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Citations of
Alfonso Novales

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The citations below have been collected in an experimental project, CitEc. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.

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Working papers

  1. Pilar Abad & Alfonso Novales, 2002. "Volatility Transmission acros the Term Structure of Swap Markets: International Evidence," Documentos del Instituto Complutense de Análisis Económico 0220, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales. [Downloadable!]
    Published as:

    Cited by:

    1. Silvio Colarossi & Andrea Zaghini, 2007. "Gradualism, Transparency and Improved Operational Framework: A Look at the Overnight Volatility Transmission," CFS Working Paper Series 2007/16, Center for Financial Studies. [Downloadable!]

  2. Alfonso Novales & Javier J. Pérez, 2002. "Is it Worth Refining Linear Approximations to Non-Linear Rational Expectations Models?," Economic Working Papers at Centro de Estudios Andaluces E2002/15, Centro de Estudios Andaluces. [Downloadable!]
    Published as:

    Cited by:

    1. Antonio Morales & Pablo Brañas Garza, 2003. "Computational Errors in Guessing Games1," Economic Working Papers at Centro de Estudios Andaluces E2003/11, Centro de Estudios Andaluces. [Downloadable!]
    2. Paul Pichler, 2005. "Evaluating Approximate Equilibria of Dynamic Economic Models," Vienna Economics Papers 0510, University of Vienna, Department of Economics. [Downloadable!]

  3. Alfonso Novales & J.A. Lafuente, 2002. "Optimal hedging under departures from the cost-of-carry valuation: evidence from the Spanish stock index futures market," Documentos del Instituto Complutense de Análisis Económico 0223, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales. [Downloadable!]
    Published as:

    Cited by:

    1. Patrick McGlenchy & Paul Kofman, 2004. "Structurally Sound Dynamic Index Futures Hedging," Econometric Society 2004 Australasian Meetings 80, Econometric Society. [Downloadable!]
    2. Christos Floros & Dimitrios V. Vougas, 2004. "Hedge ratios in Greek stock index futures market," Applied Financial Economics, Taylor and Francis Journals, vol. 14(15), pages 1125-1136, October. [Downloadable!] (restricted)

  4. Pilar Abad & Alfonso Novales, 2002. "An Error Correction Factor Model of Term Structure Slopes in International Swaps Markets," Documentos del Instituto Complutense de Análisis Económico 0222, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales. [Downloadable!]
    Published as:

    Cited by:

    1. Mónica Fuentes & Sergio Godoy, 2005. "Sovereign Spread in Emerging Markets: A Principal Component Analysis," Working Papers Central Bank of Chile 333, Central Bank of Chile. [Downloadable!]

  5. Gustavo A. Marrero & Alfonso Novales, 2001. "Growth and welfare: Distorting versus non-distorting taxes," Documentos del Instituto Complutense de Análisis Económico 0105, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales. [Downloadable!]
    Other versions:
    Published as:

    Cited by:

    1. P R Agénor, 2005. "Infrastructure Investment and Maintenance Expenditure: Optimal Allocation Rules in a Growing Economy," Centre for Growth and Business Cycle Research Discussion Paper Series 60, Economics, The Univeristy of Manchester. [Downloadable!]
    2. Pierre-Richard Agénor & Kyriakos C. Neanidis, 2007. "Optimal Taxation and Growth with Public Goods and Costly Enforcement," Centre for Growth and Business Cycle Research Discussion Paper Series 89, Economics, The Univeristy of Manchester. [Downloadable!]
    3. José Manuel González-Páramo & Diego Martínez López, . "Public Investment and Convergence in the Spanish Regions," Studies on the Spanish Economy 112, FEDEA. [Downloadable!]

  6. Alfonso Novales & Jesús Ruiz, 2001. "Dynamic Laffer Curves," Documentos del Instituto Complutense de Análisis Económico 0106, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales. [Downloadable!]
    Published as:

    Cited by:

