Gabriel Perez Quiros
Personal Details
First Name: | Gabriel |
Middle Name: | |
Last Name: | Perez Quiros |
Suffix: | |
RePEc Short-ID: | ppe255 |
[This author has chosen not to make the email address public] | |
Terminal Degree: | 1996 Department of Economics; University of California-San Diego (UCSD) (from RePEc Genealogy) |
Affiliation
Banco de España
Madrid, Spainhttp://www.bde.es/
RePEc:edi:bdegves (more details at EDIRC)
Research output
Jump to: Working papers Articles ChaptersWorking papers
- Ángel Estrada & Carlos Pérez Montes & Jorge Abad & Carmen Broto & Esther Cáceres & Alejandro Ferrer & Jorge Galán & Gergely Ganics & Javier García Villasur & Samuel Hurtado & Nadia Lavín & Joël Marbet, 2024. "Análisis de los riesgos sistémicos cíclicos en España y de su mitigación mediante requerimientos de capital bancario contracíclicos," Occasional Papers 2414, Banco de España.
- Ampudia, Miguel & Lo Duca, Marco & Farkas, Mátyás & Perez-Quiros, Gabriel & Pirovano, Mara & Rünstler, Gerhard & Tereanu, Eugen, 2021. "On the effectiveness of macroprudential policy," Working Paper Series 2559, European Central Bank.
- Máximo Camacho & Matías Pacce & Gabriel Pérez-Quirós, 2020.
"Spillover effects in international business cycles,"
Working Papers
2034, Banco de España.
- Pérez-Quirós, Gabriel & Camacho, Máximo & Pacce, Matias Jose, 2021. "Spillover Effects in International Business Cycles," CEPR Discussion Papers 15787, C.E.P.R. Discussion Papers.
- Camacho, Maximo & Perez-Quiros, Gabriel & Pacce, Matías, 2020. "Spillover effects in international business cycles," Working Paper Series 2484, European Central Bank.
- Pérez-Quirós, Gabriel & Gadea Rivas, Maria Dolores & Laeven, Luc, 2020.
"Growth-and-Risk Trade-off,"
CEPR Discussion Papers
14492, C.E.P.R. Discussion Papers.
- Laeven, Luc & Perez-Quiros, Gabriel & Rivas, María Dolores Gadea, 2020. "Growth-and-risk trade-off," Working Paper Series 2397, European Central Bank.
- Danilo Leiva-Leon & Gabriel Perez-Quiros & Eyno Rots, 2020.
"Real-time weakness of the global economy: a first assessment of the coronavirus crisis,"
Working Papers
2015, Banco de España.
- Danilo Leiva-Leon & Gabriel Pérez-Quirós & Eyno Rots, 2020. "Real-Time Weakness of the Global Economy: A First Assessment of the Coronavirus Crisis," MNB Working Papers 2020/4, Magyar Nemzeti Bank (Central Bank of Hungary).
- Perez-Quiros, Gabriel & Rots, Eyno & Leiva-Leon, Danilo, 2020. "Real-time weakness of the global economy: a first assessment of the coronavirus crisis," Working Paper Series 2381, European Central Bank.
- Pérez-Quirós, Gabriel & Leiva-León, Danilo & Rots, Eyno, 2020. "Real-Time Weakness of the Global Economy: A First Assessment of the Coronavirus Crisis," CEPR Discussion Papers 14484, C.E.P.R. Discussion Papers.
- Pérez-Quirós, Gabriel & Diaz, Elena, 2020.
"Daily Tracker of Global Economic Activity. A Close-Up of the Covid-19 Pandemic,"
CEPR Discussion Papers
15451, C.E.P.R. Discussion Papers.
- Diaz, Elena Maria & Pérez Quirós, Gabriel, 2020. "Daily tracker of global economic activity: a close-up of the COVID-19 pandemic," Working Paper Series 2505, European Central Bank.
- Gabriele Fiorentini & Alessandro Galesi & Gabriel Pérez-Quirós & Enrique Sentana, 2018.
"The rise and fall of the natural interest rate,"
Working Papers
1822, Banco de España.
- Gabriele Fiorentini & Alessandro Galesi & Gabriel Pérez-Quirós & Enrique Sentana, 2018. "The Rise and Fall of the Natural Interest Rate," Working Papers - Economics wp2018_14.rdf, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
- Gabriele Fiorentini & Alessandro Galesi & Gabriel Pérez-Quirós & Enrique Sentana, 2018. "The Rise and Fall of the Natural Interest Rate," Working Paper series 18-29, Rimini Centre for Economic Analysis.
- Gabriele Fiorentini & Alessandro Galesi & Gabriel Pérez-Quirós & Enrique Sentana, 2018. "The Rise and Fall of the Natural Interest Rate," Working Papers wp2018_1805, CEMFI.
- Pérez-Quirós, Gabriel & Fiorentini, Gabriele & Galesi, Alessandro & Sentana, Enrique, 2018. "The Rise and Fall of the Natural Interest Rate," CEPR Discussion Papers 13042, C.E.P.R. Discussion Papers.
- Ana Arencibia Pareja & Ana Gómez Loscos & Mercedes de Luis López & Gabriel Pérez Quirós, 2018. "A short-term forecasting model for the Spanish economy: GDP and its demand components," Occasional Papers 1801, Banco de España.
- Rünstler, Gerhard & Balfoussia, Hiona & Burlon, Lorenzo & Buss, Ginters & Comunale, Mariarosaria & De Backer, Bruno & Dewachter, Hans & Guarda, Paolo & Haavio, Markus & Hindrayanto, Irma & Iskrev, Nik, 2018. "Real and financial cycles in EU countries - Stylised facts and modelling implications," Occasional Paper Series 205, European Central Bank.
- María Dolores Gadea & Ana Gómez-Loscos & Gabriel Pérez-Quirós, 2017.
"Dissecting US recoveries,"
Working Papers
1708, Banco de España.
- Gadea, María Dolores & Gomez-Loscos, Ana & Perez-Quiros, Gabriel, 2017. "Dissecting US recoveries," Economics Letters, Elsevier, vol. 154(C), pages 59-63.
