Mercedes de Luis López

Banco de España

Alcala 50

Madrid 28014

Spain

SCHOLARLY PAPERS

4

DOWNLOADS

665

SSRN CITATIONS
Rank 24,337

SSRN RANKINGS

Top 24,337

in Total Papers Citations

16

CROSSREF CITATIONS

33

Scholarly Papers (4)

1.

Machine Learning Applied to Active Fixed-income Portfolio Management: A Lasso Logit Approach.

Banco de Espana Working Paper 2324
Number of pages: 30 Posted: 08 Sep 2023
Mercedes de Luis López, Diego José Torres and Emilio Rodriguez
Banco de España, Banco de España and Banco de España
Downloads 319 (174,640)

Abstract:

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machine learning, probabilistic or classification models, Lasso logit regressions, active fixed-income management, absolute excess return, Sharpe ratios, duration management

2.

A Short-Term Forecasting Model for GDP and Its Demand Components (Un modelo de previsión del PIB y de sus componentes de demanda)

Banco de Espana Article 27/17
Number of pages: 10 Posted: 08 Dec 2017
Banco de España, Banco de España, Banco de España and Banco de España
Downloads 193 (285,829)
Citation 1

Abstract:

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3.

New Version of the Quarterly Model of Banco de España (MTBE)

Banco de Espana Occasional Paper No. 1709
Number of pages: 31 Posted: 08 Feb 2018
Ana Arencibia Pareja, Samuel Hurtado, Mercedes de Luis López and Eva Ortega
Banco de España, Banco de España, Banco de España and Bank of Spain, DG Economics, Statistics and Research
Downloads 95 (499,237)
Citation 26

Abstract:

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Spanish Economy, Macroeconometric Model

4.

A Short-Term Forecasting Model for the Spanish Economy: GDP and Its Demand Components

Banco de Espana Occasional Paper No. 1801
Number of pages: 39 Posted: 07 Feb 2018
Banco de España, Banco de España, Banco de España and Banco de España
Downloads 58 (658,379)
Citation 23

Abstract:

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business cycles, spanish economy, dynamic factor models