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Maximo Camacho

Personal Details

First Name:Maximo
Middle Name:
Last Name:Camacho
Suffix:
RePEc Short-ID:pca13
[This author has chosen not to make the email address public]
http://www.um.es/econometria/Maximo
Departamento de metodos cuantitativos, Facultad de Economia y Empresa, Universiad de Murcia, 30100, Murcia, Spain
Twitter: @maximo_camacho
Terminal Degree:2001 Unitat de Fonaments de l'Anàlisi Econòmica; Departament d'Economia i Història Econòmica; Universitat Autònoma de Barcelona; Barcelona School of Economics (BSE) (from RePEc Genealogy)

Affiliation

Facultad de Economía y Empresa
Universidad de Murcia

Murcia, Spain
http://www.um.es/fee/
RePEc:edi:fcmures (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Máximo Camacho & María Dolores Gadea & Ana Gómez Loscos, 2021. "An automatic algorithm to date the reference cycle of the Spanish economy," Working Papers 2139, Banco de España.
  2. Máximo Camacho & Matías Pacce & Gabriel Pérez-Quirós, 2020. "Spillover effects in international business cycles," Working Papers 2034, Banco de España.
  3. Camacho, Maximo, 2020. "What do international energy prices have in common after taking into account the key drivers?," DES - Working Papers. Statistics and Econometrics. WS 31647, Universidad Carlos III de Madrid. Departamento de Estadística.
  4. Máximo Camacho & María Dolores Gadea & Ana Gómez Loscos, 2019. "A new approach to dating the reference cycle," Working Papers 1914, Banco de España.
  5. Maximo Camacho & Fernando Soto, 2018. "Consumer confidence’s boom and bust in Latin America," Working Papers 18/02, BBVA Bank, Economic Research Department.
  6. Maximo Camacho & Matias Pacce & Camilo Ulloa, 2017. "Business cycle phases in Spain," Working Papers 17/20, BBVA Bank, Economic Research Department.
  7. Maximo Camacho & Matias Pacce, 2016. "Forecasting travelers in Spain with Google queries," Working Papers 16/20, BBVA Bank, Economic Research Department.
  8. Maximo Camacho & Jaime Martinez Martin, 2015. "Monitoring the world business cycle," Working Papers 1506, BBVA Bank, Economic Research Department.
  9. Maximo Camacho & Danilo Leiva-Leon & Gabriel Perez-Quiros, 2015. "Country shocks, monetary policy expectations and ECB decisions. A dynamic non-linear approach," Working Papers 1523, Banco de España.
  10. Maximo Camacho & Danilo Leiva-Leon, 2014. "The Propagation of Industrial Business Cycles," Staff Working Papers 14-48, Bank of Canada.
  11. Maximo Camacho & Gabriel Perez-Quiros & Pilar Poncela, 2013. "Short-term forecasting for empirical economists. A survey of the recently proposed algorithms," Working Papers 1318, Banco de España.
  12. Maximo Camacho & Gabriel Perez-Quiros, 2013. "Commodity prices and the business cycle in Latin America: Living and dying by commodities," Working Papers 1304, Banco de España.
  13. Pérez-Quirós, Gabriel & Poncela, Pilar & Camacho, Máximo, 2012. "Green Shoots and Double Dips in the Euro Area. A Real Time Measure," CEPR Discussion Papers 8896, C.E.P.R. Discussion Papers.
  14. Maximo Camacho & Yuliya Lovcha & Gabriel Perez-Quiros, 2012. "Can we use seasonally adjusted indicators in dynamic factor models?," Working Papers 1235, Banco de España.
  15. Rocio Alvarez & Maximo Camacho & Gabriel Perez-Quiros, 2012. "Finite sample performance of small versus large scale dynamic factor models," Working Papers 1204, Banco de España.