- Pérez-Quirós, Gabriel & Gadea Rivas, Maria Dolores & Gomez-Loscos, Ana, 2017. "Dissecting US recoveries," CEPR Discussion Papers 11997, C.E.P.R. Discussion Papers.
- 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.
- 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.
- Máximo Camacho & Danilo Leiva-León & Gabriel Pérez-Quiros, 2015. "Country Shocks, Monetary Policy Expectations and ECB Decisions. A Dynamic Non-Linear Approach," Working Papers Central Bank of Chile 764, Central Bank of Chile.
- Pérez-Quirós, Gabriel & Camacho, Máximo & Leiva-León, Danilo, 2015. "Country shocks, monetary policy expectations and ECB decisions. A dynamic non-linear approach," CEPR Discussion Papers 10828, C.E.P.R. Discussion Papers.
- Joan Paredes & Javier J. Pérez & Gabriel Perez-Quirós, 2015.
"Fiscal targets. A guide to forecasters?,"
Working Papers
1508, Banco de España.
- Joan Paredes & Javier J. Pérez & Gabriel Perez Quiros, 2023. "Fiscal targets. A guide to forecasters?," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(4), pages 472-492, June.
- Pérez-Quirós, Gabriel & Pérez, Javier J & Paredes, Joan, 2015. "Fiscal targets. A guide to forecasters?," CEPR Discussion Papers 10553, C.E.P.R. Discussion Papers.
- Pérez Quirós, Gabriel & Pérez, Javier J. & Paredes, Joan, 2015. "Fiscal targets. A guide to forecasters?," Working Paper Series 1834, European Central Bank.
- María Dolores Gadea & Ana Gómez-Loscos & Gabriel Perez-Quiros, 2015.
"The great moderation in historical perspective. Is it that great?,"
Working Papers
1527, Banco de España.
- Pérez-Quirós, Gabriel & Gadea Rivas, Maria Dolores & Gomez-Loscos, Ana, 2015. "The Great Moderation in historical perspective.Is it that great?," CEPR Discussion Papers 10825, C.E.P.R. Discussion Papers.
- Ana gomez-Loscos & M. Dolores Gadea (Universidad de Zaragoza) & Gabriel Perez-Quiros (Bank of Spain), 2015.
"Great Moderation and Great Recession. From plain sailing to stormy seas?,"
EcoMod2015
8267, EcoMod.
- María Dolores Gadea & Ana Gómez‐Loscos & Gabriel Pérez‐Quirós, 2018. "Great Moderation And Great Recession: From Plain Sailing To Stormy Seas?," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 59(4), pages 2297-2321, November.
- María Dolores Gadea-Rivas & Ana Gómez-Loscos & Gabriel Pérez-Quirós, 2014.
"The two greatest. Great recession vs. great moderation,"
Working Papers
1423, Banco de España.
- Pérez-Quirós, Gabriel & Gadea Rivas, Maria Dolores & Gomez-Loscos, Ana, 2014. "The Two Greatest. Great Recession vs. Great Moderation," CEPR Discussion Papers 10092, C.E.P.R. Discussion Papers.
- Carmen Broto & Gabriel Perez-Quiros, 2013.
"Disentangling contagion among sovereign cds spreads during the european debt crisis,"
Working Papers
1314, Banco de España.
- Broto, Carmen & Pérez-Quirós, Gabriel, 2015. "Disentangling contagion among sovereign CDS spreads during the European debt crisis," Journal of Empirical Finance, Elsevier, vol. 32(C), pages 165-179.
- 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.
- 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.
- 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.
- 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.
- Pérez-Quirós, Gabriel & Camacho, Máximo, 2013. "Commodity prices and the business cycle in Latin America: Living and dying by commodities?," CEPR Discussion Papers 9367, C.E.P.R. Discussion Papers.
- 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.
- 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.
- Maximo Camacho & Yuliya Lovcha & Gabriel Perez-Quiros, 2012.
"Can we use seasonally adjusted indicators in dynamic factor models?,"
Working Papers
1235, Banco de España.
- Pérez-Quirós, Gabriel & Camacho, Máximo & Lovcha, Yuliya, 2012. "Can we use seasonally adjusted indicators in dynamic factor models?," CEPR Discussion Papers 9191, C.E.P.R. Discussion Papers.
- Maria Dolores Gadea Rivas & Gabriel Perez-Quiros, 2012.
"The failure to predict the Great Recession. The failure of academic economics? A view focusing on the role of credit,"
Working Papers
1240, Banco de España.
- Pérez-Quirós, Gabriel & Gadea Rivas, Maria Dolores, 2012. "The failure to predict the Great Recession. The failure of academic economics? A view focusing on the role of credit," CEPR Discussion Papers 9269, C.E.P.R. Discussion Papers.
- 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.
- Pérez-Quirós, Gabriel & Camacho, Máximo & Alvarez, Rocio, 2012. "Finite sample performance of small versus large scale dynamic factor models," CEPR Discussion Papers 8867, C.E.P.R. Discussion Papers.
- 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.
- 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.
- Marcos dal Bianco & Maximo Camacho & Gabriel Perez-Quiros, 2012. "Short-run forecasting of the euro-dollar exchange rate with economic fundamentals," Working Papers 1203, Banco de España.
- Maximo Camacho & Gabriel Perez-Quiros & Pilar Poncela, 2012.
"Extracting non-linear signals from several economic indicators,"
Working Papers
1202, Banco de España.
- 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.
- Pérez-Quirós, Gabriel & Poncela, Pilar & Camacho, Máximo, 2012. "Extracting nonlinear signals from several economic indicators," CEPR Discussion Papers 8865, C.E.P.R. Discussion Papers.
- Maximo Camacho & Gabriel Perez-Quiros & Pilar Poncela, 2012.
"Markov-switching dynamic factor models in real time,"
Working Papers
1205, Banco de España.
- 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.
- Pérez-Quirós, Gabriel & Poncela, Pilar & Camacho, Máximo, 2012. "Markov-switching dynamic factor models in real time," CEPR Discussion Papers 8866, C.E.P.R. Discussion Papers.
- 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).
- Gabriel Pérez-Quiros & Maximo Camacho & Pilar Poncela, 2010. "Green Shoots? Where, when and how?," Working Papers 2010-04, FEDEA.
