Antonio Moreno

School of Economics and Business, University of Navarra

Ed. Amigos

Pamplona, Navarra 31009

Spain

SCHOLARLY PAPERS

21

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Top 14,267

in Total Papers Downloads

3,489

SSRN CITATIONS
Rank 2,554

SSRN RANKINGS

Top 2,554

in Total Papers Citations

52

CROSSREF CITATIONS

377

Scholarly Papers (21)

1.
Downloads 697 ( 37,487)
Citation 3

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 632 (42,211)

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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 44 (432,898)
Citation 3

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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 (553,513)

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2.
Downloads 571 ( 48,904)
Citation 62

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 (65,864)

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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 52 (402,477)

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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 (437,085)

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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 (498,028)
Citation 6
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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 327 (95,440)

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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 214 (148,082)
Citation 5

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

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 192 (163,785)
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 21 (553,513)
Citation 19

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

6.

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 194 (162,354)
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 176 (177,232)

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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 135 (221,261)
Citation 6

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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 134 (222,612)
Citation 12

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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 110 (257,703)
Citation 5

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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 86 (303,150)
Citation 3

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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 84 (307,560)

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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 79 (319,059)

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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 79 (319,059)
Citation 4

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Interest Rates, Term Premium, Fractional Integration

15.

Term Premium in a Fractionally Cointegrated Yield Curve

Number of pages: 49 Posted: 13 Dec 2017 Last Revised: 06 Sep 2019
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 77 (323,829)
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 62 (364,216)

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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 58 (376,322)

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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 54 (389,341)
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 53 (392,593)

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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 48 (409,794)

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

21.

Has Fiscal Policy Saved the Great Recession?

Number of pages: 44 Posted: 07 Sep 2019
Seonghoon Cho and Antonio Moreno
School of Economics, Yonsei University and School of Economics and Business, University of Navarra
Downloads 38 (448,859)

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