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 2024-07-08. Update your information in the RePEc Author Service.

Short-id: pca13

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Working Papers

2021

An automatic algorithm to date the reference cycle of the Spanish economy
Working Papers, Banco de España
See also Journal Article An Automatic Algorithm to Date the Reference Cycle of the Spanish Economy, Mathematics, MDPI (2021) (2021)

2020

Spillover effects in international business cycles
Working Paper Series, European Central Bank
Also in Working Papers, Banco de España (2020)
What do international energy prices have in common after taking into account the key drivers?
DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica

2019

A new approach to dating the reference cycle
Working Papers, Banco de España View citations (2)
See also Journal Article A New Approach to Dating the Reference Cycle, Journal of Business & Economic Statistics, Taylor & Francis Journals (2022) View citations (1) (2022)

2018

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

2017

Business cycle phases in Spain
Working Papers, BBVA Bank, Economic Research Department View citations (3)
The propagation of industrial business cycles
Working Papers, Banco de España View citations (8)
Also in Staff Working Papers, Bank of Canada (2014) View citations (6)
See also Journal Article THE PROPAGATION OF INDUSTRIAL BUSINESS CYCLES, Macroeconomic Dynamics, Cambridge University Press (2019) View citations (7) (2019)

2006

Do european business cycles look like one $\_?$
Computing in Economics and Finance 2006, Society for Computational Economics View citations (11)

2005

Are European Business Cycles Close Enough to be Just One?
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (13)
Also in Working Papers, Banco de España (2004) View citations (26)
Computing in Economics and Finance 2004, Society for Computational Economics (2004) View citations (15)
See also Journal Article Are European business cycles close enough to be just one?, Journal of Economic Dynamics and Control, Elsevier (2006) View citations (140) (2006)
Do european business cycles look like one?
Working Papers, Banco de España View citations (25)
See also Journal Article Do European business cycles look like one?, Journal of Economic Dynamics and Control, Elsevier (2008) View citations (60) (2008)
Jump-and-Rest Effects of US Business Cycles
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (12)
Also in Working Papers, Banco de España (2005) View citations (14)
See also Journal Article Jump-and-Rest Effect of U.S. Business Cycles, Studies in Nonlinear Dynamics & Econometrics, De Gruyter (2007) View citations (36) (2007)

2002

Nonlinear stochastic trends and economic fluctuations
Computing in Economics and Finance 2002, Society for Computational Economics
Spanish diffusion indexes
Computing in Economics and Finance 2002, Society for Computational Economics View citations (19)

2000

THIS IS WHAT THE LEADING INDICATORS LEAD
Computing in Economics and Finance 2000, Society for Computational Economics View citations (4)
Also in Working Paper Series, European Central Bank (2000) View citations (10)
Econometric Society World Congress 2000 Contributed Papers, Econometric Society (2000) View citations (4)
See also Journal Article This is what the leading indicators lead, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2002) View citations (47) (2002)

Journal Articles

2024

A New Approach to Forecasting the Probability of Recessions after the COVID‐19 Pandemic
Oxford Bulletin of Economics and Statistics, 2024, 86, (4), 833-855
Quantifying the impact: Are coastal areas impoverished by marine pollution?
Ecological Economics, 2024, 221, (C)

2023

A dynamic factor model to predict homicides with firearm in the United States
Journal of Criminal Justice, 2023, 86, (C)
Factor models for large and incomplete data sets with unknown group structure
International Journal of Forecasting, 2023, 39, (3), 1205-1220
Tourism and Gross Domestic Product short-run causality revisited: A symbolic transfer entropy approach
Tourism Economics, 2023, 29, (1), 235-247
What drives industrial energy prices?
Economic Modelling, 2023, 120, (C)

2022

A New Approach to Dating the Reference Cycle
Journal of Business & Economic Statistics, 2022, 40, (1), 66-81 View citations (1)
See also Working Paper A new approach to dating the reference cycle, Working Papers (2019) View citations (2) (2019)

