Publications en collaboration avec des chercheurs de Banco de España (17)

2022

  1. A New Approach to Dating the Reference Cycle

    Journal of Business and Economic Statistics, Vol. 40, Núm. 1, pp. 66-81

2021

  1. An automatic algorithm to date the reference cycle of the Spanish economy

    Mathematics, Vol. 9, Núm. 18

2019

  1. A new approach to dating the reference cycle

    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. Regional Business Cycle Phases in Spain

    Estudios de economía aplicada, Vol. 36, Núm. 3, pp. 875-896

  3. The great recession: The worst ever?

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

2017

  1. Exchange rate and macroeconomic adjustment in southern eurozone countries

    Economic Systems, Vol. 41, Núm. 4, pp. 639-650

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. Monitoring the world business cycle

    Economic Modelling, Vol. 51, pp. 617-625

  3. Monitoring the world business cycle

    Documentos de trabajo - Banco de España

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

  2. Real-time forecasting US GDP from small-scale factor models

    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

2008

  1. Do European business cycles look like one?

    Journal of Economic Dynamics and Control, Vol. 32, Núm. 7, pp. 2165-2190

2006

  1. Are European business cycles close enough to be just one?

    Journal of Economic Dynamics and Control, Vol. 30, Núm. 9-10, pp. 1687-1706