Details about Antonio Moreno

Access statistics for papers by Antonio Moreno.

Last updated 2022-06-05. Update your information in the RePEc Author Service.

Short-id: pmo498

Working Papers

2022

1. Misfortunes Never Come Alone: From the Financial Crisis to the COVID-19 Pandemic
   Swiss Finance Institute Research Paper Series, Swiss Finance Institute

2019

2. Bank Capital Requirements, Loan Guarantees and Firm Performance
   Swiss Finance Institute Research Paper Series, Swiss Finance Institute View citations (3)
   See also Journal Article Bank capital requirements, loan guarantees and firm performance, Journal of Financial Intermediation, Elsevier (2021) View citations (8) (2021)

2018

3. Term Premium and Quantitative Easing in a Fractionally Cointegrated Yield Curve
   Bank of Lithuania Working Paper Series, Bank of Lithuania View citations (1)

2017

4. "Keeping it personal" or "getting real"? On the drivers and effectiveness of personal versus real loan guarantees
   Working Papers, Banco de España View citations (5)

2015

5. Macroeconomic regimes
   Other publications TiSEM, Tilburg University, School of Economics and Management View citations (29)
   Also in 2011 Meeting Papers, Society for Economic Dynamics (2011) View citations (1)
   NBER Working Papers, National Bureau of Economic Research, Inc (2011) View citations (2)
   Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration (2013)
   Faculty Working Papers, School of Economics and Business Administration, University of Navarra (2012)
   See also Journal Article Macroeconomic regimes, Journal of Monetary Economics, Elsevier (2015) View citations (32) (2015)

2014

6. Global Factors in the Term Structure of Interest Rates
   Faculty Working Papers, School of Economics and Business Administration, University of Navarra View citations (10)
   Also in IMF Working Papers, International Monetary Fund (2013) View citations (23)
   See also Journal Article Global Factors in the Term Structure of Interest Rates, International Journal of Central Banking, International Journal of Central Banking (2018) View citations (18) (2018)

2012

7. An Estimated New-Keynesian Model with Unemployment as Excess Supply of Labor
   Faculty Working Papers, School of Economics and Business Administration, University of Navarra View citations (1)
   Also in Documentos de Trabajo - Lan Gaiak Departamento de Economía - Universidad Pública de Navarra, Departamento de Economía - Universidad Pública de Navarra (2010) View citations (5)
   Faculty Working Papers, School of Economics and Business Administration, University of Navarra (2010) View citations (4)
   See also Journal Article An estimated New-Keynesian model with unemployment as excess supply of labor, Journal of Macroeconomics, Elsevier (2014) View citations (7) (2014)
8. Short-term Wholesale Funding and Systemic Risk: A Global CoVaR Approach
   Faculty Working Papers, School of Economics and Business Administration, University of Navarra View citations (146)
   See also Journal Article Short-term wholesale funding and systemic risk: A global CoVaR approach, Journal of Banking & Finance, Elsevier (2012) View citations (144) (2012)
9. Systemic Risk and Asymmetric Responses in the Financial Industry
   IMF Working Papers, International Monetary Fund View citations (9)
   See also Journal Article Systemic risk and asymmetric responses in the financial industry, Journal of Banking & Finance, Elsevier (2015) View citations (25) (2015)
10. Term Structure Persistence
    Faculty Working Papers, School of Economics and Business Administration, University of Navarra View citations (24)
    See also Journal Article Term Structure Persistence, Journal of Financial Econometrics, Oxford University Press (2016) View citations (54) (2016)

2011

11. Banks Net Interest Margin in the 2000s: A Macro-Accounting International Perspective
    Faculty Working Papers, School of Economics and Business Administration, University of Navarra View citations (13)
    See also Journal Article Banks' Net Interest Margin in the 2000s: A Macro-Accounting international perspective, Journal of International Money and Finance, Elsevier (2011) View citations (13) (2011)
12. Exploring Survey-Based Inflation Forecasts
    Faculty Working Papers, School of Economics and Business Administration, University of Navarra View citations (1)
    See also Journal Article Exploring Survey‐Based Inflation Forecasts, Journal of Forecasting, John Wiley & Sons, Ltd. (2012) View citations (11) (2012)
13. The Deaton paradox in a long memory context with structural breaks
    Post-Print, HAL
    Also in Faculty Working Papers, School of Economics and Business Administration, University of Navarra (2009)
    See also Journal Article The Deaton paradox in a long memory context with structural breaks, Applied Economics, Taylor & Francis Journals (2012) (2012)