    1. Eric M. Leeper & Shu-Chun Susan Yang, 2006. "Dynamic Scoring: Alternative Financing Schemes," Caepr Working Papers 2006-022, Center for Applied Economics and Policy Research, Economics Department, Indiana University Bloomington. [Downloadable!]
      Other versions:
    2. Wouter J. DenHaan, 2002. "Temporary Shocks and Unavoidable Transistions to a High-Unemployment Regime," NBER Working Papers 9349, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    3. Den Haan, Wouter, 2003. "Temporary Shocks and Unavoidable Transitions to a High-Unemployment Regime," CEPR Discussion Papers 3704, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    4. Mathias Trabandt & Harald Uhlig, 2006. "How Far Are We From The Slippery Slope? The Laffer Curve Revisited," SFB 649 Discussion Papers SFB649DP2006-023, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
      Other versions:
    5. Esther Fernández & Rafaela Pérez Sánchez & Jesús Ruiz, 2004. "Double Dividend in an Endogenous Growth Model with Pollution and Abatement," Economic Working Papers at Centro de Estudios Andaluces E2004/15, Centro de Estudios Andaluces. [Downloadable!]
    6. Alejandro Cuñat & Szabolcs Deák & Marco Maffezzoli, . "Tax Cuts in Open Economies," Working Papers 332, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University. [Downloadable!]
    7. N. Gregory Mankiw & Matthew Weinzierl, 2004. "Dynamic Scoring: A Back-of-the-Envelope Guide," NBER Working Papers 11000, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    8. Alejandro Cuñat & Szabolcs Deak & Marco Maffezzoli, 2008. "Tax Cuts in Open Economies," CEP Discussion Papers dp0860, Centre for Economic Performance, LSE. [Downloadable!]
    9. Fredriksson, Anders, 2007. "Compositional and dynamic Laffer effects in models with constant returns to scale," Research Papers in Economics 2007:2, Stockholm University, Department of Economics, revised 21 Apr 2007. [Downloadable!]
    10. Alan Krause, 2007. "A Tax Reform Analysis of the Laffer Argument," Discussion Papers 07/10, Department of Economics, University of York. [Downloadable!]
    11. Wouter J. den Haan, 2003. "Temporary shocks and unavoidable transitions to a high-unemployment regime," Working Paper Series 239, European Central Bank. [Downloadable!]

Articles

  1. Abad, Pilar & Novales, Alfonso, 2005. "An error correction factor model of term structure slopes in international swap markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 15(3), pages 229-254, July. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  2. Marrero, Gustavo A. & Novales, Alfonso, 2005. "Growth and welfare: Distorting versus non-distorting taxes," Journal of Macroeconomics, Elsevier, vol. 27(3), pages 403-433, September. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  3. Alfonso Novales & Javier J. PÈrez, 2004. "Is It Worth Refining Linear Approximations to Non-Linear Rational Expectations Models?," Computational Economics, Springer, vol. 23(4), pages 343-377, 06. [Downloadable!]
    Other versions:

    See citations under working paper version above.

  4. Fernandez, Esther & Novales, Alfonso & Ruiz, Jesus, 2004. "Indeterminacy under non-separability of public consumption and leisure in the utility function," Economic Modelling, Elsevier, vol. 21(3), pages 409-428, May. [Downloadable!] (restricted)

    Cited by:

    1. Teresa Lloyd-Braga & Leonor Modesto & Thomas Seegmuller, 2008. "Tax Rate Variability and Public Spending as Sources of Indeterminacy," Pre- and Post-Print documents halshs-00194395_v1, HAL. [Downloadable!]
      Other versions:
    2. Rafaela Pérez Sánchez & Jesús Ruiz, 2004. "Global and local indeterminacy and optimal environmental public policies in an economy with public abatement activities," Economic Working Papers at Centro de Estudios Andaluces E2004/79, Centro de Estudios Andaluces. [Downloadable!]
    3. Esther Fernández & Rafaela Pérez Sánchez & Jesús Ruiz, 2003. "Environmental fiscal policies might be ineffective to control pollution," Economic Working Papers at Centro de Estudios Andaluces E2003/48, Centro de Estudios Andaluces. [Downloadable!]

  5. Pilar Abad & Alfonso Novales, 2004. "Volatility transmission across the term structure of swap markets: international evidence," Applied Financial Economics, Taylor and Francis Journals, vol. 14(14), pages 1045-1058, October. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  6. Lafuente, Juan A. & Novales, Alfonso, 2003. "Optimal hedging under departures from the cost-of-carry valuation: Evidence from the Spanish stock index futures market," Journal of Banking & Finance, Elsevier, vol. 27(6), pages 1053-1078, June. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  7. Novales, Alfonso & Ruiz, Jesus, 2002. "Dynamic Laffer curves," Journal of Economic Dynamics and Control, Elsevier, vol. 27(2), pages 181-206, December. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  8. Dominguez, Emilio & Novales, Alfonso, 2000. "Testing the expectations hypothesis in Eurodeposits," Journal of International Money and Finance, Elsevier, vol. 19(5), pages 713-736, October. [Downloadable!] (restricted)

    Cited by:

