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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.

Other registered authors

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 Alumni

Works

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

Working papers

  1. Carmen Broto, 2008. "Inflation targeting in Latin America: Empirical analysis using GARCH models," Banco de España Working Papers 0826, Banco de España. [Downloadable!]

  2. Carmen Broto & Javier Díaz-Cassou & Aitor Erce-Domínguez, 2008. "Measuring and explaining the volatility of capital flows towards emerging countries," Banco de España Working Papers 0817, Banco de España. [Downloadable!]

  3. Carmen Broto & Esther Ruiz, 2008. "Testing for conditional heteroscedasticity in the components of inflation," Banco de España Working Papers 0812, Banco de España. [Downloadable!]

  4. 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!]

  5. 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!]

  6. 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:

  7. 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. Carmen Broto & Esther Ruiz, 2009. "Testing for Conditional Heteroscedasticity in the Components of Inflation," Studies in Nonlinear Dynamics & Econometrics, Berkeley Electronic Press, vol. 13(2). [Downloadable!]

  2. 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:

  3. 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

7 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (3) 2008-06-27 2008-09-05 2008-12-14 Author is listed
  2. NEP-ECM: Econometrics (4) 2003-03-13 2003-12-07 2006-01-24 2008-06-27 Author is listed
  3. NEP-ETS: Econometric Time Series (2) 2003-03-10 2003-12-07 Author is listed
  4. NEP-FIN: Finance (1) 2003-12-07
  5. NEP-FMK: Financial Markets (1) 2003-03-10
  6. NEP-MAC: Macroeconomics (4) 2006-01-24 2007-11-03 2008-06-27 2008-12-14 Author is listed
  7. NEP-MON: Monetary Economics (1) 2008-12-14
  8. NEP-OPM: Open MacroEconomics (1) 2008-09-05
  9. NEP-ORE: Operations Research (1) 2008-06-27
  10. NEP-RMG: Risk Management (2) 2003-03-10 2003-12-07 Author is listed
  11. NEP-TRA: Transition Economics (1) 2008-09-05
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This page was last updated on 2009-11-18.

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.