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Details about Danilo Leiva-Leon

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Homepage:https://sites.google.com/site/daniloleivaleon/
Workplace:Banco de España (Bank of Spain), (more information at EDIRC)

Access statistics for papers by Danilo Leiva-Leon.

Last updated 2020-01-06. Update your information in the RePEc Author Service.

Short-id: ple733


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Working Papers

2019

  1. An application of dynamic factor models to nowcast regional economic activity in Spain
    Occasional Papers, Banco de España Downloads View citations (1)
  2. Exchange rate shocks and inflation comovement in the euro area
    Working Papers, Banco de España Downloads View citations (2)
  3. Fluctuations in Global Macro Volatility
    Working Papers, Banco de España Downloads
  4. Mapping China’s time-varying house price landscape
    Working Papers, Banco de España Downloads
    Also in BOFIT Discussion Papers, Bank of Finland, Institute for Economies in Transition (2017) Downloads View citations (5)

2017

  1. Markov-Switching Three-Pass Regression Filter
    Staff Working Papers, Bank of Canada Downloads
    Also in Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University (2016) Downloads View citations (4)
    Working Papers, Banco de España (2017) Downloads
  2. Measuring business cycles intra-synchronization in us: a regime-switching interdependence framework
    Working Papers, Banco de España Downloads View citations (13)
    See also Journal Article in Oxford Bulletin of Economics and Statistics (2017)
  3. Model averaging in markov-switching models: predicting national recessions with regional data
    Working Papers, Banco de España Downloads View citations (2)
    Also in Staff Working Papers, Bank of Canada (2015) Downloads
    MPRA Paper, University Library of Munich, Germany (2014) Downloads View citations (1)

    See also Journal Article in Economics Letters (2017)
  4. Monetary policy, stock market and sectoral comovement
    Working Papers, Banco de España Downloads
  5. Monitoring the Spanish Economy through the Lenses of Structural Bayesian VARs
    Occasional Papers, Banco de España Downloads View citations (1)
  6. The evolution of regional economic interlinkages in Europe
    Working Papers, Banco de España Downloads View citations (6)
  7. 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. Nowcasting Nominal GDP with the Credit-Card Augmented Divisia Monetary Aggregates
    WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics Downloads View citations (3)
    Also in MPRA Paper, University Library of Munich, Germany (2016) Downloads View citations (10)
  2. The Credit-Card-Services Augmented Divisia Monetary Aggregates
    WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics Downloads View citations (2)
    Also in MPRA Paper, University Library of Munich, Germany (2016) Downloads View citations (4)

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

    See also Chapter (2016)
  2. Dynamics of Global Business Cycles Interdependence
    Working Papers Central Bank of Chile, Central Bank of Chile Downloads View citations (2)
    See also Journal Article in Journal of International Economics (2016)

2014

  1. A New Approach to Infer Changes in the Synchronization of Business Cycle Phases
    Staff Working Papers, Bank of Canada Downloads View citations (5)
    Also in MPRA Paper, University Library of Munich, Germany (2013) Downloads View citations (1)
  2. Real-Time Nowcasting Nominal GDP Under Structural Break
    MPRA Paper, University Library of Munich, Germany Downloads View citations (2)
    Also in WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics Downloads
  3. Real-Time Nowcasting of Nominal GDP Under Structural Breaks
    Staff Working Papers, Bank of Canada Downloads View citations (4)

2013

  1. Real vs. Nominal Cycles: A Multistate Markov-Switching Bi-Factor Approach
    MPRA Paper, University Library of Munich, Germany Downloads View citations (7)
    See also Journal Article in Studies in Nonlinear Dynamics & Econometrics (2014)

Journal Articles

2019

  1. Increasing linkages among European regions. The role of sectoral composition
    Economic Modelling, 2019, 80, (C), 222-243 Downloads View citations (1)
  2. Predicción en tiempo real del PIB regional: aspectos estadísticos y un modelo de previsión
    Boletín Económico, 2019, (JUN) Downloads
  3. Real-time regional GDP forecasting: statistical aspects and a forecasting model
    Economic Bulletin, 2019, (JUN) Downloads
  4. THE PROPAGATION OF INDUSTRIAL BUSINESS CYCLES
    Macroeconomic Dynamics, 2019, 23, (1), 144-177 Downloads View citations (1)
    See also Working Paper (2017)

2018

  1. La evolución reciente del tipo de cambio del euro y su impacto sobre la inflación en la economía española
    Boletín Económico, 2018, (DIC) Downloads
  2. Recent movements in the euro exchange rate and the impact on inflation in the Spanish economy
    Economic Bulletin, 2018, (DEC) Downloads View citations (1)

2017

  1. Measuring Business Cycles Intra-Synchronization in US: A Regime-switching Interdependence Framework
    Oxford Bulletin of Economics and Statistics, 2017, 79, (4), 513-545 Downloads View citations (10)
    See also Working Paper (2017)
  2. Model averaging in Markov-switching models: Predicting national recessions with regional data
    Economics Letters, 2017, 157, (C), 45-49 Downloads View citations (2)
    See also Working Paper (2017)

2016

  1. Dynamics of global business cycle interdependence
    Journal of International Economics, 2016, 102, (C), 110-127 Downloads View citations (14)
    See also Working Paper (2015)
  2. Real-time nowcasting of nominal GDP with structural breaks
    Journal of Econometrics, 2016, 191, (2), 312-324 Downloads View citations (7)

2014

  1. Real vs. nominal cycles: a multistate Markov-switching bi-factor approach
    Studies in Nonlinear Dynamics & Econometrics, 2014, 18, (5), 24 Downloads View citations (7)
    See also Working Paper (2013)

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)
  2. U.S. Monetary Spillovers to Latin America: The Role of Long-term Interest Rates
    Chapter 09 in Monetary Policy through Asset Markets: Lessons from Unconventional Measures and Implications for an Integrated World, 2016, vol. 24, pp 285-307 Downloads View citations (1)
 
Page updated 2020-01-18