Antonio Moreno

School of Economics and Business, University of Navarra

Ed. Amigos

Pamplona, Navarra 31009

Spain

SCHOLARLY PAPERS

20

DOWNLOADS
Rank 15,114

SSRN RANKINGS

Top 15,114

in Total Papers Downloads

3,575

SSRN CITATIONS
Rank 2,606

SSRN RANKINGS

Top 2,606

in Total Papers Citations

99

CROSSREF CITATIONS

376

Scholarly Papers (20)

1.
Downloads 714 ( 39,446)
Citation 6

Macroeconomic Regimes

Journal of Monetary Economics, Vol. 70, pp. 51-71, 2015
Number of pages: 55 Posted: 26 May 2011 Last Revised: 23 Jun 2015
Tilburg University - Department of Finance, Columbia Business School - Finance and Economics, School of Economics, Yonsei University, Ghent University - Department of Economics and School of Economics and Business, University of Navarra
Downloads 647 (44,409)

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Monetary policy, regime-switching, survey expectations, New-Keynesian models, Great Moderation, macroeconomic volatility, Phillips Curve, Determinacy

Macroeconomic Regimes

Netspar Discussion Paper No. 05/2011-071
Number of pages: 54 Posted: 31 Aug 2011
Tilburg University - Department of Finance, Columbia Business School - Finance and Economics, School of Economics, Yonsei University, Ghent University - Department of Economics and School of Economics and Business, University of Navarra
Downloads 46 (453,979)
Citation 7

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monetary policy, regime-switching, survey expectations, new-keynesian models, great moderation, macroeconomic volatility, Phillips curve

Macroeconomic Regimes

NBER Working Paper No. w17090
Number of pages: 54 Posted: 31 May 2011
Tilburg University - Department of Finance, Columbia Business School - Finance and Economics, School of Economics, Yonsei University, Ghent University - Department of Economics and School of Economics and Business, University of Navarra
Downloads 21 (590,659)

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2.
Downloads 574 ( 52,653)
Citation 67

New-Keynesian Macroeconomics and the Term Structure

Journal of Money, Credit and Banking, Forthcoming
Number of pages: 49 Posted: 07 Jun 2005 Last Revised: 28 Jun 2011
Geert Bekaert, Seonghoon Cho and Antonio Moreno
Columbia Business School - Finance and Economics, School of Economics, Yonsei University and School of Economics and Business, University of Navarra
Downloads 448 (71,002)

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Phillips curve, term structure, New-Keynesian model

New Keynesian Macroeconomics and the Term Structure

Journal of Money, Credit and Banking, Vol. 42, No. 1, 33-62, 2010, Columbia Business School Research Paper No. 11-29
Number of pages: 49 Posted: 21 Oct 2011
Geert Bekaert, Seonghoon Cho and Antonio Moreno
Columbia Business School - Finance and Economics, School of Economics, Yonsei University and School of Economics and Business, University of Navarra
Downloads 53 (426,373)

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New-Keynesian Macroeconomics and the Term Structure

NBER Working Paper No. w11340
Number of pages: 62 Posted: 16 Jun 2005 Last Revised: 28 Jun 2010
Geert Bekaert, Seonghoon Cho and Antonio Moreno
Columbia Business School - Finance and Economics, School of Economics, Yonsei University and School of Economics and Business, University of Navarra
Downloads 43 (466,978)

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New-Keynesian Macroeconomics and the Term Structure

CEPR Discussion Paper No. 5956
Number of pages: 51 Posted: 03 Jan 2007
Geert Bekaert, Seonghoon Cho and Antonio Moreno
Columbia Business School - Finance and Economics, School of Economics, Yonsei University and School of Economics and Business, University of Navarra
Downloads 30 (531,608)
Citation 11
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Monetary policy, inflation target, term structure of interest rates, Phillips curve

3.