    1. Mª Jose Gutierrez & Jesús Vazquez, 2003. "Markov Switching Risk Premium and the term structure of interest rates," DFAEII Working Papers 200224, University of the Basque Country - Department of Foundations of Economic Analysis II. [Downloadable!]
    2. Mauricio Larraín & Fernando Parro, 2006. "The Information Contained in Forward Rates Movements in Chile," Working Papers Central Bank of Chile 386, Central Bank of Chile. [Downloadable!]
    3. Silva Lopes, Artur C. & Monteiro, Olga Susana, 2007. "The Expectations Hypothesis of the Term Structure: Some Empirical Evidence for Portugal (revised version)," MPRA Paper 6310, University Library of Munich, Germany, revised 14 Dec 2007. [Downloadable!]
    4. Silva Lopes, Artur C. & M. Monteiro, Olga Susana, 2007. "The expectations hypothesis of the term structure: some empirical evidence for Portugal," MPRA Paper 3437, University Library of Munich, Germany. [Downloadable!]
    5. Magdalena Massot Perelló & Juan M. Nave Pineda, 2003. "La hipótesis de las expectativas en el largo plazo: evidencia en el mercado español de deuda pública," Investigaciones Economicas, Fundación SEPI, vol. 27(3), pages 533-564, September. [Downloadable!]
    6. Cavaliere Giuseppe & Fanelli Luca & Paruolo Paolo, 2001. "Determining the number of cointegrating relations under rank constraints," Economics and Quantitative Methods qf0109, Department of Economics, University of Insubria. [Downloadable!]
    7. María José Gutiérrez & Jesús Vázquez, . "The Changing Behavior of the Term Structure of Post-War U.S. Interest Rates and Changes in the Federal Reserve Chairman. Is There a Link?," Working Papers on International Economics and Finance 01-03, FEDEA. [Downloadable!]
    8. Alfred Haug & Pierre Siklos, 2006. "The Behavior of Short-Term Interest Rates: International Evidence of Non-Linear Adjustment," Studies in Nonlinear Dynamics & Econometrics, Berkeley Electronic Press, vol. 10(4), pages 1276-1276. [Downloadable!] (restricted)
    9. A. Mansur & M. Masih & Vicky Ryan, 2005. "The term structure of interest rates in Australia: an application of long run structural modelling," Applied Financial Economics, Taylor and Francis Journals, vol. 15(8), pages 557-573, May. [Downloadable!] (restricted)

  9. Novales, Alfonso & de Fruto, Rafael Flores, 1997. "Forecasting with periodic models A comparison with time invariant coefficient models," International Journal of Forecasting, Elsevier, vol. 13(3), pages 393-405, September. [Downloadable!] (restricted)

    Cited by:

    1. Ph.H.B.F. Franses & R. Paap, 1999. "Forecasting with periodic autoregressive time series models," Econometric Institute Report 156, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
      Other versions:

  10. Novales, Alfonso, 1992. "Equilibrium interest-rate determination under adjustment costs," Journal of Economic Dynamics and Control, Elsevier, vol. 16(1), pages 1-25, January. [Downloadable!] (restricted)

    Cited by:

    1. Wayne E. Ferson & Ravi Jagannathan, 1996. "Econometric evaluation of asset pricing models," Staff Report 206, Federal Reserve Bank of Minneapolis. [Downloadable!]

  11. Alfonso Novales & Belén Mateos, 1990. "Empleo, capital humano y participación femenina en España," Investigaciones Economicas, Fundación SEPI, vol. 14(3), pages 457-478, September. [Downloadable!]

    Cited by:

    1. María Dolores Guilló & Antonia Díaz, 1998. "- Some Stylized Facts Of Spanish Unemployment," Working Papers. Serie AD 1998-04, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie). [Downloadable!]
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    2. Olympia Bover & Manuel Arellano, 1995. "Female labour force participation in the 1980s: the case of Spain," Investigaciones Economicas, Fundación SEPI, vol. 19(2), pages 171-194, May. [Downloadable!]
      Other versions:

  12. Novales, Alfonso, 1990. "Solving Nonlinear Rational Expectations Models: A Stochastic Equilibrium Model of Interest Rates," Econometrica, Econometric Society, vol. 58(1), pages 93-111, January. [Downloadable!] (restricted)

    Cited by:

    1. Fabio Canova & Eva Ortega, 1996. "Testing Calibrated General Equilibrium Models," Economics Working Papers 166, Department of Economics and Business, Universitat Pompeu Fabra. [Downloadable!]
    2. Phillip A. Braun & George M. Constantinides & Wayne E. Ferson, 1992. "Time Nonseparability in Aggregate Consumption: International Evidence," NBER Working Papers 4104, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    3. Teresa García-Milá, 1990. "Un modelo dinámico con capital público y su estimación por simulación," Investigaciones Economicas, Fundación SEPI, vol. 14(3), pages 369-383, September. [Downloadable!]

Software components

    Sorry, no citations of software components recorded.
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