Alfredo García-Hiernaux

Universidad Complutense de Madrid (UCM) - Instituto Complutense de Análisis Económico | ICAE

Pozuelo, MADRID 28260

Spain

SCHOLARLY PAPERS

7

DOWNLOADS

512

TOTAL CITATIONS

6

Scholarly Papers (7)

1.

Inflation Volatility and the Directional Volatility Ratio

Number of pages: 48 Posted: 29 Feb 2024
Alfredo García-Hiernaux, Maria T. Gonzalez-Perez and David E. Guerrero
Universidad Complutense de Madrid (UCM) - Instituto Complutense de Análisis Económico | ICAE, Bank of Spain and Universidad Complutense de Madrid (UCM) - Colegio Universitario de Estudios Financieros (CUNEF)
Downloads 128 (472,226)

Abstract:

Loading...

Inflation Trend, Inflation volaitlitiy, Rational inattention, semivolatilities, directional volatility ratio

2.

Online Auction Markets Before and During the Lockdown

Number of pages: 32 Posted: 06 Oct 2021 Last Revised: 04 Apr 2022
Francisco Alvarez, Alfredo García-Hiernaux and Marcello Sartarelli
Universidad Complutense de Madrid (UCM) - Department of Fundamentals of Economic Analysis II (Quantitative Economics), Universidad Complutense de Madrid (UCM) - Instituto Complutense de Análisis Económico | ICAE and Universidad Complutense de Madrid (UCM) - Instituto Complutense de Análisis Económico | ICAE
Downloads 114 (516,273)
Citation 2

Abstract:

Loading...

auction, Covid, eBay, electronics, lockdown

3.

Rethinking Basel III and beyond: A theory model to unbundle credit allocation and real estate bubbles 

Number of pages: 41 Posted: 20 Dec 2023 Last Revised: 18 Feb 2025
Miguel Yagüe, Alfredo García-Hiernaux and Miguel Jerez
Universidad Complutense de Madrid (UCM) - Faculty of Economics and Business, Universidad Complutense de Madrid (UCM) - Instituto Complutense de Análisis Económico | ICAE and Universidad Complutense de Madrid (UCM) - Department of Fundamentals of Economic Analysis II (Quantitative Economics)
Downloads 107 (541,254)

Abstract:

Loading...

financial crisis, macroprudential policy, Basel III, credit allocation, real estate bubble

4.

How to measure inflation volatility. A note

Banco de Espana Working Paper 2314
Number of pages: 32 Posted: 06 Jun 2023
Alfredo García-Hiernaux, Maria T. Gonzalez-Perez and David E. Guerrero
Universidad Complutense de Madrid (UCM) - Instituto Complutense de Análisis Económico | ICAE, Bank of Spain and Universidad Complutense de Madrid (UCM) - Colegio Universitario de Estudios Financieros (CUNEF)
Downloads 87 (620,992)
Citation 4

Abstract:

Loading...

inflation, inflation trend, inflation volatility, rational inattention, positive and negative surprises

5.

A Counterfactual Analysis of the Impact of the 2008 and 2020 Crises on the Spanish Employment

Number of pages: 22 Posted: 10 May 2022
Miguel Jerez, Alejandra Montealegre Luna and Alfredo García-Hiernaux
Universidad Complutense de Madrid (UCM) - Department of Fundamentals of Economic Analysis II (Quantitative Economics), Universidad Complutense de Madrid (UCM) and Universidad Complutense de Madrid (UCM) - Instituto Complutense de Análisis Económico | ICAE
Downloads 44 (881,030)

Abstract:

Loading...

Labor market, employment, 2008 crisis, COVID-19, counterfactual analysis

6.

Ifci-Sa: An International Financial Conditions Index for South American Economies

Number of pages: 32 Posted: 03 Jan 2024
Conrado Brum, Alejandro Fried and Alfredo García-Hiernaux
Central Bank of Uruguay, Central Bank of Uruguay and Universidad Complutense de Madrid (UCM) - Instituto Complutense de Análisis Económico | ICAE
Downloads 27 (1,052,925)

Abstract:

Loading...

International Financial Conditions, South American economies, Emerging economies, Factor model

7.

Eco-RETINA: a green flexible algorithm for model building

Number of pages: 30 Posted: 25 Feb 2025
Universidad Complutense de Madrid (UCM), Universidad Complutense de Madrid (UCM), Universidad Complutense de Madrid (UCM), Universidad Complutense de Madrid (UCM) - Instituto Complutense de Análisis Económico | ICAE and Complutense University of Madrid - Facultad de Económicas y Empresariales
Downloads 5 (1,295,739)

Abstract:

Loading...

Eco-RETINA, Green Algorithms, Regression Algorithms, Environmental Impact of AI, Sustainable Computing