Maximo Camacho

Autonomous University of Barcelona - Department of Economics

Avda. Diagonal 690

Barcelona, 08034

Spain

Universidad de Murcia - Departamento de Metodos Cuantitativos

Campus de Espinardo

30100 Murcia

Spain

SCHOLARLY PAPERS

25

DOWNLOADS

1,823

SSRN CITATIONS
Rank 1,668

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Top 1,668

in Total Papers Citations

190

CROSSREF CITATIONS

815

Scholarly Papers (25)

1.
Downloads 221 (255,961)
Citation 70

Markov-Switching Dynamic Factor Models in Real Time

Banco de Espana Working Paper No. 1205
Number of pages: 55 Posted: 12 Feb 2012
Maximo Camacho, Gabriel Perez-Quiros and Pilar Poncela
Autonomous University of Barcelona - Department of Economics, Banco de España and Universidad Autónoma de Madrid
Downloads 220 (256,139)
Citation 73

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business cycles, output growth, time series

Markov-Switching Dynamic Factor Models in Real Time

CEPR Discussion Paper No. DP8866
Number of pages: 51 Posted: 01 Mar 2012
Autonomous University of Barcelona - Department of Economics, Banco de España and Universidad Autónoma de Madrid
Downloads 1 (1,176,265)
Citation 5
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Business Cycles, Output Growth, Time Series

2.

Short-Run Forecasting of the Euro-Dollar Exchange Rate with Economic Fundamentals

Banco de Espana Working Paper No. 1203
Number of pages: 41 Posted: 07 Feb 2012
Independent, Autonomous University of Barcelona - Department of Economics and Banco de España
Downloads 185 (301,024)
Citation 60

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euro-dollar rate, exchange rate forecasting, State-space model, mixed frequencies

3.

Short-Term Forecasting for Empirical Economists. A Survey of the Recently Proposed Algorithms

Banco de Espana Working Paper No. 1318
Number of pages: 63 Posted: 13 Nov 2013
Maximo Camacho, Gabriel Perez-Quiros and Pilar Poncela
Autonomous University of Barcelona - Department of Economics, Banco de España and Universidad Autónoma de Madrid
Downloads 172 (321,067)
Citation 56

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Forecasting, GDP growth, time series

4.

This is What the Us Leading Indicators Lead

Number of pages: 38 Posted: 03 Dec 2002
Maximo Camacho and Gabriel Perez-Quiros
Autonomous University of Barcelona - Department of Economics and Banco de España
Downloads 169 (325,937)
Citation 1

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Leading Indicators, Turning Points, Optimal Forecasting Rule

5.
Downloads 117 (436,885)
Citation 7

Monitoring the World Business Cycle

Banco de Espana Working Paper No. 1509
Number of pages: 26 Posted: 31 Mar 2015 Last Revised: 15 Jul 2015
Maximo Camacho and Jaime Martinez-Martin
Autonomous University of Barcelona - Department of Economics and Banco de España
Downloads 87 (540,015)
Citation 7

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real-time forecasting, world economic indicators, business cycles, non-linear dynamic factor models

Monitoring the World Business Cycle

Globalization and Monetary Policy Institute Working Paper No. 228
Number of pages: 20 Posted: 17 Aug 2015
Maximo Camacho and Jaime Martinez-Martin
Autonomous University of Barcelona - Department of Economics and Banco de España
Downloads 30 (885,588)

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Introducing the Euro-Sting: Short Term Indicator of Euro Area Growth

Banco de España Working Paper No. 0807
Number of pages: 45 Posted: 30 Apr 2008
Maximo Camacho and Gabriel Perez-Quiros
Autonomous University of Barcelona - Department of Economics and Banco de España
Downloads 113 (450,622)
Citation 127

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business cycles, output growth, time series

Introducing the Euro-Sting: Short-Term Indicator of Euro Area Growth

CEPR Discussion Paper No. DP7343
Number of pages: 51 Posted: 26 Aug 2009
Maximo Camacho and Gabriel Perez-Quiros
Autonomous University of Barcelona - Department of Economics and Banco de España
Downloads 2 (1,166,819)
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Business cycle, Forecasting, Time Series

Finite Sample Performance of Small Versus Large Scale Dynamic Factor Models

Banco de Espana Working Paper No. 1204
Number of pages: 53 Posted: 12 Feb 2012
Rocio Alvarez, Maximo Camacho and Gabriel Perez-Quiros
Universidad de Alicante, Autonomous University of Barcelona - Department of Economics and Banco de España
Downloads 93 (517,404)
Citation 66

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business cycles, output growth, time series

Finite Sample Performance of Small Versus Large Scale Dynamic Factor Models

CEPR Discussion Paper No. DP8867
Number of pages: 50 Posted: 04 Apr 2012
Universidad de Alicante, Autonomous University of Barcelona - Department of Economics and Banco de España
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business cycles, output growth, time series

8.

