Gonzalo Camba-Mendez
Personal Details
First Name: | Gonzalo |
Middle Name: | |
Last Name: | Camba-Mendez |
Suffix: | |
RePEc Short-ID: | pca1255 |
[This author has chosen not to make the email address public] | |
https://www.ecb.europa.eu/pub/research/authors/profiles/gonzalo-camba-mendez.en.html | |
European Central Bank Sonnemannstrasse 20 60314 Frankfurt am Main Germany | |
Research output
Jump to: Working papers ArticlesWorking papers
- Adler, Martin & Camba-Méndez, Gonzalo & Džaja, Tomislav & Manzanares, Andrés & Metra, Matteo & Vocalelli, Giorgio, 2023. "The valuation haircuts applied to eligible marketable assets for ECB credit operations," Occasional Paper Series 312, European Central Bank.
- Camba-Méndez, Gonzalo & Mongelli, Francesco Paolo, 2021.
"Risk aversion and bank loan pricing,"
Working Paper Series
2514, European Central Bank.
- Camba-Mendez, Gonzalo & Mongelli, Francesco Paolo, 2021. "Risk aversion and bank loan pricing," Economics Letters, Elsevier, vol. 200(C).
- Camba-Méndez, Gonzalo, 2020. "On the inflation risks embedded in sovereign bond yields," Working Paper Series 2423, European Central Bank.
- Camba-Méndez, Gonzalo & Werner, Thomas, 2017. "The inflation risk premium in the post-Lehman period," Working Paper Series 2033, European Central Bank.
- Camba-Méndez, Gonzalo & Serwa, Dobromil & Kostrzewa, Konrad & Marszal, Anna, 2016.
"Pricing sovereign credit risk of an emerging market,"
Working Paper Series
1924, European Central Bank.
- Gonzalo Camba-Méndez & Konrad Kostrzewa & Anna Mospan & Dobromił Serwa, 2014. "Pricing sovereign credit risk of an emerging market," NBP Working Papers 189, Narodowy Bank Polski.
- Camba-Méndez, Gonzalo & Durré, Alain & Mongelli, Francesco Paolo, 2016. "Bank interest rate setting in the euro area during the Great Recession," Working Paper Series 1965, European Central Bank.
- Camba-Méndez, Gonzalo & Kapetanios, George & Papailias, Fotis & Weale, Martin R., 2015. "An automatic leading indicator, variable reduction and variable selection methods using small and large datasets: Forecasting the industrial production growth for euro area economies," Working Paper Series 1773, European Central Bank.
- Camba-Méndez, Gonzalo & Rodriguez-Palenzuela, Diego & Carbó-Valverde, Santiago, 2014. "Financial reputation, market interventions and debt issuance by banks: a truncated two-part model approach," Working Paper Series 1741, European Central Bank.
- Camba-Méndez, Gonzalo & Serwa, Dobromil, 2014.
"Market perception of sovereign credit risk in the euro area during the financial crisis,"
Working Paper Series
1710, European Central Bank.
- Camba-Méndez, Gonzalo & Serwa, Dobromił, 2016. "Market perception of sovereign credit risk in the euro area during the financial crisis," The North American Journal of Economics and Finance, Elsevier, vol. 37(C), pages 168-189.
- Gonzalo Camba-Méndez & Dobromił Serwa, 2014. "Market perception of sovereign credit risk in the euro area during the financial crisis," NBP Working Papers 185, Narodowy Bank Polski.
- Reichlin, Lucrezia & Camba-Mendez, Gonzalo & Angelini, Elena & Rünstler, Gerhard & Giannone, Domenico, 2008.
"Short-term Forecasts of Euro Area GDP Growth,"
CEPR Discussion Papers
6746, C.E.P.R. Discussion Papers.
- Elena Angelini & Gonzalo Camba‐Mendez & Domenico Giannone & Lucrezia Reichlin & Gerhard Rünstler, 2011. "Short‐term forecasts of euro area GDP growth," Econometrics Journal, Royal Economic Society, vol. 14, pages 25-44, February.
