Danilo Leiva-Leon

Banco de España

Alcala 50

Madrid 28014

Spain

SCHOLARLY PAPERS

22

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1,408

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Top 6,341

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133

CROSSREF CITATIONS

75

Scholarly Papers (22)

Real-time Weakness of the Global Economy: A First Assessment of the Coronavirus Crisis

Banco de Espana Working Paper No. 2015
Number of pages: 62 Posted: 03 Jun 2020
Danilo Leiva-Leon, Gabriel Pérez-Quirós and Eyno Rots
Banco de España, European Central Bank (ECB) and Magyar Nemzeti Bank
Downloads 273 (158,668)
Citation 5

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international, business cycles, factor model, nonlinear

Real-Time Weakness of the Global Economy: A First Assessment of the Coronavirus Crisis

ECB Working Paper No. 2381
Number of pages: 60 Posted: 25 Mar 2020
Danilo Leiva-Leon, Gabriel Perez-Quiros and Eyno Rots
Banco de España, Banco de España and Magyar Nemzeti Bank
Downloads 224 (192,759)

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business cycles, factor model, international, nonlinear

Real-Time Weakness of the Global Economy: A First Assessment of the Coronavirus Crisis

CEPR Discussion Paper No. DP14484
Number of pages: 63 Posted: 25 Mar 2020
Danilo Leiva-Leon, Gabriel Pérez-Quirós and Eyno Rots
Banco de España, European Central Bank (ECB) and Magyar Nemzeti Bank
Downloads 1 (951,704)
Citation 1
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Coronavirus, factor model, International Business Cycles, Nonlinear

Do Inflation Expectations Improve Model-based Inflation Forecasts?

Banco de Espana Working Paper No. 2138
Number of pages: 77 Posted: 12 Nov 2021
Marta Banbura, Danilo Leiva-Leon and Jan-Oliver Menz
European Central Bank, Banco de España and Deutsche Bundesbank
Downloads 93 (388,165)

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forecasting, inflation, inflation expectations, Phillips curve, bayesian VAR

Do Inflation Expectations Improve Model-Based Inflation Forecasts?

ECB Working Paper No. 2021/2604
Number of pages: 75 Posted: 12 Oct 2021
Marta Banbura, Danilo Leiva-Leon and Jan-Oliver Menz
European Central Bank, Banco de España and Deutsche Bundesbank
Downloads 67 (470,206)

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Bayesian VAR, forecasting, inflation, inflation expectations, Phillips curve

Do Inflation Expectations Improve Model-Based Inflation Forecasts?

Deutsche Bundesbank Discussion Paper No. 48/2021
Number of pages: 70 Posted: 04 Feb 2022
Marta Banbura, Danilo Leiva-Leon and Jan-Oliver Menz
European Central Bank, Banco de España and Deutsche Bundesbank
Downloads 5 (892,497)

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Forecasting, Inflation, Inflation expectations, Phillips curve, BayesianVAR

3.

Monetary Policy, Stock Market and Sectoral Comovement

Banco de Espana Working Paper No. 1731
Number of pages: 41 Posted: 25 Aug 2017
Pierre Guérin and Danilo Leiva-Leon
Government of Canada - Bank of Canada and Banco de España
Downloads 88 (398,379)
Citation 2

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stock market, monetary policy, markov-switching, factor model, network analysis

Exchange Rate Shocks and Inflation Comovement in the Euro Area

Banco de Espana Working Paper No. 1934 (2019)
Number of pages: 59 Posted: 16 Oct 2019
Danilo Leiva-Leon, Eva Ortega and Jaime Martínez-Martín
Banco de España, Bank of Spain, DG Economics, Statistics and Research and European Central Bank (ECB)
Downloads 43 (577,299)
Citation 1

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exchange rate, inflation, factor model, structural VAR model

Exchange Rate Shocks and Inflation Comovement in the Euro Area

ECB Working Paper No. 2383
Number of pages: 57 Posted: 25 Mar 2020
Danilo Leiva-Leon, Jaime Martínez-Martín and Eva Ortega
Banco de España, European Central Bank (ECB) and Bank of Spain, DG Economics, Statistics and Research
Downloads 41 (588,315)

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exchange rate, factor model, inflation, structural VAR model

5.

