Gabriel Pérez-Quirós

Banco de España

Alcala 50

Madrid 28014

Spain

SCHOLARLY PAPERS

15

DOWNLOADS

317

CITATIONS
Rank 2,903

SSRN RANKINGS

Top 2,903

in Total Papers Citations

272

Scholarly Papers (15)

1.
Downloads 113 (174,009)
Citation 52

The Rise and Fall of the Natural Interest Rate

Banco de Espana Working Paper No. 1822
Number of pages: 69 Posted: 30 Jul 2018
Universita di Firenze - Dipartimento di Statistica, Banco de España, Banco de España and Centro de Estudios Monetarios y Financieros (CEMFI)
Downloads 112 (244,986)
Citation 24

Abstract:

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natural rate of interest, Kalman filter, observability, demographics

The Rise and Fall of the Natural Interest Rate

CEPR Discussion Paper No. DP13042
Number of pages: 73 Posted: 16 Jul 2018
Universita di Firenze - Dipartimento di Statistica, Banco de España, Banco de España and Centro de Estudios Monetarios y Financieros (CEMFI)
Downloads 1 (681,444)
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demographics, Kalman filter, Natural rate of interest, observability

2.
Downloads 1 (176,726)
Citation 62

Markov-Switching Dynamic Factor Models in Real Time

CEPR Discussion Paper No. DP8866
Number of pages: 51 Posted: 01 Mar 2012
Maximo Camacho, Gabriel Pérez-Quirós and Pilar Poncela
Autonomous University of Barcelona - Department of Economics, Banco de España and Universidad Autónoma de Madrid
Downloads 1 (681,444)
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Business Cycles, Output Growth, Time Series

3.

The Failure to Predict the Great Recession - The Failure of Academic Economics? A View Focusing on the Role of Credit

Banco de Espana Working Paper No. 1240
Number of pages: 51 Posted: 19 Dec 2012
Maria Dolores Gadea Rivas and Gabriel Pérez-Quirós
University of Zaragoza and Banco de España
Downloads 90 (282,311)

Abstract:

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business cycles, forecasting, financial crisis

4.
Downloads 0 (343,598)
Citation 49

Fiscal Targets. A Guide to Forecasters?

CEPR Discussion Paper No. DP10553
Number of pages: 35 Posted: 27 Apr 2015
Joan Paredes, Javier J. Pérez and Gabriel Pérez-Quirós
European Central Bank, Banco de España - Research Department and Banco de España
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fiscal policy, forecasting, policy credibility

The Two Greatest. Great Recession vs. Great Moderation

CEPR Discussion Paper No. DP10092
Number of pages: 34 Posted: 25 Sep 2014
Maria Dolores Gadea Rivas, Ana Gómez-Loscos and Gabriel Pérez-Quirós
University of Zaragoza, Banco de España and Banco de España
Downloads 1 (681,444)
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business cycle, Markov Switching models, recoveries, volatility

6.

A Short-Term Forecasting Model for GDP and Its Demand Components (Un modelo de previsión del PIB y de sus componentes de demanda)

Banco de Espana Article 27/17
Number of pages: 10 Posted: 08 Dec 2017
Banco de España, Banco de España, Banco de España and Banco de España
Downloads 51 (383,028)

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Finite Sample Performance of Small Versus Large Scale Dynamic Factor Models

CEPR Discussion Paper No. DP8867
Number of pages: 50 Posted: 04 Apr 2012
Rocio Alvarez, Maximo Camacho and Gabriel Pérez-Quirós
Universidad de Alicante, Autonomous University of Barcelona - Department of Economics and Banco de España
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business cycles, output growth, time series

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

CEPR Discussion Paper No. DP10828
Number of pages: 39 Posted: 21 Sep 2015
Maximo Camacho, Danilo Leiva-Leon and Gabriel Pérez-Quirós
Autonomous University of Barcelona - Department of Economics, Central Bank of Chile and Banco de España
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business cycles, inflation cycles, monetary policy

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

CEPR Discussion Paper No. DP10825
Number of pages: 38 Posted: 21 Sep 2015
Maria Dolores Gadea Rivas, Ana Gómez-Loscos and Gabriel Pérez-Quirós
University of Zaragoza, Banco de España and Banco de España
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Business cycle, Secular changes, Structural Breaks, volatility

10.
Downloads 31 (460,367)
Citation 2

Dissecting US Recoveries

Banco de Espana Working Paper No. 1708
Number of pages: 22 Posted: 09 Mar 2017
Maria Dolores Gadea Rivas, Ana Gómez-Loscos and Gabriel Pérez-Quirós
University of Zaragoza, Banco de España and Banco de España
Downloads 31 (472,215)

Abstract:

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business cycles, recoveries

Dissecting US Recoveries

CEPR Discussion Paper No. DP11997
Number of pages: 18 Posted: 02 May 2017
Maria Dolores Gadea Rivas, Ana Gómez-Loscos and Gabriel Pérez-Quirós
University of Zaragoza, Banco de España and Banco de España
Downloads 0
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Business Cycles, recoveries

11.

A Short-Term Forecasting Model for the Spanish Economy: GDP and Its Demand Components

Banco de Espana Occasional Paper No. 1801
Number of pages: 39 Posted: 07 Feb 2018
Banco de España, Banco de España, Banco de España and Banco de España
Downloads 21 (513,571)
Citation 17

Abstract:

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business cycles, spanish economy, dynamic factor models

12.

The Failure to Predict the Great Recession. The Failure of Academic Economics? A View Focusing on the Role of Credit

CEPR Discussion Paper No. DP9269
Number of pages: 47 Posted: 01 Feb 2013
Maria Dolores Gadea Rivas and Gabriel Pérez-Quirós
University of Zaragoza and Banco de España
Downloads 5 (611,681)
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Business Cycles, Credit, Financial Crisis, Forecasting

13.

Commodity Prices and the Business Cycle in Latin America: Living and Dying by Commodities?

CEPR Discussion Paper No. DP9367
Number of pages: 45 Posted: 26 Feb 2013
Maximo Camacho and Gabriel Pérez-Quirós
Autonomous University of Barcelona - Department of Economics and Banco de España
Downloads 4 (618,634)
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Emerging Markets, Non linearities

14.

Green Shoots and Double Dips in the Euro Area: A Real Time Measure

CEPR Discussion Paper No. DP8896
Number of pages: 39 Posted: 04 Apr 2012
Maximo Camacho, Gabriel Pérez-Quirós and Pilar Poncela
Autonomous University of Barcelona - Department of Economics, Banco de España and Universidad Autónoma de Madrid
Downloads 0 (667,153)
Citation 1
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Business Cycles, Time Series, Turning Points

15.

Extracting Nonlinear Signals from Several Economic Indicators

CEPR Discussion Paper No. DP8865
Number of pages: 39 Posted: 01 Mar 2012
Maximo Camacho, Gabriel Pérez-Quirós and Pilar Poncela
Autonomous University of Barcelona - Department of Economics, Banco de España and Universidad Autónoma de Madrid
Downloads 0 (667,153)
Citation 1
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Abstract:

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Business Cycles, Output Growth, Time Series.