Gonzalo Camba-Mendez - Central Bank Research Hub

Papers by year: All | 2017 | 2016 | 2015 | 2014 | 2008 | 2005 | 2004 | 2003 | 2002

Title Other author(s)

The inflation risk premium in the post-Lehman period

European Central Bank Working papers [View] (Paper: 2033, 13.03.2017)

JEL: E44, G17

Bank interest rate setting in the euro area during the Great Recession

European Central Bank Working papers [View] (Paper: 1965, 16.09.2016)

JEL: C32, E43, E52, E58, G01

Pricing sovereign credit risk of an emerging market

European Central Bank Working papers [View] (Paper: 1924, 27.06.2016)

JEL: C11, C32, G01, G12, G15

An automatic leading indicator, variable reduction and variable selection methods using small and large datasets: Forecasting the industrial production growth for euro area economies

European Central Bank Working papers [View] (Paper: 1773, 01.04.2015)

JEL: C11, C32, C52

Financial reputation, market interventions and debt issuance by banks: a truncated two-part model approach

European Central Bank Working papers [View] (Paper: 1741, 11.11.2014)

JEL: G01, G15, G21

Pricing sovereign credit risk of an emerging market

National Bank of Poland Working papers [View] (Paper: 189, 22.10.2014)

JEL: C11, C32, G01, G12, G15

Market perception of sovereign credit risk in the euro area during the financial crisis

National Bank of Poland Working papers [View] (Paper: 185, 15.09.2014)

JEL: C11, C32, G01, G12, G15

Short-term forecasts of euro area GDP growth

European Central Bank Working papers [View] (Paper: 0949, 29.10.2008)

JEL: C33, C53, E52

Statistical tests and estimators of the rank of a matrix and their applications in econometric modelling

European Central Bank Working papers [View] (Paper: 0850, 26.01.2008)

JEL: C12, C15, C32

Structural filters for monetary analysis: the inflationary movements of money in the euro area

European Central Bank Working papers [View] (Paper: 0470, 26.04.2005)

JEL: C32, E31, E50

Forecasting euro area inflation using dynamic factor measures of underlying inflation

European Central Bank Working papers [View] (Paper: 0402, 07.11.2004)

JEL: C13, C32, E31

Excess reserves and implementation of monetary policy of the ECB

European Central Bank Working papers [View] (Paper: 0361, 19.05.2004)

JEL: E52, E58

Estimating the rank of the spectral density matrix

European Central Bank Working papers [View] (Paper: 0349, 28.04.2004)

JEL: C12, C32, C52

Relevant economic issues concerning the optimal rate of inflation

European Central Bank Working papers [View] (Paper: 0278, 13.04.2004)

JEL: D60, E31, E41, E61, H21

Short-term monitoring of fiscal policy discipline

European Central Bank Working papers [View] (Paper: 0152, 02.04.2003)

Modelling the daily banknotes in circulation in the context of the liquidity management of the European Central Bank

Bank of Spain Working Papers [View] (Paper: 0211, 01.12.2002)

Papers by year: All | 2017 | 2016 | 2015 | 2014 | 2008 | 2005 | 2004 | 2003 | 2002