  16. Maximo Camacho & Marcos Dal Bianco & Gabriel Perez Quiros, 2012. "Short-run forecasting of the euro-dollar exchange rate with economic fundamentals," Working Papers 1201, BBVA Bank, Economic Research Department.
  17. Maximo Camacho & Gabriel Perez-Quiros & Pilar Poncela, 2012. "Extracting non-linear signals from several economic indicators," Working Papers 1202, Banco de España.
  18. Maximo Camacho & Gabriel Perez-Quiros & Pilar Poncela, 2012. "Markov-switching dynamic factor models in real time," Working Papers 1205, Banco de España.
  19. Maximo Camacho & Jaime Martíinez-Martin, 2012. "Real-time forecasting US GDP from small-scale factor models," Working Papers 1210, BBVA Bank, Economic Research Department.
  20. Maximo Camacho & Agustin Garcia-Serrador, 2011. "The Euro-Sting revisited: PMI versus ESI to obtain euro area GDP forecasts," Working Papers 1120, BBVA Bank, Economic Research Department.
  21. Camacho, Máximo & Pérez Quirós, Gabriel, 2011. "Latin STINGS: indicadores de crecimiento a corto plazo de los países de América Latina," Macroeconomía del Desarrollo 5339, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL).
  22. Maximo Camacho & Rafael Domenech, 2010. "MICA-BBVA: A Factor Model of Economic and Financial Indicators for Short-term GDP Forecasting," Working Papers 1021, BBVA Bank, Economic Research Department.
  23. Gabriel Pérez-Quiros & Maximo Camacho & Pilar Poncela, 2010. "Green Shoots? Where, when and how?," Working Papers 2010-04, FEDEA.
  24. Maximo Camacho & Gabriel Perez-Quiros & Pilar Poncela, 2010. "Green shoots in the euro area. A real time measure," Working Papers 1026, Banco de España.
  25. Maximo Camacho & Gabriel Perez-Quiros & Hugo Rodríguez Mendizábal, 2009. "High-growth Recoveries, Inventories and the Great Moderation," Working Papers 0917, Banco de España.
  26. Maximo Camacho & Gabriel Perez-Quiros, 2009. "Ñ-STING: España Short Term INdicator of Growth," Working Papers 0912, Banco de España.
  27. Hugo Rodríguez Mendizábal & Máximo Camacho & Gabriel Pérez Quirós, 2009. "Are the High-growth Recovery Periods Over?," UFAE and IAE Working Papers 772.09, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
  28. Maximo Camacho & Gabriel Perez-Quiros, 2008. "Introducing the EURO-STING: Short Term INdicator of Euro Area Growth," Working Papers 0807, Banco de España.
  29. Maximo Camacho & Gabriel Perez-Quiros & Lorena Saiz & Universidad de Murcia, 2006. "Do european business cycles look like one $\_?$," Computing in Economics and Finance 2006 175, Society for Computational Economics.
  30. Máximo Camacho & Gabriel Pérez-Quirós & Lorena Saiz, 2005. "Do european business cycles look like one?," Working Papers 0518, Banco de España.
  31. Máximo Camacho & Gabriel Pérez-Quirós, 2005. "Jump-and-rest effect of U.S. business cycles," Working Papers 0507, Banco de España.
  32. Máximo Camacho & Gabriel Pérez-Quirós & Lorena Saiz, 2004. "Are european business cycles close enough to be just one?," Working Papers 0408, Banco de España.
  33. Israel Sancho & maximo Camacho, 2002. "Spanish diffusion indexes," Computing in Economics and Finance 2002 276, Society for Computational Economics.
  34. Maximo Camacho, 2002. "Nonlinear stochastic trends and economic fluctuations," Computing in Economics and Finance 2002 274, Society for Computational Economics.
  35. Camacho, Maximo & Pérez Quirós, Gabriel, 2000. "This is what the US leading indicators lead," Working Paper Series 27, European Central Bank.