- Maximo Camacho & Gabriel Perez-Quiros & Pilar Poncela, 2010. "Green shoots in the euro area. A real time measure," Working Papers 1026, Banco de España.
- Maximo Camacho & Gabriel Perez-Quiros & Hugo Rodríguez Mendizábal, 2009.
"High-growth Recoveries, Inventories and the Great Moderation,"
Working Papers
0917, Banco de España.
- 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.
- Máximo Camacho & Gabriel Pérez Quirós & Hugo Rodríguez Mendizábal, 2011. "High-growth recoveries, inventories and the great moderation," Post-Print hal-00828978, HAL.
- Maximo Camacho & Gabriel Perez-Quiros, 2009. "Ñ-STING: España Short Term INdicator of Growth," Working Papers 0912, Banco de España.
- Gabriel Pérez Quirós & Hugo Rodríguez Mendizábal, 2009.
"Asymmetric Standing Facilities: An Unexploited Monetary Policy Tool,"
UFAE and IAE Working Papers
795.09, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
- Gabriel Pérez Quirós & Hugo Rodríguez Mendizábal, 2012. "Asymmetric Standing Facilities: An Unexploited Monetary Policy Tool," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 60(1), pages 43-74, April.
- Gabriel Perez-Quiros & Hugo Rodríguez Mendizábal, 2010. "Asymmetric standing facilities: an unexploited monetary policy tool," Working Papers 1004, Banco de España.
- Pérez-Quirós, Gabriel & Rodriguez Mendizabal, Hugo, 2010. "Asymmetric Standing Facilities: An Unexploited Monetary Policy Tool," CEPR Discussion Papers 7789, C.E.P.R. Discussion Papers.
- Gabriel Pérez-Quirós & Hugo Rodríguez Mendizábal, "undated". "Asymmetric Standing Facilities: An Unexploited Monetary Policy Tool," Working Papers 414, Barcelona School of Economics.
- 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).
- Maximo Camacho & Gabriel Pérez-Quirós & Hugo Rodríguez Mendizábal, 2009. "Are the high-growth recovery periods over?," Working Papers 382, Barcelona School of Economics.
- Maximo Camacho & Gabriel Perez-Quiros, 2008.
"Introducing the EURO-STING: Short Term INdicator of Euro Area Growth,"
Working Papers
0807, Banco de España.
- 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.
- Pérez-Quirós, Gabriel & Camacho, Máximo, 2009. "Introducing the Euro-STING: Short-Term Indicator of Euro Area Growth," CEPR Discussion Papers 7343, C.E.P.R. Discussion Papers.
- Carlos Ocaña Orbis & Gabriel Pérez-Quiros & J. Ignacio Conde-Ruiz, 2007. "Análisis cuantitativo del estado de bienestar en Europa: Modelos y resultados," Working Papers 2007-03, FEDEA.
- 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.
- Máximo Camacho & Gabriel Pérez-Quirós & Lorena Saiz, 2005.
"Do european business cycles look like one?,"
Working Papers
0518, Banco de España.
- 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.
- Máximo Camacho & Gabriel Pérez-Quirós, 2005.
"Jump-and-rest effect of U.S. business cycles,"
Working Papers
0507, Banco de España.
- 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.
- Pérez-Quirós, Gabriel & Camacho, Máximo, 2005. "Jump-and-Rest Effects of US Business Cycles," CEPR Discussion Papers 4975, C.E.P.R. Discussion Papers.
- Ramón Cobo-Reyes & Gabriel Pérez Quirós, 2005. "The effect of oil price on industrial production and on stock returns," ThE Papers 05/18, Department of Economic Theory and Economic History of the University of Granada..
- Máximo Camacho & Gabriel Pérez-Quirós & Lorena Saiz, 2004.
"Are european business cycles close enough to be just one?,"
Working Papers
0408, Banco de España.
- 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.
- Maximo Camacho & Gabriel Perez-Quiros, 2004. "Are European business cycles close enough to be just one?," Computing in Economics and Finance 2004 16, Society for Computational Economics.
- Pérez-Quirós, Gabriel & Camacho, Máximo & ,, 2005. "Are European Business Cycles Close Enough to be Just One?," CEPR Discussion Papers 4824, C.E.P.R. Discussion Papers.
- Pilar Bengoechea & Gabriel Pérez-Quirós, 2004.
"A useful tool to identify recessions in the euro-area,"
Working Papers
0419, Banco de España.
- Pilar Bengoechea & Gabriel Pérez Quirós, 2004. "A useful tool to identify recessions in the euro area," European Economy - Economic Papers 2008 - 2015 215, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
- Vitor Gaspar & Gabriel Pérez Quir? & Hugo Rodr?uez Mendiz?al, 2004.
"Interest Rate Determination in the Interbank Market,"
UFAE and IAE Working Papers
603.04, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
- Gaspar, Vítor & Pérez Quirós, Gabriel & Rodríguez Mendizábal, Hugo, 2004. "Interest rate determination in the interbank market," Working Paper Series 351, European Central Bank.
- Gaspar, Vitor & Pérez-Quirós, Gabriel & Rodriguez Mendizabal, Hugo, 2004. "Interest Rate Determination in the Interbank Market," CEPR Discussion Papers 4516, C.E.P.R. Discussion Papers.
- Vítor Gaspar & Gabriel Pérez-Quirós & Hugo Rodríguez Mendizábal, 2004. "Interest rate determination in the interbank market," Working Papers 0407, Banco de España.
- Gabriel Pérez Quirós & Hugo Rodríguez Mendizábal, 2003.
"The Daily Market for Funds in Europe: What Has Changed with the EMU?,"
UFAE and IAE Working Papers
559.03, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
- Quiros, Gabriel Perez & Mendizabal, Hugo Rodriguez, 2006. "The Daily Market for Funds in Europe: What Has Changed with the EMU?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 38(1), pages 91-118, February.
- Gabriel Pérez Quirós & Hugo Rodríguez Mendizábal, 2003. "The daily market for funds in Europe: what has changed with the EMU," Working Papers 0313, Banco de España.
