Publicaciones en colaboración con investigadores/as de Centre for Economic Policy Research (9)

2018

  1. Markov-switching dynamic factor models in real time

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

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. Extracting Nonlinear Signals from Several Economic Indicators

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

  2. Modeling an immigration shock

    European Economic Review, Vol. 74, pp. 190-206

2014

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

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

2011

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

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

2010

  1. Introducing the Euro-sting: Short-term indicator of Euro area growth

    Journal of Applied Econometrics, Vol. 25, Núm. 4, pp. 663-694

2009

  1. Assessing the efficiency of public education and pensions

    Journal of Population Economics, Vol. 22, Núm. 2, pp. 285-309