Articles

  1. Maximo Camacho & Salvador Ramallo & Manuel Ruiz, 2024. "A New Approach to Forecasting the Probability of Recessions after the COVID‐19 Pandemic," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 86(4), pages 833-855, August.
  2. Aparicio, Genoveva & Camacho, Maximo & Maté-Sánchez-Val, Mariluz, 2024. "Quantifying the impact: Are coastal areas impoverished by marine pollution?," Ecological Economics, Elsevier, vol. 221(C).
  3. Maximo Camacho & Andres Romeu, 2023. "Tourism and Gross Domestic Product short-run causality revisited: A symbolic transfer entropy approach," Tourism Economics, , vol. 29(1), pages 235-247, February.
  4. Ramallo, Salvador & Camacho, Máximo & Ruiz Marín, Manuel & Porfiri, Maurizio, 2023. "A dynamic factor model to predict homicides with firearm in the United States," Journal of Criminal Justice, Elsevier, vol. 86(C).
  5. Camacho, Maximo & Lopez-Buenache, German, 2023. "Factor models for large and incomplete data sets with unknown group structure," International Journal of Forecasting, Elsevier, vol. 39(3), pages 1205-1220.
  6. Camacho, Maximo & Caro, Angela & Peña, Daniel, 2023. "What drives industrial energy prices?," Economic Modelling, Elsevier, vol. 120(C).
  7. Maximo Camacho & María Dolores Gadea & Ana Gómez Loscos, 2022. "A New Approach to Dating the Reference Cycle," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(1), pages 66-81, January.
  8. Maximo Camacho & María Dolores Gadea & Ana Gómez-Loscos, 2021. "An Automatic Algorithm to Date the Reference Cycle of the Spanish Economy," Mathematics, MDPI, vol. 9(18), pages 1-17, September.
  9. Máximo Camacho & Salvador Ramallo & Manuel Ruiz, 2021. "Price and Spatial Distribution of Office Rental in Madrid: A Decision Tree Analysis," Revista Economía, Fondo Editorial - Pontificia Universidad Católica del Perú, vol. 44(87), pages 20-40.
  10. Máximo Camacho & Gonzalo Palmieri, 2021. "Evaluating the OECD’s main economic indicators at anticipating recessions," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 40(1), pages 80-93, January.
  11. Camacho, Maximo & Romeu, Andres & Ruiz-Marin, Manuel, 2021. "Symbolic transfer entropy test for causality in longitudinal data," Economic Modelling, Elsevier, vol. 94(C), pages 649-661.
  12. Maximo Camacho & Angela Caro & German Lopez-Buenache, 2020. "The two-speed Europe in business cycle synchronization," Empirical Economics, Springer, vol. 59(3), pages 1069-1084, September.
  13. Máximo Camacho & Gonzalo Palmieri, 2019. "Do economic recessions cause inequality to rise?," Journal of Applied Economics, Taylor & Francis Journals, vol. 22(1), pages 304-320, January.
  14. Rocio Alvarez & Maximo Camacho & Manuel Ruiz, 2019. "Inference on Filtered and Smoothed Probabilities in Markov-Switching Autoregressive Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 37(3), pages 484-495, July.
  15. Camacho, Maximo & Leiva-Leon, Danilo, 2019. "The Propagation Of Industrial Business Cycles," Macroeconomic Dynamics, Cambridge University Press, vol. 23(1), pages 144-177, January.
  16. Maximo Camacho & Matías José Pacce, 2018. "Forecasting travellers in Spain with Google’s search volume indices," Tourism Economics, , vol. 24(4), pages 434-448, June.
  17. Camacho, Maximo & Perez-Quiros, Gabriel & Poncela, Pilar, 2018. "Markov-switching dynamic factor models in real time," International Journal of Forecasting, Elsevier, vol. 34(4), pages 598-611.
  18. Máximo Camacho & Gonzalo Palmieri, 2017. "Latin American Cycles: Has Anything Changed After the Great Recession?," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 53(5), pages 1170-1183, May.
  19. Alvarez, Rocio & Camacho, Maximo & Perez-Quiros, Gabriel, 2016. "Aggregate versus disaggregate information in dynamic factor models," International Journal of Forecasting, Elsevier, vol. 32(3), pages 680-694.
  20. Camacho Maximo & Lovcha Yuliya & Quiros Gabriel Perez, 2015. "Can we use seasonally adjusted variables in dynamic factor models?," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 19(3), pages 377-391, June.
  21. Camacho, Maximo & Martinez-Martin, Jaime, 2015. "Monitoring the world business cycle," Economic Modelling, Elsevier, vol. 51(C), pages 617-625.
  22. Maximo Camacho & Gabriel Perez‐Quiros & Pilar Poncela, 2015. "Extracting Nonlinear Signals from Several Economic Indicators," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 30(7), pages 1073-1089, November.
  23. Camacho, Maximo & Dal Bianco, Marcos & Martinez-Martin, Jaime, 2015. "Toward a more reliable picture of the economic activity: An application to Argentina," Economics Letters, Elsevier, vol. 132(C), pages 129-132.
  24. Maximo Camacho & Marcos Dal Bianco & Jaime Martinez-Martin, 2015. "Short-Run Forecasting of Argentine Gross Domestic Product Growth," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 51(3), pages 473-485, May.
  25. Camacho, Maximo & Perez Quiros, Gabriel & Poncela, Pilar, 2014. "Green shoots and double dips in the euro area: A real time measure," International Journal of Forecasting, Elsevier, vol. 30(3), pages 520-535.