- Gabriel Pérez-Quirós & Hugo Rodríguez Mendizábal, 2003. "The Daily Market for Funds in Europe: What has Changed with the EMU?," Working Papers 22, Barcelona School of Economics.
- Gabriel Pérez Quirós & Jorge Sicilia, 2002.
"Is the European Central Bank (and the United States Federal Reserve) predictable?,"
Working Papers
0229, Banco de España.
- Pérez Quirós, Gabriel & Sicilia, Jorge, 2002. "Is the European Central Bank (and the United States Federal Reserve) predictable?," Working Paper Series 192, European Central Bank.
- Pérez Quirós, Gabriel & Rodríguez Mendizábal, Hugo, 2001.
"The daily market for funds in Europe: Has something changed with the EMU?,"
Working Paper Series
67, European Central Bank.
- Quiro, G.P. & Mendizabal, H.R., 2001. "The Daily Market for Funds in Europe: Has Something Changed with the EMU," Papers 67, Quebec a Montreal - Recherche en gestion.
- Gabriel Pérez Quirós & Hugo Rodríguez, 2000. "The daily market for funds in Europe: Has something changed with the EMU?," Economics Working Papers 474, Department of Economics and Business, Universitat Pompeu Fabra.
- Pérez Quirós, Gabriel & Timmermann, Allan, 2001.
"Business cycle asymmetries in stock returns: evidence from higher order moments and conditional densities,"
Working Paper Series
58, European Central Bank.
- Perez-Quiros, Gabriel & Timmermann, Allan, 2001. "Business cycle asymmetries in stock returns: Evidence from higher order moments and conditional densities," Journal of Econometrics, Elsevier, vol. 103(1-2), pages 259-306, July.
- Perez-Quiros, Gabriel & Timmermann, Allan, 2000. "Business cycle asymmetries in stock returns: evidence from higher order moments and conditional densities," LSE Research Online Documents on Economics 119098, London School of Economics and Political Science, LSE Library.
- Perez-Quiros, G. & Timmermann, A., 2001. "Business Cycle Asymmetries in Stock Returns: Evidence from Higher Order Moments and Conditional Densities," Papers 58, Quebec a Montreal - Recherche en gestion.
- Allan Timmermann & Gabriel Perez-Quiros, 2000. "Business Cycle Asymmetries in Stock Returns: Evidence from Higher Order Moments and Conditional Densities," FMG Discussion Papers dp360, Financial Markets Group.
- Pérez Quirós, Gabriel & Sicilia, Jorge & Gaspar, Vítor, 2001.
"The ECB monetary policy strategy and the money market,"
Working Paper Series
69, European Central Bank.
- Gaspar, Vitor & Perez-Quiros, Gabriel & Sicilia, Jorge, 2001. "The ECB Monetary Policy Strategy and the Money Market," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 6(4), pages 325-342, October.
- Vítor Gaspar & Gabriel Perez-Quiros & Jorge Sicilia, 2001. "The ECB monetary policy strategy and the money market," Working Papers 47, Oesterreichische Nationalbank (Austrian Central Bank).
- Camacho, Maximo & Pérez Quirós, Gabriel, 2000.
"This is what the US leading indicators lead,"
Working Paper Series
27, European Central Bank.
- 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.
- Maximo Camacho & Gabriel Perez-Quiros, 2000. "This Is What The Leading Indicators Lead," Computing in Economics and Finance 2000 132, Society for Computational Economics.
- Maximo Cosme Camacho Alonso & Gabriel Perez-Quiros, 2000. "This is What Leading Indicators Lead," Econometric Society World Congress 2000 Contributed Papers 0202, Econometric Society.
- Gabriel Pérez & Hugo Rodríguez, 2000. "The daily market for funds in Europe: Mathematical appendix," Economics Working Papers 496, Department of Economics and Business, Universitat Pompeu Fabra.
- Perez-Quiros, Gabriel & Timmermann, Allan, 1999.
"Firm size and cyclical variations in stock returns,"
LSE Research Online Documents on Economics
119113, London School of Economics and Political Science, LSE Library.
- Gabriel Perez‐Quiros & Allan Timmermann, 2000. "Firm Size and Cyclical Variations in Stock Returns," Journal of Finance, American Finance Association, vol. 55(3), pages 1229-1262, June.
- Allan Timmermann & Gabriel Perez-Quiros, 1999. "Firm Size and Cyclical Variations in Stock Returns," FMG Discussion Papers dp335, Financial Markets Group.
- Margaret M. McConnell & Gabriel Perez-Quiros, 1997.
"Output fluctuations in the United States: what has changed since the early 1980s?,"
Research Paper
9735, Federal Reserve Bank of New York.
- Gabriel Perez-Quiros & Margaret M. McConnell, 2000. "Output Fluctuations in the United States: What Has Changed since the Early 1980's?," American Economic Review, American Economic Association, vol. 90(5), pages 1464-1476, December.
- Margaret M. McConnell & Gabriel Perez-Quiros, 2000. "Output fluctuations in the United States: what has changed since the early 1980s?," Proceedings, Federal Reserve Bank of San Francisco, issue Mar.
- Margaret M. McConnell & Gabriel Perez-Quiros, 1998. "Output fluctuations in the United States: what has changed since the early 1980s?," Staff Reports 41, Federal Reserve Bank of New York.
- Chuhan, Punam & Perez-Quiros, Gabriel & Popper, Helen, 1996. "International capital flows : do short-term investment and direct investment differ?," Policy Research Working Paper Series 1669, The World Bank.
- Gabriel Pérez Quirós, 1991.
"Optimización intertemporal y balanza por cuenta corriente,"
Working Papers
wp1991_9113, CEMFI.
repec:ecb:ecbdps:202115 is not listed on IDEAS
repec:ecb:ecbdps:202114 is not listed on IDEAS
Articles
- Danilo Leiva‐León & Gabriel Perez Quiros & Eyno Rots, 2024. "Real‐time weakness of the global economy," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 39(5), pages 813-832, August.
- Joan Paredes & Javier J. Pérez & Gabriel Perez Quiros, 2023.
"Fiscal targets. A guide to forecasters?,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(4), pages 472-492, June.
