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MICA-BBVA : a factor model of economic and financial indicators for short-term GDP forecasting

Camacho, Maximo; Doménech, Rafael - In: SERIEs : Journal of the Spanish Economic Association 3 (2012) 4, pp. 475-497

In this paper we extend the Stock and Watson’s (Leading economic indicators, new approaches and forecasting records, 1991) single-index dynamic factor model in an econometric framework that has the advantage of combining information from real and financial indicators published at different...

Persistent link: https://www.econbiz.de/10009685064

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

Camacho, Maximo; Pérez-Quirós, Gabriel - In: Journal of applied econometrics 25 (2010) 4, pp. 663-694

Persistent link: https://www.econbiz.de/10008667465

Markov-switching models and the unit root hypothesis in real US GDP

Camacho, Maximo - In: Economics letters 112 (2011) 2, pp. 161-164

Persistent link: https://www.econbiz.de/10009243365

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

Camacho, Maximo; Pérez-Quirós, Gabriel; Poncela, Pilar - In: International journal of forecasting 30 (2014) 3, pp. 520-535

Persistent link: https://www.econbiz.de/10010513628

Extracting nonlinear signals from several economic indicators

Camacho, Maximo; Pérez-Quirós, Gabriel; Poncela, Pilar - In: Journal of applied econometrics 30 (2015) 7, pp. 1073-1089

Persistent link: https://www.econbiz.de/10011431725

Can we use seasonally adjusted variables in dynamic factor models?

Camacho, Maximo; Lovcha, Yuliya; Pérez-Quirós, Gabriel - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 19 (2015) 3, pp. 377-391

Persistent link: https://www.econbiz.de/10011339427

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

Camacho, Maximo; Pérez-Quirós, Gabriel; Poncela, Pilar - 2013

Persistent link: https://www.econbiz.de/10010243178

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

Camacho, Maximo; Martínez-Martín, Jaime - In: Empirical economics : a journal of the Institute for … 47 (2014) 1, pp. 347-364

Persistent link: https://www.econbiz.de/10010380607

The Euro-Sting revisited : the usefulness of financial indicators to obtain euro area GDP forecasts

Camacho, Maximo; Garcia-Serrador, Agustin - In: Journal of forecasting 33 (2014) 3, pp. 186-197

Persistent link: https://www.econbiz.de/10010424837

Jump-and-rest effect of US business cycles

Camacho, Maximo; Pérez-Quirós, Gabriel - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 11 (2007) 4, pp. 1-37

Persistent link: https://www.econbiz.de/10009513647