Extracting Non-Linear Signals from Several Economic Indicators

Banco de Espana Working Paper No. 1202
Number of pages: 42 Posted: 07 Feb 2012
Maximo Camacho, Gabriel Perez-Quiros and Pilar Poncela
Autonomous University of Barcelona - Department of Economics, Banco de España and Universidad Autónoma de Madrid
Downloads 90 (523,617)
Citation 1

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Business cycles, output growth, time series

Spillover Effects in International Business Cycles

Banco de Espana Working Paper No. 2034
Number of pages: 48 Posted: 17 Nov 2020
Maximo Camacho, Matias Pacce and Gabriel Perez-Quiros
Autonomous University of Barcelona - Department of Economics, Banco de España and Banco de España
Downloads 56 (691,772)

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international business cycles, mixed frequency data, bayesian estimation, spillover effects

Spillover Effects in International Business Cycles

ECB Working Paper No. 20202484
Number of pages: 47 Posted: 02 Nov 2020
Maximo Camacho, Gabriel Perez-Quiros and Matias Pacce
Autonomous University of Barcelona - Department of Economics, Banco de España and Banco de España
Downloads 32 (867,549)

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Bayesian estimation, international business cycles, mixed frequency data, spillover effects

Spillover Effects in International Business Cycles

CEPR Discussion Paper No. DP15787
Number of pages: 46 Posted: 11 Feb 2021
Maximo Camacho, Matias Pacce and Gabriel Pérez-Quirós
Autonomous University of Barcelona - Department of Economics, Banco de España and European Central Bank (ECB)
Downloads 1 (1,176,265)
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10.

Green Shoots in the Euro Area: A Real Time Measure

Banco de Espana Working Paper No. 1026
Number of pages: 40 Posted: 23 Jul 2010
Maximo Camacho, Gabriel Perez-Quiros and Pilar Poncela
Autonomous University of Barcelona - Department of Economics, Banco de España and Universidad Autónoma de Madrid
Downloads 83 (550,292)
Citation 37

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Business Cycles, Output Growth, Time Series

11.

Real-Time Forecasting US GDP from Small-Scale Factor Models

Banco de Espana Working Paper No. 1425
Number of pages: 27 Posted: 11 Oct 2014
Maximo Camacho and Jaime Martinez-Martin
Autonomous University of Barcelona - Department of Economics and Banco de España
Downloads 68 (615,659)
Citation 5

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real-time forecasting, economic indicators, business cycles

12.

Ñ-Sting: España Short Term Indicator of Growth

Banco de Espana Working Paper No. 0912
Number of pages: 28 Posted: 23 Jun 2009
Maximo Camacho and Gabriel Perez-Quiros
Autonomous University of Barcelona - Department of Economics and Banco de España
Downloads 65 (630,278)
Citation 47

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Business Cycles, Output Growth, Time Series

Country Shocks, Monetary Policy Expectations and ECB Decisions. A Dynamic Non-Linear Approach

Banco de Espana Working Paper No. 1523
Number of pages: 43 Posted: 15 Sep 2015
Autonomous University of Barcelona - Department of Economics, Central Bank of Chile and Banco de España
Downloads 55 (697,763)

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business cycles, inflation cycles, monetary policy

Country Shocks, Monetary Policy Expectations and ECB Decisions. A Dynamic Non-Linear Approach

CEPR Discussion Paper No. DP10828
Number of pages: 39 Posted: 21 Sep 2015
Autonomous University of Barcelona - Department of Economics, Central Bank of Chile and Banco de España
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business cycles, inflation cycles, monetary policy

14.

Can We Use Seasonally Adjusted Indicators in Dynamic Factor Models?

Banco de Espana Working Paper No. 1235
Number of pages: 33 Posted: 11 Oct 2012
Autonomous University of Barcelona - Department of Economics, Banco de España and University of Navarra
Downloads 52 (701,323)
Citation 47

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dynamic factor models, seasonal adjustment, short-term forecasting

15.

High-Growth Recoveries, Inventories and the Great Moderation

Banco de Espana Working Paper No. 0917
Number of pages: 44 Posted: 23 Aug 2009
Autonomous University of Barcelona - Department of Economics, Banco de España and Institut d'Anàlisi Econòmica (CSIC)
Downloads 50 (713,782)
Citation 42

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Business cycle features, Great Moderation, High-growth recovery

16.

