Alfonso Novales
Names
| first: |
Alfonso |
| last: |
Novales |
Identifer
Contact
Affiliations
-
Universidad Complutense de Madrid
/ Facultad de Ciencias Económicas y Empresariales
/ Instituto Complutense de Analisis Economico (ICAE)
Research profile
author of:
- The Joint Dynamics of Spot and Forward Exchange Rates (RePEc:bde:wpaper:9715)
by Francisco de Castro & Alfonso Novales - A General Test For Univariate Seasonality (RePEc:bla:jtsera:v:18:y:1997:i:1:p:29-48)
by Rafael Flores & Alfonso Novales - Is it Worth Refining Linear Approximations to Non-Linear Rational Expectations Models? (RePEc:cea:doctra:e2002_15)
by Alfonso Novales & Javier J. Pérez - Solving Non-linear Rational Expectations Models By Eigenvalue-Eigenvector Decompositions (RePEc:dge:qmrbcd:124)
by Alfonso Novales & Emilio Dominguez & Javier J. Perez & Jesus Ruiz - Excel files for dynamics responses and simple simulations (RePEc:dge:qmrbcd:174)
by Alfonso Novales & Esther Fernandez & Jesus Ruiz - Excel files and MATLAB programs for neoclassical growth model (RePEc:dge:qmrbcd:175)
by Alfonso Novales & Esther Fernandez & Jesus Ruiz - Excel files and MATLAB programs for optimal growth (RePEc:dge:qmrbcd:176)
by Alfonso Novales & Esther Fernandez & Jesus Ruiz - Excel files and MATLAB programs for numerical solution methods (RePEc:dge:qmrbcd:177)
by Alfonso Novales & Esther Fernandez & Jesus Ruiz - Excel files and MATLAB programs for endogenous growth models (RePEc:dge:qmrbcd:178)
by Alfonso Novales & Esther Fernandez & Jesus Ruiz - Excel files and MATLAB programs for growth in monetary economies (RePEc:dge:qmrbcd:179)
by Alfonso Novales & Esther Fernandez & Jesus Ruiz - Solving Nonlinear Rational Expectations Models: A Stochastic Equilibrium Model of Interest Rates (RePEc:ecm:emetrp:v:58:y:1990:i:1:p:93-111)
by Novales, Alfonso - Equilibrium interest-rate determination under adjustment costs (RePEc:eee:dyncon:v:16:y:1992:i:1:p:1-25)
by Novales, Alfonso - Dynamic Laffer curves (RePEc:eee:dyncon:v:27:y:2002:i:2:p:181-206)
by Novales, Alfonso & Ruiz, Jesus - Income taxes, public investment and welfare in a growing economy (RePEc:eee:dyncon:v:31:y:2007:i:10:p:3348-3369)
by Marrero, Gustavo A. & Novales, Alfonso - Indeterminacy under non-separability of public consumption and leisure in the utility function (RePEc:eee:ecmode:v:21:y:2004:i:3:p:409-428)
by Fernandez, Esther & Novales, Alfonso & Ruiz, Jesus - State-uncertainty preferences and the risk premium in the exchange rate market (RePEc:eee:ecmode:v:27:y:2010:i:5:p:1043-1053)
by Jiménez-Martín, Juan-Ángel & Cinca, Alfonso Novales - Optimal time-consistent fiscal policy under endogenous growth with elastic labor supply (RePEc:eee:ecmode:v:42:y:2014:i:c:p:398-412)
by Novales, Alfonso & Pérez, Rafaela & Ruiz, Jesus - A term structure model under cyclical fluctuations in interest rates (RePEc:eee:ecmode:v:72:y:2018:i:c:p:140-150)
by Moreno, Manuel & Novales, Alfonso & Platania, Federico - Growth, income taxes and consumption aspirations (RePEc:eee:ecolet:v:113:y:2011:i:3:p:221-224)
by Marrero, Gustavo A. & Novales, Alfonso - Long-term swings and seasonality in energy markets (RePEc:eee:ejores:v:279:y:2019:i:3:p:1011-1023)
