EconPapers    
Economics at your fingertips  
 

Details about Gabriel Perez Quiros

E-mail:
Homepage:http://merlin.fae.ua.es/gabriel/
Workplace:Banco de España (Bank of Spain), (more information at EDIRC)

Access statistics for papers by Gabriel Perez Quiros.

Last updated 2017-02-27. Update your information in the RePEc Author Service.

Short-id: ppe255


Jump to Journal Articles Chapters

Working Papers

2015

  1. Country Shocks, Monetary Policy Expectations and ECB Decisions. A Dynamic Non-Linear Approach
    Working Papers Central Bank of Chile, Central Bank of Chile Downloads
    Also in Working Papers, Banco de España (2015) Downloads
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2015) Downloads
  2. Fiscal targets. A guide to forecasters?
    Working Paper Series, European Central Bank Downloads View citations (4)
    Also in Working Papers, Banco de España (2015) Downloads View citations (2)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2015) Downloads View citations (2)
  3. The Great Moderation in historical perspective.Is it that great?
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (3)
    Also in Working Papers, Banco de España (2015) Downloads View citations (3)

2014

  1. The Two Greatest. Great Recession vs. Great Moderation
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (7)
    Also in Working Papers, Banco de España (2014) Downloads View citations (9)

2013

  1. Commodity prices and the business cycle in Latin America: Living and dying by commodities
    Working Papers, Banco de España Downloads View citations (1)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2013) Downloads View citations (4)

    See also Journal Article in Emerging Markets Finance and Trade (2014)
  2. Disentangling contagion among sovereign cds spreads during the european debt crisis
    Working Papers, Banco de España Downloads View citations (6)
    See also Journal Article in Journal of Empirical Finance (2015)
  3. Short-term forecasting for empirical economists. A survey of the recently proposed algorithms
    Working Papers, Banco de España Downloads View citations (11)
    See also Journal Article in Foundations and Trends(R) in Econometrics (2013)

2012

  1. Can we use seasonally adjusted indicators in dynamic factor models?
    Working Papers, Banco de España Downloads
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2012) Downloads
  2. Extracting non-linear signals from several economic indicators
    Working Papers, Banco de España Downloads View citations (1)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2012) Downloads View citations (5)

    See also Journal Article in Journal of Applied Econometrics (2015)
  3. Finite sample performance of small versus large scale dynamic factor models
    Working Papers, Banco de España Downloads View citations (7)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2012) Downloads View citations (11)
  4. Green Shoots and Double Dips in the Euro Area. A Real Time Measure
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (3)
    See also Journal Article in International Journal of Forecasting (2014)
  5. Markov-switching dynamic factor models in real time
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (17)
    Also in Working Papers, Banco de España (2012) Downloads View citations (16)
  6. Short-run forecasting of the euro-dollar exchange rate with economic fundamentals
    Working Papers, Banco de España Downloads View citations (9)
    Also in Working Papers, BBVA Bank, Economic Research Department (2012) Downloads View citations (11)

    See also Journal Article in Journal of International Money and Finance (2012)
  7. The failure to predict the Great Recession. The failure of academic economics? A view focusing on the role of credit
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (3)
    Also in Working Papers, Banco de España (2012) Downloads View citations (2)

2011

  1. High-growth recoveries, inventories and the great moderation
    Post-Print, HAL Downloads View citations (2)
    Also in Working Papers, Banco de España (2009) Downloads

    See also Journal Article in Journal of Economic Dynamics and Control (2011)
  2. Latin STINGS: indicadores de crecimiento a corto plazo de los países de América Latina
    Macroeconomía del Desarrollo, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL) Downloads

2010

  1. Asymmetric Standing Facilities: An Unexploited Monetary Policy Tool
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (1)
    Also in UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC) (2009) Downloads
    Working Papers, Barcelona Graduate School of Economics
    Working Papers, Banco de España (2010) Downloads View citations (1)

    See also Journal Article in IMF Economic Review (2012)
  2. Green Shoots? Where, when and how?
    Working Papers, FEDEA Downloads
  3. Green shoots in the euro area. A real time measure
    Working Papers, Banco de España Downloads View citations (7)

2009

  1. Are the High-growth Recovery Periods Over?
    UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC) Downloads View citations (7)
    Also in Working Papers, Barcelona Graduate School of Economics (2009) Downloads View citations (4)
  2. Introducing the Euro-STING: Short-Term Indicator of Euro Area Growth
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (12)
    Also in Working Papers, Banco de España (2008) Downloads View citations (16)

