Details about Gabriel Perez Quiros

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Workplace:	Banco de España (Bank of Spain), (more information at EDIRC)

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Working Papers

2024

1. Análisis de los riesgos sistémicos cíclicos en España y de su mitigación mediante requerimientos de capital bancario contracíclicos
   Occasional Papers, Banco de España

2021

2. On the effectiveness of macroprudential policy
   Working Paper Series, European Central Bank View citations (16)
3. Spillover Effects in International Business Cycles
   CEPR Discussion Papers, C.E.P.R. Discussion Papers
   Also in Working Papers, Banco de España (2020)
   Working Paper Series, European Central Bank (2020)

2020

4. Daily Tracker of Global Economic Activity. A Close-Up of the Covid-19 Pandemic
   CEPR Discussion Papers, C.E.P.R. Discussion Papers
   Also in Working Paper Series, European Central Bank (2020)
5. Growth-and-Risk Trade-off
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (5)
   Also in Working Paper Series, European Central Bank (2020) View citations (5)
6. 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 (15)
   Also in Working Paper Series, European Central Bank (2020) View citations (19)
   Working Papers, Banco de España (2020) View citations (20)
   CEPR Discussion Papers, C.E.P.R. Discussion Papers (2020) View citations (15)

2018

7. A short-term forecasting model for the Spanish economy: GDP and its demand components
   Occasional Papers, Banco de España View citations (1)
8. Real and financial cycles in EU countries - Stylised facts and modelling implications
   Occasional Paper Series, European Central Bank View citations (43)
9. The Rise and Fall of the Natural Interest Rate
   Working Papers, CEMFI View citations (34)
   Also in Working Papers, Banco de España (2018) View citations (37)
   Working Paper series, Rimini Centre for Economic Analysis (2018) View citations (32)
   Working Papers - Economics, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa (2018) View citations (27)
   CEPR Discussion Papers, C.E.P.R. Discussion Papers (2018) View citations (32)

2017

10. Dissecting US recoveries
    Working Papers, Banco de España View citations (8)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2017) View citations (8)
    See also Journal Article Dissecting US recoveries, Economics Letters, Elsevier (2017) View citations (7) (2017)

2015

11. Are the high-growth recovery periods over?
    Working Papers, Barcelona School of Economics View citations (7)
    Also in UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC) (2009) View citations (7)
12. 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 Country Shocks, Monetary Policy Expectations and ECB Decisions. A Dynamic Non-linear Approach, Advances in Econometrics, Emerald Group Publishing Limited (2016) View citations (1) (2016)
13. Fiscal targets. A guide to forecasters?
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (9)
    Also in Working Papers, Banco de España (2015) View citations (9)
    Working Paper Series, European Central Bank (2015) View citations (11)
    See also Journal Article Fiscal targets. A guide to forecasters?, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2023) (2023)
14. Great Moderation and Great Recession. From plain sailing to stormy seas?
    EcoMod2015, EcoMod
    See also Journal Article GREAT MODERATION AND GREAT RECESSION: FROM PLAIN SAILING TO STORMY SEAS?, International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association (2018) View citations (16) (2018)
15. The Daily Market for Funds in Europe: What has Changed with the EMU?
    Working Papers, Barcelona School of Economics View citations (3)
    Also in Working Papers, Banco de España (2003) View citations (8)
    UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC) (2003) View citations (4)
    See also Journal Article The Daily Market for Funds in Europe: What Has Changed with the EMU?, Journal of Money, Credit and Banking, Blackwell Publishing (2006) View citations (45) (2006)
16. The Great Moderation in historical perspective.Is it that great?
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (4)
    Also in Working Papers, Banco de España (2015) View citations (4)

2014

17. The Two Greatest. Great Recession vs. Great Moderation
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (24)
    Also in Working Papers, Banco de España (2014) View citations (27)

