Gabriel Perez-Quiros

Banco de España

Madrid 28014

Spain

SCHOLARLY PAPERS

32

DOWNLOADS
Rank 12,455

SSRN RANKINGS

Top 12,455

in Total Papers Downloads

3,408

CITATIONS
Rank 853

SSRN RANKINGS

Top 853

in Total Papers Citations

617

Scholarly Papers (32)

1.
Downloads 320 ( 84,191)
Citation 10

Interest Rate Determination in the Interbank Market

ECB Working Paper No. 351
Number of pages: 50 Posted: 14 Oct 2004
Vitor Gaspar, Gabriel Perez-Quiros and Hugo Rodríguez Mendizábal
European Commission, Banco de España and Institut d'Anàlisi Econòmica (CSIC)
Downloads 301 (89,611)
Citation 10

Abstract:

Loading...

Overnight interest rate, Monetary policy instruments, Eonia panel

Interest Rate Determination in the Interbank Market

CEPR Discussion Paper No. 4516
Number of pages: 35 Posted: 14 Sep 2004
Vitor Gaspar, Gabriel Perez-Quiros and Hugo Rodríguez Mendizábal
European Commission, Banco de España and Institut d'Anàlisi Econòmica (CSIC)
Downloads 19 (498,122)
Citation 10
  • Add to Cart

Abstract:

Loading...

Overnight interest rate, monetary policy instruments, Eonia panel

2.

The ECB Monetary Policy Strategy and the Money Market

ECB Working Paper No. 69
Number of pages: 38 Posted: 24 Feb 2003
Vitor Gaspar, Gabriel Perez-Quiros and Jorge Sicilia
European Commission, Banco de España and European Central Bank (ECB)
Downloads 265 (97,577)
Citation 28

Abstract:

Loading...

money market; martingale behaviour; operational framework; predictability

3.

A Decomposition of the Increased Stability of GDP Growth

Current Issues in Economics and Finance, Vol. 5, No. 13, September 1999
Number of pages: 6 Posted: 26 Jun 2007
Margaret Mary McConnell, Patricia C. Mosser and Gabriel Perez-Quiros
Federal Reserve Bank of New York, Federal Reserve Banks - Federal Reserve Bank of New York and Banco de España
Downloads 256 (77,233)
Citation 14

Abstract:

Loading...

output volatility, inventory investment, structural change, consumption, investment, government spending, exports, imports

4.

International Capital Flows: Do Short-Term Investment and Direct Investment Differ?

World Bank Policy Research Working Paper No. 1669
Number of pages: 36 Posted: 20 Apr 2016
Helen Popper, Gabriel Perez-Quiros and Punam Chuhan
Santa Clara University - Leavey School of Business - Economics Department, Banco de España and Independent
Downloads 243 (105,498)
Citation 13

Abstract:

Loading...

5.

Business Cycle Asymmetries in Stock Returns: Evidence from Higher Order Moments and Conditional Densities

ECB Working Paper No. 58
Number of pages: 56 Posted: 10 Feb 2003
Gabriel Perez-Quiros and Allan Timmermann
Banco de España and UCSD
Downloads 239 (111,250)
Citation 33

Abstract:

Loading...

Markov Switching; Density Modelling; Mixtures of Distributions; Business Cycle risk

6.

Is the European Central Bank (and the United States Federal Reserve) Predictable?

ECB Working Paper No. 192
Number of pages: 62 Posted: 09 Apr 2003
Gabriel Perez-Quiros and Jorge Sicilia
Banco de España and European Central Bank (ECB)
Downloads 222 (114,118)
Citation 19

Abstract:

Loading...

Predictability, monetary policy shocks, principal components, transmission of monetary policy

7.
Downloads 160 (166,300)
Citation 1

Markov-Switching Dynamic Factor Models in Real Time

Banco de Espana Working Paper No. 1205
Number of pages: 55 Posted: 12 Feb 2012
Maximo Camacho, Gabriel Perez-Quiros and Pilar Poncela
Autonomous University of Barcelona - Department of Economics, Banco de España and Universidad Autónoma de Madrid
Downloads 160 (167,482)
Citation 1

Abstract:

Loading...

business cycles, output growth, time series

8.

Output Fluctuations in the United States: What Has Changed Since the Early 1980s?

