Details about Ricardo Mestre

Access statistics for papers by Ricardo Mestre.

Last updated 2023-11-05. Update your information in the RePEc Author Service.

Short-id: pme41

Working Papers

2021

1. Clear, consistent and engaging: ECB monetary policy communication in a changing world
   Occasional Paper Series, European Central Bank View citations (7)

2011

2. The role of oil prices in the euro area economy since the 1970s
   Working Paper Series, European Central Bank View citations (20)

2010

3. Energy markets and the euro area macroeconomy
   Occasional Paper Series, European Central Bank View citations (2)
4. Global policy at the Zero Lower Bound in a large-scale DSGE model
   Working Papers, Banco de Portugal, Economics and Research Department View citations (10)
   Also in Working Paper Series, European Central Bank (2010) View citations (10)
   See also Journal Article Global policy at the zero lower bound in a large-scale DSGE model, Journal of International Money and Finance, Elsevier (2015) View citations (16) (2015)

2008

5. Is forecasting with large models informative? Assessing the role of judgement in macroeconomic forecasts
   Working Paper Series, European Central Bank View citations (6)
   See also Journal Article Is forecasting with large models informative? Assessing the role of judgement in macroeconomic forecasts, Journal of Forecasting, John Wiley & Sons, Ltd. (2011) View citations (3) (2011)

2007

6. Are survey-based inflation expections in the euro area informative?
   Working Paper Series, European Central Bank View citations (7)

2005

7. Estimating an Open Economy SDGE Model for the Euro Area
   Computing in Economics and Finance 2005, Society for Computational Economics View citations (1)
8. Inflation persistence in structural macroeconomic models (RG10)
   Working Paper Series, European Central Bank View citations (6)

2003

9. Factor based leading indicators for euro area business cycle: A comparative assessment
   Computing in Economics and Finance 2003, Society for Computational Economics

2001

10. A multi-country trend indicator for euro area inflation: computation and properties
    Working Paper Series, European Central Bank View citations (14)
    See also Chapter A multi-country trend indicator for euro area inflation: computation and properties, BIS Papers chapters, Bank for International Settlements (2001) View citations (10) (2001)
11. A system approach for measuring the euro area NAIRU
    Working Paper Series, European Central Bank View citations (30)
    See also Journal Article A system approach for measuring the euro area NAIRU, Empirical Economics, Springer (2004) View citations (52) (2004)
12. An area-wide model (AWM) for the euro area
    Working Paper Series, European Central Bank View citations (670)
13. Diffusion index-based inflation forecasts for the euro area
    Working Paper Series, European Central Bank View citations (49)
    See also Chapter Diffusion index-based inflation forecasts for the euro area, BIS Papers chapters, Bank for International Settlements (2001) View citations (43) (2001)

2000

14. Alternative measures of the NAIRU in the euro area: estimates and assessment
    Working Paper Series, European Central Bank View citations (47)

1997

15. ECM tests for cointegration in a single equation framework
    DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística View citations (4)
16. Monetary Policy and Exchange Rate Dynamics in the Spanish Economy
    Working Papers, Banco de España
    See also Journal Article Monetary policy and exchange rate dynamics in the Spanish economy, Spanish Economic Review, Springer (1999) View citations (2) (1999)

1995

17. A Macroeconomic Evaluation of the Spanish Monetary Policy Transmission Machanism
    Working Papers, Banco de España
18. On the Power of Cointegration Tests: Dimension Invariance vs. Common Factors
    Working Paper, Economics Department, Queen's University View citations (8)

Journal Articles

2015

1. Global policy at the zero lower bound in a large-scale DSGE model
   Journal of International Money and Finance, 2015, 50, (C), 134-153 View citations (16)
   See also Working Paper Global policy at the Zero Lower Bound in a large-scale DSGE model, Working Papers (2010) View citations (10) (2010)

2011

2. Is forecasting with large models informative? Assessing the role of judgement in macroeconomic forecasts
   Journal of Forecasting, 2011, 30, (3), 303-324 View citations (3)
   See also Working Paper Is forecasting with large models informative? Assessing the role of judgement in macroeconomic forecasts, Working Paper Series (2008) View citations (6) (2008)

2009

3. An Assessment of the Inflationary Impact of Oil Shocks in the Euro Area
   The Energy Journal, 2009, Volume 30, (Number 1), 49-84 View citations (26)

2008

4. Evaluating macro-economic models in the frequency domain: A note
   Economic Modelling, 2008, 25, (6), 1137-1143 View citations (3)

2005

5. An area-wide model for the euro area
   Economic Modelling, 2005, 22, (1), 39-59 View citations (349)

2004

6. A system approach for measuring the euro area NAIRU
   Empirical Economics, 2004, 29, (2), 311-341 View citations (52)
   See also Working Paper A system approach for measuring the euro area NAIRU, Working Paper Series (2001) View citations (30) (2001)

1999

7. Monetary policy and exchange rate dynamics in the Spanish economy
   Spanish Economic Review, 1999, 1, (1), 55-77 View citations (2)
   See also Working Paper Monetary Policy and Exchange Rate Dynamics in the Spanish Economy, Working Papers (1997) (1997)

1998

8. Error‐correction Mechanism Tests for Cointegration in a Single‐equation Framework
   Journal of Time Series Analysis, 1998, 19, (3), 267-283 View citations (380)

Chapters

2001

1. A multi-country trend indicator for euro area inflation: computation and properties
   A chapter in Empirical studies of structural changes and inflation, 2001, vol. 03, pp 81-108 View citations (10)
   See also Working Paper A multi-country trend indicator for euro area inflation: computation and properties, European Central Bank (2001) View citations (14) (2001)
2. Diffusion index-based inflation forecasts for the euro area
   A chapter in Empirical studies of structural changes and inflation, 2001, vol. 03, pp 109-138 View citations (43)
   See also Working Paper Diffusion index-based inflation forecasts for the euro area, European Central Bank (2001) View citations (49) (2001)