Details about Danilo Leiva-Leon

Access statistics for papers by Danilo Leiva-Leon.

Last updated 2023-02-12. Update your information in the RePEc Author Service.

Short-id: ple733

Working Papers

2022

1. Housing prices in Spain: convergence or decoupling?
   Working Papers, Banco de España
2. Latin American Falls, Rebounds and Tail
   Working Papers, Red Nacional de Investigadores en Economía (RedNIE)
3. Latin American Falls, Rebounds and Tail Risks
   Borradores de Economia, Banco de la Republica de Colombia

2021

4. Do inflation expectations improve model-based inflation Forecasts?
   Working Papers, Banco de España View citations (4)
   Also in Working Paper Series, European Central Bank (2021) View citations (3)
   Discussion Papers, Deutsche Bundesbank (2021) View citations (4)
5. Endogenous time variation in vector autoregressions
   Working Papers, Banco de España View citations (1)
   Also in Staff Working Papers, Bank of Canada (2020)
   See also Journal Article in The Review of Economics and Statistics (2023)
6. Inflation expectations and their role in Eurosystem forecasting
   Occasional Paper Series, European Central Bank View citations (4)
7. Tracking Weekly State-Level Economic Conditions
   CESifo Working Paper Series, CESifo View citations (1)
   Also in Working Papers, Banco de España (2021) View citations (1)
   NBER Working Papers, National Bureau of Economic Research, Inc (2021) View citations (1)
   CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2021) View citations (1)
   Working Papers, University of Pretoria, Department of Economics (2021) View citations (1)

2020

8. Exchange rate shocks and inflation comovement in the euro area
   Working Paper Series, European Central Bank View citations (5)
   Also in Working Papers, Banco de España (2019) View citations (2)
   See also Journal Article in International Journal of Central Banking (2022)
9. Macro-financial interactions in a changing world
   Working Papers, Banco de España
10. Monetary Policy Independence and the Strength of the Global Financial Cycle
    Staff Working Papers, Bank of Canada View citations (1)
11. Real-Time Weakness of the Global Economy: A First Assessment of the Coronavirus Crisis
    MNB Working Papers, Magyar Nemzeti Bank (Central Bank of Hungary) View citations (8)
    Also in Working Papers, Banco de España (2020) View citations (14)
    Working Paper Series, European Central Bank (2020) View citations (13)

2019

12. An application of dynamic factor models to nowcast regional economic activity in Spain
    Occasional Papers, Banco de España View citations (3)
13. Fluctuations in Global Macro Volatility
    Working Papers, Banco de España View citations (1)
14. Mapping China’s time-varying house price landscape
    Working Papers, Banco de España View citations (2)
    Also in BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT) (2017)
    See also Journal Article in Regional Science and Urban Economics (2019)

2017

15. Markov-Switching Three-Pass Regression Filter
    Staff Working Papers, Bank of Canada
    Also in Working Papers, Banco de España (2017)
    See also Journal Article in Journal of Business & Economic Statistics (2020)
16. Measuring business cycles intra-synchronization in us: a regime-switching interdependence framework
    Working Papers, Banco de España View citations (25)
    See also Journal Article in Oxford Bulletin of Economics and Statistics (2017)
17. Model averaging in markov-switching models: predicting national recessions with regional data
    Working Papers, Banco de España View citations (3)
    Also in Staff Working Papers, Bank of Canada (2015)
    MPRA Paper, University Library of Munich, Germany (2014) View citations (1)
    See also Journal Article in Economics Letters (2017)
18. Monetary policy, stock market and sectoral comovement
    Working Papers, Banco de España
19. Monitoring the Spanish Economy through the Lenses of Structural Bayesian VARs
    Occasional Papers, Banco de España View citations (5)
20. The evolution of regional economic interlinkages in Europe
    Working Papers, Banco de España View citations (7)
21. 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 in Macroeconomic Dynamics (2019)

2016

22. Nowcasting Nominal GDP with the Credit-Card Augmented Divisia Monetary
    Studies in Applied Economics, The Johns Hopkins Institute for Applied Economics, Global Health, and the Study of Business Enterprise View citations (24)
23. 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 View citations (25)
    Also in MPRA Paper, University Library of Munich, Germany (2016) View citations (24)
24. The Credit-Card-Services Augmented Divisia Monetary Aggregates
    WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics View citations (12)
    Also in MPRA Paper, University Library of Munich, Germany (2016) View citations (15)