- Elena Angelini & Gonzalo Camba‐Mendez & Domenico Giannone & Lucrezia Reichlin & Gerhard Rünstler, 2011. "Short‐term forecasts of euro area GDP growth," Econometrics Journal, Royal Economic Society, vol. 14(1), pages 25-44, February.
- Angelini, Elena & Camba-Méndez, Gonzalo & Rünstler, Gerhard & Giannone, Domenico & Reichlin, Lucrezia, 2008. "Short-term forecasts of euro area GDP growth," Working Paper Series 949, European Central Bank.
- Elena Angelini & Gonzalo Camba-Mendez & Domenico Giannone & Lucrezia Reichlin & Gerhard Rünstler, 2008. "Short-Term Forecasts of Euro Area GDP Growth," Working Papers ECARES ECARES 2008-035, ULB -- Universite Libre de Bruxelles.
- Camba-Méndez, Gonzalo & Kapetanios, George, 2008.
"Statistical tests and estimators of the rank of a matrix and their applications in econometric modelling,"
Working Paper Series
850, European Central Bank.
- Gonzalo Camba-Mendez & George Kapetanios, 2009. "Statistical Tests and Estimators of the Rank of a Matrix and Their Applications in Econometric Modelling," Econometric Reviews, Taylor & Francis Journals, vol. 28(6), pages 581-611.
- Bruggeman, Annick & Camba-Méndez, Gonzalo & Fischer, Björn & Sousa, João, 2005. "Structural filters for monetary analysis: the inflationary movements of money in the euro area," Working Paper Series 470, European Central Bank.
- Gonzalo Camba-Mendez & George Kapetanios, 2005. "Statistical Tests of the Rank of a Matrix and Their Applications in Econometric Modelling," Working Papers 541, Queen Mary University of London, School of Economics and Finance.
- Bindseil, Ulrich & Camba-Méndez, Gonzalo & Hirsch, Astrid & Weller, Benedict, 2004.
"Excess reserves and implementation of monetary policy of the ECB,"
Working Paper Series
361, European Central Bank.
- Bindseil, Ulrich & Camba-Mendez, Gonzalo & Hirsch, Astrid & Weller, Benedict, 2006. "Excess reserves and the implementation of monetary policy of the ECB," Journal of Policy Modeling, Elsevier, vol. 28(5), pages 491-510, July.
- Camba-Méndez, Gonzalo & Kapetanios, George, 2004.
"Forecasting euro area inflation using dynamic factor measures of underlying inflation,"
Working Paper Series
402, European Central Bank.
- George Kapetanios & Gonzalo Camba-Mendez, 2005. "Forecasting euro area inflation using dynamic factor measures of underlying inflation," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 24(7), pages 491-503.
- Camba-Méndez, Gonzalo & Kapetanios, George, 2004.
"Estimating the rank of the spectral density matrix,"
Working Paper Series
349, European Central Bank.
- Gonzalo Camba‐Mendez & George Kapetanios, 2005. "Estimating the Rank of the Spectral Density Matrix," Journal of Time Series Analysis, Wiley Blackwell, vol. 26(1), pages 37-48, January.
- Nigel Pain, 2003.
"What Determines Industrial R&D Expenditure in the UK?,"
National Institute of Economic and Social Research (NIESR) Discussion Papers
211, National Institute of Economic and Social Research.
- Bettina Becker & Nigel Pain, 2008. "What Determines Industrial R&D Expenditure In The Uk?," Manchester School, University of Manchester, vol. 76(1), pages 66-87, January.
- Camba-Méndez, Gonzalo & García, Juan Angel & Rodriguez-Palenzuela, Diego, 2003. "Relevant economic issues concerning the optimal rate of inflation," Working Paper Series 278, European Central Bank.
- Camba-Méndez, Gonzalo & Lamo, Ana, 2002.
"Short-term monitoring of fiscal policy discipline,"
Working Paper Series
152, European Central Bank.
- Gonzalo Camba-Mendez & Ana Lamo, 2004. "Short-term monitoring of fiscal policy discipline," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 19(2), pages 247-265.
- Gonzalo Camba-Mendez & George Kapetanios, 2002. "Bootstrap Statistical Tests of Rank Determination for System Identification," Working Papers 468, Queen Mary University of London, School of Economics and Finance.
