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

26

DOWNLOADS
Rank 48,421

SSRN RANKINGS

Top 48,421

in Total Papers Downloads

1,487

SSRN CITATIONS
Rank 1,202

SSRN RANKINGS

Top 1,202

in Total Papers Citations

185

CROSSREF CITATIONS

816

Scholarly Papers (26)

1.
Downloads 204 (224,254)
Citation 69

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 203 (224,933)
Citation 71

Abstract:

Loading...

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 (1,000,687)
Citation 5
  • Add to Cart

Abstract:

Loading...

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 172 (260,619)
Citation 60

Abstract:

Loading...

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 158 (279,959)
Citation 54

Abstract:

Loading...

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 153 (287,518)
Citation 1

Abstract:

Loading...

Leading Indicators, Turning Points, Optimal Forecasting Rule

5.
Downloads 97 (401,378)
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 75 (474,319)
Citation 7

Abstract:

Loading...

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 22 (774,068)

Abstract:

Loading...

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 93 (415,840)
Citation 127

Abstract:

Loading...

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 (985,281)
  • Add to Cart

Abstract:

Loading...

Business cycle, Forecasting, Time Series

7.

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 78 (458,622)
Citation 57

Abstract:

Loading...

Business cycles, output growth, 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 75 (474,319)
Citation 60

Abstract:

Loading...

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
Downloads 0
  • Add to Cart

Abstract:

Loading...

business cycles, output growth, time series

9.

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 58 (535,151)
Citation 5

Abstract:

Loading...

real-time forecasting, economic indicators, business cycles

10.

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 57 (539,612)
Citation 47

Abstract:

Loading...

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 34 (678,705)

Abstract:

Loading...

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 20 (792,227)

Abstract:

Loading...

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 (1,000,687)
  • Add to Cart

Abstract:

Loading...

12.

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 45 (597,597)
Citation 36

Abstract:

Loading...

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 44 (615,914)

Abstract:

Loading...

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
Downloads 0
  • Add to Cart

Abstract:

Loading...

business cycles, inflation cycles, monetary policy

14.

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 41 (619,573)
Citation 42

Abstract:

Loading...

Business cycle features, Great Moderation, High-growth recovery

15.

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 37 (642,505)
Citation 44

Abstract:

Loading...

dynamic factor models, seasonal adjustment, short-term forecasting

16.

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 (667,723)
  • Add to Cart

Abstract:

Loading...

Business cycle synchronization, economic integration, European union enlargement, cluster analysis, multidimensional scaling

17.

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 24 (733,102)
Citation 1

Abstract:

Loading...

business cycles, turning points, finite mixture models

18.

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 21 (757,596)
Citation 55

Abstract:

Loading...

19.

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 (828,952)
  • Add to Cart

Abstract:

Loading...

Business cycles, output growth, time series

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 10 (858,088)

Abstract:

Loading...

business cycles, turning points, finite mixture models, Spain

21.

Spain-Sting: Spain Short-Term Indicator of Growth

The Manchester School, Vol. 79, pp. 594-616, 2011
Number of pages: 23 Posted: 21 Apr 2011
Maximo Camacho and Gabriel Perez Quiros
Autonomous University of Barcelona - Department of Economics and affiliation not provided to SSRN
Downloads 10 (858,088)
Citation 10

Abstract:

Loading...

22.

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 (919,569)
  • Add to Cart

Abstract:

Loading...

Emerging Markets, Non linearities

23.

TAR Panel Unit Root Tests and Real Convergence

Review of Development Economics, Vol. 12, Issue 3, pp. 668-681, August 2008
Number of pages: 14 Posted: 21 Jul 2008
Arielle Beyaert and Maximo Camacho
University of Murcia and Autonomous University of Barcelona - Department of Economics
Downloads 3 (931,652)

Abstract:

Loading...

24.

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 (970,967)
Citation 1
  • Add to Cart

Abstract:

Loading...

Business Cycles, Time Series, Turning Points

25.

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 (970,967)
Citation 4
  • Add to Cart

Abstract:

Loading...

Business Cycles, Output Growth, Time Series.

26.

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

Abstract:

Loading...

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