by Moreno, Manuel & Novales, Alfonso & Platania, Federico - An error correction factor model of term structure slopes in international swap markets (RePEc:eee:intfin:v:15:y:2005:i:3:p:229-254)
by Abad, Pilar & Novales, Alfonso - Looking through systemic credit risk: Determinants, stress testing and market value (RePEc:eee:intfin:v:64:y:2020:i:c:s1042443119300939)
by Chamizo, Álvaro & Novales, Alfonso - Forecasting with periodic models A comparison with time invariant coefficient models (RePEc:eee:intfor:v:13:y:1997:i:3:p:393-405)
by Novales, Alfonso & de Fruto, Rafael Flores - Comments on: "Linear models, smooth transition autoregressions, and neural networks for forecasting macroeconomic time series: A re-examination" (RePEc:eee:intfor:v:21:y:2005:i:4:p:775-780)
by Novales, Alfonso - Optimal hedging under departures from the cost-of-carry valuation: Evidence from the Spanish stock index futures market (RePEc:eee:jbfina:v:27:y:2003:i:6:p:1053-1078)
by Lafuente, Juan A. & Novales, Alfonso - Testing the expectations hypothesis in Eurodeposits (RePEc:eee:jimfin:v:19:y:2000:i:5:p:713-736)
by Dominguez, Emilio & Novales, Alfonso - Growth and welfare: Distorting versus non-distorting taxes (RePEc:eee:jmacro:v:27:y:2005:i:3:p:403-433)
by Marrero, Gustavo A. & Novales, Alfonso - Optimal time-consistent fiscal policy in an endogenous growth economy with public consumption and capital (RePEc:eee:jmacro:v:42:y:2014:i:c:p:104-117)
by Novales, Alfonso & Pérez, Rafaela & Ruiz, Jesús - Variance swaps, non-normality and macroeconomic and financial risks (RePEc:eee:quaeco:v:54:y:2014:i:2:p:257-270)
by Nieto, Belén & Novales, Alfonso & Rubio, Gonzalo - Evaluation of market risk associated with hedging a credit derivative portfolio (RePEc:eee:quaeco:v:80:y:2021:i:c:p:411-430)
by Chamizo, Álvaro & Novales, Alfonso - El Plan de Recuperación, Transformación y Resiliencia: un resumen anotado (RePEc:fda:fdaeee:eee2021-22)
by Angel de la Fuente & María Fernández Pérez & Diego Rodríguez & Francisco Alcalá & Anna Balletbó & Jorge Calero & J. Ignacio Conde-Ruiz & Gonzalo de Cadenas & Alexandra Hernández & Marcel Jansen & Pila - ¿Cómo está la economía española?: Reflexiones en período electoral (RePEc:fda:fdaeee:eee2023-24)
by Alfonso Novales - Transparencia y Democracia: Retos, Limitaciones y Reformas para una Sociedad Más Abierta (RePEc:fda:fdafen:2024-31)
by Alfonso Novales - La gestión de los fondos europeos: criterios, transparencia, riesgos y reformas (RePEc:fda:fdapop:2021-06)
by Alfonso Novales - La evaluación de políticas públicas en España: antecedentes, situación actual y propuestas para una reforma (RePEc:fda:fdapop:2021-09)
by Ángel de la Fuente & Ginés de Rus & María Fernández & Miguel Angel García & Marcel Jansen & Sergi Jiménez & Alfonso Novales & Jorge Onrubia & Jaime Pérez Renovales & Esteban Sastre & Jorge Sicilia - Modernización de la Administración Pública (RePEc:fda:fdapop:2022-01)
by Alfonso Novales (Coordinador) & Javier Andrés & Ángel de la Fuente & Ginés de Rus & Luis González Calbet & María Fernández & María José Morán & Jorge Onrubia & Jaime Pérez Renovales & Esteban Sastre & - Notas sobre el Proyecto de Ley de Función Pública (RePEc:fda:fdapop:2023-02)
by Angel de la Fuente & Miguel Ángel García Díaz & Luis González-Calbet & Alfonso Novales & Jorge Onrubia & Álvaro Sanmartín - Splitting Credit Risk into Systemic, Sectorial and Idiosyncratic Components (RePEc:gam:jjrfmx:v:12:y:2019:i:3:p:129-:d:255199)