  26. Maximo Camacho & Agustin Garcia‐Serrador, 2014. "The Euro‐Sting Revisited: The Usefulness of Financial Indicators to Obtain Euro Area GDP Forecasts," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 33(3), pages 186-197, April.
  27. Maximo Camacho & Gabriel Perez-Quiros, 2014. "Commodity Prices and the Business Cycle in Latin America: Living and Dying by Commodities?," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 50(2), pages 110-137, March.
  28. Maximo Camacho & Jaime Martinez-Martin, 2014. "Real-time forecasting US GDP from small-scale factor models," Empirical Economics, Springer, vol. 47(1), pages 347-364, August.
  29. Camacho, Maximo, 2013. "Mixed-frequency VAR models with Markov-switching dynamics," Economics Letters, Elsevier, vol. 121(3), pages 369-373.
  30. Camacho, Maximo & Perez-Quiros, Gabriel & Poncela, Pilar, 2013. "Short-term Forecasting for Empirical Economists: A Survey of the Recently Proposed Algorithms," Foundations and Trends(R) in Econometrics, now publishers, vol. 6(2), pages 101-161, November.
  31. Máximo Camacho & Rafael Doménech, 2012. "MICA-BBVA: a factor model of economic and financial indicators for short-term GDP forecasting," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 3(4), pages 475-497, December.
  32. Dal Bianco, Marcos & Camacho, Maximo & Perez Quiros, Gabriel, 2012. "Short-run forecasting of the euro-dollar exchange rate with economic fundamentals," Journal of International Money and Finance, Elsevier, vol. 31(2), pages 377-396.
  33. Maximo Camacho & Gabriel Perez Quiros, 2011. "Spain‐Sting: Spain Short‐Term Indicator Of Growth," Manchester School, University of Manchester, vol. 79(s1), pages 594-616, June.
  34. Camacho, Maximo & Perez Quiros, Gabriel & Rodriguez Mendizabal, Hugo, 2011. "High-growth recoveries, inventories and the Great Moderation," Journal of Economic Dynamics and Control, Elsevier, vol. 35(8), pages 1322-1339, August.
  35. Camacho, Maximo, 2011. "Markov-switching models and the unit root hypothesis in real US GDP," Economics Letters, Elsevier, vol. 112(2), pages 161-164, August.
  36. Maximo Camacho & Gabriel Perez-Quiros, 2010. "Introducing the euro-sting: Short-term indicator of euro area growth," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(4), pages 663-694.
  37. Maximo Camacho & Aida Galiano, 2009. "Income distribution changes across the 1990s expansion: the role of taxes and transfers," Economics Bulletin, AccessEcon, vol. 29(4), pages 3177-3185.
  38. Camacho, Maximo & Perez-Quiros, Gabriel & Saiz, Lorena, 2008. "Do European business cycles look like one?," Journal of Economic Dynamics and Control, Elsevier, vol. 32(7), pages 2165-2190, July.
  39. Máximo Camacho & Gabriel Pérez Quirós, 2008. "Un modelo para la predicción en tiempo real del PIB en el área del euro (EURO-STING)," Boletín Económico, Banco de España, issue APR, pages 115-124, Abril.
  40. Arielle Beyaert & Maximo Camacho, 2008. "TAR Panel Unit Root Tests and Real Convergence," Review of Development Economics, Wiley Blackwell, vol. 12(3), pages 668-681, August.
  41. Máximo Camacho & Gabriel Pérez Quirós, 2008. "A model for the real-time forecasting of GDP in the euro area (EURO-STING)," Economic Bulletin, Banco de España, issue APR, pages 131-139, April.
  42. Ying Huang & Carl R. Chen & Maximo Camacho, 2008. "Determinants of Japanese Yen interest rate swap spreads: Evidence from a smooth transition vector autoregressive model," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 28(1), pages 82-107, January.
  43. Camacho Maximo & Perez Quiros Gabriel, 2007. "Jump-and-Rest Effect of U.S. Business Cycles," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 11(4), pages 1-39, December.
  44. Javier Álvarez & Máximo Camacho & Gabriel Pérez-Quirós & Patrocinio Tello, 2007. "Nuevo procedimiento de estimación de los ingresos por Turismo y viajes en la Balanza de Pagos," Boletín Económico, Banco de España, issue APR, pages 109-129, Abril.
  45. Camacho, Maximo & Perez-Quiros, Gabriel & Saiz, Lorena, 2006. "Are European business cycles close enough to be just one?," Journal of Economic Dynamics and Control, Elsevier, vol. 30(9-10), pages 1687-1706.
  46. Bengoechea, Pilar & Camacho, Maximo & Perez-Quiros, Gabriel, 2006. "A useful tool for forecasting the Euro-area business cycle phases," International Journal of Forecasting, Elsevier, vol. 22(4), pages 735-749.
  47. Camacho, Maximo, 2005. "Markov-switching stochastic trends and economic fluctuations," Journal of Economic Dynamics and Control, Elsevier, vol. 29(1-2), pages 135-158, January.
  48. Maximo Camacho, 2004. "Vector smooth transition regression models for US GDP and the composite index of leading indicators," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 23(3), pages 173-196.
  49. Máximo Camacho & Gabriel Pérez Quirós & Lorena Sáiz, 2003. "Las similitudes del ciclo económico en las economías europeas," Boletín Económico, Banco de España, issue DEC, pages 39-43, Diciembre.
  50. Maximo Camacho & Gabriel Perez-Quiros, 2002. "This is what the leading indicators lead," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 17(1), pages 61-80.