- Alberto Cabrero & Gonzalo Camba-Mendez & Astrid Hirsch & Fernando Nieto, 2002.
"Modelling the daily banknotes in circulation in the context of the liquidity management of the European Central Bank,"
Working Papers
0211, Banco de España.
- Alberto Cabrero & Gonzalo Camba-Mendez & Astrid Hirsch & Fernando Nieto, 2009. "Modelling the daily banknotes in circulation in the context of the liquidity management of the European Central Bank," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 28(3), pages 194-217.
- Cabrero, Alberto & Camba-Méndez, Gonzalo & Hirsch, Astrid & Nieto, Fernando, 2002. "Modelling the daily banknotes in circulation in the context of the liquidity management of the European Central Bank," Working Paper Series 142, European Central Bank.
- Camba-Méndez, Gonzalo & Kapetanios, George, 2001. "Spectral based methods to identify common trends and common cycles," Working Paper Series 62, European Central Bank.
- Camba-Méndez, Gonzalo & Rodriguez-Palenzuela, Diego, 2001.
"Assessment criteria for output gap estimates,"
Working Paper Series
54, European Central Bank.
- Camba-Mendez, Gonzalo & Rodriguez-Palenzuela, Diego, 2003. "Assessment criteria for output gap estimates," Economic Modelling, Elsevier, vol. 20(3), pages 529-562, May.
- Camba-Mendez, G.C. & Palenzuela-Rodriguez, D., 2001. "Assessemt Criteria for Output Gap Estimates," Papers 54, Quebec a Montreal - Recherche en gestion.
- Camba-Méndez, Gonzalo & Kapetanios, George, 2001. "Testing the rank of the Hankel matrix: a statistical approach," Working Paper Series 45, European Central Bank.
- Gonzalo Camba-Mendez, 1999. "A Bootstrap Test of Cointegration Rank," National Institute of Economic and Social Research (NIESR) Discussion Papers 151, National Institute of Economic and Social Research.
- Dr Martin Weale & Gonzalo Camba-Mendez & George Kapetanios & Ray Smith, 1999. "The Forecasting Performance of the OECD Composite Leading Indicators for France, Germany, Italy," National Institute of Economic and Social Research (NIESR) Discussion Papers 155, National Institute of Economic and Social Research.
- Dr Martin Weale & Andrew P Blake & Gonzalo Camba-Mendez, 1998. "UK Consumption in the long run: the determinants of consumer spending 1925-1995," National Institute of Economic and Social Research (NIESR) Discussion Papers 138, National Institute of Economic and Social Research.
- Gonzalo Camba-Mendez & Joseph Pearlman, 1998.
"Can real equilibrium models account for the fluctuations of the UK business cycle?,"
National Institute of Economic and Social Research (NIESR) Discussion Papers
128, National Institute of Economic and Social Research.
repec:qmw:qmwecw:wp468 is not listed on IDEAS
repec:qmw:qmwecw:wp541 is not listed on IDEAS
Articles
- Camba-Mendez, Gonzalo & Mongelli, Francesco Paolo, 2021.
"Risk aversion and bank loan pricing,"
Economics Letters, Elsevier, vol. 200(C).
- Camba-Méndez, Gonzalo & Mongelli, Francesco Paolo, 2021. "Risk aversion and bank loan pricing," Working Paper Series 2514, European Central Bank.
- Camba-Méndez, Gonzalo & Forsells, Magnus, 2018. "The recent slowdown in euro area output growth reflects both cyclical and temporary factors," Economic Bulletin Boxes, European Central Bank, vol. 4.
- Francesco Paolo Mongelli & Gonzalo Camba-Mendez, 2018. "The Financial Crisis and Policy Responses in Europe (2007–2018)," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 60(4), pages 531-558, December.
- Camba-Méndez, Gonzalo & Serwa, Dobromił, 2016.
"Market perception of sovereign credit risk in the euro area during the financial crisis,"
The North American Journal of Economics and Finance, Elsevier, vol. 37(C), pages 168-189.
- Camba-Méndez, Gonzalo & Serwa, Dobromil, 2014. "Market perception of sovereign credit risk in the euro area during the financial crisis," Working Paper Series 1710, European Central Bank.