2015

25. Country Shocks, Monetary Policy Expectations and ECB Decisions. A Dynamic Non-Linear Approach
    Working Papers Central Bank of Chile, Central Bank of Chile View citations (1)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2015) View citations (1)
    Working Papers, Banco de España (2015) View citations (1)
    See also Chapter (2016)
26. Dynamics of Global Business Cycles Interdependence
    Working Papers Central Bank of Chile, Central Bank of Chile View citations (3)
    See also Journal Article in Journal of International Economics (2016)

2014

27. A New Approach to Infer Changes in the Synchronization of Business Cycle Phases
    Staff Working Papers, Bank of Canada View citations (10)
    Also in MPRA Paper, University Library of Munich, Germany (2013) View citations (1)
28. Real-Time Nowcasting Nominal GDP Under Structural Break
    MPRA Paper, University Library of Munich, Germany View citations (3)
    Also in WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics (2014) View citations (1)
29. Real-Time Nowcasting of Nominal GDP Under Structural Breaks
    Staff Working Papers, Bank of Canada View citations (6)

2013

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

Journal Articles

2023

1. Endogenous Time Variation in Vector Autoregressions
   The Review of Economics and Statistics, 2023, 105, (1), 125-142
   See also Working Paper (2021)

2022

2. Exchange Rate Shocks and Inflation Co-movement in the Euro Area
   International Journal of Central Banking, 2022, 18, (1), 239-275 View citations (2)
   See also Working Paper (2020)
3. Fluctuations in global output volatility
   Journal of International Money and Finance, 2022, 120, (C) View citations (1)
4. Introducing the Credit Market Sentiment Index
   Richmond Fed Economic Brief, 2022, 22, (33)

2020

5. Markov-Switching Three-Pass Regression Filter
   Journal of Business & Economic Statistics, 2020, 38, (2), 285-302 View citations (2)
   See also Working Paper (2017)

2019

6. Increasing linkages among European regions. The role of sectoral composition
   Economic Modelling, 2019, 80, (C), 222-243 View citations (2)
7. Mapping China’s time-varying house price landscape
   Regional Science and Urban Economics, 2019, 78, (C) View citations (2)
   See also Working Paper (2019)
8. Predicción en tiempo real del PIB regional: aspectos estadísticos y un modelo de previsión
   Boletín Económico, 2019, (JUN), 11 pages
9. Real-time regional GDP forecasting: statistical aspects and a forecasting model
   Economic Bulletin, 2019, (JUN), 11 pages
10. THE PROPAGATION OF INDUSTRIAL BUSINESS CYCLES
    Macroeconomic Dynamics, 2019, 23, (1), 144-177 View citations (3)
    See also Working Paper (2017)

2018

11. La evolución reciente del tipo de cambio del euro y su impacto sobre la inflación en la economía española
    Boletín Económico, 2018, (DIC), 9 pages
12. Recent movements in the euro exchange rate and the impact on inflation in the Spanish economy
    Economic Bulletin, 2018, (DEC), 8 pages View citations (2)

2017

13. Measuring Business Cycles Intra-Synchronization in US: A Regime-switching Interdependence Framework
    Oxford Bulletin of Economics and Statistics, 2017, 79, (4), 513-545 View citations (22)
    See also Working Paper (2017)
14. Model averaging in Markov-switching models: Predicting national recessions with regional data
    Economics Letters, 2017, 157, (C), 45-49 View citations (4)
    See also Working Paper (2017)

2016

15. Dynamics of global business cycle interdependence
    Journal of International Economics, 2016, 102, (C), 110-127 View citations (41)
    See also Working Paper (2015)
16. Real-time nowcasting of nominal GDP with structural breaks
    Journal of Econometrics, 2016, 191, (2), 312-324 View citations (11)

2014

17. Real vs. nominal cycles: a multistate Markov-switching bi-factor approach
    Studies in Nonlinear Dynamics & Econometrics, 2014, 18, (5), 24 View citations (16)
    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 View citations (1)
   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 View citations (1)