2013

18. Commodity prices and the business cycle in Latin America: Living and dying by commodities
    Working Papers, Banco de España View citations (2)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2013) View citations (8)
    See also Journal Article Commodity Prices and the Business Cycle in Latin America: Living and Dying by Commodities?, Emerging Markets Finance and Trade, Taylor & Francis Journals (2014) View citations (17) (2014)
19. Disentangling contagion among sovereign cds spreads during the european debt crisis
    Working Papers, Banco de España View citations (12)
    See also Journal Article Disentangling contagion among sovereign CDS spreads during the European debt crisis, Journal of Empirical Finance, Elsevier (2015) View citations (63) (2015)
20. Short-term forecasting for empirical economists. A survey of the recently proposed algorithms
    Working Papers, Banco de España View citations (24)
    See also Journal Article Short-term Forecasting for Empirical Economists: A Survey of the Recently Proposed Algorithms, Foundations and Trends(R) in Econometrics, now publishers (2013) View citations (23) (2013)

2012

21. Can we use seasonally adjusted indicators in dynamic factor models?
    Working Papers, Banco de España
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2012)
22. Extracting non-linear signals from several economic indicators
    Working Papers, Banco de España View citations (2)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2012) View citations (14)
    See also Journal Article Extracting Nonlinear Signals from Several Economic Indicators, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2015) View citations (25) (2015)
23. Finite sample performance of small versus large scale dynamic factor models
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (27)
    Also in Working Papers, Banco de España (2012) View citations (23)
24. Green Shoots and Double Dips in the Euro Area. A Real Time Measure
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (3)
    See also Journal Article Green shoots and double dips in the euro area: A real time measure, International Journal of Forecasting, Elsevier (2014) View citations (22) (2014)
25. Markov-switching dynamic factor models in real time
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (27)
    Also in Working Papers, Banco de España (2012) View citations (25)
    See also Journal Article Markov-switching dynamic factor models in real time, International Journal of Forecasting, Elsevier (2018) View citations (29) (2018)
26. Short-run forecasting of the euro-dollar exchange rate with economic fundamentals
    Working Papers, Banco de España View citations (38)
    Also in Working Papers, BBVA Bank, Economic Research Department (2012) View citations (40)
    See also Journal Article Short-run forecasting of the euro-dollar exchange rate with economic fundamentals, Journal of International Money and Finance, Elsevier (2012) View citations (41) (2012)
27. The failure to predict the Great Recession. The failure of academic economics? A view focusing on the role of credit
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (6)
    Also in Working Papers, Banco de España (2012) View citations (6)

2011

28. High-growth recoveries, inventories and the great moderation
    Post-Print, HAL View citations (5)
    Also in Working Papers, Banco de España (2009) View citations (1)
    See also Journal Article High-growth recoveries, inventories and the Great Moderation, Journal of Economic Dynamics and Control, Elsevier (2011) View citations (10) (2011)
29. Latin STINGS: indicadores de crecimiento a corto plazo de los países de América Latina
    Macroeconomía del Desarrollo, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL) View citations (1)

2010

30. Asymmetric Standing Facilities: An Unexploited Monetary Policy Tool
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (4)
    Also in Working Papers, Banco de España (2010) View citations (4)
    UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC) (2009)
    Working Papers, Barcelona School of Economics View citations (15)
    See also Journal Article Asymmetric Standing Facilities: An Unexploited Monetary Policy Tool, IMF Economic Review, Palgrave Macmillan (2012) View citations (1) (2012)
31. Green Shoots? Where, when and how?
    Working Papers, FEDEA
32. Green shoots in the euro area. A real time measure
    Working Papers, Banco de España View citations (9)

2009

33. Introducing the Euro-STING: Short-Term Indicator of Euro Area Growth
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (13)
    Also in Working Papers, Banco de España (2008) View citations (36)
    See also Journal Article Introducing the euro-sting: Short-term indicator of euro area growth, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2010) View citations (181) (2010)
34. Ñ-STING: España Short Term INdicator of Growth
    Working Papers, Banco de España View citations (7)

2007

35. Análisis cuantitativo del estado de bienestar en Europa: Modelos y resultados
    Working Papers, FEDEA View citations (1)

2006

36. Do european business cycles look like one $\_?$
    Computing in Economics and Finance 2006, Society for Computational Economics View citations (11)