Markov-Switching Three-Pass Regression Filter

Banco de Espana Working Paper No. 1748
Number of pages: 59 Posted: 29 Dec 2017
Government of Canada - Bank of Canada, Banco de España and Bocconi University - Department of Economics
Downloads 67 (464,148)

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Factor Model, Markov-Switching, Forecasting

6.

An Application of Dynamic Factor Models to Nowcast Regional Economic Activity in Spain

Banco de Espana Occasional Paper No. 1904 (2019)
Number of pages: 29 Posted: 08 Mar 2019
Maria Gil, Danilo Leiva-Leon, Javier J. Pérez and Alberto Urtasun
Banco de España, Banco de España, Banco de España - Research Department and Banco de España
Downloads 60 (490,409)
Citation 21

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regional activity, nowcasting, dynamic factor model

7.

Endogenous Time Variation in Vector Autoregressions

Banco de Espana Working Paper No. 2108
Number of pages: 82 Posted: 26 Feb 2021
Danilo Leiva-Leon and Luis Uzeda
Banco de España and Bank of Canada
Downloads 54 (514,744)
Citation 4

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TVP-VAR, state-space, endogeneity, bayesian, monetary policy

Tracking weekly state-level economic conditions

CAMA Working Paper No. 55/2021
Number of pages: 53 Posted: 08 Jul 2021
Christiane Baumeister, Danilo Leiva-Leon and Eric R. Sims
University of Notre Dame - University of Pretoria - NBER - CEPR - Centre for Applied Macroeconomic Analysis, ANU, Banco de España and University of Michigan at Ann Arbor
Downloads 36 (617,322)

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local economic conditions, government policies, weekly indicators, state economies, cross-state heterogeneity, mixed-frequency dynamic factor model, economic weakness index, Markov-switching, recession probabilities

Tracking Weekly State-Level Economic Conditions

CESifo Working Paper No. 9165
Number of pages: 53 Posted: 09 Jul 2021
Christiane Baumeister, Danilo Leiva-Leon and Eric R. Sims
University of Notre Dame - University of Pretoria - NBER - CEPR - Centre for Applied Macroeconomic Analysis, ANU, Banco de España and University of Michigan at Ann Arbor
Downloads 15 (783,078)

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9.

Macro-financial Interactions in a Changing World

Banco de Espana Working Paper No. 2018
Number of pages: 75 Posted: 16 Jul 2020
Eddie Gerba and Danilo Leiva-Leon
Danmarks Nationalbank (The Central Bank of Denmark) and Banco de España
Downloads 51 (527,843)
Citation 36

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macro-financial linkages, dynamic factor models, TVP-VAR

10.

Fluctuations in Global Macro Volatility

Banco de Espana Working Paper No. 1925 (2019)
Number of pages: 73 Posted: 03 Jul 2019 Last Revised: 17 Jul 2019
Danilo Leiva-Leon and Lorenzo Ductor
Banco de España and University of Granada
Downloads 45 (555,854)

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volatility, factor model, model uncertainty

Model Averaging in Markov-Switching Models: Predicting National Recessions with Regional Data

Banco de Espana Working Paper No. 1727
Number of pages: 18 Posted: 31 Jul 2017
Pierre Guerin and Danilo Leiva-Leon
Government of Canada - Bank of Canada and Banco de España
Downloads 20 (736,928)

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business cycles, forecast combination, forecasting, Markov-switching, nowcasting

12.

Real-Time Regional GDP Forecasting: Statistical Aspects and a Forecasting Model

Banco de Espana Article 17/19
Number of pages: 11 Posted: 18 Dec 2019
Banco de España - Servicio de Estudios, Banco de España, Banco de España, Banco de España - Research Department and Banco de España
Downloads 43 (565,747)

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regional economic activity, nowcasting, dynamic factor model

13.

Tracking Weekly State-Level Economic Conditions

NBER Working Paper No. w29003
Number of pages: 52 Posted: 12 Jul 2021 Last Revised: 01 Apr 2022
Christiane Baumeister, Danilo Leiva-Leon and Eric R. Sims
University of Notre Dame, Banco de España and University of Michigan at Ann Arbor
Downloads 40 (581,305)

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14.

