Publications by the researcher in collaboration with Gabriel Pérez-Quirós (40)

2020

  1. Spillover effects in international business cycles

    Documentos de trabajo - Banco de España

2018

  1. Markov-switching dynamic factor models in real time

    International Journal of Forecasting, Vol. 34, Núm. 4, pp. 598-611

  2. The great recession: The worst ever?

    Revista de economía aplicada, Vol. 26, Núm. 76, pp. 73-100

2016

  1. Aggregate versus disaggregate information in dynamic factor models

    International Journal of Forecasting, Vol. 32, Núm. 3, pp. 680-694

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

    Advances in Econometrics, Vol. 35, pp. 283-316

2015

  1. Can we use seasonally adjusted variables in dynamic factor models?

    Studies in Nonlinear Dynamics and Econometrics, Vol. 19, Núm. 3, pp. 377-391

  2. Country shocks, monetary policy expectations and ECB decisions: a dynamic non-linear approach

    Documentos de trabajo - Banco de España

  3. Extracting Nonlinear Signals from Several Economic Indicators

    Journal of Applied Econometrics, Vol. 30, Núm. 7, pp. 1073-1089

2014

  1. Commodity prices and the business cycle in latin america: Living and dying by commodities?

    Emerging Markets Finance and Trade, Vol. 50, Núm. 2, pp. 110-137

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

    International Journal of Forecasting, Vol. 30, Núm. 3, pp. 520-535

2013

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

    Documentos de trabajo - Banco de España

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

    Foundations and Trends in Econometrics, Vol. 6, Núm. 2, pp. 101-161

  3. Short-term forecasting for empirical economists: a survey of the recently proposed algorithms

    Documentos de trabajo - Banco de España

2012

  1. Can we use seasonally adjusted indicators in dynamic factor models?

    Documentos de trabajo - Banco de España

  2. Extracting non-linear signals from several economic indicator

    Documentos de trabajo - Banco de España

  3. Finite sample performance of small versus large scale dynamic factor models

    Documentos de trabajo - Banco de España

  4. Markov-switching dynamic factor models in real time

    Documentos de trabajo - Banco de España

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

    Journal of International Money and Finance, Vol. 31, Núm. 2, pp. 377-396

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

    Documentos de trabajo - Banco de España

2011

  1. High-growth recoveries, inventories and the Great Moderation

    Journal of Economic Dynamics and Control, Vol. 35, Núm. 8, pp. 1322-1339