2005

37. Are European Business Cycles Close Enough to be Just One?
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (13)
    Also in Computing in Economics and Finance 2004, Society for Computational Economics (2004) View citations (15)
    Working Papers, Banco de España (2004) View citations (26)
    See also Journal Article Are European business cycles close enough to be just one?, Journal of Economic Dynamics and Control, Elsevier (2006) View citations (140) (2006)
38. Do european business cycles look like one?
    Working Papers, Banco de España View citations (25)
    See also Journal Article Do European business cycles look like one?, Journal of Economic Dynamics and Control, Elsevier (2008) View citations (60) (2008)
39. Jump-and-Rest Effects of US Business Cycles
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (12)
    Also in Working Papers, Banco de España (2005) View citations (14)
    See also Journal Article Jump-and-Rest Effect of U.S. Business Cycles, Studies in Nonlinear Dynamics & Econometrics, De Gruyter (2007) View citations (36) (2007)
40. The effect of oil price on industrial production and on stock returns
    ThE Papers, Department of Economic Theory and Economic History of the University of Granada. View citations (7)

2004

41. A useful tool to identify recessions in the euro area
    European Economy - Economic Papers 2008 - 2015, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission View citations (10)
    Also in Working Papers, Banco de España (2004) View citations (16)
42. Interest Rate Determination in the Interbank Market
    UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC) View citations (27)
    Also in Working Paper Series, European Central Bank (2004) View citations (32)
    Working Papers, Banco de España (2004) View citations (27)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2004) View citations (30)

2002

43. Is the European Central Bank (and the United States Federal Reserve) predictable?
    Working Papers, Banco de España View citations (38)
    Also in Working Paper Series, European Central Bank (2002) View citations (38)

2001

44. Business Cycle Asymmetries in Stock Returns: Evidence from Higher Order Moments and Conditional Densities
    Working Papers, Quebec a Montreal - Recherche en gestion View citations (97)
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2000)
    FMG Discussion Papers, Financial Markets Group (2000) View citations (2)
    Working Paper Series, European Central Bank (2001) View citations (99)
    See also Journal Article Business cycle asymmetries in stock returns: Evidence from higher order moments and conditional densities, Journal of Econometrics, Elsevier (2001) View citations (100) (2001)
45. The ECB monetary policy strategy and the money market
    Working Papers, Oesterreichische Nationalbank (Austrian Central Bank) View citations (62)
    Also in Working Paper Series, European Central Bank (2001) View citations (65)
    See also Journal Article The ECB Monetary Policy Strategy and the Money Market, International Journal of Finance & Economics, John Wiley & Sons, Ltd. (2001) View citations (59) (2001)
46. The daily market for funds in Europe: Has something changed with the EMU?
    Working Paper Series, European Central Bank View citations (25)
    Also in Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2000) View citations (19)

2000

47. THIS IS WHAT THE LEADING INDICATORS LEAD
    Computing in Economics and Finance 2000, Society for Computational Economics View citations (4)
    Also in Working Paper Series, European Central Bank (2000) View citations (10)
    Econometric Society World Congress 2000 Contributed Papers, Econometric Society (2000) View citations (4)
    See also Journal Article This is what the leading indicators lead, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2002) View citations (47) (2002)
48. The daily market for funds in Europe: Mathematical appendix
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra

1999

49. Firm Size and Cyclical Variations in Stock Returns
    FMG Discussion Papers, Financial Markets Group View citations (3)
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (1999)
    See also Journal Article Firm Size and Cyclical Variations in Stock Returns, Journal of Finance, American Finance Association (2000) View citations (277) (2000)

1998

50. Output fluctuations in the United States: what has changed since the early 1980s?
    Staff Reports, Federal Reserve Bank of New York View citations (104)
    Also in Research Paper, Federal Reserve Bank of New York (1997) View citations (2)
    See also Journal Article Output Fluctuations in the United States: What Has Changed since the Early 1980's?, American Economic Review, American Economic Association (2000) View citations (1106) (2000)

1996

51. International capital flows: do short-term investment and direct investment differ?
    Policy Research Working Paper Series, The World Bank View citations (52)

