Similar Search Results

A useful tool to identify recessions in the Euro-area

Bengoechea, Pilar; Pérez-Quirós, Gabriel - 2004

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

Comments on "Some methods for assessing the need for non-linear models in business cycle analysis"

Pérez-Quirós, Gabriel - In: International journal of forecasting 21 (2005) 4, pp. 663-666

Persistent link: https://www.econbiz.de/10003150686

On business cycle variation in the mean, volatility and conditional distribution of stock returns

Pérez-Quirós, Gabriel; Timmermann, Allan - 1996

Persistent link: https://www.econbiz.de/10000939555

What do the leading indicators lead?

Hamilton, James D. - In: The journal of business : B 69 (1996) 1, pp. 27-49

Persistent link: https://www.econbiz.de/10001196025

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

Aggregate versus disaggregate information in dynamic factor models

Álvarez, Rocío; Camacho, Maximo; Pérez-Quirós, Gabriel - In: International journal of forecasting 32 (2016) 3, pp. 680-694

Persistent link: https://www.econbiz.de/10011621772

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

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/10011770368

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