    See also Journal Article in Journal of Applied Econometrics (2010)
  3. Ñ-STING: España Short Term INdicator of Growth
    Working Papers, Banco de España Downloads View citations (5)

2007

  1. Análisis cuantitativo del estado de bienestar en Europa: Modelos y resultados
    Working Papers, FEDEA Downloads

2006

  1. Do european business cycles look like one $\_?$
    Computing in Economics and Finance 2006, Society for Computational Economics Downloads View citations (7)

2005

  1. Are European Business Cycles Close Enough to be Just One?
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (7)
    Also in Computing in Economics and Finance 2004, Society for Computational Economics (2004) Downloads View citations (11)
    Working Papers, Banco de España (2004) Downloads View citations (17)

    See also Journal Article in Journal of Economic Dynamics and Control (2006)
  2. Do european business cycles look like one?
    Working Papers, Banco de España Downloads View citations (21)
    See also Journal Article in Journal of Economic Dynamics and Control (2008)
  3. Jump-and-Rest Effects of US Business Cycles
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (10)
    Also in Working Papers, Banco de España (2005) Downloads View citations (14)

    See also Journal Article in Studies in Nonlinear Dynamics & Econometrics (2007)
  4. The effect of oil price on industrial production and on stock returns
    ThE Papers, Department of Economic Theory and Economic History of the University of Granada. Downloads View citations (4)

2004

  1. A useful tool to identify recessions in the euro area
    European Economy - Economic Papers 2008 - 2015, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission Downloads View citations (5)
    Also in Working Papers, Banco de España (2004) Downloads View citations (13)
  2. Interest Rate Determination in the Interbank Market
    UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC) Downloads View citations (20)
    Also in Working Papers, Banco de España (2004) Downloads View citations (19)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2004) Downloads View citations (20)

2003

  1. The Daily Market for Funds in Europe: What Has Changed with the EMU?
    UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC) Downloads View citations (3)
    Also in Working Papers, Barcelona Graduate School of Economics (2003) Downloads
    Working Papers, Banco de España (2003) Downloads View citations (7)

    See also Journal Article in Journal of Money, Credit and Banking (2006)

2002

  1. Is the European Central Bank (and the United States Federal Reserve) predictable?
    Working Papers, Banco de España Downloads View citations (7)
    Also in Working Paper Series, European Central Bank (2002) Downloads View citations (19)

2001

  1. Business Cycle Asymmetries in Stock Returns: Evidence from Higher Order Moments and Conditional Densities
    Working Papers, Quebec a Montreal - Recherche en gestion View citations (67)
    Also in FMG Discussion Papers, Financial Markets Group (2000) Downloads View citations (2)
    Working Paper Series, European Central Bank (2001) Downloads View citations (59)

    See also Journal Article in Journal of Econometrics (2001)
  2. The ECB monetary policy strategy and the money market
    Working Papers, Oesterreichische Nationalbank (Austrian Central Bank) Downloads View citations (55)
    Also in Working Paper Series, European Central Bank (2001) Downloads View citations (49)

    See also Journal Article in International Journal of Finance & Economics (2001)
  3. The daily market for funds in Europe: Has something changed with the EMU?
    Working Paper Series, European Central Bank Downloads View citations (24)
    Also in Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2000) Downloads View citations (16)

2000

  1. THIS IS WHAT THE LEADING INDICATORS LEAD
    Computing in Economics and Finance 2000, Society for Computational Economics Downloads View citations (1)
    See also Journal Article in Journal of Applied Econometrics (2002)
  2. The daily market for funds in Europe: Mathematical appendix
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra Downloads View citations (1)
  3. This is What Leading Indicators Lead
    Econometric Society World Congress 2000 Contributed Papers, Econometric Society Downloads View citations (1)
  4. This is what the US leading indicators lead
    Working Paper Series, European Central Bank Downloads View citations (9)

1999

  1. Firm Size and Cyclical Variations in Stock Returns
    FMG Discussion Papers, Financial Markets Group Downloads View citations (4)
    See also Journal Article in Journal of Finance (2000)

1998

  1. Output fluctuations in the United States: what has changed since the early 1980s?
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (105)
    Also in Research Paper, Federal Reserve Bank of New York (1997) Downloads View citations (1)

    See also Journal Article in American Economic Review (2000)

