Gabriel Perez–Quiros: search on Z-Library

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1

Output Fluctuations in the United States: What Has Changed Since the Early 1980's?

Margaret M. McConnell and Gabriel Perez-Quiros

Journal:

American Economic Review

Year:

2000

Language:

english

File:

PDF, 698 KB

english, 2000

2

Introducing the euro-sting: Short-term indicator of euro area growth

Maximo Camacho, Gabriel Perez-Quiros

Journal:

Journal of Applied Econometrics

Year:

2010

Language:

english

File:

PDF, 370 KB

english, 2010

3

Discussion of the paper “Deciding between alternative approaches in macroeconomics”

Perez-Quiros, Gabriel

Journal:

International Journal of Forecasting

Year:

2018

Language:

english

File:

PDF, 441 KB

english, 2018

4

Firm Size and Cyclical Variations in Stock Returns

Gabriel Perez-Quiros, Allan Timmermann

Journal:

The Journal of Finance

Year:

2000

Language:

english

File:

PDF, 1.01 MB

english, 2000

5

Firm Size and Cyclical Variations in Stock Returns

Gabriel Perez-Quiros and Allan Timmermann

Journal:

The Journal of Finance

Year:

2000

Language:

english

File:

PDF, 843 KB

english, 2000

6

Disentangling contagion among sovereign CDS spreads during the European debt crisis

Broto, Carmen, Pérez-Quirós, Gabriel

Journal:

Journal of Empirical Finance

Year:

2015

Language:

english

File:

PDF, 875 KB

english, 2015

7

Can we use seasonally adjusted variables in dynamic factor models?

Camacho, Maximo, Lovcha, Yuliya, Quiros, Gabriel Perez

Journal:

Studies in Nonlinear Dynamics and Econometrics

Year:

2015

Language:

english

File:

PDF, 1.35 MB

english, 2015

8

Aggregate versus disaggregate information in dynamic factor models

Alvarez, Rocio, Camacho, Maximo, Perez-Quiros, Gabriel

Journal:

International Journal of Forecasting

Year:

2016

Language:

english

File:

PDF, 416 KB

english, 2016

9

Output Fluctuations in the United States: What Has Changed Since the Early 1980's?

McConnell, Margaret M, Perez-Quiros, Gabriel

Journal:

American Economic Review

Year:

2000

Language:

english

File:

PDF, 183 KB

english, 2000

10

Markov-switching dynamic factor models in real time

Camacho, Maximo, Perez-Quiros, Gabriel, Poncela, Pilar

Journal:

International Journal of Forecasting

Year:

2018

Language:

english

File:

PDF, 735 KB

english, 2018

11

Forecasting Volatility in the Financial Markets || Variations in the mean and volatility of stock returns around turning points of the business cycle

Perez-Quiros, Gabriel

Year:

2007

File:

PDF, 544 KB

2007

12

The ECB monetary policy strategy and the money market

Vítor Gaspar, Gabriel Perez-Quiros, Jorge Sicilia

Journal:

International Journal of Finance & Economics

Year:

2001

Language:

english

File:

PDF, 225 KB

english, 2001

13

This is what the leading indicators lead

Maximo Camacho, Gabriel Perez-Quiros

Journal:

Journal of Applied Econometrics

Year:

2002

Language:

english

File:

PDF, 162 KB

english, 2002

14

Are European business cycles close enough to be just one?

Maximo Camacho, Gabriel Perez-Quiros, Lorena Saiz

Journal:

Journal of Economic Dynamics and Control

Year:

2006

Language:

english

File:

PDF, 241 KB

english, 2006

15

Do European business cycles look like one?

