Danilo Leiva‐Leon

Banco de España

Alcala 50

Madrid 28014

Spain

SCHOLARLY PAPERS

14

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617

SSRN CITATIONS
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in Total Papers Citations

87

CROSSREF CITATIONS

61

Scholarly Papers (14)

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 210 (161,941)

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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 89 (320,550)
Citation 3

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international, business cycles, factor model, 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 (757,053)
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 60 (396,149)
Citation 2

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

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 Bocconi University - Department of Economics
Downloads 56 (409,804)

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Factor Model, Markov-Switching, Forecasting

4.
Downloads 14 (420,093)
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 (642,943)

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House Prices, Markov-Switching Models, Synchronization, China

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 33 (515,679)
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, Research Department
Downloads 11 (666,268)

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exchange rate, factor model, inflation, structural VAR 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 (605,931)

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

7.

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 27 (535,393)
Citation 17

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regional activity, nowcasting, dynamic factor model

8.

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 25 (547,363)

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volatility, factor model, model uncertainty

9.

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 16 (605,494)

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regional economic activity, nowcasting, dynamic factor model

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 16 (627,724)
Citation 1

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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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11.

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, Research Department
Downloads 13 (626,191)
Citation 2

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

12.

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 13 (626,191)
Citation 39

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structural analysis, vector autoregressions, bayesian estimation, sign restrictions

13.

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 10 (647,559)
Citation 7

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

14.

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 4 (691,720)
Citation 43

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house prices, Markov-Switching models, synchronization, China