FRB of New York Staff Report No. 41
Number of pages: 34 Posted: 20 Oct 2006
Margaret Mary McConnell and Gabriel Perez-Quiros
Federal Reserve Bank of New York and Banco de España
Downloads 127 (86,862)
Citation 343

Abstract:

Loading...

9.

This is What the Us Leading Indicators Lead

ECB Working Paper No. 27
Number of pages: 38 Posted: 03 Dec 2002
Maximo Camacho and Gabriel Perez-Quiros
Autonomous University of Barcelona - Department of Economics and Banco de España
Downloads 124 (195,920)
Citation 8

Abstract:

Loading...

Leading Indicators, Turning Points, Optimal Forecasting Rule

10.

Short-Run Forecasting of the Euro-Dollar Exchange Rate with Economic Fundamentals

Banco de Espana Working Paper No. 1203
Number of pages: 41 Posted: 07 Feb 2012
Marcos Dal Bianco, Maximo Camacho and Gabriel Perez-Quiros
Unaffiliated Authors - Independent, Autonomous University of Barcelona - Department of Economics and Banco de España
Downloads 102 (188,012)

Abstract:

Loading...

euro-dollar rate, exchange rate forecasting, State-space model, mixed frequencies

11.

On the Causes of the Increased Stability of the U.S. Economy

Economic Policy Review, Vol. 8, No. 1, May 2002
Number of pages: 20 Posted: 26 Oct 2005
James A. Kahn, Margaret Mary McConnell and Gabriel Perez-Quiros
Yeshiva University, Federal Reserve Bank of New York and Banco de España
Downloads 96 (238,646)
Citation 71

Abstract:

Loading...

output volatility, inventory(ies), monetary policy, economic stability, information technology

12.

The Daily Market for Funds in Europe: Has Something Changed with the Emu?

Universitat Pompeu Fabra Working Paper No. 474; and ECB Working Paper No. 67
Number of pages: 34 Posted: 06 Nov 2000
Gabriel Perez-Quiros and Hugo Rodríguez Mendizábal
Banco de España and Institut d'Anàlisi Econòmica (CSIC)
Downloads 65 (285,257)
Citation 16

Abstract:

Loading...

Overnight Rates; Reserve Demand; Martingale Hypothesis

Introducing the Euro-Sting: Short Term Indicator of Euro Area Growth

Banco de España Working Paper No. 0807,
Number of pages: 45 Posted: 30 Apr 2008
Maximo Camacho and Gabriel Perez-Quiros
Autonomous University of Barcelona - Department of Economics and Banco de España
Downloads 61 (325,645)
Citation 16

Abstract:

Loading...

business cycles, output growth, time series

Introducing the Euro-Sting: Short-Term Indicator of Euro Area Growth

CEPR Discussion Paper No. DP7343
Number of pages: 51 Posted: 26 Aug 2009
Maximo Camacho and Gabriel Perez-Quiros
Autonomous University of Barcelona - Department of Economics and Banco de España
Downloads 2 (601,081)
Citation 16
  • Add to Cart

Abstract:

Loading...

Business cycle, Forecasting, Time Series

Fiscal Targets. A Guide to Forecasters?

Banco de Espana Working Paper No. 1508
Number of pages: 39 Posted: 26 Mar 2015
Joan Paredes, Javier J. Pérez and Gabriel Perez-Quiros
European Central Bank - Fiscal Policies Division, Banco de España - Research Department and Banco de España
Downloads 31 (431,658)

Abstract:

Loading...

policy credibility, fiscal policy, forecasting

Fiscal Targets. A Guide to Forecasters?

ECB Working Paper No. 1834
Number of pages: 36 Posted: 09 Aug 2015
Joan Paredes, Gabriel Perez-Quiros and Javier J. Pérez
European Central Bank - Fiscal Policies Division, Banco de España and Banco de España - Research Department
Downloads 24 (468,304)

Abstract:

Loading...

policy credibility; fiscal policy; forecasting; learning

15.

Extracting Non-Linear Signals from Several Economic Indicators

Banco de Espana Working Paper No. 1202
Number of pages: 42 Posted: 07 Feb 2012
Maximo Camacho, Gabriel Perez-Quiros and Pilar Poncela
Autonomous University of Barcelona - Department of Economics, Banco de España and Universidad Autónoma de Madrid
Downloads 55 (318,661)
Citation 1

Abstract:

Loading...

