. A factor model of term structure slopes in eurocurrency markets
   Documentos del Instituto Complutense de Análisis Económico, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales
   See Also Journal Article in Applied Economics Letters (2002)
5. An Error Correction Factor Model of Term Structure Slopes in International Swaps Markets
   Documentos del Instituto Complutense de Análisis Económico, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales View citations
   See Also Journal Article in Journal of International Financial Markets, Institutions and Money (2005)
6. Can forward rates be used to improve interest rate forecasts?"
   Documentos del Instituto Complutense de Análisis Económico, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales
   See Also Journal Article in Applied Financial Economics (2002)
7. Dynamic correlations and forecasting of term structure slopes in eurocurrency market
   Documentos del Instituto Complutense de Análisis Económico, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales
8. Is it Worth Refining Linear Approximations to Non-Linear Rational Expectations Models?
   Economic Working Papers at Centro de Estudios Andaluces, Centro de Estudios Andaluces View citations
   See Also Journal Article in Computational Economics (2004)
9. Optimal hedging under departures from the cost-of-carry valuation: evidence from the Spanish stock index futures market
   Documentos del Instituto Complutense de Análisis Económico, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales
   See Also Journal Article in Journal of Banking & Finance (2003)
10. Risk Premia in the Term Structure of Swaps in Pesetas
    Documentos del Instituto Complutense de Análisis Económico, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales
11. The Forecasting Ability of Factor Models of the Term Structure of IRS Markets
    Documentos del Instituto Complutense de Análisis Económico, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales
12. The Role of Simulation Methods in Macroeconomics
    Documentos del Instituto Complutense de Análisis Económico, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales
    See Also Journal Article in Spanish Economic Review (2000)
13. Volatility Transmission acros the Term Structure of Swap Markets: International Evidence
    Documentos del Instituto Complutense de Análisis Económico, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales
    See Also Journal Article in Applied Financial Economics (2004)

2001

14. Dynamic Laffer Curves
    Documentos del Instituto Complutense de Análisis Económico, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales
    See Also Journal Article in Journal of Economic Dynamics and Control (2002)

1997

15. The Joint Dynamics of Spot and Forward Exchange Rates
    Banco de España Working Papers, Banco de España

Journal Articles

2007

1. Income taxes, public investment and welfare in a growing economy
   Journal of Economic Dynamics and Control, 2007, 31, (10), 3348-3369

2005

2. An error correction factor model of term structure slopes in international swap markets
   Journal of International Financial Markets, Institutions and Money, 2005, 15, (3), 229-254 View citations
   See Also Working Paper (2002)
3. Comments on: "Linear models, smooth transition autoregressions, and neural networks for forecasting macroeconomic time series: A re-examination"
   International Journal of Forecasting, 2005, 21, (4), 775-780
4. Growth and welfare: Distorting versus non-distorting taxes
   Journal of Macroeconomics, 2005, 27, (3), 403-433 View citations
   See Also Working Paper (2003)

2004

5. Indeterminacy under non-separability of public consumption and leisure in the utility function
   Economic Modelling, 2004, 21, (3), 409-428 View citations
6. Is It Worth Refining Linear Approximations to Non-Linear Rational Expectations Models?
   Computational Economics, 2004, 23, (4), 343-377 View citations
   See Also Working Paper (2002)
7. Volatility transmission across the term structure of swap markets: international evidence
   Applied Financial Economics, 2004, 14, (14), 1045-1058 View citations
   See Also Working Paper (2002)

2003

8. Optimal hedging under departures from the cost-of-carry valuation: Evidence from the Spanish stock index futures market
   Journal of Banking & Finance, 2003, 27, (6), 1053-1078 View citations
   See Also Working Paper (2002)

2002

9. A Factor Model of Term Structure Slopes in Eurocurrency Markets
   Applied Economics Letters, 2002, 9, (9), 585-93
   See Also Working Paper (2002)
10. Can Forward Rates Be Used to Improve Interest Rate Forecasts?
    Applied Financial Economics, 2002, 12, (7), 493-504
    See Also Working Paper (2002)
11. Dynamic Laffer curves
    Journal of Economic Dynamics and Control, 2002, 27, (2), 181-206 View citations
    See Also Working Paper (2001)

2001

12. The role of simulation methods in Macroeconomics
    Spanish Economic Review, 2000, 2, (3), 155-181
    See Also Working Paper (2002)

2000

13. Testing the expectations hypothesis in Eurodeposits
    Journal of International Money and Finance, 2000, 19, (5), 713-736 View citations

1997

14. Forecasting with periodic models A comparison with time invariant coefficient models
    International Journal of Forecasting, 1997, 13, (3), 393-405 View citations

1992

15. Equilibrium interest-rate determination under adjustment costs
    Journal of Economic Dynamics and Control, 1992, 16, (1), 1-25 View citations

1990

16. Empleo, capital humano y participación femenina en España
    Investigaciones Economicas, 1990, 14, (3), 457-478 View citations
17. Solving Nonlinear Rational Expectations Models: A Stochastic Equilibrium Model of Interest Rates
    Econometrica, 1990, 58, (1), 93-111 View citations

Software Items

2007

1. Excel files and MATLAB programs for endogenous growth models
   QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles
2. Excel files and MATLAB programs for growth in monetary economies
   QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles
3. Excel files and MATLAB programs for neoclassical growth model
   QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles
4. Excel files and MATLAB programs for numerical soultion methods
   QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles
5. Excel files and MATLAB programs for optimal growth
   QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles
6. Excel files for dynamics responses and simple simulations
   QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles

1998

7. Solving Non-linear Rational Expectations Models By Eigenvalue-Eigenvector Decompositions
   QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles View citations