Gonzalo Camba-Mendez
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Gonzalo |
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Camba-Mendez |
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Research profile
author of:
- Modelling the daily banknotes in circulation in the context of the liquidity management of the European Central Bank (RePEc:bde:wpaper:0211)
by Alberto Cabrero & Gonzalo Camba-Mendez & Astrid Hirsch & Fernando Nieto - Tests of Rank in Reduced Rank Regression Models (RePEc:bes:jnlbes:v:21:y:2003:i:1:p:145-55)
by Camba-Mendez, Gonzalo, et al - Estimating the Rank of the Spectral Density Matrix (RePEc:bla:jtsera:v:26:y:2005:i:1:p:37-48)
by Gonzalo Camba‐Mendez & George Kapetanios - Short-term Forecasts of Euro Area GDP Growth (RePEc:cpr:ceprdp:6746)
by Reichlin, Lucrezia & Camba-Mendez, Gonzalo & Angelini, Elena & Rünstler, Gerhard & Giannone, Domenico - Short-Term Forecasts of Euro Area GDP Growth (RePEc:eca:wpaper:2008_035)
by Elena Angelini & Gonzalo Camba-Mendez & Domenico Giannone & Lucrezia Reichlin & Gerhard Rünstler - The recent slowdown in euro area output growth reflects both cyclical and temporary factors (RePEc:ecb:ecbbox:2018:0004:2)
by Camba-Méndez, Gonzalo & Forsells, Magnus - The valuation haircuts applied to eligible marketable assets for ECB credit operations (RePEc:ecb:ecbops:2023312)
by Adler, Martin & Camba-Méndez, Gonzalo & Džaja, Tomislav & Manzanares, Andrés & Metra, Matteo & Vocalelli, Giorgio - Testing the rank of the Hankel matrix: a statistical approach (RePEc:ecb:ecbwps:200145)
by Camba-Méndez, Gonzalo & Kapetanios, George - Assessment criteria for output gap estimates (RePEc:ecb:ecbwps:200154)
by Camba-Méndez, Gonzalo & Rodriguez-Palenzuela, Diego - Spectral based methods to identify common trends and common cycles (RePEc:ecb:ecbwps:200162)
by Camba-Méndez, Gonzalo & Kapetanios, George - Modelling the daily banknotes in circulation in the context of the liquidity management of the European Central Bank (RePEc:ecb:ecbwps:2002142)
by Cabrero, Alberto & Camba-Méndez, Gonzalo & Hirsch, Astrid & Nieto, Fernando - Short-term monitoring of fiscal policy discipline (RePEc:ecb:ecbwps:2002152)
by Camba-Méndez, Gonzalo & Lamo, Ana - Relevant economic issues concerning the optimal rate of inflation (RePEc:ecb:ecbwps:2003278)
by Camba-Méndez, Gonzalo & García, Juan Angel & Rodriguez-Palenzuela, Diego - Estimating the rank of the spectral density matrix (RePEc:ecb:ecbwps:2004349)
by Camba-Méndez, Gonzalo & Kapetanios, George - Excess reserves and implementation of monetary policy of the ECB (RePEc:ecb:ecbwps:2004361)
by Bindseil, Ulrich & Camba-Méndez, Gonzalo & Hirsch, Astrid & Weller, Benedict - Forecasting euro area inflation using dynamic factor measures of underlying inflation (RePEc:ecb:ecbwps:2004402)
by Camba-Méndez, Gonzalo & Kapetanios, George - Structural filters for monetary analysis: the inflationary movements of money in the euro area (RePEc:ecb:ecbwps:2005470)
by Bruggeman, Annick & Camba-Méndez, Gonzalo & Fischer, Björn & Sousa, João - Statistical tests and estimators of the rank of a matrix and their applications in econometric modelling (RePEc:ecb:ecbwps:2008850)
by Camba-Méndez, Gonzalo & Kapetanios, George - Short-term forecasts of euro area GDP growth (RePEc:ecb:ecbwps:2008949)
by Angelini, Elena & Camba-Méndez, Gonzalo & Rünstler, Gerhard & Giannone, Domenico & Reichlin, Lucrezia - Market perception of sovereign credit risk in the euro area during the financial crisis (RePEc:ecb:ecbwps:20141710)
by Camba-Méndez, Gonzalo & Serwa, Dobromil - Financial reputation, market interventions and debt issuance by banks: a truncated two-part model approach (RePEc:ecb:ecbwps:20141741)
by Camba-Méndez, Gonzalo & Rodriguez-Palenzuela, Diego & Carbó-Valverde, Santiago - An automatic leading indicator, variable reduction and variable selection methods using small and large datasets: Forecasting the industrial production growth for euro area economies (RePEc:ecb:ecbwps:20151773)
by Camba-Méndez, Gonzalo & Kapetanios, George & Papailias, Fotis & Weale, Martin R. - Pricing sovereign credit risk of an emerging market (RePEc:ecb:ecbwps:20161924)
by Camba-Méndez, Gonzalo & Serwa, Dobromil & Kostrzewa, Konrad & Marszal, Anna - Bank interest rate setting in the euro area during the Great Recession (RePEc:ecb:ecbwps:20161965)
by Camba-Méndez, Gonzalo & Durré, Alain & Mongelli, Francesco Paolo - The inflation risk premium in the post-Lehman period (RePEc:ecb:ecbwps:20172033)
