Gabriel Pérez-Quirós

Banco de España

Alcala 50

Madrid 28014

Spain

SCHOLARLY PAPERS

16

DOWNLOADS

951

TOTAL CITATIONS
Rank 6,907

SSRN RANKINGS

Top 6,907

in Total Papers Citations

90

Scholarly Papers (16)

Actions:
Email selected abstracts
1.

The Rise and Fall of the Natural Interest Rate

Downloads 419 (57,207)
Citation 44

The Rise and Fall of the Natural Interest Rate

Banco de Espana Working Paper No. 1822
Number of pages: 69 Posted: 30 Jul 2018
Gabriele Fiorentini, Alessandro Galesi, Gabriel Pérez-Quirós and Enrique Sentana
Universita di Firenze - Dipartimento di Statistica, idealista, Banco de España and Centro de Estudios Monetarios y Financieros (CEMFI)
Downloads 417 (151,101)
Citation 43

Abstract:

Loading...

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
Gabriele Fiorentini, Alessandro Galesi, Gabriel Pérez-Quirós and Enrique Sentana
Universita di Firenze - Dipartimento di Statistica, idealista, Banco de España and Centro de Estudios Monetarios y Financieros (CEMFI)
Downloads 2 (1,388,948)
Citation 1
  • Add to Cart

Abstract:

Loading...

demographics, Kalman filter, Natural rate of interest, observability

2.

Markov-Switching Dynamic Factor Models in Real Time

Downloads 2 (272,057)
Citation 5

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 2 (1,388,948)
Citation 5
  • Add to Cart

Abstract:

Loading...

Business Cycles, Output Growth, Time Series

3.

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
Ana Arencibia Pareja, Ana Gómez-Loscos, Mercedes de Luis López and Gabriel Pérez-Quirós
Banco de España, Banco de España, Banco de España and Banco de España
Downloads 203 (323,591)
Citation 1

Abstract:

Loading...

4.

Fiscal Targets. A Guide to Forecasters?

Downloads 3 (444,565)

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
Downloads 3 (1,382,377)
  • Add to Cart

Abstract:

Loading...

fiscal policy, forecasting, policy credibility

5.

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 139 (449,648)
Citation 1

Abstract:

Loading...

business cycles, forecasting, financial crisis

6.

The Two Greatest. Great Recession vs. Great Moderation

Downloads 1 (550,743)
Citation 1

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 (1,397,625)
Citation 1
  • Add to Cart

Abstract:

Loading...

business cycle, Markov Switching models, recoveries, volatility

7.

Finite Sample Performance of Small Versus Large Scale Dynamic Factor Models

Downloads 2 (558,479)

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
Downloads 2 (1,388,948)
  • Add to Cart

Abstract:

Loading...

business cycles, output growth, time series

8.

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

Downloads 3 (640,870)

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
Downloads 3 (1,382,377)
  • Add to Cart

Abstract:

Loading...

Business cycle, Secular changes, Structural Breaks, volatility

9.

Growth-and-Risk Trade-Off

Downloads 3 (668,986)
Citation 3

Growth-and-Risk Trade-Off

CEPR Discussion Paper No. DP14492
Number of pages: 62 Posted: 25 Mar 2020
Maria Dolores Gadea Rivas, Luc Laeven and Gabriel Pérez-Quirós
University of Zaragoza, European Central Bank (ECB) and Banco de España
Downloads 3 (1,382,377)
Citation 3
  • Add to Cart

Abstract:

Loading...

business cycles, credit growth, macroprudential policies

10.

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
Ana Arencibia Pareja, Ana Gómez-Loscos, Mercedes de Luis López and Gabriel Pérez-Quirós
Banco de España, Banco de España, Banco de España and Banco de España
Downloads 68 (727,338)
Citation 23

Abstract:

Loading...

business cycles, spanish economy, dynamic factor models

11.

Dissecting US Recoveries

Downloads 64 (751,052)

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 64 (764,410)

Abstract:

Loading...

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
  • Add to Cart

Abstract:

Loading...

Business Cycles, recoveries

12.

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

Downloads 0 (770,103)

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
Downloads 0
  • Add to Cart

Abstract:

Loading...

business cycles, inflation cycles, monetary policy

13.

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

Downloads 35 (985,763)

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

Banco de Espana Working Paper No. 1304
Number of pages: 49 Posted: 25 Aug 2023
Maximo Camacho and Gabriel Pérez-Quirós
Autonomous University of Barcelona - Department of Economics and Banco de España
Downloads 30 (1,067,951)

Abstract:

Loading...

commodities, business cycle, non linearities

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 5 (1,369,807)
  • Add to Cart

Abstract:

Loading...

Emerging Markets, Non linearities

14.

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 6 (1,307,704)
Citation 7
  • Add to Cart

Abstract:

Loading...

Business Cycles, Credit, Financial Crisis, Forecasting

15.

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 2 (1,329,415)
Citation 1
  • Add to Cart

Abstract:

Loading...

Business Cycles, Time Series, Turning Points

16.

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 1 (1,336,229)
Citation 4
  • Add to Cart

Abstract:

Loading...

Business Cycles, Output Growth, Time Series.