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Spillover effects in international business cycles

Camacho, Maximo; Pacce, Matías; Pérez-Quirós, Gabriel - 2020

To analyze the international transmission of business cycle fluctuations, we propose a new multilevel dynamic factor model with a block structure that (i) does not restrict the factors to being orthogonal and (ii) mixes data sampled at quarterly and monthly frequencies. By means of Monte Carlo...

Persistent link: https://www.econbiz.de/10012422146

Spillover effects in international business cycles

Camacho, Maximo; Pacce, Matías; Pérez-Quirós, Gabriel - 2020

To analyze the international transmission of business cycle fluctuations, we propose a new multilevel dynamic factor model with a block structure that (i) does not restrict the factors to being orthogonal and (ii) mixes data sampled at quarterly and monthly frequencies. By means of Monte Carlo...

Persistent link: https://www.econbiz.de/10012305394

Spillover effects in international business cycles

Camacho, Maximo; Pacce, Matías; Pérez-Quirós, Gabriel - 2020

Persistent link: https://www.econbiz.de/10012491785

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

Toward a more reliable picture of the economic activity : an application to Argentina

Camacho, Maximo; Dal Bianco, Marcos; Martínez-Martín, … - In: Economics letters 132 (2015), pp. 129-132

Persistent link: https://www.econbiz.de/10011431502

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

Commodity prices and the business cycle in Latin America : living and dying by Commodities?

Camacho, Maximo; Pérez-Quirós, Gabriel - In: Emerging markets finance & trade : a journal of the … 50 (2014) 2, pp. 110-137

Persistent link: https://www.econbiz.de/10010403100

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

Monitoring the world business cycle

Camacho, Maximo; Martínez-Martín, Jaime - In: Economic modelling 51 (2015), pp. 617-625

Persistent link: https://www.econbiz.de/10011476196

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