2021

An Automatic Algorithm to Date the Reference Cycle of the Spanish Economy
Mathematics, 2021, 9, (18), 1-17
See also Working Paper An automatic algorithm to date the reference cycle of the Spanish economy, Working Papers (2021) (2021)
Evaluating the OECD’s main economic indicators at anticipating recessions
Journal of Forecasting, 2021, 40, (1), 80-93 View citations (1)
Price and Spatial Distribution of Office Rental in Madrid: A Decision Tree Analysis
Revista Economía, 2021, 44, (87), 20-40
Symbolic transfer entropy test for causality in longitudinal data
Economic Modelling, 2021, 94, (C), 649-661 View citations (5)

2020

The two-speed Europe in business cycle synchronization
Empirical Economics, 2020, 59, (3), 1069-1084 View citations (2)

2019

Do economic recessions cause inequality to rise?
Journal of Applied Economics, 2019, 22, (1), 304-320 View citations (6)
Inference on Filtered and Smoothed Probabilities in Markov-Switching Autoregressive Models
Journal of Business & Economic Statistics, 2019, 37, (3), 484-495 View citations (6)
THE PROPAGATION OF INDUSTRIAL BUSINESS CYCLES
Macroeconomic Dynamics, 2019, 23, (1), 144-177 View citations (7)
See also Working Paper The propagation of industrial business cycles, Working Papers (2017) View citations (8) (2017)

2018

Forecasting travellers in Spain with Google’s search volume indices
Tourism Economics, 2018, 24, (4), 434-448 View citations (12)
Markov-switching dynamic factor models in real time
International Journal of Forecasting, 2018, 34, (4), 598-611 View citations (29)
See also Working Paper Markov-switching dynamic factor models in real time, Working Papers (2012) View citations (25) (2012)

2017

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

2016

Aggregate versus disaggregate information in dynamic factor models
International Journal of Forecasting, 2016, 32, (3), 680-694 View citations (19)

2015

Can we use seasonally adjusted variables in dynamic factor models?
Studies in Nonlinear Dynamics & Econometrics, 2015, 19, (3), 377-391 View citations (5)
Extracting Nonlinear Signals from Several Economic Indicators
Journal of Applied Econometrics, 2015, 30, (7), 1073-1089 View citations (25)
See also Working Paper Extracting non-linear signals from several economic indicators, Working Papers (2012) View citations (2) (2012)
Monitoring the world business cycle
Economic Modelling, 2015, 51, (C), 617-625 View citations (10)
See also Working Paper Monitoring the world business cycle, Working Papers (2015) View citations (15) (2015)
Short-Run Forecasting of Argentine Gross Domestic Product Growth
Emerging Markets Finance and Trade, 2015, 51, (3), 473-485
Toward a more reliable picture of the economic activity: An application to Argentina
Economics Letters, 2015, 132, (C), 129-132 View citations (6)

2014

Commodity Prices and the Business Cycle in Latin America: Living and Dying by Commodities?
Emerging Markets Finance and Trade, 2014, 50, (2), 110-137 View citations (17)
See also Working Paper Commodity prices and the business cycle in Latin America: Living and dying by commodities, Working Papers (2013) View citations (2) (2013)
Green shoots and double dips in the euro area: A real time measure
International Journal of Forecasting, 2014, 30, (3), 520-535 View citations (22)
See also Working Paper Green Shoots and Double Dips in the Euro Area. A Real Time Measure, CEPR Discussion Papers (2012) View citations (3) (2012)
Real-time forecasting US GDP from small-scale factor models
Empirical Economics, 2014, 47, (1), 347-364 View citations (15)
See also Working Paper Real-time forecasting us GDP from small-scale factor models, Working Papers (2014) View citations (12) (2014)
The Euro‐Sting Revisited: The Usefulness of Financial Indicators to Obtain Euro Area GDP Forecasts
Journal of Forecasting, 2014, 33, (3), 186-197 View citations (11)

2013

Mixed-frequency VAR models with Markov-switching dynamics
Economics Letters, 2013, 121, (3), 369-373 View citations (6)
Short-term Forecasting for Empirical Economists: A Survey of the Recently Proposed Algorithms
Foundations and Trends(R) in Econometrics, 2013, 6, (2), 101-161 View citations (23)
See also Working Paper Short-term forecasting for empirical economists. A survey of the recently proposed algorithms, Working Papers (2013) View citations (24) (2013)