Business cycles, output growth, time series

The Two Greatest. Great Recession vs. Great Moderation

Banco de Espana Working Paper No. 1423
Number of pages: 39 Posted: 18 Sep 2014
Maria Dolores Gadea Rivas, Ana Gómez-Loscos and Gabriel Perez-Quiros
University of Zaragoza, Banco de España and Banco de España
Downloads 53 (349,196)

Abstract:

Loading...

business cycle, volatility, recoveries

Asymmetric Standing Facilities: An Unexploited Monetary Policy Tool

Banco de Espana Working Paper No. 1004
Number of pages: 36 Posted: 10 Mar 2010
Gabriel Perez-Quiros and Hugo Rodríguez Mendizábal
Banco de España and Institut d'Anàlisi Econòmica (CSIC)
Downloads 47 (368,631)

Abstract:

Loading...

Monetary policy implementation, standing facilities, overnight interest rates, fine tuning operations

Asymmetric Standing Facilities: An Unexploited Monetary Policy Tool

CEPR Discussion Paper No. DP7789
Number of pages: 32 Posted: 19 May 2010
Gabriel Perez-Quiros and Hugo Rodríguez Mendizábal
Banco de España and Institut d'Anàlisi Econòmica (CSIC)
Downloads 3 (592,107)
  • Add to Cart

Abstract:

Loading...

fine tuning operations, Monetary policy implementation, overnight interest rates, standing facilities

18.

Disentangling Contagion Among Sovereign CDS Spreads During the European Debt Crisis

Banco de Espana Working Paper No. 1314
Number of pages: 38 Posted: 17 Oct 2013
Carmen Broto and Gabriel Perez-Quiros
Banco de España and Banco de España
Downloads 49 (318,661)

Abstract:

Loading...

sovereign Credit Default Swaps, contagion, dynamic factor models, credit risk

Finite Sample Performance of Small Versus Large Scale Dynamic Factor Models

Banco de Espana Working Paper No. 1204
Number of pages: 53 Posted: 12 Feb 2012
Rocio Alvarez, Maximo Camacho and Gabriel Perez-Quiros
Universidad de Alicante, Autonomous University of Barcelona - Department of Economics and Banco de España
Downloads 47 (368,711)
Citation 1

Abstract:

Loading...

business cycles, output growth, time series

20.

Short-Term Forecasting for Empirical Economists. A Survey of the Recently Proposed Algorithms

Banco de Espana Working Paper No. 1318
Number of pages: 63 Posted: 13 Nov 2013
Maximo Camacho, Gabriel Perez-Quiros and Pilar Poncela
Autonomous University of Barcelona - Department of Economics, Banco de España and Universidad Autónoma de Madrid
Downloads 42 (268,737)

Abstract:

Loading...

Forecasting, GDP growth, time series

21.

The Daily Market for Funds in Europe: Mathematical Appendix

Universitat Pompeu Fabra Working Paper No. 496
Number of pages: 33 Posted: 25 Jan 2001
Gabriel Perez-Quiros and Hugo Rodríguez Mendizábal
Banco de España and Institut d'Anàlisi Econòmica (CSIC)
Downloads 38 (389,545)

Abstract:

Loading...

Overnight rates, reserve demand, Martingale hypothesis

22.

Policymakers' Revealed Preferences and the Output-Inflation Variability Trade-Off: Implications for the European System of Central Banks

The Manchester School, Vol. 70, pp. 596-618, 2002
Number of pages: 23 Posted: 28 Apr 2003
Stephen G. Cecchetti, Margaret Mary McConnell and Gabriel Perez-Quiros
Brandeis International Business School, Federal Reserve Bank of New York and Banco de España
Downloads 36 (401,030)
Citation 15
  • Add to Cart

Abstract:

Loading...

Country Shocks, Monetary Policy Expectations and ECB Decisions. A Dynamic Non-Linear Approach

Banco de Espana Working Paper No. 1523
Number of pages: 43 Posted: 15 Sep 2015
Maximo Camacho, Danilo Leiva León and Gabriel Perez-Quiros
Autonomous University of Barcelona - Department of Economics, Central Bank of Chile and Banco de España
Downloads 33 (422,768)

Abstract:

Loading...

business cycles, inflation cycles, monetary policy

24.

Are European Business Cycles Close Enough to Be Just One?

CEPR Discussion Paper No. 4824
Number of pages: 49 Posted: 13 Apr 2005
Maximo Camacho, Gabriel Perez-Quiros and Lorena Saiz
Autonomous University of Barcelona - Department of Economics, Banco de España and Banco de España
Downloads 33 (412,913)
Citation 24
  • Add to Cart

Abstract:

Loading...