by Alfonso Novales & Alvaro Chamizo - Cross-Hedging Portfolios in Emerging Stock Markets: Evidence for the LATIBEX Index (RePEc:gam:jmathe:v:9:y:2021:i:21:p:2736-:d:666761)
by Pablo Urtubia & Alfonso Novales & Andrés Mora-Valencia - Empleo, capital humano y participación femenina en España (RePEc:iec:inveco:v:14:y:1990:i:3:p:457-478)
by Alfonso Novales & Belén Mateos - Is It Worth Refining Linear Approximations to Non-Linear Rational Expectations Models? (RePEc:kap:compec:v:23:y:2004:i:4:p:343-377)
by Alfonso Novales & Javier J. PÈrez - Credit Risk Decomposition for Asset Allocation (RePEc:ris:jofitr:1565)
by Chamizo Cana, Álvaro & Novales Cinca, Alfonso - A dominance approach for comparing the performance of VaR forecasting models (RePEc:spr:compst:v:35:y:2020:i:3:d:10.1007_s00180-020-00990-4)
by Laura Garcia-Jorcano & Alfonso Novales - The information content in a volatility index for Spain (RePEc:spr:series:v:2:y:2011:i:2:p:185-216)
by Maria Gonzalez-Perez & Alfonso Novales - The role of simulation methods in Macroeconomics (RePEc:spr:specre:v:2:y:2000:i:3:p:155-181)
by Alfonso Novales - Economic Growth (RePEc:spr:sprbok:978-3-540-68669-9)
by Alfonso Novales & Esther Fernández & Jesús Ruíz - Introduction (RePEc:spr:sprchp:978-3-540-68669-9_1)
by Alfonso Novales & Esther Fernández & Jesús Ruiz - Mathematical Appendix (RePEc:spr:sprchp:978-3-540-68669-9_10)
by Alfonso Novales & Esther Fernández & Jesús Ruiz - The Neoclassical Growth Model Under a Constant Savings Rate (RePEc:spr:sprchp:978-3-540-68669-9_2)
by Alfonso Novales & Esther Fernández & Jesús Ruiz - Optimal Growth. Continuous Time Analysis (RePEc:spr:sprchp:978-3-540-68669-9_3)
by Alfonso Novales & Esther Fernández & Jesús Ruiz - Optimal Growth. Discrete Time Analysis (RePEc:spr:sprchp:978-3-540-68669-9_4)
by Alfonso Novales & Esther Fernández & Jesús Ruiz - Numerical Solution Methods (RePEc:spr:sprchp:978-3-540-68669-9_5)
by Alfonso Novales & Esther Fernández & Jesús Ruiz - Endogenous Growth Models (RePEc:spr:sprchp:978-3-540-68669-9_6)
by Alfonso Novales & Esther Fernández & Jesús Ruiz - Additional Endogenous Growth Models (RePEc:spr:sprchp:978-3-540-68669-9_7)
by Alfonso Novales & Esther Fernández & Jesús Ruiz - Growth in Monetary Economies: Steady-State Analysis of Monetary Policy (RePEc:spr:sprchp:978-3-540-68669-9_8)
by Alfonso Novales & Esther Fernández & Jesús Ruiz - Transitional Dynamics in Monetary Economies: Numerical Solutions (RePEc:spr:sprchp:978-3-540-68669-9_9)
by Alfonso Novales & Esther Fernández & Jesús Ruiz - Economic Growth (RePEc:spr:sptbec:978-3-642-54950-2)
by Alfonso Novales & Esther Fernández & Jesús Ruiz - Economic Growth (RePEc:spr:sptbec:978-3-662-63982-5)
by Alfonso Novales & Esther Fernández & Jesús Ruiz - Introduction (RePEc:spr:sptchp:978-3-642-54950-2_1)
by Alfonso Novales & Esther Fernández & Jesús Ruiz - Mathematical Appendix (RePEc:spr:sptchp:978-3-642-54950-2_10)
by Alfonso Novales & Esther Fernández & Jesús Ruiz - The Neoclassical Growth Model Under a Constant Savings Rate (RePEc:spr:sptchp:978-3-642-54950-2_2)
by Alfonso Novales & Esther Fernández & Jesús Ruiz - Optimal Growth: Continuous Time Analysis (RePEc:spr:sptchp:978-3-642-54950-2_3)
