Alvaro Ortiz

BBVA Research

Head of BBVA Research Analysis

IE Business School

Adjunct Professor

Spain

SCHOLARLY PAPERS

12

DOWNLOADS

617

TOTAL CITATIONS
Rank 15,371

SSRN RANKINGS

Top 15,371

in Total Papers Citations

47

Ideas:
“  I am an Emprical Macroeconomists currently working in the analysis of Macroeconomics using BigData  ”

Scholarly Papers (12)

The Role of Global Risk Aversion in Explaining Latin American Sovereign Spreads

Banco de Espana Working Paper 0505
Number of pages: 51 Posted: 29 Aug 2023
Alicia García-Herrero and Alvaro Ortiz
Bruegel and BBVA Research
Downloads 71 (657,423)

Abstract:

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global risk aversion, sovereign spreads, Latin America

2.
Downloads 236 (258,320)

Short and Variable Lags

Robert Schuman Centre for Advanced Studies Research Paper No. 22, 2023
Number of pages: 62 Posted: 13 Mar 2023
Barcelona School of Economics, Universitat Pompeu Fabra/CREI, European University Institute, Nova School of Business and Economics, University College London, BBVA Research, BBVA Research and University of Edinburgh
Downloads 236 (257,008)

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Event-study, Monetary Policy, Economic Activity, High-Frequency Data, Local Projections

Short and Variable Lags

CEPR Discussion Paper No. 18022.
Posted: 22 Nov 2023 Last Revised: 21 Dec 2023
Barcelona School of Economics, Universitat Pompeu Fabra/CREI, European University Institute, Nova School of Business and Economics, University College London - Department of Economics, affiliation not provided to SSRN, BBVA Research, University of Edinburgh, BBVA Research and affiliation not provided to SSRN

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Monetary Policy, Local Projections, Economic Activity, Event-Study, High-Frequency Data

National Accounts in a World of Naturally Occurring Data: A Proof of Concept for Consumption

Cambridge Working Papers in Economics CWPE2244
Number of pages: 73 Posted: 28 Aug 2023
Barcelona School of Economics, University College London - Department of Economics, BBVA Research, Universitat Pompeu Fabra/CREI, BBVA Research and University of Edinburgh
Downloads 115 (479,875)
Citation 6

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National Accounts, Naturally Occurring Data, Consumption, Consumption Inequality, Consumption Dynamics

National Accounts in a World of Naturally Occurring Data: A Proof of Concept for Consumption

CEPR Discussion Paper No. DP17519
Posted: 28 Aug 2023
Barcelona School of Economics, Universitat Pompeu Fabra/CREI, University College London - Department of Economics, BBVA Research, BBVA Research and University of Edinburgh

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National Accounts, Naturally Occurring Data, Consumption, Consumption Inequality, Consumption Dynamics

The Heterogeneous Impact of Inflation on Households Balance Sheets.

Banco de Espana Working Paper No. 2403
Number of pages: 36 Posted: 05 Feb 2024
Banco de España, BBVA Research, Banco de España, BBVA Research, BBVA Research and BBVA Research
Downloads 49 (787,375)

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Uneven inflation, net nominal positions, nominal wage rigidities

The Heterogeneous Impact of Inflation on Households Balance Sheets

CESifo Working Paper No. 10854
Number of pages: 35 Posted: 27 Dec 2023
Banco de España, BBVA Research, Banco de España, BBVA Research, BBVA Research and BBVA Research
Downloads 37 (889,090)
Citation 1

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inflation inequality, net nominal positions, nominal wage rigidities

The heterogeneous impact of inflation on households’ balance sheets

Banco de Espana Working Paper No. 2403
Number of pages: 36 Posted: 16 Feb 2024
Banco de España, BBVA Research, Banco de España, BBVA Research, BBVA Research and BBVA Research
Downloads 29 (954,542)

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uneven inflation, net nominal positions, nominal wage rigidities

The Heterogeneous Impact of Inflation on Households’ Balance Sheets

BIS Working Papers No 1152
Number of pages: 36 Posted: 20 Dec 2023
Banco de España, Banco de España, BBVA Research, BBVA Research, BBVA Research and BBVA Research
Downloads 21 (1,040,473)

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inflation inequality, net nominal positions, nominal wage rigidities

Tracking the COVID-19 Crisis With High-resolution Transaction Data

Royal Society Open Science. 8: 210218
Number of pages: 18 Posted: 06 Nov 2023
Universitat Pompeu Fabra/CREI, BBVA Research, University College London, BBVA Research, BBVA Research, University of Edinburgh and BBVA Research
Downloads 26 (985,297)

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national accounts, transaction data, consumption, COVID-19

Tracking the Covid-19 Crisis with High-Resolution Transaction Data

CEPR Discussion Paper No. DP14642
Number of pages: 52 Posted: 08 May 2020 Last Revised: 16 Aug 2020
Universitat Pompeu Fabra/CREI, University College London - Department of Economics, BBVA Research, BBVA Research, BBVA Research, affiliation not provided to SSRN and BBVA Research
Downloads 4 (1,254,138)
Citation 40
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7.

E-Commerce During COVID in Spain: One "Click" Does Not Fit All

Number of pages: 36 Posted: 28 May 2024
International Monetary Fund (IMF) - Research Department, BBVA Research, BBVA Research, International Monetary Fund (IMF) - Research Department and BBVA Research
Downloads 17 (1,053,131)

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e-commerce, Covid, learning

8.

E-Commerce During COVID in Spain: One “Click” Does Not Fit All

IMF Working Paper No. 2024/107
Number of pages: 36 Posted: 30 May 2024
International Monetary Fund (IMF) - Research Department, BBVA Research, BBVA Research, International Monetary Fund (IMF) - Research Department and BBVA Research
Downloads 12 (1,111,569)

Abstract:

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e-commerce, Covid, learning

9.

E-commerce During Covid in Spain: One 'Click' Does Not Fit All

CEPR Discussion Paper No. 19004. CEPR Press, Paris & London.
Posted: 22 Apr 2024
International Monetary Fund (IMF) - Research Department, BBVA Research, International Monetary Fund (IMF) - Research Department, BBVA Research and BBVA Research

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E-commerce, covid, learning

10.

The Heterogeneous Impact of Inflation on Households’ Balance Sheet

CEPR Discussion Papers DP18696
Posted: 04 Jan 2024
Banco de España, BBVA Research, Banco de España, BBVA Research, BBVA Research and BBVA Research

Abstract:

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inflation inequality, net nominal positions, nominal wage rigidities

11.

Explaining the So‐called “Price Premium” in Oil Markets

OPEC Review, 2005
Posted: 20 Nov 2023 Last Revised: 27 Nov 2023
Alvaro Ortiz and Antonio Merino
BBVA Research and Repsol YPF

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Big Data Information and Nowcasting: Consumption and Investment from Bank Transactions in Turkey

arXiv preprint arXiv:2107.03299 (2021).
Posted: 30 Aug 2023
BBVA Research, Istanbul Bilgi University, Istanbul Bilgi University - Department of Economics, BBVA Research, BBVA Research, BBVA Research and ING

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Big Data, Dynamic Factor Model, BVAR, Machine Learning, Nowcasting

Big Data Information and Nowcasting: Consumption and Investment from Bank Transactions in Turkey

Journal of Forecasting, 2023
Posted: 06 Nov 2023
BBVA Research, BBVA Research, ING, BBVA Research, BBVA Research, Istanbul Bilgi University - Department of Economics and Istanbul Bilgi University

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Big Data; Dynamic Factor Model; BVAR; Machine Learning, Nowcasting.