- Joan Paredes & Javier J. Pérez & Gabriel Perez-Quirós, 2015. "Fiscal targets. A guide to forecasters?," Working Papers 1508, Banco de España.
- Pérez-Quirós, Gabriel & Pérez, Javier J & Paredes, Joan, 2015. "Fiscal targets. A guide to forecasters?," CEPR Discussion Papers 10553, C.E.P.R. Discussion Papers.
- Pérez Quirós, Gabriel & Pérez, Javier J. & Paredes, Joan, 2015. "Fiscal targets. A guide to forecasters?," Working Paper Series 1834, European Central Bank.
- Danilo Leiva-León & Gabriel Perez-Quiros & Horacio Sapriza & Egon Zakrajšek, 2022. "Introducing the Credit Market Sentiment Index," Richmond Fed Economic Brief, Federal Reserve Bank of Richmond, vol. 22(33), August.
- Diaz, Elena Maria & Perez-Quiros, Gabriel, 2021. "GEA tracker: A daily indicator of global economic activity," Journal of International Money and Finance, Elsevier, vol. 115(C).
- Ampudia, Miguel & Lo Duca, Marco & Farkas, Mátyás & Perez-Quiros, Gabriel & Pirovano, Mara & Rünstler, Gerhard & Tereanu, Eugen, 2021. "Avoiding a financial epidemic – The role of macroprudential policies," Research Bulletin, European Central Bank, vol. 87.
- Ana Arencibia Pareja & Ana Gomez-Loscos & Mercedes de Luis López & Gabriel Perez-Quiros, 2020. "A Short Term Forecasting Model for the Spanish GDP and itsDemand Components," Revista Economía, Fondo Editorial - Pontificia Universidad Católica del Perú, vol. 43(85), pages 1-30.
- María Dolores Gadea & Ana Gómez-Loscos & Gabriel Pérez-Quirós, 2020. "The decline in volatility in the US economy. A historical perspective," Oxford Economic Papers, Oxford University Press, vol. 72(1), pages 101-123.
- Pérez Quirós, Gabriel, 2020. "Global Weakness Index – reading the economy’s vital signs during the COVID-19 crisis," Research Bulletin, European Central Bank, vol. 72.
- Matías Pacce & Gabriel Pérez-Quirós, 2019. "Predicción en tiempo real del PIB en el área del euro: recientes mejoras en el modelo Euro-STING," Boletín Económico, Banco de España, issue MAR.
- 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.
- Maximo Camacho & Gabriel Perez-Quiros & Pilar Poncela, 2012. "Markov-switching dynamic factor models in real time," Working Papers 1205, Banco de España.
- Pérez-Quirós, Gabriel & Poncela, Pilar & Camacho, Máximo, 2012. "Markov-switching dynamic factor models in real time," CEPR Discussion Papers 8866, C.E.P.R. Discussion Papers.
- María Dolores Gadea & Ana Gómez‐Loscos & Gabriel Pérez‐Quirós, 2018.
"Great Moderation And Great Recession: From Plain Sailing To Stormy Seas?,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 59(4), pages 2297-2321, November.
- Ana gomez-Loscos & M. Dolores Gadea (Universidad de Zaragoza) & Gabriel Perez-Quiros (Bank of Spain), 2015. "Great Moderation and Great Recession. From plain sailing to stormy seas?," EcoMod2015 8267, EcoMod.
- Ana Arencibia Pareja & Ana Gómez Loscos & Mercedes de Luis López & Gabriel Pérez Quirós, 2017. "Un modelo de previsión del PIB y de sus componentes de demanda," Boletín Económico, Banco de España, issue DIC.
- Gadea, María Dolores & Gomez-Loscos, Ana & Perez-Quiros, Gabriel, 2017.
"Dissecting US recoveries,"
Economics Letters, Elsevier, vol. 154(C), pages 59-63.
- María Dolores Gadea & Ana Gómez-Loscos & Gabriel Pérez-Quirós, 2017. "Dissecting US recoveries," Working Papers 1708, Banco de España.
- Pérez-Quirós, Gabriel & Gadea Rivas, Maria Dolores & Gomez-Loscos, Ana, 2017. "Dissecting US recoveries," CEPR Discussion Papers 11997, C.E.P.R. Discussion Papers.
- Ana Arencibia Pareja & Ana Gómez Loscos & Mercedes de Luis López & Gabriel Pérez Quirós, 2017. "A short-term forecasting model for GDP and its demand components," Economic Bulletin, Banco de España, issue DIC.
- 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.
- 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.
- Maria Dolores Gadea Rivas & Gabriel Perez-Quiros, 2015. "The Failure To Predict The Great Recession—A View Through The Role Of Credit," Journal of the European Economic Association, European Economic Association, vol. 13(3), pages 534-559, June.
- Broto, Carmen & Pérez-Quirós, Gabriel, 2015.
"Disentangling contagion among sovereign CDS spreads during the European debt crisis,"
Journal of Empirical Finance, Elsevier, vol. 32(C), pages 165-179.
- Carmen Broto & Gabriel Perez-Quiros, 2013. "Disentangling contagion among sovereign cds spreads during the european debt crisis," Working Papers 1314, Banco de España.
- Ana Gómez Loscos & Gabriel Pérez Quirós & María Dolores Gadea, 2015. "Un análisis de la dinámica del PIB de Estados Unidos: un enfoque econométrico," Boletín Económico, Banco de España, issue JAN, pages 41-47, Enero.
- 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.
- Pérez-Quirós, Gabriel & Poncela, Pilar & Camacho, Máximo, 2012. "Extracting nonlinear signals from several economic indicators," CEPR Discussion Papers 8865, C.E.P.R. Discussion Papers.
- Maximo Camacho & Gabriel Perez-Quiros & Pilar Poncela, 2012. "Extracting non-linear signals from several economic indicators," Working Papers 1202, Banco de España.
- 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.
- 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.
- 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.
- Pérez-Quirós, Gabriel & Camacho, Máximo, 2013. "Commodity prices and the business cycle in Latin America: Living and dying by commodities?," CEPR Discussion Papers 9367, C.E.P.R. Discussion Papers.
- 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.
- 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.
- 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.
