Antonio Moreno

School of Economics and Business, University of Navarra

Ed. Amigos

Pamplona, Navarra 31009

Spain

SCHOLARLY PAPERS

20

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Top 14,156

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3,353

CITATIONS
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Top 4,785

in Total Papers Citations

170

Scholarly Papers (20)

1.
Downloads 684 ( 36,618)
Citation 2

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 623 (40,886)

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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 40 (430,998)
Citation 2

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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 (530,628)

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2.
Downloads 570 ( 46,619)
Citation 59

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 446 (62,817)

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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 51 (389,274)

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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 (418,910)

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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 (477,136)
Citation 3
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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 - Monetary and Capital Markets Department
Downloads 322 (92,743)

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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 211 (143,522)
Citation 3

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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 - Monetary and Capital Markets Department
Downloads 191 (157,482)
Citation 1

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Sovereign Debt Crisis, Exposure, Panel Data

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 167 (177,676)
Citation 30

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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 16 (562,841)
Citation 18

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

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 173 (172,170)

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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 131 (216,903)
Citation 3

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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 130 (218,140)
Citation 2

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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 107 (251,671)

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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 83 (296,819)

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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.

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 80 (303,462)

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

13.

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 78 (308,010)

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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

14.

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 78 (308,010)
Citation 3

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Interest Rates, Term Premium, Fractional Integration

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 70 (327,519)
Citation 1

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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 57 (363,768)

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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 54 (373,263)

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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 53 (376,361)
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 52 (379,609)

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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 46 (400,019)

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