Danilo Leiva‐Leon

Banco de España

Alcala 50

Madrid 28014

Spain

SCHOLARLY PAPERS

8

DOWNLOADS

161

CITATIONS

0

Scholarly Papers (8)

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 50 (381,111)

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

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 18 (541,952)

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

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 39 (420,377)

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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 Hong Kong Monetary Authority
Downloads 9 (600,773)

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House Prices, Markov-Switching Models, Synchronization, China

5.

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 14 (546,403)

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regional activity, nowcasting, dynamic factor model

6.

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 (558,193)

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structural analysis, vector autoregressions, bayesian estimation, sign restrictions

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 11 (587,492)

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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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8.

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 8 (582,387)

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