Asymmetric Covar: An Application to International Banking

Systemic Risk, Basel III, Financial Stability and Regulation 2011
Number of pages: 35 Posted: 02 Mar 2011
School of Economics - University of Navarra and IESE Business School, School of Economics and Business, University of Navarra, University of Alicante, Department of Financial Economics and International Monetary Fund - Monetary and Capital Markets Department
Downloads 333 (101,136)

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Systemic risk, Global banking, CoVaR

Bank Capital Requirements, Loan Guarantees and Firm Performance

Swiss Finance Institute Research Paper No. 19-28
Number of pages: 46 Posted: 06 Jun 2019 Last Revised: 09 Jun 2019
Banco de España, School of Economics and Business, University of Navarra, University of Zurich - Department of Banking and Finance and Banco de España
Downloads 200 (169,476)
Citation 31

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Banks, Asymmetric Information, Real Guarantees, Personal Guarantees, Risk Taking, Capital Requirements

'Keeping it Personal' or 'Getting Real'? On the Drivers and Effectiveness of Personal versus Real Loan Guarantees

Banco de Espana Working Paper No. 1715
Number of pages: 54 Posted: 09 May 2017
Banco de España, School of Economics and Business, University of Navarra, University of Zurich - Department of Banking and Finance and Banco de España
Downloads 24 (569,774)
Citation 19

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banks, asymmetric information, real guarantees, personal guarantees, risk-taking, capital requirements

5.

A Structural Estimation and Interpretation of the New Keynesian Macro Model

Number of pages: 57 Posted: 15 Nov 2002
Seonghoon Cho and Antonio Moreno
School of Economics, Yonsei University and School of Economics and Business, University of Navarra
Downloads 218 (156,470)
Citation 5

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New Keynesian Model, Rational Expectations Solution, Monetary Policy, Structural Shocks, FIML Estimation

6.

Sovereign Tail Risk

Number of pages: 44 Posted: 22 Jul 2014
School of Economics - University of Navarra and IESE Business School, School of Economics and Business, University of Navarra, University of Alicante, Department of Financial Economics and International Monetary Fund - Monetary and Capital Markets Department
Downloads 199 (170,520)
Citation 1

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Sovereign Debt Crisis, Exposure, Panel Data

7.

Inflation Targeting in Western Europe

Number of pages: 32 Posted: 06 Jul 2005
Antonio Moreno and Luis Rey
School of Economics and Business, University of Navarra and University of Navarra - Faculty of Economics and Business
Downloads 181 (185,700)

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Inflation Targeting, Europe, Central Bank Policy, Structural Analysis, Shocks, Propagation

8.

Short-Term Wholesale Funding and Systemic Risk: A Global Covar Approach

IMF Working Paper No. NO.12/46
Number of pages: 36 Posted: 28 Feb 2012
affiliation not provided to SSRN, School of Economics and Business, University of Navarra, University of Alicante, Department of Financial Economics and International Monetary Fund - Monetary and Capital Markets Department
Downloads 170 (196,130)
Citation 9

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Systemic Risk, Wholesale Funding, Liquidity Risk, Macroprudential Regulation, Economic Models, Financial Institutions, Financial Risk, International Banks, General Financial Markets

9.

The Forward Method as a Solution Refinement in Rational Expectations Models

Number of pages: 43 Posted: 12 Feb 2008 Last Revised: 13 Nov 2008
Seonghoon Cho and Antonio Moreno
School of Economics, Yonsei University and School of Economics and Business, University of Navarra
Downloads 136 (235,860)
Citation 14

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Rational Expectations; Forward Method; Forward Solution; No-Bubble Condition

10.

When Does Relationship Lending Start to Pay?

Number of pages: 33 Posted: 15 Jan 2016 Last Revised: 19 Jan 2016
School of Economics - University of Navarra and IESE Business School, Banco de España and School of Economics and Business, University of Navarra
Downloads 115 (267,610)
Citation 9

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Asymmetric Information, Banks, Interest Rate spreads, Loans, Relationship Lending Dimensions

11.

Term Premium in a Fractionally Cointegrated Yield Curve

Number of pages: 43 Posted: 13 Dec 2017 Last Revised: 18 May 2020
University of Navarra, University of Navarra - School of Economics, University of Navarra - Department of Economics and School of Economics and Business, University of Navarra
Downloads 90 (315,301)
Citation 1

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U.S. yield curve, stochastic trend, fractional cointegration, term premium, international yield curves

12.