by Alfonso Novales & Esther Fernández & Jesús Ruiz - Optimal Growth: Discrete Time Analysis (RePEc:spr:sptchp:978-3-642-54950-2_4)
by Alfonso Novales & Esther Fernández & Jesús Ruiz - Numerical Solution Methods (RePEc:spr:sptchp:978-3-642-54950-2_5)
by Alfonso Novales & Esther Fernández & Jesús Ruiz - Endogenous Growth Models (RePEc:spr:sptchp:978-3-642-54950-2_6)
by Alfonso Novales & Esther Fernández & Jesús Ruiz - Additional Endogenous Growth Models (RePEc:spr:sptchp:978-3-642-54950-2_7)
by Alfonso Novales & Esther Fernández & Jesús Ruiz - Growth in Monetary Economies: Steady-State Analysis of Monetary Policy (RePEc:spr:sptchp:978-3-642-54950-2_8)
by Alfonso Novales & Esther Fernández & Jesús Ruiz - Transitional Dynamics in Monetary Economies: Numerical Solutions (RePEc:spr:sptchp:978-3-642-54950-2_9)
by Alfonso Novales & Esther Fernández & Jesús Ruiz - Introduction (RePEc:spr:sptchp:978-3-662-63982-5_1)
by Alfonso Novales & Esther Fernández & Jesús Ruiz - Empirical Methods: Frequentist Estimation (RePEc:spr:sptchp:978-3-662-63982-5_10)
by Alfonso Novales & Esther Fernández & Jesús Ruiz - Empirical Methods: Bayesian Estimation (RePEc:spr:sptchp:978-3-662-63982-5_11)
by Alfonso Novales & Esther Fernández & Jesús Ruiz - Mathematical Appendix (RePEc:spr:sptchp:978-3-662-63982-5_12)
by Alfonso Novales & Esther Fernández & Jesús Ruiz - The Neoclassical Growth Model Under a Constant Savings Rate (RePEc:spr:sptchp:978-3-662-63982-5_2)
by Alfonso Novales & Esther Fernández & Jesús Ruiz - Optimal Growth: Continuous Time Analysis (RePEc:spr:sptchp:978-3-662-63982-5_3)
by Alfonso Novales & Esther Fernández & Jesús Ruiz - Optimal Growth: Discrete Time Analysis (RePEc:spr:sptchp:978-3-662-63982-5_4)
by Alfonso Novales & Esther Fernández & Jesús Ruiz - Numerical Solution Methods (RePEc:spr:sptchp:978-3-662-63982-5_5)
by Alfonso Novales & Esther Fernández & Jesús Ruiz - Endogenous Growth Models (RePEc:spr:sptchp:978-3-662-63982-5_6)
by Alfonso Novales & Esther Fernández & Jesús Ruiz - Additional Endogenous Growth Models (RePEc:spr:sptchp:978-3-662-63982-5_7)
by Alfonso Novales & Esther Fernández & Jesús Ruiz - Growth in Monetary Economies: Steady-State Analysis of Monetary Policy (RePEc:spr:sptchp:978-3-662-63982-5_8)
by Alfonso Novales & Esther Fernández & Jesús Ruiz - Transitional Dynamics in Monetary Economies: Numerical Solutions (RePEc:spr:sptchp:978-3-662-63982-5_9)
by Alfonso Novales & Esther Fernández & Jesús Ruiz - A factor model of term structure slopes in Eurocurrency markets (RePEc:taf:apeclt:v:9:y:2002:i:9:p:585-593)
by Emilio Dominguez & Alfonso Novales - Can forward rates be used to improve interest rate forecasts? (RePEc:taf:apfiec:v:12:y:2002:i:7:p:493-504)
by Emilio Dominguez & Alfonso Novales - Volatility transmission across the term structure of swap markets: international evidence (RePEc:taf:apfiec:v:14:y:2004:i:14:p:1045-1058)
by Pilar Abad & Alfonso Novales - The role of adjusment costs in interest rate determination (RePEc:ucm:doctra:86-04)
by Alfonso Novales Cinca - Growth and welfare: Distorting versus non-distorting taxes (RePEc:ucm:doicae:0105)
by Gustavo A. Marrero & Alfonso Novales - Dynamic Laffer Curves (RePEc:ucm:doicae:0106)
