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Carmen Broto

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

Personal Details

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

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Affiliation

Banco de España
Location: Madrid, Spain
Homepage: http://www.bde.es/
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Handle: RePEc:edi:bdegves (more details at EDIRC)

Lists

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

Works

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Working papers

  1. Carmen Broto, 2012. "The effectiveness of forex interventions in four latin american countries," Banco de España Working Papers 1226, Banco de España.
  2. Berganza, Juan Carlos & Broto, Carmen, 2011. "Flexible inflation targets, forex interventions and exchange rate volatility in emerging countries," BOFIT Discussion Papers 9/2011, Bank of Finland, Institute for Economies in Transition.
  3. Carmen Broto, 2008. "Inflation targeting in Latin America: Empirical analysis using GARCH models," Banco de España Working Papers 0826, Banco de España.
  4. 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.
  5. Carmen Broto & Esther Ruiz, 2008. "Testing for conditional heteroscedasticity in the components of inflation," Banco de España Working Papers 0812, Banco de España.
  6. 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.
  7. 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.
  8. 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.
  9. 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.
  10. Broto, C. & Ruiz, Esther, . "Unobserved component models with asymmetric ARCH disturbances: An application to inflation," Open Access publications from Universidad Carlos III de Madrid info:hdl:10016/4819, Universidad Carlos III de Madrid.

Articles

  1. Berganza, Juan Carlos & Broto, Carmen, 2012. "Flexible inflation targets, forex interventions and exchange rate volatility in emerging countries," Journal of International Money and Finance, Elsevier, vol. 31(2), pages 428-444.
  2. Broto, Carmen & Díaz-Cassou, Javier & Erce, Aitor, 2011. "Measuring and explaining the volatility of capital flows to emerging countries," Journal of Banking & Finance, Elsevier, vol. 35(8), pages 1941-1953, August.
  3. Broto, Carmen, 2011. "Inflation targeting in Latin America: Empirical analysis using GARCH models," Economic Modelling, Elsevier, vol. 28(3), pages 1424-1434, May.
  4. Carmen Broto & Esther Ruiz, 2009. "Testing for Conditional Heteroscedasticity in the Components of Inflation," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 13(2), pages 4.
  5. Carmen Broto & Javier Díaz-Cassou & Aitor Erce-Domínguez, 2008. "The Sources of Capital Flows Volatility: Empirical Evidence for Emerging Countries," Money Affairs, Centro de Estudios Monetarios Latinoamericanos, vol. 0(1), pages 93-128, January-J.
  6. Broto, Carmen & Ruiz, Esther, 2006. "Unobserved component models with asymmetric conditional variances," Computational Statistics & Data Analysis, Elsevier, vol. 50(9), pages 2146-2166, May.
  7. Carmen Broto & Esther Ruiz, 2004. "Estimation methods for stochastic volatility models: a survey," Journal of Economic Surveys, Wiley Blackwell, vol. 18(5), pages 613-649, December.

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.

NEP Fields

10 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (5) 2008-06-27 2008-09-05 2008-12-14 2011-04-23 2011-05-30. 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
  4. NEP-FIN: Finance (1) 2003-12-07
  5. NEP-FMK: Financial Markets (1) 2003-03-10
  6. NEP-IFN: International Finance (3) 2011-04-23 2011-05-30 2012-07-14. Author is listed
  7. NEP-LAM: Central & South America (1) 2012-07-14
  8. NEP-MAC: Macroeconomics (6) 2006-01-24 2007-11-03 2008-06-27 2008-12-14 2011-04-23 2011-05-30. Author is listed
  9. NEP-MON: Monetary Economics (4) 2008-12-14 2011-04-23 2011-05-30 2012-07-14. Author is listed
  10. NEP-MST: Market Microstructure (1) 2012-07-14
  11. NEP-OPM: Open Economy Macroeconomic (1) 2008-09-05
  12. NEP-ORE: Operations Research (1) 2008-06-27
  13. NEP-RMG: Risk Management (2) 2003-03-10 2003-12-07
  14. NEP-TRA: Transition Economics (1) 2008-09-05

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