2009

14. Fractional Integration and Structural Breaks in U.S. Macro Dynamics
    Faculty Working Papers, School of Economics and Business Administration, University of Navarra View citations (6)
    See also Journal Article Fractional integration and structural breaks in U.S. macro dynamics, Empirical Economics, Springer (2012) View citations (2) (2012)
15. Wage Stickiness and Unemployment Fluctuations: An Alternative Approach
    Faculty Working Papers, School of Economics and Business Administration, University of Navarra View citations (3)
    Also in Documentos de Trabajo - Lan Gaiak Departamento de Economía - Universidad Pública de Navarra, Departamento de Economía - Universidad Pública de Navarra (2009) View citations (1)
    See also Journal Article Wage stickiness and unemployment fluctuations: an alternative approach, SERIEs: Journal of the Spanish Economic Association, Springer (2012) View citations (1) (2012)

2008

16. Expectational Stability in Multivariate Models
    Faculty Working Papers, School of Economics and Business Administration, University of Navarra
17. Money Demand Accommodation: Impact on Macro-Dynamics and Policy Consequences
    Faculty Working Papers, School of Economics and Business Administration, University of Navarra
    See also Journal Article Money demand accommodation: Impact on macro-dynamics and policy consequences, Journal of Policy Modeling, Elsevier (2010) View citations (8) (2010)

2007

18. The Forward Solution for Linear Rational Expectations Models
    Faculty Working Papers, School of Economics and Business Administration, University of Navarra
19. Uncovering the U.S. Term Premium: An Alternative Route
    Faculty Working Papers, School of Economics and Business Administration, University of Navarra View citations (1)
    See also Journal Article Uncovering the US term premium: An alternative route, Journal of Banking & Finance, Elsevier (2012) View citations (58) (2012)

2006

20. New-Keynesian Macroeconomics and the Term Structure
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (21)
    Also in Faculty Working Papers, School of Economics and Business Administration, University of Navarra (2005) View citations (53)
    NBER Working Papers, National Bureau of Economic Research, Inc (2005) View citations (71)
    2004 Meeting Papers, Society for Economic Dynamics (2004) View citations (29)
    See also Journal Article New Keynesian Macroeconomics and the Term Structure, Journal of Money, Credit and Banking, Blackwell Publishing (2010) View citations (161) (2010)
21. Technology Shocks and Hours Worked: A Fractional Integration Perspective
    Faculty Working Papers, School of Economics and Business Administration, University of Navarra View citations (3)
    See also Journal Article TECHNOLOGY SHOCKS AND HOURS WORKED: A FRACTIONAL INTEGRATION PERSPECTIVE, Macroeconomic Dynamics, Cambridge University Press (2009) View citations (15) (2009)

2005

22. A Small-Sample Study of the New-Keynesian Macro Model
    Faculty Working Papers, School of Economics and Business Administration, University of Navarra View citations (14)
    See also Journal Article A Small-Sample Study of the New-Keynesian Macro Model, Journal of Money, Credit and Banking, Blackwell Publishing (2006) View citations (62) (2006)
23. Inflation Targeting in Western Europe
    Faculty Working Papers, School of Economics and Business Administration, University of Navarra
    See also Journal Article Inflation Targeting in Western Europe, The B.E. Journal of Macroeconomics, De Gruyter (2006) View citations (2) (2006)

2004

24. Reaching Inflation Stability
    Econometric Society 2004 North American Summer Meetings, Econometric Society View citations (21)
    Also in Faculty Working Papers, School of Economics and Business Administration, University of Navarra (2003) View citations (10)
25. The Feds Monetary Policy Rule: Past, Present and Future
    Faculty Working Papers, School of Economics and Business Administration, University of Navarra View citations (1)

2003

26. A Structural Estimation and Interpretation of the New Keynesian Macro Model
    Faculty Working Papers, School of Economics and Business Administration, University of Navarra View citations (16)

Journal Articles

2021

1. Bank capital requirements, loan guarantees and firm performance
   Journal of Financial Intermediation, 2021, 45, (C) View citations (8)
   See also Working Paper Bank Capital Requirements, Loan Guarantees and Firm Performance, Swiss Finance Institute Research Paper Series (2019) View citations (3) (2019)

2018

2. Global Factors in the Term Structure of Interest Rates
   International Journal of Central Banking, 2018, 14, (2), 301-340 View citations (18)
   See also Working Paper Global Factors in the Term Structure of Interest Rates, Faculty Working Papers (2014) View citations (10) (2014)

2017

3. Sovereign tail risk
   Journal of International Money and Finance, 2017, 79, (C), 174-188 View citations (1)
4. When does relationship lending start to pay?
   Journal of Financial Intermediation, 2017, 31, (C), 16-29 View citations (38)

2016

5. Term Structure Persistence
   Journal of Financial Econometrics, 2016, 14, (2), 331-352 View citations (54)
   See also Working Paper Term Structure Persistence, Faculty Working Papers (2012) View citations (24) (2012)
6. The macro-finance environment and asset allocation: A simultaneous equation approach
   Finance Research Letters, 2016, 18, (C), 199-204 View citations (1)