Business cycle synchronization, economic integration, European union enlargement, cluster analysis, multidimensional scaling

The Great Moderation in Historical Perspective. Is it that Great?

Banco de Espana Working Paper No. 1527
Number of pages: 42 Posted: 02 Oct 2015
Maria Dolores Gadea Rivas, Ana Gómez-Loscos and Gabriel Perez-Quiros
University of Zaragoza, Banco de España and Banco de España
Downloads 27 (451,532)

Abstract:

Loading...

business cycle, volatility, structural breaks, secular changes

26.

High-Growth Recoveries, Inventories and the Great Moderation

Banco de Espana Working Paper No. 0917
Number of pages: 44 Posted: 23 Aug 2009
Maximo Camacho, Gabriel Perez-Quiros and Hugo Rodríguez Mendizábal
Autonomous University of Barcelona - Department of Economics, Banco de España and Institut d'Anàlisi Econòmica (CSIC)
Downloads 23 (429,941)

Abstract:

Loading...

Business cycle features, Great Moderation, High-growth recovery

27.

Ñ-Sting: España Short Term Indicator of Growth

Banco de Espana Working Paper No. 0912
Number of pages: 28 Posted: 23 Jun 2009
Maximo Camacho and Gabriel Perez-Quiros
Autonomous University of Barcelona - Department of Economics and Banco de España
Downloads 17 (401,030)
Citation 2

Abstract:

Loading...

Business Cycles, Output Growth, Time Series

28.

Green Shoots in the Euro Area: A Real Time Measure

Banco de Espana Working Paper No. 1026
Number of pages: 40 Posted: 23 Jul 2010
Maximo Camacho, Gabriel Perez-Quiros and Pilar Poncela
Autonomous University of Barcelona - Department of Economics, Banco de España and Universidad Autónoma de Madrid
Downloads 15 (459,653)
Citation 1

Abstract:

Loading...

Business Cycles, Output Growth, Time Series

29.

Can We Use Seasonally Adjusted Indicators in Dynamic Factor Models?

Banco de Espana Working Paper No. 1235
Number of pages: 33 Posted: 11 Oct 2012
Maximo Camacho, Gabriel Perez-Quiros and Yuliya Yuliya Lovcha
Autonomous University of Barcelona - Department of Economics, Banco de España and University of Navarra
Downloads 13 (481,151)
Citation 1

Abstract:

Loading...

dynamic factor models, seasonal adjustment, short-term forecasting

30.

Jump-and-Rest Effects of Us Business Cycles

CEPR Discussion Paper No. 4975
Number of pages: 51 Posted: 28 Jul 2005
Maximo Camacho and Gabriel Perez-Quiros
Autonomous University of Barcelona - Department of Economics and Banco de España
Downloads 13 (513,054)
  • Add to Cart

Abstract:

Loading...

Business cycles, output growth, time series

31.

Real and Financial Cycles in EU Countries: Stylised Facts and Modelling Implications

ECB Occasional Paper No. 205, ISBN: 978-92-899-3364-3
Number of pages: 68 Posted: 11 Jan 2018
European Central Bank, Bank of Greece, Bank of Italy, Bank of Latvia, Bank of Lithuania - Economics Department, National Bank of Belgium, Catholic University of Leuven (KUL) - Department of Economics, Banque Centrale du Luxembourg, Bank of Finland - Research, De Nederlandsche Bank, Bank of Portugal - Economic Research Department, European Central Bank (ECB) - Directorate General Research, Bank of Estonia, Croatian National Bank, Bank of Slovenia, National Institute of Statistics and Economic Studies (INSEE), University of Primorska, Deutsche Bundesbank - Economics Department, Bank of Greece, National Bank of Denmark, Banco de España, Hans-Boeckler-Stiftung - Macroeconomic Policy Institute (IMK), Magyar Nemzeti Bank, Deutsche Bundesbank and European Central Bank
Downloads 0 (416,932)

Abstract:

Loading...

financial cycles, synchronicity, real-time estimates, DSGE models

32.

What Do the Leading Indicators Lead?

Journal of Business, Vol. 59, No 1, January 1996
Posted: 16 Jul 1998
James D. Hamilton and Gabriel Perez-Quiros
University of California at San Diego and Banco de España

Abstract:

Loading...