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Details about Maximo Camacho

E-mail:
Homepage:http://www.um.es/econometria/Maximo
Postal address:Departamento de metodos cuantitativos, Facultad de Economia y Empresa, Universiad de Murcia, 30100, Murcia, Spain
Workplace:Facultad de Economía y Empresa (Faculty of Economics and Business), Universidad de Murcia (University of Murcia), (more information at EDIRC)

Access statistics for papers by Maximo Camacho.

Last updated 2020-02-05. Update your information in the RePEc Author Service.

Short-id: pca13


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Working Papers

2019

  1. A new approach to dating the reference cycle
    Working Papers, Banco de España Downloads

2018

  1. Consumer confidence’s boom and bust in Latin America
    Working Papers, BBVA Bank, Economic Research Department Downloads

2017

  1. Business cycle phases in Spain
    Working Papers, BBVA Bank, Economic Research Department Downloads View citations (2)
  2. The propagation of industrial business cycles
    Working Papers, Banco de España Downloads View citations (6)
    Also in Staff Working Papers, Bank of Canada (2014) Downloads View citations (4)

    See also Journal Article in Macroeconomic Dynamics (2019)

2016

  1. Forecasting travelers in Spain with Google queries
    Working Papers, BBVA Bank, Economic Research Department Downloads View citations (2)

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 View citations (1)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2015) Downloads View citations (1)
    Working Papers, Banco de España (2015) Downloads View citations (1)

    See also Chapter (2016)
  2. Monitoring the world business cycle
    Working Papers, Banco de España Downloads View citations (3)
    Also in Working Papers, BBVA Bank, Economic Research Department (2015) Downloads View citations (5)
    Globalization Institute Working Papers, Federal Reserve Bank of Dallas (2015) Downloads View citations (3)

    See also Journal Article in Economic Modelling (2015)

2014

  1. Real-time forecasting us GDP from small-scale factor models
    Working Papers, Banco de España Downloads View citations (9)
    Also in Working Papers, BBVA Bank, Economic Research Department (2012) Downloads View citations (3)

    See also Journal Article in Empirical Economics (2014)

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. Short-term forecasting for empirical economists. A survey of the recently proposed algorithms
    Working Papers, Banco de España Downloads View citations (16)
    See also Journal Article in Foundations and Trends(R) in Econometrics (2013)

2012

  1. Can we use seasonally adjusted indicators in dynamic factor models?
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads
    Also in Working Papers, Banco de España (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 (6)

    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 (10)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2012) Downloads View citations (16)
  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 (24)
    Also in Working Papers, Banco de España (2012) Downloads View citations (20)

    See also Journal Article in International Journal of Forecasting (2018)
  6. Short-run forecasting of the euro-dollar exchange rate with economic fundamentals
    Working Papers, Banco de España Downloads View citations (18)
    Also in Working Papers, BBVA Bank, Economic Research Department (2012) Downloads View citations (22)

    See also Journal Article in Journal of International Money and Finance (2012)

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
  3. The Euro-Sting revisited: PMI versus ESI to obtain euro area GDP forecasts
    Working Papers, BBVA Bank, Economic Research Department Downloads

2010

  1. Green Shoots? Where, when and how?
    Working Papers, FEDEA Downloads
  2. Green shoots in the euro area. A real time measure
    Working Papers, Banco de España Downloads View citations (8)
  3. MICA-BBVA: A Factor Model of Economic and Financial Indicators for Short-term GDP Forecasting
    Working Papers, BBVA Bank, Economic Research Department Downloads View citations (5)
    See also Journal Article in SERIEs: Journal of the Spanish Economic Association (2012)

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 (13)
    Also in Working Papers, Banco de España (2008) Downloads View citations (20)

    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 (7)

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 (8)
    Also in Working Papers, Banco de España (2004) Downloads View citations (16)
    Computing in Economics and Finance 2004, Society for Computational Economics (2004) Downloads View citations (10)

    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 (22)
    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 (11)
    Also in Working Papers, Banco de España (2005) Downloads View citations (14)

    See also Journal Article in Studies in Nonlinear Dynamics & Econometrics (2007)

2002

  1. Nonlinear stochastic trends and economic fluctuations
    Computing in Economics and Finance 2002, Society for Computational Economics Downloads
  2. Spanish diffusion indexes
    Computing in Economics and Finance 2002, Society for Computational Economics View citations (14)

2000

  1. THIS IS WHAT THE LEADING INDICATORS LEAD
    Computing in Economics and Finance 2000, Society for Computational Economics Downloads View citations (1)
    Also in Econometric Society World Congress 2000 Contributed Papers, Econometric Society (2000) Downloads View citations (1)
    Working Paper Series, European Central Bank (2000) Downloads View citations (9)

    See also Journal Article in Journal of Applied Econometrics (2002)

Journal Articles

2019

  1. Inference on Filtered and Smoothed Probabilities in Markov-Switching Autoregressive Models
    Journal of Business & Economic Statistics, 2019, 37, (3), 484-495 Downloads View citations (2)
  2. THE PROPAGATION OF INDUSTRIAL BUSINESS CYCLES
    Macroeconomic Dynamics, 2019, 23, (1), 144-177 Downloads View citations (1)
    See also Working Paper (2017)