- Pablo Burriel & Aitor Lacuesta & Gabriel Pérez-Quirós & Ernesto Villanueva, 2013. "Composición sectorial de la producción, divergencia y sincronía cíclica en los países del área del euro," Boletín Económico, Banco de España, issue OCT, pages 101-107, Octubre.
- Gabriel Pérez Quirós & Hugo Rodríguez Mendizábal, 2012.
"Asymmetric Standing Facilities: An Unexploited Monetary Policy Tool,"
IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 60(1), pages 43-74, April.
- Gabriel Pérez Quirós & Hugo Rodríguez Mendizábal, 2009. "Asymmetric Standing Facilities: An Unexploited Monetary Policy Tool," UFAE and IAE Working Papers 795.09, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
- Gabriel Perez-Quiros & Hugo Rodríguez Mendizábal, 2010. "Asymmetric standing facilities: an unexploited monetary policy tool," Working Papers 1004, Banco de España.
- Pérez-Quirós, Gabriel & Rodriguez Mendizabal, Hugo, 2010. "Asymmetric Standing Facilities: An Unexploited Monetary Policy Tool," CEPR Discussion Papers 7789, C.E.P.R. Discussion Papers.
- Gabriel Pérez-Quirós & Hugo Rodríguez Mendizábal, "undated". "Asymmetric Standing Facilities: An Unexploited Monetary Policy Tool," Working Papers 414, Barcelona School of Economics.
- Aránzazu Crespo Rodríguez & Gabriel Pérez-Quirós & Rubén Segura Cayuela, 2012. "Competitiveness indicators: the importance of an efficient allocation of resources," Economic Bulletin, Banco de España, issue JAN, pages 103-111, January.
- Gabriel Pérez Quirós & María Dolores Gadea Rivas, 2012. "The role of credit as a predictor of the economic cycle," Economic Bulletin, Banco de España, issue DEC, pages 11-16, December.
- Gabriel Pérez Quirós & María Dolores Gadea Rivas, 2012. "El papel del crédito como predictor del ciclo económico," Boletín Económico, Banco de España, issue DEC, pages 39-45, Diciembre.
- 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.
- 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.
- Marcos dal Bianco & Maximo Camacho & Gabriel Perez-Quiros, 2012. "Short-run forecasting of the euro-dollar exchange rate with economic fundamentals," Working Papers 1203, Banco de España.
- 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.
- Aránzazu Crespo Rodríguez & Gabriel Pérez-Quirós & Rubén Segura-Cayuela, 2011. "Indicadores de competitividad: la importancia de la asignación eficiente de los recursos," Boletín Económico, Banco de España, issue DEC, pages 29-39, Diciembre.
- 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.
- Máximo Camacho & Gabriel Pérez Quirós & Hugo Rodríguez Mendizábal, 2011. "High-growth recoveries, inventories and the great moderation," Post-Print hal-00828978, HAL.
- Maximo Camacho & Gabriel Perez-Quiros & Hugo Rodríguez Mendizábal, 2009. "High-growth Recoveries, Inventories and the Great Moderation," Working Papers 0917, Banco de España.
- Carmen Broto & Gabriel Pérez-Quirós, 2011. "Las primas de los CDS soberanos durante la crisis y su interpretación como medida de riesgo," Boletín Económico, Banco de España, issue APR, pages 99-108, Abril.
- Carmen Broto & Gabriel Pérez-Quirós, 2011. "Sovereign CDS premia during the crisis and their interpretation as a measure of risk," Economic Bulletin, Banco de España, issue APR, pages 133-142, April.
- Gabriel Pérez Quirós & Hugo Rodríguez Mendizábal, 2010. "A possible role for asymmetric standing facilities in liquidity management," Economic Bulletin, Banco de España, issue OCT, pages 129-136, October.
- 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.
- Pérez-Quirós, Gabriel & Camacho, Máximo, 2009. "Introducing the Euro-STING: Short-Term Indicator of Euro Area Growth," CEPR Discussion Papers 7343, C.E.P.R. Discussion Papers.
- Maximo Camacho & Gabriel Perez-Quiros, 2008. "Introducing the EURO-STING: Short Term INdicator of Euro Area Growth," Working Papers 0807, Banco de España.
- Gabriel Pérez Quirós & Hugo Rodríguez Mendizábal, 2010. "El posible papel de una utilización asimétrica de las facilidades permanentes en la gestión de la liquidez," Boletín Económico, Banco de España, issue SEP, pages 83-91, Septiembr.
- 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.
- Máximo Camacho & Gabriel Pérez-Quirós & Lorena Saiz, 2005. "Do european business cycles look like one?," Working Papers 0518, Banco de España.
- 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.
- 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.
- Gaspar, Vítor & Pérez Quirós, Gabriel & Rodríguez Mendizábal, Hugo, 2008. "Interest rate dispersion and volatility in the market for daily funds," European Economic Review, Elsevier, vol. 52(3), pages 413-440, April.
- 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.
- Pérez-Quirós, Gabriel & Camacho, Máximo, 2005. "Jump-and-Rest Effects of US Business Cycles," CEPR Discussion Papers 4975, C.E.P.R. Discussion Papers.
- Máximo Camacho & Gabriel Pérez-Quirós, 2005. "Jump-and-rest effect of U.S. business cycles," Working Papers 0507, Banco de España.
- 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.
- 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.
- Maximo Camacho & Gabriel Perez-Quiros, 2004. "Are European business cycles close enough to be just one?," Computing in Economics and Finance 2004 16, Society for Computational Economics.
- Pérez-Quirós, Gabriel & Camacho, Máximo & ,, 2005. "Are European Business Cycles Close Enough to be Just One?," CEPR Discussion Papers 4824, C.E.P.R. Discussion Papers.
- Máximo Camacho & Gabriel Pérez-Quirós & Lorena Saiz, 2004. "Are european business cycles close enough to be just one?," Working Papers 0408, Banco de España.
- 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.
- Quiros, Gabriel Perez & Mendizabal, Hugo Rodriguez, 2006.
"The Daily Market for Funds in Europe: What Has Changed with the EMU?,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 38(1), pages 91-118, February.
