Gabriel Pérez-Quirós - Central Bank Research Hub

Papers by year: All | 2017 | 2015 | 2014 | 2013 | 2012 | 2010 | 2009 | 2008 | 2005 | 2004 | 2003 | 2002

Title Other author(s)

Dissecting US recoveries

Bank of Spain Working Papers [View] (Paper: 1708, 09.03.2017)

JEL: C22, E32

Country shocks, monetary policy expectations and ECB decisions. A dynamic non-linear approach

Bank of Spain Working Papers [View] (Paper: 1523, 15.09.2015)

JEL: C22, E27, E32

The Two Greatest. Great Recession vs. Great Moderation

Bank of Spain Working Papers [View] (Paper: 1423, 22.08.2014)

JEL: C22, E32

Short-term forecasting for empirical economists. A survey of the recently proposed algorithms

Bank of Spain Working Papers [View] (Paper: 1318, 13.11.2013)

Disentangling contagion among sovereign CDS spreads during the European debt crisis

Bank of Spain Working Papers [View] (Paper: 1314, 15.10.2013)

Commodity prices and the business cycle in Latin America: living and dying by commodities?

Bank of Spain Working Papers [View] (Paper: 1304, 26.02.2013)

JEL: E32, F44

The failure to predict the Great Recession. The failure of academic economics? A view focusing on the role of credit

Bank of Spain Working Papers [View] (Paper: 1240, 17.12.2012)

JEL: C32, E32

Can we use seasonally adjusted indicators in dynamic factor models?

Bank of Spain Working Papers [View] (Paper: 1235, 10.10.2012)

Markov-switching dynamic factor models in real time

Bank of Spain Working Papers [View] (Paper: 1205, 10.02.2012)

Finite sample performance of small versus large scale dynamic factor models

Bank of Spain Working Papers [View] (Paper: 1204, 09.02.2012)

Extracting non-linear signals from several economic indicators

Bank of Spain Working Papers [View] (Paper: 1202, 07.02.2012)

Short-run forecasting of the euro-dollar exchange rate with economic fundamentals

Bank of Spain Working Papers [View] (Paper: 1203, 07.02.2012)

Green shoots in the Euro area. A real time measure

Bank of Spain Working Papers [View] (Paper: 1026, 30.07.2010)

an unexploited monetary policy tool

Bank of Spain Working Papers [View] (Paper: 1004, 10.03.2010)

High-growth Recoveries, Inventories and the Great Moderation

Bank of Spain Working Papers [View] (Paper: 0917, 25.08.2009)

Ñ-STING: España Short Term INdicator of Growth (495 KB)

Bank of Spain Working Papers [View] (Paper: 0912, 24.06.2009)

JEL: C22, E27, E32

Introducing the Euro-STING: Short Term INdicator of Euro Area Growth (701 KB

Bank of Spain Working Papers [View] (Paper: 0807, 30.04.2008)

JEL: C22, E27, E32

Do european business cycles look like one?

Bank of Spain Working Papers [View] (Paper: 0518, 11.08.2005)

JEL: C22, C8, E32, F02, F4

Jump-and-rest effect of U.S. business cycles

Bank of Spain Working Papers [View] (Paper: 0507, 05.04.2005)

JEL: C22, E27, E32

Interest rate determination in the interbank market

European Central Bank Working papers [View] (Paper: 0351, 28.04.2004)

JEL: E52, E58

On the Causes of the Increased Stability of the U.S. Economy

New York Fed Economic policy review [View] (Paper: 0205kahn, 01.01.2004)

Are european business cycles close enough to be just one

Bank of Spain Working Papers [View] (Paper: 0408, 01.01.2004)

JEL: C22, E32, F02

A useful tool to identify recessions in the euro-area

Bank of Spain Working Papers [View] (Paper: 0419, 01.01.2004)

JEL: C22, C32, E32, E37

Interest rate determination in the interbank market

Bank of Spain Working Papers [View] (Paper: 0407, 01.01.2004)

The daily market for funds in Europe: what has changed with the EMU

Bank of Spain Working Papers [View] (Paper: 0313, 01.12.2003)

JEL: E44, E52

Is the European Central Bank (and the United States Federal Reserve) predictable?

Bank of Spain Working Papers [View] (Paper: 0229, 01.12.2002)

JEL: C22, E52

Papers by year: All | 2017 | 2015 | 2014 | 2013 | 2012 | 2010 | 2009 | 2008 | 2005 | 2004 | 2003 | 2002