by Camba-Méndez, Gonzalo & Werner, Thomas - On the inflation risks embedded in sovereign bond yields (RePEc:ecb:ecbwps:20202423)
by Camba-Méndez, Gonzalo - Risk aversion and bank loan pricing (RePEc:ecb:ecbwps:20212514)
by Camba-Méndez, Gonzalo & Mongelli, Francesco Paolo - Short‐term forecasts of euro area GDP growth (RePEc:ect:emjrnl:v:14:y:2011:i:1:p:c25-c44)
by Elena Angelini & Gonzalo Camba‐Mendez & Domenico Giannone & Lucrezia Reichlin & Gerhard Rünstler - An automatic leading indicator of economic activity: forecasting GDP growth for European countries (RePEc:ect:emjrnl:v:4:y:2001:i:1:p:37)
by Gonzalo Camba-Mendez & George Kapetanios & Richard J. Smith & Martin R. Weale - Assessment criteria for output gap estimates (RePEc:eee:ecmode:v:20:y:2003:i:3:p:529-562)
by Camba-Mendez, Gonzalo & Rodriguez-Palenzuela, Diego - Market perception of sovereign credit risk in the euro area during the financial crisis (RePEc:eee:ecofin:v:37:y:2016:i:c:p:168-189)
by Camba-Méndez, Gonzalo & Serwa, Dobromił - Conditional forecasts on SVAR models using the Kalman filter (RePEc:eee:ecolet:v:115:y:2012:i:3:p:376-378)
by Camba-Mendez, Gonzalo - Risk aversion and bank loan pricing (RePEc:eee:ecolet:v:200:y:2021:i:c:s0165176520304833)
by Camba-Mendez, Gonzalo & Mongelli, Francesco Paolo - Filtered least squares and measurement error (RePEc:eee:ecolet:v:59:y:1998:i:2:p:163-168)
by Blake, Andrew P. & Camba-Mendez, Gonzalo - Excess reserves and the implementation of monetary policy of the ECB (RePEc:eee:jpolmo:v:28:y:2006:i:5:p:491-510)
by Bindseil, Ulrich & Camba-Mendez, Gonzalo & Hirsch, Astrid & Weller, Benedict - Assessemt Criteria for Output Gap Estimates (RePEc:fth:uqamge:54)
by Camba-Mendez, G.C. & Palenzuela-Rodriguez, D. - Short-term monitoring of fiscal policy discipline (RePEc:jae:japmet:v:19:y:2004:i:2:p:247-265)
by Gonzalo Camba-Mendez & Ana Lamo - Forecasting euro area inflation using dynamic factor measures of underlying inflation (RePEc:jof:jforec:v:24:y:2005:i:7:p:491-503)
by George Kapetanios & Gonzalo Camba-Mendez - Modelling the daily banknotes in circulation in the context of the liquidity management of the European Central Bank (RePEc:jof:jforec:v:28:y:2009:i:3:p:194-217)
by Alberto Cabrero & Gonzalo Camba-Mendez & Astrid Hirsch & Fernando Nieto - Pricing Sovereign Credit Risk of Poland: Evidence from the CDS Market (RePEc:mes:emfitr:v:52:y:2016:i:12:p:2687-2705)
by Gonzalo Camba-Méndez & Konrad Kostrzewa & Anna Marszal & Dobromił Serwa - Market perception of sovereign credit risk in the euro area during the financial crisis (RePEc:nbp:nbpmis:185)
by Gonzalo Camba-Méndez & Dobromił Serwa - Pricing sovereign credit risk of an emerging market (RePEc:nbp:nbpmis:189)
by Gonzalo Camba-Méndez & Konrad Kostrzewa & Anna Mospan & Dobromił Serwa - Can real equilibrium models account for the fluctuations of the UK business cycle? (RePEc:nsr:niesrd:128)
by Gonzalo Camba-Mendez & Joseph Pearlman - UK Consumption in the long run: the determinants of consumer spending 1925-1995 (RePEc:nsr:niesrd:138)
by Dr Martin Weale & Andrew P Blake & Gonzalo Camba-Mendez - A Bootstrap Test of Cointegration Rank (RePEc:nsr:niesrd:151)
by Gonzalo Camba-Mendez - The Forecasting Performance of the OECD Composite Leading Indicators for France, Germany, Italy (RePEc:nsr:niesrd:155)
by Dr Martin Weale & Gonzalo Camba-Mendez & George Kapetanios & Ray Smith - What Determines Industrial R&D Expenditure in the UK? (RePEc:nsr:niesrd:211)
by Nigel Pain - The Financial Crisis and Policy Responses in Europe (2007–2018) (RePEc:pal:compes:v:60:y:2018:i:4:d:10.1057_s41294-018-0074-4)
by Francesco Paolo Mongelli & Gonzalo Camba-Mendez - Bootstrap Statistical Tests of Rank Determination for System Identification (RePEc:qmw:qmwecw:468)
by Gonzalo Camba-Mendez & George Kapetanios - Statistical Tests of the Rank of a Matrix and Their Applications in Econometric Modelling (RePEc:qmw:qmwecw:541)
by Gonzalo Camba-Mendez & George Kapetanios - Unknown item RePEc:qmw:qmwecw:wp468 (paper)
- Unknown item RePEc:qmw:qmwecw:wp541 (paper)
- Statistical Tests and Estimators of the Rank of a Matrix and Their Applications in Econometric Modelling (RePEc:taf:emetrv:v:28:y:2009:i:6:p:581-611)
by Gonzalo Camba-Mendez & George Kapetanios - Short‐term forecasts of euro area GDP growth (RePEc:wly:emjrnl:v:14:y:2011:i::p:c25-c44)
by Elena Angelini & Gonzalo Camba‐Mendez & Domenico Giannone & Lucrezia Reichlin & Gerhard Rünstler