Maximo Camacho, Gabriel Perez-Quiros, Lorena Saiz

Journal:

Journal of Economic Dynamics and Control

Year:

2008

Language:

english

File:

PDF, 354 KB

english, 2008

16

High-growth recoveries, inventories and the Great Moderation

Maximo Camacho, Gabriel Perez Quiros, Hugo Rodriguez Mendizabal

Journal:

Journal of Economic Dynamics and Control

Year:

2011

Language:

english

File:

PDF, 498 KB

english, 2011

17

Business cycle asymmetries in stock returns: Evidence from higher order moments and conditional densities

Gabriel Perez-Quiros, Allan Timmermann

Journal:

Journal of Econometrics

Year:

2001

Language:

english

File:

PDF, 1.17 MB

english, 2001

18

Policymakers’ Revealed Preferences and the Output–Inflation Variability Trade–off: Implications for the European System of Central Banks

Stephen G. Cecchetti, Margaret M. McConnell, Gabriel Perez–Quiros

Journal:

The Manchester School

Year:

2002

Language:

english

File:

PDF, 238 KB

english, 2002

19

SPAIN-STING: SPAIN SHORT-TERM INDICATOR OF GROWTH

MAXIMO CAMACHO, GABRIEL PEREZ QUIROS

Journal:

The Manchester School

Year:

2011

Language:

english

File:

PDF, 291 KB

english, 2011

20

A useful tool for forecasting the Euro-area business cycle phases

Pilar Bengoechea, Maximo Camacho, Gabriel Perez-Quiros

Journal:

International Journal of Forecasting

Year:

2006

Language:

english

File:

PDF, 215 KB

english, 2006

21

Comments on “Some methods for assessing the need for non-linear models in business cycle analysis”

Gabriel Pérez Quirós

Journal:

International Journal of Forecasting

Year:

2005

Language:

english

File:

PDF, 67 KB

english, 2005

22

Interest rate dispersion and volatility in the market for daily funds

Vítor Gaspar, Gabriel Pérez Quirós, Hugo Rodríguez Mendizábal

Journal:

European Economic Review

Year:

2008

Language:

english

File:

PDF, 335 KB

english, 2008

23

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

Marcos Dal Bianco, Maximo Camacho, Gabriel Perez Quiros

Journal:

Journal of International Money and Finance

Year:

2012

Language:

english

File:

PDF, 326 KB

english, 2012

24

What Do the Leading Indicators Lead?

James D. Hamilton and Gabriel Perez-Quiros

Journal:

The Journal of Business

Year:

1996

Language:

english

File:

PDF, 399 KB

english, 1996

25

Green shoots and double dips in the euro area: A real time measure

Camacho, Maximo, Perez Quiros, Gabriel, Poncela, Pilar

Journal:

International Journal of Forecasting

Year:

2014

Language:

english

File:

PDF, 863 KB

english, 2014

26

EXTRACTING NONLINEAR SIGNALS FROM SEVERAL ECONOMIC INDICATORS

Camacho, Maximo, Perez-Quiros, Gabriel, Poncela, Pilar

Journal:

Journal of Applied Econometrics

Year:

2014

Language:

english

File:

PDF, 585 KB

english, 2014

27

Asymmetric Standing Facilities: An Unexploited Monetary Policy Tool

Quirós, Gabriel Pérez, Mendizábal, Hugo Rodríguez

Journal:

IMF Economic Review

Year:

2012

Language:

english

File:

PDF, 391 KB

english, 2012

28

The Daily Market for Funds in Europe: What Has Changed with the EMU?

Gabriel Pérez Quirós and Hugo Rodríguez Mendizábal

Journal:

Journal of Money, Credit and Banking

Year:

2006

Language:

english

File:

PDF, 733 KB

english, 2006

29

Jump-and-Rest Effect of U.S. Business Cycles

Camacho, Maximo, Perez Quiros, Gabriel

Journal:

Studies in Nonlinear Dynamics and Econometrics

Year:

2007

Language:

english

File:

PDF, 630 KB

english, 2007

30

Introduction to the special issue in honor of Agustín Maravall

Fiorentini, Gabriele, Perez Quiros, Gabriel

Journal:

Year:

2016

Language:

english

File:

PDF, 361 KB

english, 2016

31

THE FAILURE TO PREDICT THE GREAT RECESSION-A VIEW THROUGH THE ROLE OF CREDIT

Gadea Rivas, Maria Dolores, Perez-Quiros, Gabriel

Journal:

Journal of the European Economic Association

Year:

2015

Language:

english

File:

PDF, 315 KB

english, 2015

32

This Is What the Leading Indicators Lead

Maximo Camacho and Gabriel Perez-Quiros

Journal:

