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Details about Gonzalo Camba-Mendez

E-mail:
Homepage:https://www.ecb.europa.eu/pub/research/authors/profiles/gonzalo-camba-mendez.en.html
Postal address:European Central Bank Sonnemannstrasse 20 60314 Frankfurt am Main Germany

Access statistics for papers by Gonzalo Camba-Mendez.

Last updated 2019-02-25. Update your information in the RePEc Author Service.

Short-id: pca1255


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Working Papers

2017

  1. The inflation risk premium in the post-Lehman period
    Working Paper Series, European Central Bank Downloads View citations (4)

2016

  1. Bank interest rate setting in the euro area during the Great Recession
    Working Paper Series, European Central Bank Downloads View citations (2)
  2. Pricing sovereign credit risk of an emerging market
    Working Paper Series, European Central Bank Downloads
    Also in NBP Working Papers, Narodowy Bank Polski, Economic Research Department (2014) Downloads

2015

  1. An automatic leading indicator, variable reduction and variable selection methods using small and large datasets: Forecasting the industrial production growth for euro area economies
    Working Paper Series, European Central Bank Downloads

2014

  1. Financial reputation, market interventions and debt issuance by banks: a truncated two-part model approach
    Working Paper Series, European Central Bank Downloads
  2. Market perception of sovereign credit risk in the euro area during the financial crisis
    Working Paper Series, European Central Bank Downloads View citations (6)
    Also in NBP Working Papers, Narodowy Bank Polski, Economic Research Department (2014) Downloads View citations (6)

    See also Journal Article in The North American Journal of Economics and Finance (2016)

2008

  1. Short-Term Forecasts of Euro Area GDP Growth
    Working Papers ECARES, ULB -- Universite Libre de Bruxelles Downloads View citations (35)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2008) Downloads View citations (48)
    Working Paper Series, European Central Bank (2008) Downloads View citations (38)

    See also Journal Article in Econometrics Journal (2011)
  2. Statistical tests and estimators of the rank of a matrix and their applications in econometric modelling
    Working Paper Series, European Central Bank Downloads View citations (3)
    See also Journal Article in Econometric Reviews (2009)

2005

  1. Statistical Tests of the Rank of a Matrix and Their Applications in Econometric Modelling
    Working Papers, Queen Mary University of London, School of Economics and Finance Downloads
    Also in Working Papers, Queen Mary University of London, School of Economics and Finance (2005) Downloads
  2. Structural filters for monetary analysis: the inflationary movements of money in the euro area
    Working Paper Series, European Central Bank Downloads View citations (31)

2004

  1. Estimating the rank of the spectral density matrix
    Working Paper Series, European Central Bank Downloads
    See also Journal Article in Journal of Time Series Analysis (2005)
  2. Excess reserves and implementation of monetary policy of the ECB
    Working Paper Series, European Central Bank Downloads View citations (6)
    See also Journal Article in Journal of Policy Modeling (2006)
  3. Forecasting euro area inflation using dynamic factor measures of underlying inflation
    Working Paper Series, European Central Bank Downloads View citations (6)
    See also Journal Article in Journal of Forecasting (2005)

2003

  1. Relevant economic issues concerning the optimal rate of inflation
    Working Paper Series, European Central Bank Downloads View citations (22)

2002

  1. Bootstrap Statistical Tests of Rank Determination for System Identification
    Working Papers, Queen Mary University of London, School of Economics and Finance Downloads
    Also in Working Papers, Queen Mary University of London, School of Economics and Finance (2002) Downloads
  2. Modelling the daily banknotes in circulation in the context of the liquidity management of the European Central Bank
    Working Papers, Banco de España Downloads View citations (8)
    Also in Working Paper Series, European Central Bank (2002) Downloads View citations (9)

    See also Journal Article in Journal of Forecasting (2009)
  3. Short-term monitoring of fiscal policy discipline
    Working Paper Series, European Central Bank Downloads View citations (1)
    See also Journal Article in Journal of Applied Econometrics (2004)

