Danilo Leiva‐Leon

Banco de España

Alcala 50

Madrid 28014

Spain

SCHOLARLY PAPERS

12

DOWNLOADS

232

SSRN CITATIONS
Rank 11,804

SSRN RANKINGS

Top 11,804

in Total Papers Citations

28

CROSSREF CITATIONS

53

Scholarly Papers (12)

1.

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 53 (389,871)
Citation 1

Abstract:

Loading...

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

2.
Downloads 14 (396,615)
Citation 1

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 Hong Kong Monetary Authority
Downloads 14 (597,104)

Abstract:

Loading...

House Prices, Markov-Switching Models, Synchronization, China

3.

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 European University Institute
Downloads 46 (414,166)

Abstract:

Loading...

Factor Model, Markov-Switching, Forecasting

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 (563,058)

Abstract:

Loading...

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

5.

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, Research Department and European Central Bank (ECB)
Downloads 20 (537,655)
Citation 1

Abstract:

Loading...

exchange rate, inflation, factor model, structural VAR model

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 20 (537,655)
Citation 11

Abstract:

Loading...

regional activity, nowcasting, dynamic factor model

7.

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 Massey University
Downloads 19 (543,858)

Abstract:

Loading...

volatility, factor model, model uncertainty

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 13 (604,167)

Abstract:

Loading...

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
  • Add to Cart

Abstract:

Loading...

9.

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, European Central Bank (ECB) and Bank of Spain, Research Department
Downloads 12 (587,492)
Citation 2

Abstract:

Loading...

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

10.

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 12 (587,492)
Citation 27

Abstract:

Loading...

structural analysis, vector autoregressions, bayesian estimation, sign restrictions

11.

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 2 (658,335)

Abstract:

Loading...

regional economic activity, nowcasting, dynamic factor model

12.

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 - Faculty of Business, Economics, and Social Sciences
Downloads 2 (658,335)
Citation 17

Abstract:

Loading...

house prices, Markov-Switching models, synchronization, China