Downturns and Changes in the Yield Slope

Number of pages: 29 Posted: 02 Oct 2018 Last Revised: 17 Oct 2018
University of Navarra, University of Navarra, School of Economics and Business, University of Navarra and University of Navarra - School of Economics
Downloads 88 (319,830)

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yield curve, yield slope, term premium, risk-neutral spread, predictive power, economic activity, recessions, monetary policy

13.

Global Factors in the Term Structure of Interest Rates

IMF Working Paper No. 13/223
Number of pages: 42 Posted: 10 Dec 2013
University of Navarra, University of Geneva - Graduate Institute of International Studies (HEI), School of Economics and Business, University of Navarra and International Monetary Fund (IMF)
Downloads 87 (322,137)
Citation 5

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Interest rate structures, Bonds, Monetary policy, Developed countries, Economic models, Yield Curve, Global Factors, FAVAR, Affine Term Structure Models, Term Premium, inflation, monetary economics, expansionary monetary policy, monetary policies, economic instability, inflation forecasts, expansionary monetary policies, monetary fund, real interest rate, reduction of inflation, monetary authorities, inflationary expectations

14.

Systemic Risk and Asymmetric Responses in the Financial Industry

IMF Working Paper No. 12/152
Number of pages: 39 Posted: 09 Aug 2012
affiliation not provided to SSRN, School of Economics and Business, University of Navarra, University of Alicante, Department of Financial Economics and International Monetary Fund - Monetary and Capital Markets Department
Downloads 82 (333,980)
Citation 2

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Value At Risk, Systemic Risk, Tail-risk Dependence, Downside Risk, Banking Systems, Commercial Banks, Economic Models, Financial Risk, Risk Management, Econometric Methods: - Multiple/simultaneous Equation Models, General Financial Markets, Financial Institutions And Services

15.

Uncovering the U.S. Term Premium: An Alternative Route

Number of pages: 43 Posted: 26 Mar 2008
Luis A. Gil-Alana and Antonio Moreno
University of Navarra - Department of Economics and School of Economics and Business, University of Navarra
Downloads 80 (338,892)
Citation 6

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Interest Rates, Term Premium, Fractional Integration

16.

The Sovereign-Bank Feedback Loop: Did European Policies Alleviate It?

Number of pages: 32 Posted: 07 Mar 2018
Judith Arnal and Antonio Moreno
University of Navarra and School of Economics and Business, University of Navarra
Downloads 64 (382,993)

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Feedback Loop, Sovereign-Bank, Policy Measures, Banking Regulation

17.

An Alternative Approach to Measuring Financial Investor Decision Making

Number of pages: 38 Posted: 19 Mar 2015
Antonio Moreno, C. Orlando and Dulce Redin
School of Economics and Business, University of Navarra, University of Navarra - School of Economics and University of Navarra
Downloads 59 (398,952)

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Structural Equation Model, Risk Appetite, Latent Index, Europe

18.

Generalizing Determinacy under Monetary and Fiscal Policy Switches: The Case of the Zero Lower Bound

Number of pages: 41 Posted: 07 Sep 2019 Last Revised: 15 Oct 2020
Seonghoon Cho and Antonio Moreno
School of Economics, Yonsei University and School of Economics and Business, University of Navarra
Downloads 54 (416,022)
Citation 1

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Regime-Switching, Zero Lower Bound, Determinacy, Fiscal Policy, Discount Factor

19.

Technology Shocks and Hours Worked: A Fractional Integration Perspective

Number of pages: 44 Posted: 10 Jan 2006
Luis A. Gil-Alana and Antonio Moreno
University of Navarra - Department of Economics and School of Economics and Business, University of Navarra
Downloads 54 (416,022)
Citation 1

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Technology shocks, hours worked, fractional integration

20.

The Deaton Paradox in a Long Memory Context with Structural Breaks

Number of pages: 28 Posted: 27 Apr 2009 Last Revised: 28 Apr 2009
Seonghoon Cho, Luis A. Gil-Alana and Antonio Moreno
School of Economics, Yonsei University, University of Navarra - Department of Economics and School of Economics and Business, University of Navarra
Downloads 53 (419,554)

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Consumption Smoothness, Permanent Income Hypothesis, Long Memory, Structural Breaks, Monthly Frequency