2001

  1. Assessemt Criteria for Output Gap Estimates
    Working Papers, Quebec a Montreal - Recherche en gestion View citations (1)
    Also in Working Paper Series, European Central Bank (2001) Downloads View citations (18)

    See also Journal Article in Economic Modelling (2003)
  2. Spectral based methods to identify common trends and common cycles
    Working Paper Series, European Central Bank Downloads View citations (4)
  3. Testing the rank of the Hankel matrix: a statistical approach
    Working Paper Series, European Central Bank Downloads View citations (15)

1999

  1. A Bootstrap Test of Cointegration Rank
    National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research

1998

  1. Can real equilibrium models account for the fluctuations of the UK business cycle?
    National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research

Journal Articles

2018

  1. The Financial Crisis and Policy Responses in Europe (2007–2018)
    Comparative Economic Studies, 2018, 60, (4), 531-558 Downloads
  2. The recent slowdown in euro area output growth reflects both cyclical and temporary factors
    Economic Bulletin Boxes, 2018, 4 Downloads

2016

  1. Market perception of sovereign credit risk in the euro area during the financial crisis
    The North American Journal of Economics and Finance, 2016, 37, (C), 168-189 Downloads View citations (3)
    See also Working Paper (2014)
  2. Pricing Sovereign Credit Risk of Poland: Evidence from the CDS Market
    Emerging Markets Finance and Trade, 2016, 52, (12), 2687-2705 Downloads

2012

  1. Conditional forecasts on SVAR models using the Kalman filter
    Economics Letters, 2012, 115, (3), 376-378 Downloads View citations (5)

2011

  1. Short‐term forecasts of euro area GDP growth
    Econometrics Journal, 2011, 14, (1), C25-C44 Downloads View citations (72)
    Also in Econometrics Journal, 2011, 14, C25-C44 (2011) Downloads View citations (51)

    See also Working Paper (2008)

2009

  1. Modelling the daily banknotes in circulation in the context of the liquidity management of the European Central Bank
    Journal of Forecasting, 2009, 28, (3), 194-217 Downloads View citations (2)
    See also Working Paper (2002)
  2. Statistical Tests and Estimators of the Rank of a Matrix and Their Applications in Econometric Modelling
    Econometric Reviews, 2009, 28, (6), 581-611 Downloads View citations (8)
    See also Working Paper (2008)

2006

  1. Excess reserves and the implementation of monetary policy of the ECB
    Journal of Policy Modeling, 2006, 28, (5), 491-510 Downloads View citations (10)
    See also Working Paper (2004)

2005

  1. Estimating the Rank of the Spectral Density Matrix
    Journal of Time Series Analysis, 2005, 26, (1), 37-48 Downloads View citations (3)
    See also Working Paper (2004)
  2. Forecasting euro area inflation using dynamic factor measures of underlying inflation
    Journal of Forecasting, 2005, 24, (7), 491-503 Downloads View citations (15)
    See also Working Paper (2004)

2004

  1. Short-term monitoring of fiscal policy discipline
    Journal of Applied Econometrics, 2004, 19, (2), 247-265 Downloads View citations (12)
    See also Working Paper (2002)

2003

  1. Assessment criteria for output gap estimates
    Economic Modelling, 2003, 20, (3), 529-562 Downloads View citations (39)
    See also Working Paper (2001)
  2. Tests of Rank in Reduced Rank Regression Models
    Journal of Business & Economic Statistics, 2003, 21, (1), 145-55 View citations (13)

2001

  1. An automatic leading indicator of economic activity: forecasting GDP growth for European countries
    Econometrics Journal, 2001, 4, (1), 37 View citations (45)

1998

  1. Filtered least squares and measurement error
    Economics Letters, 1998, 59, (2), 163-168 Downloads View citations (1)
 
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