1991

52. Optimización intertemporal y balanza por cuenta corriente
    Working Papers, CEMFI

Journal Articles

2024

1. Real‐time weakness of the global economy
   Journal of Applied Econometrics, 2024, 39, (5), 813-832

2023

2. Fiscal targets. A guide to forecasters?
   Journal of Applied Econometrics, 2023, 38, (4), 472-492
   See also Working Paper Fiscal targets. A guide to forecasters?, CEPR Discussion Papers (2015) View citations (9) (2015)

2022

3. Introducing the Credit Market Sentiment Index
   Richmond Fed Economic Brief, 2022, 22, (33)

2021

4. Avoiding a financial epidemic – The role of macroprudential policies
   Research Bulletin, 2021, 87.3
5. GEA tracker: A daily indicator of global economic activity
   Journal of International Money and Finance, 2021, 115, (C) View citations (7)

2020

6. A Short Term Forecasting Model for the Spanish GDP and itsDemand Components
   Revista Economía, 2020, 43, (85), 1-30 View citations (1)
7. Global Weakness Index – reading the economy’s vital signs during the COVID-19 crisis
   Research Bulletin, 2020, 72 View citations (1)
8. The decline in volatility in the US economy. A historical perspective
   Oxford Economic Papers, 2020, 72, (1), 101-123 View citations (1)

2019

9. Predicción en tiempo real del PIB en el área del euro: recientes mejoras en el modelo Euro-STING
   Boletín Económico, 2019, (MAR) View citations (1)

2018

10. GREAT MODERATION AND GREAT RECESSION: FROM PLAIN SAILING TO STORMY SEAS?
    International Economic Review, 2018, 59, (4), 2297-2321 View citations (16)
    See also Working Paper Great Moderation and Great Recession. From plain sailing to stormy seas?, EcoMod2015 (2015) (2015)
11. Markov-switching dynamic factor models in real time
    International Journal of Forecasting, 2018, 34, (4), 598-611 View citations (29)
    See also Working Paper Markov-switching dynamic factor models in real time, CEPR Discussion Papers (2012) View citations (27) (2012)

2017

12. A short-term forecasting model for GDP and its demand components
    Economic Bulletin, 2017, (DIC) View citations (1)
13. Dissecting US recoveries
    Economics Letters, 2017, 154, (C), 59-63 View citations (7)
    See also Working Paper Dissecting US recoveries, Working Papers (2017) View citations (8) (2017)
14. Un modelo de previsión del PIB y de sus componentes de demanda
    Boletín Económico, 2017, (DIC)

2016

15. Aggregate versus disaggregate information in dynamic factor models
    International Journal of Forecasting, 2016, 32, (3), 680-694 View citations (19)

2015

16. Can we use seasonally adjusted variables in dynamic factor models?
    Studies in Nonlinear Dynamics & Econometrics, 2015, 19, (3), 377-391 View citations (5)
17. Disentangling contagion among sovereign CDS spreads during the European debt crisis
    Journal of Empirical Finance, 2015, 32, (C), 165-179 View citations (63)
    See also Working Paper Disentangling contagion among sovereign cds spreads during the european debt crisis, Working Papers (2013) View citations (12) (2013)
18. Extracting Nonlinear Signals from Several Economic Indicators
    Journal of Applied Econometrics, 2015, 30, (7), 1073-1089 View citations (25)
    See also Working Paper Extracting non-linear signals from several economic indicators, Working Papers (2012) View citations (2) (2012)
19. THE FAILURE TO PREDICT THE GREAT RECESSION—A VIEW THROUGH THE ROLE OF CREDIT
    Journal of the European Economic Association, 2015, 13, (3), 534-559 View citations (38)
20. Un análisis de la dinámica del PIB de Estados Unidos: un enfoque econométrico
    Boletín Económico, 2015, (JAN), 41-47

2014

21. Commodity Prices and the Business Cycle in Latin America: Living and Dying by Commodities?
    Emerging Markets Finance and Trade, 2014, 50, (2), 110-137 View citations (17)
    See also Working Paper Commodity prices and the business cycle in Latin America: Living and dying by commodities, Working Papers (2013) View citations (2) (2013)
22. Green shoots and double dips in the euro area: A real time measure
    International Journal of Forecasting, 2014, 30, (3), 520-535 View citations (22)
    See also Working Paper Green Shoots and Double Dips in the Euro Area. A Real Time Measure, CEPR Discussion Papers (2012) View citations (3) (2012)