    RePEc:lrk:eeaart:36_3_11 is not listed on IDEAS

Chapters

  1. Maximo Camacho & Danilo Leiva-Leon & Gabriel Perez-Quiros, 2016. "Country Shocks, Monetary Policy Expectations and ECB Decisions. A Dynamic Non-linear Approach," Advances in Econometrics, in: Dynamic Factor Models, volume 35, pages 283-316, Emerald Group Publishing Limited.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Rankings

This author is among the top 5% authors according to these criteria:
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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 44 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-MAC: Macroeconomics (31) 2004-07-26 2005-06-14 2005-06-14 2006-07-15 2008-05-05 2009-05-16 2009-07-03 2009-07-11 2009-08-30 2010-07-31 2010-10-16 2011-07-27 2012-03-28 2012-07-08 2012-07-14 2013-04-13 2014-11-01 2014-12-08 2015-02-28 2015-04-02 2015-06-05 2015-08-30 2015-09-26 2015-09-26 2017-08-20 2017-09-24 2018-03-12 2019-05-13 2020-11-09 2020-12-07 2021-11-22. Author is listed
  2. NEP-FOR: Forecasting (16) 2008-05-05 2009-07-03 2009-07-11 2010-10-16 2011-07-27 2012-01-25 2012-03-28 2012-03-28 2012-03-28 2012-07-08 2012-10-20 2012-11-03 2013-11-16 2014-11-01 2015-02-28 2015-04-02. Author is listed
  3. NEP-EEC: European Economics (14) 2004-08-16 2005-06-14 2006-07-15 2008-05-05 2009-07-11 2010-03-20 2010-07-31 2011-07-27 2012-01-25 2012-03-28 2012-03-28 2015-08-30 2015-09-26 2017-09-24. Author is listed
  4. NEP-BEC: Business Economics (10) 2006-07-15 2009-05-16 2009-08-30 2010-03-20 2012-03-28 2012-07-08 2012-07-14 2014-12-08 2017-08-20 2017-09-24. Author is listed
  5. NEP-CBA: Central Banking (9) 2008-05-05 2009-07-11 2010-07-31 2011-07-27 2012-01-25 2012-03-28 2015-08-30 2015-09-26 2015-09-26. Author is listed
  6. NEP-ETS: Econometric Time Series (9) 2003-10-20 2012-03-28 2012-03-28 2012-07-14 2012-10-20 2012-11-03 2013-11-16 2019-05-13 2021-11-22. Author is listed
  7. NEP-FDG: Financial Development and Growth (6) 2009-05-16 2009-08-30 2012-07-08 2014-11-01 2015-04-02 2015-06-05. Author is listed
  8. NEP-ECM: Econometrics (5) 2009-07-11 2012-03-28 2012-03-28 2012-03-28 2019-05-13. Author is listed
  9. NEP-MON: Monetary Economics (5) 2012-01-25 2012-03-28 2015-08-30 2015-09-26 2015-09-26. Author is listed
  10. NEP-LAM: Central and South America (2) 2013-04-13 2013-06-24
  11. NEP-CMP: Computational Economics (1) 2020-12-07
  12. NEP-ENE: Energy Economics (1) 2021-01-04
  13. NEP-GER: German Papers (1) 2015-08-30
  14. NEP-IFN: International Finance (1) 2004-08-16
  15. NEP-ORE: Operations Research (1) 2010-07-31
  16. NEP-PAY: Payment Systems and Financial Technology (1) 2017-03-05

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