2018

  1. Markov-switching dynamic factor models in real time
    International Journal of Forecasting, 2018, 34, (4), 598-611 Downloads View citations (7)
    See also Working Paper (2012)
  2. Regional Business Cycle Phases in Spain/Ciclos económicos regionales en España
    Estudios de Economia Aplicada, 2018, 36, 857-896 Downloads

2017

  1. Latin American Cycles: Has Anything Changed After the Great Recession?
    Emerging Markets Finance and Trade, 2017, 53, (5), 1170-1183 Downloads

2016

  1. Aggregate versus disaggregate information in dynamic factor models
    International Journal of Forecasting, 2016, 32, (3), 680-694 Downloads View citations (9)

2015

  1. Can we use seasonally adjusted variables in dynamic factor models?
    Studies in Nonlinear Dynamics & Econometrics, 2015, 19, (3), 377-391 Downloads View citations (1)
  2. Extracting Nonlinear Signals from Several Economic Indicators
    Journal of Applied Econometrics, 2015, 30, (7), 1073-1089 Downloads View citations (14)
    See also Working Paper (2012)
  3. Monitoring the world business cycle
    Economic Modelling, 2015, 51, (C), 617-625 Downloads View citations (3)
    See also Working Paper (2015)
  4. Short-Run Forecasting of Argentine Gross Domestic Product Growth
    Emerging Markets Finance and Trade, 2015, 51, (3), 473-485 Downloads View citations (1)
  5. Toward a more reliable picture of the economic activity: An application to Argentina
    Economics Letters, 2015, 132, (C), 129-132 Downloads View citations (2)

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 (6)
    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 (14)
    See also Working Paper (2012)
  3. Real-time forecasting US GDP from small-scale factor models
    Empirical Economics, 2014, 47, (1), 347-364 Downloads View citations (11)
    See also Working Paper (2014)
  4. The Euro‐Sting Revisited: The Usefulness of Financial Indicators to Obtain Euro Area GDP Forecasts
    Journal of Forecasting, 2014, 33, (3), 186-197 Downloads View citations (8)

2013

  1. Mixed-frequency VAR models with Markov-switching dynamics
    Economics Letters, 2013, 121, (3), 369-373 Downloads View citations (5)
  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 (16)
    See also Working Paper (2013)

2012

  1. MICA-BBVA: a factor model of economic and financial indicators for short-term GDP forecasting
    SERIEs: Journal of the Spanish Economic Association, 2012, 3, (4), 475-497 Downloads View citations (6)
    See also Working Paper (2010)
  2. 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 (30)
    See also Working Paper (2012)

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. Markov-switching models and the unit root hypothesis in real US GDP
    Economics Letters, 2011, 112, (2), 161-164 Downloads View citations (13)
  3. SPAIN‐STING: SPAIN SHORT‐TERM INDICATOR OF GROWTH
    Manchester School, 2011, 79, (s1), 594-616 Downloads View citations (14)

2010

  1. Introducing the euro-sting: Short-term indicator of euro area growth
    Journal of Applied Econometrics, 2010, 25, (4), 663-694 Downloads View citations (113)
    See also Working Paper (2009)

2009

  1. Income distribution changes across the 1990s expansion: the role of taxes and transfers
    Economics Bulletin, 2009, 29, (4), 3177-3185 Downloads

2008

  1. A model for the real-time forecasting of GDP in the euro area (EURO-STING)
    Economic Bulletin, 2008, (APR), 8 pages Downloads
  2. Determinants of Japanese Yen interest rate swap spreads: Evidence from a smooth transition vector autoregressive model
    Journal of Futures Markets, 2008, 28, (1), 82-107 Downloads
  3. Do European business cycles look like one?
    Journal of Economic Dynamics and Control, 2008, 32, (7), 2165-2190 Downloads View citations (44)
    See also Working Paper (2005)
  4. TAR Panel Unit Root Tests and Real Convergence
    Review of Development Economics, 2008, 12, (3), 668-681 Downloads View citations (20)
  5. Un modelo para la predicción en tiempo real del PIB en el área del euro (EURO-STING)
    Boletín Económico, 2008, (APR), 9 pages 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 (24)
    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), 22 pages 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 (18)
  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 (113)
    See also Working Paper (2005)

2005

  1. Markov-switching stochastic trends and economic fluctuations
    Journal of Economic Dynamics and Control, 2005, 29, (1-2), 135-158 Downloads View citations (15)

2004

  1. Vector smooth transition regression models for US GDP and the composite index of leading indicators
    Journal of Forecasting, 2004, 23, (3), 173-196 Downloads View citations (69)

2003

  1. Las similitudes del ciclo económico en las economías europeas
    Boletín Económico, 2003, (DEC), 5 pages Downloads

2002

  1. This is what the leading indicators lead
    Journal of Applied Econometrics, 2002, 17, (1), 61-80 Downloads View citations (40)
    See also Working Paper (2000)

Chapters

2016

  1. Country Shocks, Monetary Policy Expectations and ECB Decisions. A Dynamic Non-linear Approach
    A chapter in Dynamic Factor Models, 2016, vol. 35, pp 283-316 Downloads
    See also Working Paper (2015)
 
Page updated 2020-08-08