by Alfonso Novales & Jesús Ruiz - Risk Premia in the Term Structure of Swaps in Pesetas (RePEc:ucm:doicae:0219)
by Alfonso Novales & Pilar Abad - Volatility Transmission acros the Term Structure of Swap Markets: International Evidence (RePEc:ucm:doicae:0220)
by Pilar Abad & Alfonso Novales - The Forecasting Ability of Factor Models of the Term Structure of IRS Markets (RePEc:ucm:doicae:0221)
by Pilar Abad & Alfonso Novales - An Error Correction Factor Model of Term Structure Slopes in International Swaps Markets (RePEc:ucm:doicae:0222)
by Pilar Abad & Alfonso Novales - Optimal hedging under departures from the cost-of-carry valuation: evidence from the Spanish stock index futures market (RePEc:ucm:doicae:0223)
by Alfonso Novales & J.A. Lafuente - A factor model of term structure slopes in eurocurrency markets (RePEc:ucm:doicae:0224)
by Alfonso Novales & Emilio Domínguez - Can forward rates be used to improve interest rate forecasts?" (RePEc:ucm:doicae:0225)
by Alfonso Novales & Emilio Domínguez - Dynamic correlations and forecasting of term structure slopes in eurocurrency market (RePEc:ucm:doicae:0226)
by Alfonso Novales & Emilio Domínguez - The Role of Simulation Methods in Macroeconomics (RePEc:ucm:doicae:0227)
by Alfonso Novales - Growth and Welfare: Distorting versus Non-Distorting Taxes (RePEc:ucm:doicae:0302)
by Gustavo A. Marrero & Alfonso Novales - Taxing or subsidizing Factors' rents in a simple endogenous growth model with public capital (RePEc:ucm:doicae:0303)
by Gustavo A. Marrero & Alfonso Novales - A factor analysis of volatility across the term structure: the Spanish case (RePEc:ucm:doicae:0502)
by Sonia Benito & Alfonso Novales Cinca - State-Uncertainty preferences and the Risk Premium in the Exchange rate market (RePEc:ucm:doicae:0917)
by Juan-Ángel Jiménez-Martín & Alfonso Novales Cinca - Why do variance swaps exist? (RePEc:ucm:doicae:1106)
by Belén Nieto & Alfonso Novales Cinca & Gonzalo Rubio - A statistical test for forecast evaluation under a discrete loss function (RePEc:ucm:doicae:1107)
by Francisco J. Eransus & Alfonso Novales Cinca - Variance Swaps and Intertemporal Asset Pricing (RePEc:ucm:doicae:1108)
by Belén Nieto & Alfonso Novales Cinca & Gonzalo Rubio - Optimal time-consistent fiscal policy in an endogenous growth economy with public consumption and capital (RePEc:ucm:doicae:1323)
by Alfonso Novales Cinca & Rafaela María Pérez Sánchez & Jesús Rúiz Andújar - Optimal time-consistent fiscal policy under endogenous growth with elastic labour supply (RePEc:ucm:doicae:1324)
by Alfonso Novales Cinca & Rafaela Pérez Sánchez & Jesús Rúiz Andújar - Parameter Estimation Error in Tests of Predictive Performance under Discrete Loss Functions (RePEc:ucm:doicae:1422)
by Francisco Javier Eransus & Alfonso Novales Cinca - A statistical test for forecast evaluation under a discrete loss function (RePEc:ucm:doicae:1424)
by Francisco Javier Eransus & Alfonso Novales Cinca - Macroeconomic and Financial Determinants of the Volatility of Corporate Bond Returns (RePEc:ucm:doicae:1425)
by Belén Nieto & Alfonso Novales Cinca & Gonzalo Rubio - A dominance approach for comparing the performance of VaR forecasting models (RePEc:ucm:doicae:1923)
by Laura Garcia-Jorcano & Alfonso Novales - Backtesting Extreme Value Theory models of expected shortfall (RePEc:ucm:doicae:1924)
