Danilo Leiva-Leon

Banco de España

Alcala 50

Madrid 28014

Spain

SCHOLARLY PAPERS

21

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1,049

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in Total Papers Citations

133

CROSSREF CITATIONS

75

Scholarly Papers (21)

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 223 (174,823)

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business cycles, factor model, international, nonlinear

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 223 (174,823)
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

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 (838,783)
Citation 1
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Coronavirus, factor model, International Business Cycles, Nonlinear

2.

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 75 (397,941)
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 38 (552,644)
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 31 (592,922)

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exchange rate, factor model, inflation, structural VAR model

4.

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 62 (440,275)

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Factor Model, Markov-Switching, Forecasting

Mapping China's Time-Varying House Price Landscape

HKIMR Working Paper No.3/2018
Number of pages: 33 Posted: 05 Feb 2018
Michael Funke, Danilo Leiva-Leon and Andrew Tsang
University of Hamburg - Department of Economics, Banco de España and University of Hamburg
Downloads 14 (720,351)

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House Prices, Markov-Switching Models, Synchronization, China

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 52 (477,702)
Citation 21

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regional activity, nowcasting, dynamic factor model

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 19 (679,738)

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

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 29 (605,768)

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

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 9 (763,180)

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

9.

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 38 (540,719)

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volatility, factor model, model uncertainty

10.

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 37 (545,760)

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regional economic activity, nowcasting, dynamic factor model

11.

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 35 (556,212)
Citation 4

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

12.

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 33 (567,057)
Citation 36

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

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 19 (679,738)

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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

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 11 (746,031)

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14.

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 21 (643,320)
Citation 39

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structural analysis, vector autoregressions, bayesian estimation, sign restrictions

15.

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 19 (657,596)
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 19 (679,738)
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
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17.

Tracking Weekly State-Level Economic Conditions

Number of pages: 52 Posted: 12 Jul 2021 Last Revised: 07 Oct 2021
Christiane Baumeister, Danilo Leiva-Leon and Eric R. Sims
University of Notre Dame, Banco de España and University of Michigan at Ann Arbor
Downloads 17 (671,952)

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18.

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 15 (686,905)

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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

19.

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 University of Hamburg
Downloads 9 (733,960)
Citation 53

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house prices, Markov-Switching models, synchronization, China

20.

Tracking Weekly State-Level Economic Conditions

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 (819,352)
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21.

Monetary Policy Independence and the Strength of the Global Financial Cycle

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 (819,352)
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