Gabriel Pérez-Quirós

Banco de España

Alcala 50

Madrid 28014

Spain

SCHOLARLY PAPERS

15

DOWNLOADS

296

CITATIONS
Rank 45,025

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Top 45,025

in Total Papers Citations

3

Scholarly Papers (15)

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 (669,090)
Citation 1
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Business Cycles, Output Growth, Time Series

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 106 (251,530)

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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)
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demographics, Kalman filter, Natural rate of interest, observability

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 89 (280,618)

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business cycles, forecasting, financial crisis

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
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business cycle, Markov Switching models, recoveries, volatility

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

7.

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 37 (428,378)

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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

9.
Downloads 31 (453,789)

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 (465,303)

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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
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Business Cycles, recoveries

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

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 (505,975)

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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 (600,938)
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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
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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
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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
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Business Cycles, Output Growth, Time Series.