- Gabriel Pérez Quirós & Hugo Rodríguez Mendizábal, 2003. "The Daily Market for Funds in Europe: What Has Changed with the EMU?," UFAE and IAE Working Papers 559.03, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
- Gabriel Pérez Quirós & Hugo Rodríguez Mendizábal, 2003. "The daily market for funds in Europe: what has changed with the EMU," Working Papers 0313, Banco de España.
- Gabriel Pérez-Quirós & Hugo Rodríguez Mendizábal, 2003. "The Daily Market for Funds in Europe: What has Changed with the EMU?," Working Papers 22, Barcelona School of Economics.
- Perez Quiros, Gabriel, 2005. "Comments on "Some methods for assessing the need for non-linear models in business cycle analysis"," International Journal of Forecasting, Elsevier, vol. 21(4), pages 663-666.
- Pilar Bengoechea & Gabriel Pérez Quirós, 2004. "Un modelo para predecir cambios cíclicos en el área euro," Boletín Económico, Banco de España, issue MAY, pages 45-48, Mayo.
- 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.
- Stephen G. Cecchetti & Margaret M. McConnell & Gabriel Perez–Quiros, 2002.
"Policymakers’ Revealed Preferences and the Output–Inflation Variability Trade–off: Implications for the European System of Central Banks,"
Manchester School, University of Manchester, vol. 70(4), pages 596-618, June.
- Stephen G. Cecchetti & Margaret M. McConnell & Gabriel Perez-Quiros, 1999. "Policymakers' revealed preferences and the output-inflation variability trade-off: implications for the European system of central banks," Proceedings, Federal Reserve Bank of San Francisco.
- 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.
- Maximo Camacho & Gabriel Perez-Quiros, 2000. "This Is What The Leading Indicators Lead," Computing in Economics and Finance 2000 132, Society for Computational Economics.
- Maximo Cosme Camacho Alonso & Gabriel Perez-Quiros, 2000. "This is What Leading Indicators Lead," Econometric Society World Congress 2000 Contributed Papers 0202, Econometric Society.
- Camacho, Maximo & Pérez Quirós, Gabriel, 2000. "This is what the US leading indicators lead," Working Paper Series 27, European Central Bank.
- James A. Kahn & Margaret M. McConnell & Gabriel Perez-Quiros, 2002. "On the causes of the increased stability of the U.S. economy," Economic Policy Review, Federal Reserve Bank of New York, vol. 8(May), pages 183-202.
- Gabriel Pérez Quirós, 2002. "Variabilidad del crecimiento económico y la importancia de la gestión de existencias en EEUU," Boletín Económico, Banco de España, issue MAY, pages 71-78, Mayo.
- Perez-Quiros, Gabriel & Timmermann, Allan, 2001.
"Business cycle asymmetries in stock returns: Evidence from higher order moments and conditional densities,"
Journal of Econometrics, Elsevier, vol. 103(1-2), pages 259-306, July.
- Pérez Quirós, Gabriel & Timmermann, Allan, 2001. "Business cycle asymmetries in stock returns: evidence from higher order moments and conditional densities," Working Paper Series 58, European Central Bank.
- Perez-Quiros, Gabriel & Timmermann, Allan, 2000. "Business cycle asymmetries in stock returns: evidence from higher order moments and conditional densities," LSE Research Online Documents on Economics 119098, London School of Economics and Political Science, LSE Library.
- Perez-Quiros, G. & Timmermann, A., 2001. "Business Cycle Asymmetries in Stock Returns: Evidence from Higher Order Moments and Conditional Densities," Papers 58, Quebec a Montreal - Recherche en gestion.
- Allan Timmermann & Gabriel Perez-Quiros, 2000. "Business Cycle Asymmetries in Stock Returns: Evidence from Higher Order Moments and Conditional Densities," FMG Discussion Papers dp360, Financial Markets Group.
- Gaspar, Vitor & Perez-Quiros, Gabriel & Sicilia, Jorge, 2001.
"The ECB Monetary Policy Strategy and the Money Market,"
International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 6(4), pages 325-342, October.
- Pérez Quirós, Gabriel & Sicilia, Jorge & Gaspar, Vítor, 2001. "The ECB monetary policy strategy and the money market," Working Paper Series 69, European Central Bank.
- Vítor Gaspar & Gabriel Perez-Quiros & Jorge Sicilia, 2001. "The ECB monetary policy strategy and the money market," Working Papers 47, Oesterreichische Nationalbank (Austrian Central Bank).
- Gabriel Perez‐Quiros & Allan Timmermann, 2000.
"Firm Size and Cyclical Variations in Stock Returns,"
Journal of Finance, American Finance Association, vol. 55(3), pages 1229-1262, June.
- Perez-Quiros, Gabriel & Timmermann, Allan, 1999. "Firm size and cyclical variations in stock returns," LSE Research Online Documents on Economics 119113, London School of Economics and Political Science, LSE Library.
- Allan Timmermann & Gabriel Perez-Quiros, 1999. "Firm Size and Cyclical Variations in Stock Returns," FMG Discussion Papers dp335, Financial Markets Group.
- Gabriel Perez-Quiros & Margaret M. McConnell, 2000.
"Output Fluctuations in the United States: What Has Changed since the Early 1980's?,"
American Economic Review, American Economic Association, vol. 90(5), pages 1464-1476, December.
- Margaret M. McConnell & Gabriel Perez-Quiros, 2000. "Output fluctuations in the United States: what has changed since the early 1980s?," Proceedings, Federal Reserve Bank of San Francisco, issue Mar.
- Margaret M. McConnell & Gabriel Perez-Quiros, 1997. "Output fluctuations in the United States: what has changed since the early 1980s?," Research Paper 9735, Federal Reserve Bank of New York.
- Margaret M. McConnell & Gabriel Perez-Quiros, 1998. "Output fluctuations in the United States: what has changed since the early 1980s?," Staff Reports 41, Federal Reserve Bank of New York.
- Margaret M. McConnell & Patricia C. Mosser & Gabriel Perez-Quiros, 1999. "A decomposition of the increased stability of GDP growth," Current Issues in Economics and Finance, Federal Reserve Bank of New York, vol. 5(Aug).
