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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 2021-10-12. Update your information in the RePEc Author Service.

Short-id: ple733


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Working Papers

2021

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

2020

  1. Exchange rate shocks and inflation comovement in the euro area
    Working Paper Series, European Central Bank Downloads View citations (2)
    Also in Working Papers, Banco de España (2019) Downloads View citations (2)
  2. Macro-financial interactions in a changing world
    Working Papers, Banco de España Downloads
  3. Monetary Policy Independence and the Strength of the Global Financial Cycle
    Staff Working Papers, Bank of Canada Downloads View citations (1)
  4. Real-Time Weakness of the Global Economy: A First Assessment of the Coronavirus Crisis
    MNB Working Papers, Magyar Nemzeti Bank (Central Bank of Hungary) Downloads View citations (1)
    Also in Working Paper Series, European Central Bank (2020) Downloads View citations (6)
    Working Papers, Banco de España (2020) Downloads View citations (10)

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. Fluctuations in Global Macro Volatility
    Working Papers, Banco de España Downloads View citations (1)
  3. Mapping China’s time-varying house price landscape
    Working Papers, Banco de España Downloads View citations (1)
    Also in BOFIT Discussion Papers, Bank of Finland, Institute for Economies in Transition (2017) Downloads View citations (7)

    See also Journal Article in Regional Science and Urban Economics (2019)

2017

  1. Markov-Switching Three-Pass Regression Filter
    Staff Working Papers, Bank of Canada Downloads
    Also in Working Papers, Banco de España (2017) Downloads
    Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University (2016) Downloads View citations (6)

    See also Journal Article in Journal of Business & Economic Statistics (2020)
  2. Measuring business cycles intra-synchronization in us: a regime-switching interdependence framework
    Working Papers, Banco de España Downloads View citations (20)
    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 (3)
    Also in MPRA Paper, University Library of Munich, Germany (2014) Downloads View citations (1)
    Staff Working Papers, Bank of Canada (2015) Downloads

    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 (4)
  6. The evolution of regional economic interlinkages in Europe
    Working Papers, Banco de España Downloads View citations (7)
  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 (5)

    See also Journal Article in Macroeconomic Dynamics (2019)

2016

  1. 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 Downloads View citations (7)
  2. 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 (8)
    Also in MPRA Paper, University Library of Munich, Germany (2016) Downloads View citations (16)
  3. 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 (6)
    Also in MPRA Paper, University Library of Munich, Germany (2016) Downloads View citations (7)

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. Dynamics of Global Business Cycles Interdependence
    Working Papers Central Bank of Chile, Central Bank of Chile Downloads View citations (3)
    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 (8)
    Also in MPRA Paper, University Library of Munich, Germany (2013) Downloads View citations (1)
  2. Real-Time Nowcasting Nominal GDP Under Structural Break
    WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics Downloads
    Also in MPRA Paper, University Library of Munich, Germany (2014) Downloads View citations (3)
  3. Real-Time Nowcasting of Nominal GDP Under Structural Breaks
    Staff Working Papers, Bank of Canada Downloads View citations (6)

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

2020

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

2019

  1. Increasing linkages among European regions. The role of sectoral composition
    Economic Modelling, 2019, 80, (C), 222-243 Downloads View citations (2)
  2. Mapping China’s time-varying house price landscape
    Regional Science and Urban Economics, 2019, 78, (C) Downloads View citations (1)
    See also Working Paper (2019)
  3. Predicción en tiempo real del PIB regional: aspectos estadísticos y un modelo de previsión
    Boletín Económico, 2019, (JUN), 11 pages Downloads
  4. Real-time regional GDP forecasting: statistical aspects and a forecasting model
    Economic Bulletin, 2019, (JUN), 11 pages Downloads
  5. THE PROPAGATION OF INDUSTRIAL BUSINESS CYCLES
    Macroeconomic Dynamics, 2019, 23, (1), 144-177 Downloads View citations (3)
    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), 9 pages Downloads
  2. Recent movements in the euro exchange rate and the impact on inflation in the Spanish economy
    Economic Bulletin, 2018, (DEC), 8 pages Downloads View citations (2)

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 (17)
    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 (3)
    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 (30)
    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 (9)

2015

  1. Financial and Macroeconomic Connectedness. Francis X. Diebold and Kamil Yilmaz
    Revisión de libros Journal Economía Chilena (The Chilean Economy), 2015, 18, (3), 130-132 Downloads

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 (8)
    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 2021-10-19