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Information about:
Carmen Broto

Personal Details | Affiliation | Lists | Works
This is information that was supplied by Carmen Broto in registering through RePEc. If you are Carmen Broto , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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Personal Details

First Name: Carmen
Middle Name:
Last Name: Broto
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RePEc Short-ID: pbr200

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Affiliation

(in no particular order)

Lists

This author is featured on the following reading lists or publication compilations:
  1. Universidad Carlos III de Madrid Economics PhD Alumnni

Works

| Working papers | Articles | Chapters | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML, plain text, BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Paloma Acevedo & Enrique Alberola & Carmen Broto, 2007. "Local debt expansion… vulnerability reduction? An assessment for six crises-prone countries," Banco de España Working Papers 0733, Banco de España. [Downloadable!]

  2. Carmen Broto & Esther Ruiz, 2006. "Using Auxiliary Residuals To Detect Conditional Heteroscedasticity In Inflation," Statistics and Econometrics Working Papers ws060402, Universidad Carlos III, Departamento de Estadística y Econometría. [Downloadable!]

  3. Carmen Broto & Esther Ruiz, 2003. "Unobserved Component Models With Asymmetric Conditional Variances," Statistics and Econometrics Working Papers ws032003, Universidad Carlos III, Departamento de Estadística y Econometría. [Downloadable!]
    Published as:

  4. Carmen Broto & Esther Ruiz, 2002. "Estimation Methods For Stochastic Volatility Models: A Survey," Statistics and Econometrics Working Papers ws025414, Universidad Carlos III, Departamento de Estadística y Econometría. [Downloadable!]
    Published as:

Articles

  1. Broto, Carmen & Ruiz, Esther, 2006. "Unobserved component models with asymmetric conditional variances," Computational Statistics & Data Analysis, Elsevier, vol. 50(9), pages 2146-2166, May. [Downloadable!] (restricted)
    Other versions:

  2. Carmen Broto & Esther Ruiz, 2004. "Estimation methods for stochastic volatility models: a survey," Journal of Economic Surveys, Blackwell Publishing, vol. 18(5), pages 613-649, December. [Downloadable!] (restricted)
    Other versions:

Chapters

  1. Paloma Acevedo & Enrique Alberola & Carmen Broto, 2008. "Local debt expansion and vulnerability reduction: an assessment for six crisis-prone countries," BIS Papers chapters, in: Bank for International Settlements (ed.), New financing trends in Latin America: a bumpy road towards stability, volume 36, pages 88-109 Bank for International Settlements. [Downloadable!]

NEP Fields

4 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (3) 2003-03-13 2003-12-07 2006-01-24 Author is listed
  2. NEP-ETS: Econometric Time Series (2) 2003-03-10 2003-12-07 Author is listed
  3. NEP-FIN: Finance (1) 2003-12-07 Author is listed
  4. NEP-FMK: Financial Markets (1) 2003-03-10 Author is listed
  5. NEP-MAC: Macroeconomics (2) 2006-01-24 2007-11-03 Author is listed
  6. NEP-RMG: Risk Management (2) 2003-03-10 2003-12-07 Author is listed
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This page was last updated on 2008-5-1.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.