1996

  1. International capital flows: do short-term investment and direct investment differ?
    Policy Research Working Paper Series, The World Bank Downloads View citations (32)

Journal Articles

2016

  1. Aggregate versus disaggregate information in dynamic factor models
    International Journal of Forecasting, 2016, 32, (3), 680-694 Downloads View citations (4)
  2. Introduction to the special issue in honor of Agustín Maravall
    SERIEs: Journal of the Spanish Economic Association, 2016, 7, (1), 1-9 Downloads

2015

  1. Disentangling contagion among sovereign CDS spreads during the European debt crisis
    Journal of Empirical Finance, 2015, 32, (C), 165-179 Downloads View citations (7)
    See also Working Paper (2013)
  2. Extracting Nonlinear Signals from Several Economic Indicators
    Journal of Applied Econometrics, 2015, 30, (7), 1073-1089 Downloads View citations (2)
    See also Working Paper (2012)
  3. THE FAILURE TO PREDICT THE GREAT RECESSION—A VIEW THROUGH THE ROLE OF CREDIT
    Journal of the European Economic Association, 2015, 13, (3), 534-559 Downloads View citations (4)
  4. Un análisis de la dinámica del PIB de Estados Unidos: un enfoque econométrico
    Boletín Económico, 2015, (JAN) Downloads

2014

  1. Commodity Prices and the Business Cycle in Latin America: Living and Dying by Commodities?
    Emerging Markets Finance and Trade, 2014, 50, (2), 110-137 Downloads View citations (1)
    Also in Emerging Markets Finance and Trade, 2014, 50, (2), 110-137 (2014) Downloads View citations (2)

    See also Working Paper (2013)
  2. Green shoots and double dips in the euro area: A real time measure
    International Journal of Forecasting, 2014, 30, (3), 520-535 Downloads View citations (4)
    See also Working Paper (2012)

2013

  1. Composición sectorial de la producción, divergencia y sincronía cíclica en los países del área del euro
    Boletín Económico, 2013, (OCT) Downloads
  2. Short-term Forecasting for Empirical Economists: A Survey of the Recently Proposed Algorithms
    Foundations and Trends(R) in Econometrics, 2013, 6, (2), 101-161 Downloads View citations (10)
    See also Working Paper (2013)

2012

  1. Asymmetric Standing Facilities: An Unexploited Monetary Policy Tool
    IMF Economic Review, 2012, 60, (1), 43-74 Downloads View citations (1)
    See also Working Paper (2010)
  2. Competitiveness indicators: the importance of an efficient allocation of resources
    Economic Bulletin, 2012, (JAN) Downloads View citations (10)
  3. El papel del crédito como predictor del ciclo económico
    Boletín Económico, 2012, (DEC) Downloads
  4. Short-run forecasting of the euro-dollar exchange rate with economic fundamentals
    Journal of International Money and Finance, 2012, 31, (2), 377-396 Downloads View citations (19)
    See also Working Paper (2012)
  5. The role of credit as a predictor of the economic cycle
    Economic Bulletin, 2012, (DEC) Downloads

2011

  1. High-growth recoveries, inventories and the Great Moderation
    Journal of Economic Dynamics and Control, 2011, 35, (8), 1322-1339 Downloads View citations (7)
    See also Working Paper (2011)
  2. Indicadores de competitividad: la importancia de la asignación eficiente de los recursos
    Boletín Económico, 2011, (DEC) Downloads View citations (1)
  3. Las primas de los CDS soberanos durante la crisis y su interpretación como medida de riesgo
    Boletín Económico, 2011, (APR) Downloads
  4. SPAIN‐STING: SPAIN SHORT‐TERM INDICATOR OF GROWTH
    Manchester School, 2011, 79, (s1), 594-616 Downloads View citations (10)
  5. Sovereign CDS premia during the crisis and their interpretation as a measure of risk
    Economic Bulletin, 2011, (APR) Downloads

2010

  1. A possible role for asymmetric standing facilities in liquidity management
    Economic Bulletin, 2010, (OCT) Downloads
  2. El posible papel de una utilización asimétrica de las facilidades permanentes en la gestión de la liquidez
    Boletín Económico, 2010, (SEP) Downloads
  3. Introducing the euro-sting: Short-term indicator of euro area growth
    Journal of Applied Econometrics, 2010, 25, (4), 663-694 Downloads View citations (84)
    See also Working Paper (2009)