2012

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 View citations (11)
See also Working Paper MICA-BBVA: A Factor Model of Economic and Financial Indicators for Short-term GDP Forecasting, Working Papers (2010) View citations (5) (2010)
Short-run forecasting of the euro-dollar exchange rate with economic fundamentals
Journal of International Money and Finance, 2012, 31, (2), 377-396 View citations (41)
See also Working Paper Short-run forecasting of the euro-dollar exchange rate with economic fundamentals, Working Papers (2012) View citations (38) (2012)

2011

High-growth recoveries, inventories and the Great Moderation
Journal of Economic Dynamics and Control, 2011, 35, (8), 1322-1339 View citations (10)
See also Working Paper High-growth recoveries, inventories and the great moderation, Post-Print (2011) View citations (5) (2011)
Markov-switching models and the unit root hypothesis in real US GDP
Economics Letters, 2011, 112, (2), 161-164 View citations (19)
SPAIN‐STING: SPAIN SHORT‐TERM INDICATOR OF GROWTH
Manchester School, 2011, 79, (s1), 594-616 View citations (24)

2010

Introducing the euro-sting: Short-term indicator of euro area growth
Journal of Applied Econometrics, 2010, 25, (4), 663-694 View citations (181)
See also Working Paper Introducing the Euro-STING: Short-Term Indicator of Euro Area Growth, CEPR Discussion Papers (2009) View citations (13) (2009)

2009

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

2008

A model for the real-time forecasting of GDP in the euro area (EURO-STING)
Economic Bulletin, 2008, (APR), 131-139
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 View citations (1)
Do European business cycles look like one?
Journal of Economic Dynamics and Control, 2008, 32, (7), 2165-2190 View citations (60)
See also Working Paper Do european business cycles look like one?, Working Papers (2005) View citations (25) (2005)
TAR Panel Unit Root Tests and Real Convergence
Review of Development Economics, 2008, 12, (3), 668-681 View citations (29)
Un modelo para la predicción en tiempo real del PIB en el área del euro (EURO-STING)
Boletín Económico, 2008, (APR), 115-124

2007

Jump-and-Rest Effect of U.S. Business Cycles
Studies in Nonlinear Dynamics & Econometrics, 2007, 11, (4), 39 View citations (36)
See also Working Paper Jump-and-Rest Effects of US Business Cycles, CEPR Discussion Papers (2005) View citations (12) (2005)
Nuevo procedimiento de estimación de los ingresos por Turismo y viajes en la Balanza de Pagos
Boletín Económico, 2007, (APR), 109-129

2006

A useful tool for forecasting the Euro-area business cycle phases
International Journal of Forecasting, 2006, 22, (4), 735-749 View citations (22)
Are European business cycles close enough to be just one?
Journal of Economic Dynamics and Control, 2006, 30, (9-10), 1687-1706 View citations (140)
See also Working Paper Are European Business Cycles Close Enough to be Just One?, CEPR Discussion Papers (2005) View citations (13) (2005)

2005

Markov-switching stochastic trends and economic fluctuations
Journal of Economic Dynamics and Control, 2005, 29, (1-2), 135-158 View citations (21)

2004

Vector smooth transition regression models for US GDP and the composite index of leading indicators
Journal of Forecasting, 2004, 23, (3), 173-196 View citations (94)

2003

Las similitudes del ciclo económico en las economías europeas
Boletín Económico, 2003, (DEC), 39-43

2002

This is what the leading indicators lead
Journal of Applied Econometrics, 2002, 17, (1), 61-80 View citations (47)
See also Working Paper THIS IS WHAT THE LEADING INDICATORS LEAD, Computing in Economics and Finance 2000 (2000) View citations (4) (2000)

Chapters

2016

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 View citations (1)
See also Working Paper Country Shocks, Monetary Policy Expectations and ECB Decisions. A Dynamic Non-Linear Approach, Central Bank of Chile (2015) View citations (1) (2015)