Antonio Moreno

School of Economics and Business, University of Navarra

Ed. Amigos

Pamplona, Navarra 31009

Spain

SCHOLARLY PAPERS

20

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Top 14,263

in Total Papers Downloads

3,268

CITATIONS
Rank 5,559

SSRN RANKINGS

Top 5,559

in Total Papers Citations

92

Scholarly Papers (20)

1.
Downloads 676 ( 36,474)

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 619 (40,439)

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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 38 (431,861)

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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 19 (533,300)

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2.
Downloads 564 ( 46,356)
Citation 77

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 444 (61,967)
Citation 77

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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 49 (389,354)
Citation 77

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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 41 (419,382)
Citation 77

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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 (468,463)
Citation 77
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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
University of Navarra, School of Economics and Business, University of Navarra, University of Alicante, Department of Financial Economics and International Monetary Fund (IMF) - Western Hemisphere Department
Downloads 317 (92,711)

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Systemic risk, Global banking, CoVaR

4.

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 207 (143,650)
Citation 6

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

5.

Sovereign Tail Risk

Number of pages: 44 Posted: 22 Jul 2014
University of Navarra, School of Economics and Business, University of Navarra, University of Alicante, Department of Financial Economics and International Monetary Fund (IMF) - Western Hemisphere Department
Downloads 189 (156,318)

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Sovereign Debt Crisis, Exposure, Panel Data

6.

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 172 (170,105)

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

Bank Capital Requirements, Loan Guarantees and Firm Performance

Number of pages: 44 Posted: 14 Feb 2016 Last Revised: 14 Apr 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 142 (200,339)

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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 14 (565,139)

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

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 (IMF) - Western Hemisphere Department
Downloads 130 (214,488)
Citation 2

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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 129 (215,765)
Citation 3

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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
University of Navarra, Banco de España and School of Economics and Business, University of Navarra
Downloads 103 (254,150)

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

11.

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 81 (296,177)

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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

12.

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 (IMF) - Western Hemisphere Department
Downloads 77 (305,131)
Citation 1

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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

13.

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 77 (305,131)
Citation 2

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Interest Rates, Term Premium, Fractional Integration

14.

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 68 (327,071)

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

15.

Term Premium and Quantitative Easing in a Fractionally Cointegrated Yield Curve

Number of pages: 42 Posted: 13 Dec 2017 Last Revised: 16 Jun 2018
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 68 (327,071)

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U.S. yield curve, stochastic trend, fractional cointegration, term premium, quantitative easing

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 53 (369,954)

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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 53 (369,954)

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Structural Equation Model, Risk Appetite, Latent Index, Europe

18.

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 52 (373,068)
Citation 1

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Technology shocks, hours worked, fractional integration

19.

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 51 (376,258)

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

20.

Global Determinacy Under Monetary and Fiscal Policy Switchings

Number of pages: 45 Posted: 12 Oct 2016 Last Revised: 21 Oct 2016
Seonghoon Cho and Antonio Moreno
School of Economics, Yonsei University and School of Economics and Business, University of Navarra
Downloads 45 (396,510)

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Markov Switching, Macro Model, Interest Rate Monetary Policy Rule, Fiscal Policy, Macroeconomic Stability, Policy Instruments