Journal of Applied Econometrics

Year:

2002

Language:

english

File:

PDF, 2.35 MB

english, 2002

33

Dissecting US recoveries

Gadea, María Dolores, Gomez-Loscos, Ana, Perez-Quiros, Gabriel

Journal:

Economics Letters

Year:

2017

Language:

english

File:

PDF, 791 KB

english, 2017

34

The Rise and Fall of the Natural Interest Rate

Fiorentini, Gabriele, Galesi, Alessandro, Pérez-Quirós, Gabriel, Sentana, Enrique

Journal:

SSRN Electronic Journal

Year:

2018

Language:

english

File:

PDF, 3.44 MB

english, 2018

35

The Daily Market for Funds in Europe: What Has Changed with the EMU?

Perez-Quiros, Gabriel, Mendizabal, Hugo Rodriguez

Journal:

Journal of Money, Credit and Banking

Year:

2006

Language:

english

File:

PDF, 511 KB

english, 2006

36

Short-Run Forecasting of the Euro-Dollar Exchange Rate with Economic Fundamentals

Dal Bianco, Marcos, Camacho, Maximo, Perez-Quiros, Gabriel

Journal:

SSRN Electronic Journal

Year:

2012

Language:

english

File:

PDF, 687 KB

english, 2012

37

Extracting Non-Linear Signals from Several Economic Indicators

Camacho, Maximo, Perez-Quiros, Gabriel, Poncela, Pilar

Journal:

SSRN Electronic Journal

Year:

2012

Language:

english

File:

PDF, 756 KB

english, 2012

38

Short-Term Forecasting for Empirical Economists. A Survey of the Recently Proposed Algorithms

Camacho, Maximo, Perez-Quiros, Gabriel, Poncela, Pilar

Journal:

SSRN Electronic Journal

Year:

2013

Language:

english

File:

PDF, 687 KB

english, 2013

39

Disentangling Contagion Among Sovereign CDS Spreads During the European Debt Crisis

Broto, Carmen, Perez-Quiros, Gabriel

Journal:

SSRN Electronic Journal

Year:

2013

Language:

english

File:

PDF, 578 KB

english, 2013

40

Introducing the Euro-Sting: Short Term Indicator of Euro Area Growth

Camacho, Maximo, Perez-Quiros, Gabriel

Journal:

SSRN Electronic Journal

Year:

2008

Language:

english

File:

PDF, 700 KB

english, 2008

41

Output Fluctuations in the United States: What Has Changed Since the Early 1980s?

McConnell, Margaret Mary, Perez-Quiros, Gabriel

Journal:

SSRN Electronic Journal

Year:

1998

Language:

english

File:

PDF, 333 KB

english, 1998

42

GREAT MODERATION AND GREAT RECESSION: FROM PLAIN SAILING TO STORMY SEAS?

Gadea, María Dolores, Gómez-Loscos, Ana, Pérez-Quirós, Gabriel

Journal:

International Economic Review

Year:

2018

Language:

english

File:

PDF, 1.05 MB

english, 2018

43

The Daily Market for Funds in Europe: Mathematical Appendix

Perez-Quiros, Gabriel, Rodríguez, Hugo

Journal:

SSRN Electronic Journal

Year:

2001

File:

PDF, 383 KB

2001

44

The Two Greatest. Great Recession vs. Great Moderation

Gadea Rivas, Maria Dolores, GGmez-Loscos, Ana, Perez-Quiros, Gabriel

Journal:

SSRN Electronic Journal

Year:

2014

Language:

english

File:

PDF, 563 KB

english, 2014

45

Markov-Switching Dynamic Factor Models in Real Time

Camacho, Maximo, Perez-Quiros, Gabriel, Poncela, Pilar

Journal:

SSRN Electronic Journal

Year:

2012

Language:

english

File:

PDF, 798 KB

english, 2012

46

The Great Moderation in Historical Perspective. Is it that Great?

Gadea Rivas, Maria Dolores, GGmez-Loscos, Ana, Perez-Quiros, Gabriel

Journal:

SSRN Electronic Journal

Year:

2015

Language:

english

File:

PDF, 920 KB

english, 2015