2015

7. Macroeconomic regimes
   Journal of Monetary Economics, 2015, 70, (C), 51-71 View citations (32)
   See also Working Paper Macroeconomic regimes, Other publications TiSEM (2015) View citations (29) (2015)
8. Systemic risk and asymmetric responses in the financial industry
   Journal of Banking & Finance, 2015, 58, (C), 471-485 View citations (25)
   See also Working Paper Systemic Risk and Asymmetric Responses in the Financial Industry, IMF Working Papers (2012) View citations (9) (2012)

2014

9. An estimated New-Keynesian model with unemployment as excess supply of labor
   Journal of Macroeconomics, 2014, 40, (C), 338-359 View citations (7)
   See also Working Paper An Estimated New-Keynesian Model with Unemployment as Excess Supply of Labor, Faculty Working Papers (2012) View citations (1) (2012)

2012

10. Exploring Survey‐Based Inflation Forecasts
    Journal of Forecasting, 2012, 31, (6), 524-539 View citations (11)
    See also Working Paper Exploring Survey-Based Inflation Forecasts, Faculty Working Papers (2011) View citations (1) (2011)
11. Fractional integration and structural breaks in U.S. macro dynamics
    Empirical Economics, 2012, 43, (1), 427-446 View citations (2)
    See also Working Paper Fractional Integration and Structural Breaks in U.S. Macro Dynamics, Faculty Working Papers (2009) View citations (6) (2009)
12. Short-term wholesale funding and systemic risk: A global CoVaR approach
    Journal of Banking & Finance, 2012, 36, (12), 3150-3162 View citations (144)
    See also Working Paper Short-term Wholesale Funding and Systemic Risk: A Global CoVaR Approach, Faculty Working Papers (2012) View citations (146) (2012)
13. The Deaton paradox in a long memory context with structural breaks
    Applied Economics, 2012, 44, (25), 3309-3322
    See also Working Paper The Deaton paradox in a long memory context with structural breaks, Post-Print (2011) (2011)
14. Uncovering the US term premium: An alternative route
    Journal of Banking & Finance, 2012, 36, (4), 1181-1193 View citations (58)
    See also Working Paper Uncovering the U.S. Term Premium: An Alternative Route, Faculty Working Papers (2007) View citations (1) (2007)
15. Wage stickiness and unemployment fluctuations: an alternative approach
    SERIEs: Journal of the Spanish Economic Association, 2012, 3, (3), 395-422 View citations (1)
    See also Working Paper Wage Stickiness and Unemployment Fluctuations: An Alternative Approach, Faculty Working Papers (2009) View citations (3) (2009)

2011

16. Banks' Net Interest Margin in the 2000s: A Macro-Accounting international perspective
    Journal of International Money and Finance, 2011, 30, (6), 1214-1233 View citations (13)
    See also Working Paper Banks Net Interest Margin in the 2000s: A Macro-Accounting International Perspective, Faculty Working Papers (2011) View citations (13) (2011)
17. The forward method as a solution refinement in rational expectations models
    Journal of Economic Dynamics and Control, 2011, 35, (3), 257-272 View citations (22)

2010

18. Money demand accommodation: Impact on macro-dynamics and policy consequences
    Journal of Policy Modeling, 2010, 32, (1), 138-154 View citations (8)
    See also Working Paper Money Demand Accommodation: Impact on Macro-Dynamics and Policy Consequences, Faculty Working Papers (2008) (2008)
19. New Keynesian Macroeconomics and the Term Structure
    Journal of Money, Credit and Banking, 2010, 42, (1), 33-62 View citations (161)
    Also in Journal of Money, Credit and Banking, 2010, 42, (1), 33-62 (2010) View citations (23)
    See also Working Paper New-Keynesian Macroeconomics and the Term Structure, CEPR Discussion Papers (2006) View citations (21) (2006)

2009

20. TECHNOLOGY SHOCKS AND HOURS WORKED: A FRACTIONAL INTEGRATION PERSPECTIVE
    Macroeconomic Dynamics, 2009, 13, (5), 580-604 View citations (15)
    See also Working Paper Technology Shocks and Hours Worked: A Fractional Integration Perspective, Faculty Working Papers (2006) View citations (3) (2006)

2006

21. A Small-Sample Study of the New-Keynesian Macro Model
    Journal of Money, Credit and Banking, 2006, 38, (6), 1461-1481 View citations (62)
    See also Working Paper A Small-Sample Study of the New-Keynesian Macro Model, Faculty Working Papers (2005) View citations (14) (2005)
22. Inflation Targeting in Western Europe
    The B.E. Journal of Macroeconomics, 2006, 6, (2), 32 View citations (2)
    See also Working Paper Inflation Targeting in Western Europe, Faculty Working Papers (2005) (2005)