- Gonzalo Camba-Méndez & Dobromił Serwa, 2014. "Market perception of sovereign credit risk in the euro area during the financial crisis," NBP Working Papers 185, Narodowy Bank Polski.
- Gonzalo Camba-Méndez & Konrad Kostrzewa & Anna Marszal & Dobromił Serwa, 2016. "Pricing Sovereign Credit Risk of Poland: Evidence from the CDS Market," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 52(12), pages 2687-2705, December.
- Camba-Mendez, Gonzalo, 2012. "Conditional forecasts on SVAR models using the Kalman filter," Economics Letters, Elsevier, vol. 115(3), pages 376-378.
- Elena Angelini & Gonzalo Camba‐Mendez & Domenico Giannone & Lucrezia Reichlin & Gerhard Rünstler, 2011.
"Short‐term forecasts of euro area GDP growth,"
Econometrics Journal, Royal Economic Society, vol. 14(1), pages 25-44, February.
- Elena Angelini & Gonzalo Camba‐Mendez & Domenico Giannone & Lucrezia Reichlin & Gerhard Rünstler, 2011. "Short‐term forecasts of euro area GDP growth," Econometrics Journal, Royal Economic Society, vol. 14, pages 25-44, February.
- Reichlin, Lucrezia & Camba-Mendez, Gonzalo & Angelini, Elena & Rünstler, Gerhard & Giannone, Domenico, 2008. "Short-term Forecasts of Euro Area GDP Growth," CEPR Discussion Papers 6746, C.E.P.R. Discussion Papers.
- Angelini, Elena & Camba-Méndez, Gonzalo & Rünstler, Gerhard & Giannone, Domenico & Reichlin, Lucrezia, 2008. "Short-term forecasts of euro area GDP growth," Working Paper Series 949, European Central Bank.
- Elena Angelini & Gonzalo Camba-Mendez & Domenico Giannone & Lucrezia Reichlin & Gerhard Rünstler, 2008. "Short-Term Forecasts of Euro Area GDP Growth," Working Papers ECARES ECARES 2008-035, ULB -- Universite Libre de Bruxelles.
- Gonzalo Camba-Mendez & George Kapetanios, 2009.
"Statistical Tests and Estimators of the Rank of a Matrix and Their Applications in Econometric Modelling,"
Econometric Reviews, Taylor & Francis Journals, vol. 28(6), pages 581-611.
- Camba-Méndez, Gonzalo & Kapetanios, George, 2008. "Statistical tests and estimators of the rank of a matrix and their applications in econometric modelling," Working Paper Series 850, European Central Bank.
- Alberto Cabrero & Gonzalo Camba-Mendez & Astrid Hirsch & Fernando Nieto, 2009.
"Modelling the daily banknotes in circulation in the context of the liquidity management of the European Central Bank,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 28(3), pages 194-217.
- Alberto Cabrero & Gonzalo Camba-Mendez & Astrid Hirsch & Fernando Nieto, 2002. "Modelling the daily banknotes in circulation in the context of the liquidity management of the European Central Bank," Working Papers 0211, Banco de España.
- Cabrero, Alberto & Camba-Méndez, Gonzalo & Hirsch, Astrid & Nieto, Fernando, 2002. "Modelling the daily banknotes in circulation in the context of the liquidity management of the European Central Bank," Working Paper Series 142, European Central Bank.
- Bindseil, Ulrich & Camba-Mendez, Gonzalo & Hirsch, Astrid & Weller, Benedict, 2006.
"Excess reserves and the implementation of monetary policy of the ECB,"
Journal of Policy Modeling, Elsevier, vol. 28(5), pages 491-510, July.
- Bindseil, Ulrich & Camba-Méndez, Gonzalo & Hirsch, Astrid & Weller, Benedict, 2004. "Excess reserves and implementation of monetary policy of the ECB," Working Paper Series 361, European Central Bank.
- George Kapetanios & Gonzalo Camba-Mendez, 2005.
"Forecasting euro area inflation using dynamic factor measures of underlying inflation,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 24(7), pages 491-503.