A New Approach to Dating the Reference Cycle

Banco de Espana Working Paper No. 1914 (2019)
Number of pages: 36 Posted: 09 May 2019 Last Revised: 17 Jul 2019
Autonomous University of Barcelona - Department of Economics, University of Zaragoza and Banco de España
Downloads 46 (739,262)
Citation 2

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business cycles, turning points, finite mixture models

17.
Downloads 46 (739,262)
Citation 54

The Propagation of Industrial Business Cycles

Number of pages: 42 Posted: 18 Nov 2015
Maximo Camacho and Danilo Leiva-Leon
Autonomous University of Barcelona - Department of Economics and Central Bank of Chile
Downloads 36 (833,365)
Citation 55

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The Propagation of Industrial Business Cycles

Banco de Espana Working Paper No. 1728
Number of pages: 44 Posted: 25 Aug 2023
Maximo Camacho and Danilo Leiva-Leon
Autonomous University of Barcelona - Department of Economics and Banco de España
Downloads 10 (1,093,064)
Citation 1

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business bycles, output growth, time series

18.

Are European Business Cycles Close Enough to Be Just One?

Number of pages: 49 Posted: 13 Apr 2005
Maximo Camacho, Gabriel Perez-Quiros and Lorena Saiz
Autonomous University of Barcelona - Department of Economics, Banco de España and Banco de España
Downloads 33 (835,176)
Citation 5
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Business cycle synchronization, economic integration, European union enlargement, cluster analysis, multidimensional scaling

19.

Quantifying the Impact: Are Coastal Areas Impoverished by Marine Pollution?

Number of pages: 32 Posted: 17 Nov 2023
affiliation not provided to SSRN, Autonomous University of Barcelona - Department of Economics and affiliation not provided to SSRN
Downloads 22 (933,713)

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Harmful algal bloom, coastal ecosystem, seawater deterioration, externalities, spatial difference-in-differences

20.

An Automatic Algorithm to Date the Reference Cycle of the Spanish Economy

Banco de Espana Working Paper No. 2139
Number of pages: 32 Posted: 23 Nov 2021
Autonomous University of Barcelona - Department of Economics, University of Zaragoza and Banco de España
Downloads 20 (953,702)

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business cycles, turning points, finite mixture models, Spain

Commodity Prices and the Business Cycle in Latin America: Living and Dying by Commodities?

Banco de Espana Working Paper No. 1304
Number of pages: 49 Posted: 25 Aug 2023
Maximo Camacho and Gabriel Pérez-Quirós
Autonomous University of Barcelona - Department of Economics and Banco de España
Downloads 15 (1,039,373)

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commodities, business cycle, non linearities

Commodity Prices and the Business Cycle in Latin America: Living and Dying by Commodities?

CEPR Discussion Paper No. DP9367
Number of pages: 45 Posted: 26 Feb 2013
Maximo Camacho and Gabriel Pérez-Quirós
Autonomous University of Barcelona - Department of Economics and Banco de España
Downloads 4 (1,149,415)
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Emerging Markets, Non linearities

22.

Jump-and-Rest Effects of Us Business Cycles

CEPR Discussion Paper No. 4975
Number of pages: 51 Posted: 28 Jul 2005
Maximo Camacho and Gabriel Perez-Quiros
Autonomous University of Barcelona - Department of Economics and Banco de España
Downloads 13 (1,025,195)
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Business cycles, output growth, time series

23.

Green Shoots and Double Dips in the Euro Area: A Real Time Measure

CEPR Discussion Paper No. DP8896
Number of pages: 39 Posted: 04 Apr 2012
Autonomous University of Barcelona - Department of Economics, Banco de España and Universidad Autónoma de Madrid
Downloads 0 (1,136,891)
Citation 1
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Business Cycles, Time Series, Turning Points

24.

Extracting Nonlinear Signals from Several Economic Indicators

CEPR Discussion Paper No. DP8865
Number of pages: 39 Posted: 01 Mar 2012
Autonomous University of Barcelona - Department of Economics, Banco de España and Universidad Autónoma de Madrid
Downloads 0 (1,136,891)
Citation 4
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Business Cycles, Output Growth, Time Series.

25.

Determinants of Japanese Yen Interest Rate Swap Spreads: Evidence from a Smooth Transition Vector Autoregressive Model

Journal of Futures Markets, 2008 (28), No.1, pp82-107
Posted: 26 Mar 2007 Last Revised: 12 Sep 2008
Ying Sophie Huang, Carl R. Chen and Maximo Camacho
Zhejiang University, School of Management, University of Dayton and Autonomous University of Barcelona - Department of Economics

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Japanese yen interest rate swap, smooth transition VAR, regime switching