2013

23. Composición sectorial de la producción, divergencia y sincronía cíclica en los países del área del euro
    Boletín Económico, 2013, (OCT), 101-107
24. Short-term Forecasting for Empirical Economists: A Survey of the Recently Proposed Algorithms
    Foundations and Trends(R) in Econometrics, 2013, 6, (2), 101-161 View citations (23)
    See also Working Paper Short-term forecasting for empirical economists. A survey of the recently proposed algorithms, Working Papers (2013) View citations (24) (2013)

2012

25. Asymmetric Standing Facilities: An Unexploited Monetary Policy Tool
    IMF Economic Review, 2012, 60, (1), 43-74 View citations (1)
    See also Working Paper Asymmetric Standing Facilities: An Unexploited Monetary Policy Tool, CEPR Discussion Papers (2010) View citations (4) (2010)
26. Competitiveness indicators: the importance of an efficient allocation of resources
    Economic Bulletin, 2012, (JAN), 103-111 View citations (12)
27. El papel del crédito como predictor del ciclo económico
    Boletín Económico, 2012, (DEC), 39-45
28. Short-run forecasting of the euro-dollar exchange rate with economic fundamentals
    Journal of International Money and Finance, 2012, 31, (2), 377-396 View citations (41)
    See also Working Paper Short-run forecasting of the euro-dollar exchange rate with economic fundamentals, Working Papers (2012) View citations (38) (2012)
29. The role of credit as a predictor of the economic cycle
    Economic Bulletin, 2012, (DEC), 11-16

2011

30. High-growth recoveries, inventories and the Great Moderation
    Journal of Economic Dynamics and Control, 2011, 35, (8), 1322-1339 View citations (10)
    See also Working Paper High-growth recoveries, inventories and the great moderation, Post-Print (2011) View citations (5) (2011)
31. Indicadores de competitividad: la importancia de la asignación eficiente de los recursos
    Boletín Económico, 2011, (DEC), 29-39 View citations (1)
32. Las primas de los CDS soberanos durante la crisis y su interpretación como medida de riesgo
    Boletín Económico, 2011, (APR), 99-108
33. SPAIN‐STING: SPAIN SHORT‐TERM INDICATOR OF GROWTH
    Manchester School, 2011, 79, (s1), 594-616 View citations (24)
34. Sovereign CDS premia during the crisis and their interpretation as a measure of risk
    Economic Bulletin, 2011, (APR), 133-142 View citations (5)

2010

35. A possible role for asymmetric standing facilities in liquidity management
    Economic Bulletin, 2010, (OCT), 129-136
36. El posible papel de una utilización asimétrica de las facilidades permanentes en la gestión de la liquidez
    Boletín Económico, 2010, (SEP), 83-91
37. Introducing the euro-sting: Short-term indicator of euro area growth
    Journal of Applied Econometrics, 2010, 25, (4), 663-694 View citations (181)
    See also Working Paper Introducing the Euro-STING: Short-Term Indicator of Euro Area Growth, CEPR Discussion Papers (2009) View citations (13) (2009)

2008

38. A model for the real-time forecasting of GDP in the euro area (EURO-STING)
    Economic Bulletin, 2008, (APR), 131-139
39. Do European business cycles look like one?
    Journal of Economic Dynamics and Control, 2008, 32, (7), 2165-2190 View citations (60)
    See also Working Paper Do european business cycles look like one?, Working Papers (2005) View citations (25) (2005)
40. Interest rate dispersion and volatility in the market for daily funds
    European Economic Review, 2008, 52, (3), 413-440 View citations (17)
41. Un modelo para la predicción en tiempo real del PIB en el área del euro (EURO-STING)
    Boletín Económico, 2008, (APR), 115-124

2007

42. Jump-and-Rest Effect of U.S. Business Cycles
    Studies in Nonlinear Dynamics & Econometrics, 2007, 11, (4), 39 View citations (36)
    See also Working Paper Jump-and-Rest Effects of US Business Cycles, CEPR Discussion Papers (2005) View citations (12) (2005)
43. Nuevo procedimiento de estimación de los ingresos por Turismo y viajes en la Balanza de Pagos
    Boletín Económico, 2007, (APR), 109-129