Tracking Weekly State-level Economic Conditions

Banco de Espana Working Paper No. 2134
Number of pages: 56 Posted: 12 Nov 2021
Christiane Baumeister, Danilo Leiva-Leon and Eric R. Sims
University of Notre Dame - University of Pretoria - NBER - CEPR - Centre for Applied Macroeconomic Analysis, ANU, Banco de España and University of Michigan at Ann Arbor
Downloads 27 (660,064)

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local economic conditions, government policies, weekly indicators, state economies, cross-state heterogeneity, mixed-frequency dynamic factor model, economic weakness index, Markov-switching, recession probabilities

15.

Monitoring the Spanish Economy Through the Lenses of Structural Bayesian VARs

Banco de Espana Occasional Papers No. 1706
Number of pages: 56 Posted: 20 Sep 2017
Danilo Leiva-Leon
Banco de España
Downloads 26 (667,337)
Citation 39

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structural analysis, vector autoregressions, bayesian estimation, sign restrictions

16.

Recent Movements in the Euro Exchange Rate and the Impact on Inflation in the Spanish Economy

ECONOMIC BULLETIN 4/2018, Banco de Espana Article 17/18
Number of pages: 8 Posted: 23 Oct 2018
Danilo Leiva-Leon, Jaime Martinez-Martin and Eva Ortega
Banco de España, Banco de España and Bank of Spain, DG Economics, Statistics and Research
Downloads 22 (697,999)
Citation 2

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exchange rate, inflation, structural VAR model, time-varying parameters models

Measuring Business Cycles Intra-Synchronization in US: A Regime-Switching Interdependence Framework

Banco de Espana Working Paper No. 1726
Number of pages: 40 Posted: 31 Jul 2017
Danilo Leiva-Leon
Banco de España
Downloads 21 (728,137)
Citation 2

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business cycles, Markov-Switching, network analysis

Measuring Business Cycles Intra‐Synchronization in US: A Regime‐Switching Interdependence Framework

Oxford Bulletin of Economics and Statistics, Vol. 79, Issue 4, pp. 513-545, 2017
Number of pages: 33 Posted: 27 Jun 2017
Danilo Leiva-Leon
Banco de España
Downloads 0

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18.

Mapping China’s Time-Varying House Price Landscape

Banco de Espana Working Paper No. 1930 (2019)
Number of pages: 32 Posted: 19 Sep 2019
Michael Funke, Danilo Leiva-Leon and Andrew Tsang
University of Hamburg - Department of Economics, Banco de España and ASEAN+3 Macroeconomic Research (AMRO)
Downloads 17 (738,703)
Citation 53

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house prices, Markov-Switching models, synchronization, China

19.

Housing Prices in Spain: Convergence or Decoupling?

Banco de Espana Working Paper No. 2205
Number of pages: 28 Posted: 28 Jan 2022
Corinna Ghirelli, Danilo Leiva-Leon and Alberto Urtasun
Banco de España, Banco de España and Banco de España
Downloads 16 (747,360)

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housing cycles, synchronization, Spain

20.

The Response of Private Investment to An Increase in Public Investment

Banco de Espana Article 11/2022
Number of pages: 13 Posted: 03 Jun 2022
Mario Alloza, Danilo Leiva-Leon and Alberto Urtasun
Banco de España, Banco de España and Banco de España
Downloads 13 (775,148)

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public investment, NGEU, private investment, vector autoregression

21.

Tracking Weekly State-Level Economic Conditions

CEPR Discussion Paper No. DP16317
Number of pages: 54 Posted: 14 Jul 2021
Christiane Baumeister, Danilo Leiva-Leon and Eric R. Sims
University of Notre Dame - University of Pretoria - NBER - CEPR - Centre for Applied Macroeconomic Analysis, ANU, Banco de España and University of Michigan at Ann Arbor
Downloads 0 (926,617)
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22.

Monetary Policy Independence and the Strength of the Global Financial Cycle

CEPR Discussion Paper No. DP16203
Number of pages: 63 Posted: 14 Jul 2021
Christian Friedrich, Pierre Guérin and Danilo Leiva-Leon
Government of Canada - Bank of Canada, International Monetary Fund and Banco de España
Downloads 0 (926,617)
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