2008

  1. A model for the real-time forecasting of GDP in the euro area (EURO-STING)
    Economic Bulletin, 2008, (APR) Downloads
  2. Do European business cycles look like one?
    Journal of Economic Dynamics and Control, 2008, 32, (7), 2165-2190 Downloads View citations (36)
    See also Working Paper (2005)
  3. Interest rate dispersion and volatility in the market for daily funds
    European Economic Review, 2008, 52, (3), 413-440 Downloads View citations (11)
  4. Un modelo para la predicción en tiempo real del PIB en el área del euro (EURO-STING)
    Boletín Económico, 2008, (APR) Downloads

2007

  1. Jump-and-Rest Effect of U.S. Business Cycles
    Studies in Nonlinear Dynamics & Econometrics, 2007, 11, (4), 1-39 Downloads View citations (15)
    See also Working Paper (2005)
  2. Nuevo procedimiento de estimación de los ingresos por Turismo y viajes en la Balanza de Pagos
    Boletín Económico, 2007, (APR) Downloads

2006

  1. A useful tool for forecasting the Euro-area business cycle phases
    International Journal of Forecasting, 2006, 22, (4), 735-749 Downloads View citations (13)
  2. Are European business cycles close enough to be just one?
    Journal of Economic Dynamics and Control, 2006, 30, (9-10), 1687-1706 Downloads View citations (85)
    See also Working Paper (2005)
  3. The Daily Market for Funds in Europe: What Has Changed with the EMU?
    Journal of Money, Credit and Banking, 2006, 38, (1), 91-118 Downloads View citations (21)
    See also Working Paper (2003)

2005

  1. Comments on "Some methods for assessing the need for non-linear models in business cycle analysis"
    International Journal of Forecasting, 2005, 21, (4), 663-666 Downloads

2004

  1. Un modelo para predecir cambios cíclicos en el área euro
    Boletín Económico, 2004, (MAY) Downloads

2003

  1. Las similitudes del ciclo económico en las economías europeas
    Boletín Económico, 2003, (DEC) Downloads

2002

  1. On the causes of the increased stability of the U.S. economy
    Economic Policy Review, 2002, (May), 183-202 Downloads View citations (137)
  2. Policymakers' Revealed Preferences and the Output-Inflation Variability Trade-Off: Implications for the European System of Central Banks
    Manchester School, 2002, 70, (4), 596-618 Downloads View citations (31)
    Also in Proceedings, 1999 (1999) View citations (11)
  3. This is what the leading indicators lead
    Journal of Applied Econometrics, 2002, 17, (1), 61-80 Downloads View citations (33)
    See also Working Paper (2000)
  4. Variabilidad del crecimiento económico y la importancia de la gestión de existencias en EEUU
    Boletín Económico, 2002, (MAY) Downloads

2001

  1. Business cycle asymmetries in stock returns: Evidence from higher order moments and conditional densities
    Journal of Econometrics, 2001, 103, (1-2), 259-306 Downloads View citations (63)
    See also Working Paper (2001)
  2. The ECB Monetary Policy Strategy and the Money Market
    International Journal of Finance & Economics, 2001, 6, (4), 325-42 Downloads View citations (49)
    See also Working Paper (2001)

2000

  1. Firm Size and Cyclical Variations in Stock Returns
    Journal of Finance, 2000, 55, (3), 1229-1262 Downloads View citations (166)
    See also Working Paper (1999)
  2. Output Fluctuations in the United States: What Has Changed since the Early 1980's?
    American Economic Review, 2000, 90, (5), 1464-1476 Downloads View citations (533)
    Also in Proceedings, 2000, (Mar) (2000) Downloads View citations (468)

    See also Working Paper (1998)

1999

  1. A decomposition of the increased stability of GDP growth
    Current Issues in Economics and Finance, 1999, 5, (Aug) Downloads View citations (37)

1996

  1. What Do the Leading Indicators Lead?
    The Journal of Business, 1996, 69, (1), 27-49 Downloads View citations (67)

Chapters

2006

  1. Comparative analysis: real convergence, cyclical synchrony and inflation differentials
    Chapter 15 in The analysis of the Spanish Economy, 2006, pp 409-433 Downloads

2002

  1. The monetary policy decisions of the ECB and the money market
    A chapter in Market functioning and central bank policy, 2002, vol. 12, pp 402-411 Downloads View citations (1)
 
Page updated 2017-05-27