2006

44. A useful tool for forecasting the Euro-area business cycle phases
    International Journal of Forecasting, 2006, 22, (4), 735-749 View citations (22)
45. Are European business cycles close enough to be just one?
    Journal of Economic Dynamics and Control, 2006, 30, (9-10), 1687-1706 View citations (140)
    See also Working Paper Are European Business Cycles Close Enough to be Just One?, CEPR Discussion Papers (2005) View citations (13) (2005)
46. The Daily Market for Funds in Europe: What Has Changed with the EMU?
    Journal of Money, Credit and Banking, 2006, 38, (1), 91-118 View citations (45)
    See also Working Paper The Daily Market for Funds in Europe: What has Changed with the EMU?, Working Papers (2015) View citations (3) (2015)

2005

47. Comments on "Some methods for assessing the need for non-linear models in business cycle analysis"
    International Journal of Forecasting, 2005, 21, (4), 663-666 View citations (1)

2004

48. Un modelo para predecir cambios cíclicos en el área euro
    Boletín Económico, 2004, (MAY), 45-48

2003

49. Las similitudes del ciclo económico en las economías europeas
    Boletín Económico, 2003, (DEC), 39-43

2002

50. On the causes of the increased stability of the U.S. economy
    Economic Policy Review, 2002, 8, (May), 183-202 View citations (155)
51. Policymakers’ Revealed Preferences and the Output–Inflation Variability Trade–off: Implications for the European System of Central Banks
    Manchester School, 2002, 70, (4), 596-618 View citations (34)
    Also in Proceedings, 1999 (1999) View citations (14)
52. This is what the leading indicators lead
    Journal of Applied Econometrics, 2002, 17, (1), 61-80 View citations (47)
    See also Working Paper THIS IS WHAT THE LEADING INDICATORS LEAD, Computing in Economics and Finance 2000 (2000) View citations (4) (2000)
53. Variabilidad del crecimiento económico y la importancia de la gestión de existencias en EEUU
    Boletín Económico, 2002, (MAY), 71-78

2001

54. Business cycle asymmetries in stock returns: Evidence from higher order moments and conditional densities
    Journal of Econometrics, 2001, 103, (1-2), 259-306 View citations (100)
    See also Working Paper Business Cycle Asymmetries in Stock Returns: Evidence from Higher Order Moments and Conditional Densities, Working Papers (2001) View citations (97) (2001)
55. The ECB Monetary Policy Strategy and the Money Market
    International Journal of Finance & Economics, 2001, 6, (4), 325-42 View citations (59)
    See also Working Paper The ECB monetary policy strategy and the money market, Working Papers (2001) View citations (62) (2001)

2000

56. Firm Size and Cyclical Variations in Stock Returns
    Journal of Finance, 2000, 55, (3), 1229-1262 View citations (277)
    See also Working Paper Firm Size and Cyclical Variations in Stock Returns, FMG Discussion Papers (1999) View citations (3) (1999)
57. Output Fluctuations in the United States: What Has Changed since the Early 1980's?
    American Economic Review, 2000, 90, (5), 1464-1476 View citations (1106)
    Also in Proceedings, 2000, (Mar) (2000) View citations (841)
    See also Working Paper Output fluctuations in the United States: what has changed since the early 1980s?, Staff Reports (1998) View citations (104) (1998)

1999

58. A decomposition of the increased stability of GDP growth
    Current Issues in Economics and Finance, 1999, 5, (Aug) View citations (37)

1996

59. What Do the Leading Indicators Lead?
    The Journal of Business, 1996, 69, (1), 27-49 View citations (89)

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 Country Shocks, Monetary Policy Expectations and ECB Decisions. A Dynamic Non-Linear Approach, Central Bank of Chile (2015) View citations (1) (2015)

2006

2. Comparative analysis: real convergence, cyclical synchrony and inflation differentials
   Chapter 15 in The analysis of the Spanish Economy, 2006, pp 409-433 View citations (1)

2002

3. The monetary policy decisions of the ECB and the money market
   A chapter in Market functioning and central bank policy, 2002, vol. 12, pp 402-411 View citations (1)