by Alfonso Novales & Laura Garcia-Jorcano - Forward-looking asset correlations in the estimation of economic capital (RePEc:ucm:doicae:1925)
by Álvaro Chamizo & Alexandre Fonollosa & Alfonso Novales - Volatility specifications versus probability distributions in VaR forecasting (RePEc:ucm:doicae:1926)
by Laura Garcia-Jorcano & Alfonso Novales - Looking through systemic credit risk: determinants, stress testing and market value (RePEc:ucm:doicae:1927)
by Álvaro Chamizo & Alfonso Novales - Market risk when hedging a global credit portfolio (RePEc:ucm:doicae:1928)
by Álvaro Chamizo & Alfonso Novales - Long-term swings and seasonality in energy markets (RePEc:ucm:doicae:1929)
by Manuel Moreno & Alfonso Novales & Federico Platania - Splitting credit risk into systemic, sectorial and idiosyncratic components (RePEc:ucm:doicae:1930)
by Álvaro Chamizo & Alfonso Novales - A term structure model under cyclical fluctuations in interest rates (RePEc:ucm:doicae:1931)
by Manuel Moreno & Alfonso Novales & Federico Platania - Desigualdad: una revisión actualizada
[Inequality: Un updated review] (RePEc:ucm:doicae:2202)
by Alfonso Novales Cinca - El sector público que necesitamos tras la pandemia (RePEc:ucm:doicae:2304)
by Alfonso Santiago Novales Cinca - The Evaluation of Public Policies in Spain: Misconceptions and Noncompliance
[La evaluación de políticas públicas en España: equívocos e incumplimientos] (RePEc:ucm:doicae:2305)
by Alfonso Santiago Novales Cinca - La economía política del Plan de Recuperación, Transformación y Resiliencia
[The Political Economy of the Recovery, Transformation, and Resilience Plan] (RePEc:ucm:doicae:2306)
by Alfonso Santiago Novales Cinca - How Is the Spanish Economy Doing? Thoughts in Electoral Time
[¿Cómo está la economía española?: Reflexiones en período electoral] (RePEc:ucm:doicae:2307)
by Alfonso Santiago Novales Cinca - Los Retos de la Desigualdad: Medidas y Perspectivas para la Economía Internacional y el Desarrollo
[The Challenges of Inequality: Measures and Perspectives for International Economics and Developme (RePEc:ucm:doicae:2403)
by Alfonso Novales Cinca - Price Volatility Under Alternative Monetary Instruments (RePEc:ucm:doicae:9306)
by Alfonso Novales Cinca - Recursive identification, estimation and forecasting of nonstationary economic time series with applications to GNP international data (RePEc:ucm:doicae:9310)
by Antonio García Ferrer & Juan del Hoyo Bernat & Peter C. Young & Alfonso Novales Cinca - Further evidence on forecasting international GNP growth rates using unobserved components transfer function models (RePEc:ucm:doicae:9312)
by Antonio García Ferrer & Juan del Hoyo Bernat & Peter C. Young & Alfonso Novales Cinca - Volatility specifications versus probability distributions in VaR forecasting (RePEc:wly:jforec:v:40:y:2021:i:2:p:189-212)
by Laura Garcia‐Jorcano & Alfonso Novales - Liquidity and hedging effectiveness under futures mispricing: International evidence (RePEc:wly:jfutmk:v:29:y:2009:i:11:p:1050-1066)
by A. Andani & J. A. Lafuente & A. Novales - Macroeconomic and Financial Determinants of the Volatility of Corporate Bond Returns (RePEc:wsi:qjfxxx:v:05:y:2015:i:04:n:s2010139215500214)
by Belén Nieto & Alfonso Novales & Gonzalo Rubio