- Hamilton, James D & Perez-Quiros, Gabriel, 1996. "What Do the Leading Indicators Lead?," The Journal of Business, University of Chicago Press, vol. 69(1), pages 27-49, January.
Chapters
- 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.
- Máximo Camacho & Danilo Leiva-León & Gabriel Pérez-Quiros, 2015. "Country Shocks, Monetary Policy Expectations and ECB Decisions. A Dynamic Non-Linear Approach," Working Papers Central Bank of Chile 764, Central Bank of Chile.
- Pérez-Quirós, Gabriel & Camacho, Máximo & Leiva-León, Danilo, 2015. "Country shocks, monetary policy expectations and ECB decisions. A dynamic non-linear approach," CEPR Discussion Papers 10828, C.E.P.R. Discussion Papers.
- 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.
- J. David López-Salido & Gabriel Pérez Quirós, 2006. "Comparative analysis: real convergence, cyclical synchrony and inflation differentials," Other publications, in: The analysis of the Spanish Economy, chapter 15, pages 409-433, Banco de España.
- Vítor Gaspar & Gabriel Perez-Quirós & Jorge Sicilia, 2002. "The monetary policy decisions of the ECB and the money market," BIS Papers chapters, in: Bank for International Settlements (ed.), Market functioning and central bank policy, volume 12, pages 402-411, Bank for International Settlements.
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NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 70 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-MAC: Macroeconomics (50) 2001-10-29 2001-10-29 2001-12-04 2003-02-24 2004-07-26 2005-02-13 2005-06-14 2005-06-14 2005-09-17 2006-07-15 2008-05-05 2009-05-16 2009-07-03 2009-07-11 2009-08-30 2009-12-05 2010-03-28 2010-07-31 2012-03-28 2012-07-14 2013-04-13 2014-10-17 2014-12-24 2015-04-02 2015-05-09 2015-08-30 2015-09-18 2015-09-26 2015-09-26 2015-09-26 2015-10-10 2017-03-19 2017-04-02 2017-05-14 2018-02-12 2018-03-26 2018-07-30 2018-08-13 2018-08-13 2018-11-12 2018-11-19 2020-03-30 2020-04-27 2020-06-22 2020-07-13 2020-07-13 2020-10-12 2020-11-09 2020-12-07 2021-05-10. Author is listed
- NEP-EEC: European Economics (25) 2000-07-22 2001-10-29 2001-11-21 2001-12-26 2003-01-27 2003-02-24 2004-08-16 2005-02-13 2005-06-14 2006-07-15 2008-05-05 2009-07-11 2010-03-20 2010-07-31 2012-01-25 2012-03-28 2012-03-28 2013-11-09 2015-04-02 2015-05-09 2015-08-30 2015-09-26 2018-02-12 2018-08-13 2018-11-12. Author is listed
- NEP-MON: Monetary Economics (20) 2000-07-03 2001-10-29 2001-12-26 2003-01-27 2003-02-24 2004-03-22 2005-02-13 2009-12-05 2010-03-28 2012-01-25 2012-03-28 2015-08-30 2015-09-26 2015-09-26 2018-07-30 2018-08-13 2018-08-13 2018-11-12 2018-11-19 2021-06-14. Author is listed
- NEP-CBA: Central Banking (13) 2001-10-29 2001-12-26 2008-05-05 2009-07-11 2009-12-05 2010-03-28 2010-07-31 2012-01-25 2012-03-28 2015-08-30 2015-09-26 2015-09-26 2021-06-14. Author is listed
- NEP-FOR: Forecasting (12) 2008-05-05 2009-07-03 2009-07-11 2012-01-25 2012-03-28 2012-03-28 2012-03-28 2012-10-20 2012-11-03 2013-01-07 2013-11-16 2018-02-12. Author is listed
- NEP-BEC: Business Economics (7) 2005-09-17 2006-07-15 2009-05-16 2009-08-30 2010-03-20 2012-03-28 2012-07-14. Author is listed
- NEP-ETS: Econometric Time Series (7) 2012-03-28 2012-03-28 2012-07-14 2012-10-20 2012-11-03 2013-11-16 2018-07-30. Author is listed
- NEP-HIS: Business, Economic and Financial History (7) 2015-09-26 2015-10-10 2017-03-19 2017-05-14 2018-08-13 2018-11-12 2018-11-19. Author is listed
- NEP-RMG: Risk Management (7) 2003-01-27 2003-02-24 2004-03-22 2005-09-17 2020-03-30 2020-04-27 2020-07-13. Author is listed
- NEP-FDG: Financial Development and Growth (5) 2009-05-16 2009-08-30 2020-04-27 2020-07-13 2021-06-14. Author is listed
- NEP-FMK: Financial Markets (5) 2000-07-03 2001-11-21 2004-03-22 2005-02-13 2013-11-09. Author is listed
- NEP-IFN: International Finance (5) 2001-10-29 2001-11-21 2003-02-24 2004-08-16 2020-03-30. Author is listed
- NEP-CIS: Confederation of Independent States (4) 2020-03-30 2020-06-22 2020-07-13 2020-10-12
- NEP-ECM: Econometrics (4) 2009-07-11 2012-03-28 2012-03-28 2012-03-28
- NEP-BAN: Banking (3) 2013-01-07 2013-11-09 2021-06-14
- NEP-CMP: Computational Economics (3) 2020-12-07 2021-01-18 2021-05-24
- NEP-FIN: Finance (3) 2000-03-06 2001-05-16 2005-09-17
- NEP-LAM: Central and South America (2) 2013-04-13 2013-06-24
- NEP-CNA: China (1) 2020-06-22
- NEP-DEV: Development (1) 2004-03-22
- NEP-ENE: Energy Economics (1) 2005-09-17
- NEP-GER: German Papers (1) 2015-08-30
- NEP-HEA: Health Economics (1) 2020-03-30
- NEP-HPE: History and Philosophy of Economics (1) 2013-01-07
- NEP-ISF: Islamic Finance (1) 2020-10-12
- NEP-OPM: Open Economy Macroeconomics (1) 2013-11-09
- NEP-ORE: Operations Research (1) 2010-07-31
- NEP-URE: Urban and Real Estate Economics (1) 2018-03-26
Corrections
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