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A useful tool to identify recessions in the Euro-area

Bengoechea, Pilar; Pérez-Quirós, Gabriel - 2004

Persistent link: https://www.econbiz.de/10002425817

Are European business cycles close enough to be just one?

Camacho, Máximo (contributor); … - 2004

Persistent link: https://www.econbiz.de/10002194953

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

Camacho, Maximo; Leiva-Leon, Danilo; Pérez-Quirós, Gabriel - In: Dynamic factor models, (pp. 283-316). 2016

Persistent link: https://www.econbiz.de/10011448669

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

Camacho, Maximo; Leiva-Leon, Danilo; Pérez-Quirós, Gabriel - 2015

Persistent link: https://www.econbiz.de/10011391943

Disentangling contagion among sovereign CDS spreads during the European debt crisis

Broto, Carmen; Pérez-Quirós, Gabriel - In: Journal of empirical finance 32 (2015), pp. 165-179

Persistent link: https://www.econbiz.de/10011556813

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

Can we use seasonally adjusted indicators in dynamic factor models?

Camacho, Maximo; Lovcha, Yuliya; Pérez-Quirós, Gabriel - 2012

Persistent link: https://www.econbiz.de/10011713371

Disentangling contagion among sovereign cds spreads during the european debt crisis

Broto, Carmen; Pérez-Quirós, Gabriel - 2013

Persistent link: https://www.econbiz.de/10011770372

Real and financial cycles in EU countries : stylised facts and modelling implications

Rünstler, Gerhard (contributor); … - European System of Central Banks / Working Group on … - 2018

This paper studies the cyclical properties of real GDP, house prices, credit, and nominal liquid financial assets in 17 EU countries, by applying several methods to extract cycles. The estimates confirm earlier findings of large medium-term cycles in credit volumes and house prices. GDP appears...

Persistent link: https://www.econbiz.de/10011779865

Fiscal targets : a guide to forecasters?

Paredes, Joan; Pérez, Javier J.; Pérez-Quirós, Gabriel - 2015

Persistent link: https://www.econbiz.de/10011792157