- Camba-Méndez, Gonzalo & Kapetanios, George, 2004. "Forecasting euro area inflation using dynamic factor measures of underlying inflation," Working Paper Series 402, European Central Bank.
- Gonzalo Camba‐Mendez & George Kapetanios, 2005.
"Estimating the Rank of the Spectral Density Matrix,"
Journal of Time Series Analysis, Wiley Blackwell, vol. 26(1), pages 37-48, January.
- Camba-Méndez, Gonzalo & Kapetanios, George, 2004. "Estimating the rank of the spectral density matrix," Working Paper Series 349, European Central Bank.
- Gonzalo Camba-Mendez & Ana Lamo, 2004.
"Short-term monitoring of fiscal policy discipline,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 19(2), pages 247-265.
- Camba-Méndez, Gonzalo & Lamo, Ana, 2002. "Short-term monitoring of fiscal policy discipline," Working Paper Series 152, European Central Bank.
- Camba-Mendez, Gonzalo, et al, 2003. "Tests of Rank in Reduced Rank Regression Models," Journal of Business & Economic Statistics, American Statistical Association, vol. 21(1), pages 145-155, January.
- Camba-Mendez, Gonzalo & Rodriguez-Palenzuela, Diego, 2003.
"Assessment criteria for output gap estimates,"
Economic Modelling, Elsevier, vol. 20(3), pages 529-562, May.
- Camba-Méndez, Gonzalo & Rodriguez-Palenzuela, Diego, 2001. "Assessment criteria for output gap estimates," Working Paper Series 54, European Central Bank.
- Camba-Mendez, G.C. & Palenzuela-Rodriguez, D., 2001. "Assessemt Criteria for Output Gap Estimates," Papers 54, Quebec a Montreal - Recherche en gestion.
- Gonzalo Camba-Mendez & George Kapetanios & Richard J. Smith & Martin R. Weale, 2001.
"An automatic leading indicator of economic activity: forecasting GDP growth for European countries,"
Econometrics Journal, Royal Economic Society, vol. 4(1), pages 1-37.
- Dr Martin Weale, 1999. "An Automatic Leading Indicator of Economic Activity: Forecasting GDP Growth for European Countries," National Institute of Economic and Social Research (NIESR) Discussion Papers 149, National Institute of Economic and Social Research.
- Blake, Andrew P. & Camba-Mendez, Gonzalo, 1998. "Filtered least squares and measurement error," Economics Letters, Elsevier, vol. 59(2), pages 163-168, May.
More information
Research fields, statistics, top rankings, if available.Statistics
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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 17 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.- NEP-ECM: Econometrics (6) 2001-04-11 2002-12-10 2005-05-23 2008-04-12 2008-11-18 2015-06-05. Author is listed
- NEP-EEC: European Economics (6) 2003-04-21 2008-04-12 2014-11-28 2015-06-05 2016-10-02 2023-04-17. Author is listed
- NEP-CBA: Central Banking (5) 2002-07-04 2008-04-12 2008-11-18 2017-04-23 2023-04-17. Author is listed
- NEP-MAC: Macroeconomics (5) 2008-04-12 2008-11-18 2016-10-02 2017-04-23 2023-04-17. Author is listed
- NEP-BAN: Banking (4) 2014-12-13 2016-10-02 2021-02-01 2023-04-17
- NEP-ETS: Econometric Time Series (3) 2002-12-02 2005-05-23 2008-11-18
- NEP-FOR: Forecasting (3) 2008-04-12 2008-11-18 2015-06-05
- NEP-MON: Monetary Economics (3) 2016-10-02 2017-04-23 2023-04-17
- NEP-RMG: Risk Management (3) 2002-12-02 2015-02-28 2016-07-16
- NEP-FMK: Financial Markets (2) 2015-02-28 2017-04-23
- NEP-TRA: Transition Economics (2) 2015-02-28 2016-07-16
- NEP-CWA: Central and Western Asia (1) 2021-02-01
- NEP-DES: Economic Design (1) 2023-04-17
- NEP-FIN: Finance (1) 2002-07-04
- NEP-GER: German Papers (1) 2016-07-16
- NEP-IND: Industrial Organization (1) 2003-04-21
- NEP-PBE: Public Economics (1) 2002-07-21
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