Maximo Camacho
Personal Details
First Name: Maximo
Middle Name:
Last Name: Camacho
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RePEc Short-ID: pca13
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Homepage:
http://www.um.es/econometria/Maximo
Postal Address: Departamento de metodos cuantitativos, Facultad de Economia y Empresa, Universiad de Murcia, 30100, Murcia, Spain
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Affiliation
- Facultad de Economía y Empresa
Universidad de Murcia - Location: Murcia, Spain
Homepage: http://www.um.es/fee/
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Handle: RePEc:edi:fcmures (more details at EDIRC)
Works
Working papers
- Alvarez, Rocio & Camacho, Maximo & Pérez-Quirós, Gabriel, 2012. "Finite sample performance of small versus large scale dynamic factor models," CEPR Discussion Papers 8867, C.E.P.R. Discussion Papers.
- Camacho, Maximo & Pérez-Quirós, Gabriel & Poncela, Pilar, 2012.
"Markov-switching dynamic factor models in real time,"
CEPR Discussion Papers
8866, C.E.P.R. Discussion Papers.
- Maximo Camacho & Gabriel Perez-Quiros & Pilar Poncela, 2012. "Markov-switching dynamic factor models in real time," Banco de España Working Papers 1205, Banco de España.
- Maximo Camacho & Jaime Martinez-Martin, 2012. "Real-time forecasting US GDP from small-scale factor models," Working Papers 1210, BBVA Bank, Economic Research Department.
- Maximo Camacho & Yuliya Lovcha & Gabriel Perez-Quiros, 2012.
"Can we use seasonally adjusted indicators in dynamic factor models?,"
Banco de España Working Papers
1235, Banco de España.
- Camacho, Maximo & Lovcha, Yuliya & Pérez-Quirós, Gabriel, 2012. "Can we use seasonally adjusted indicators in dynamic factor models?," CEPR Discussion Papers 9191, C.E.P.R. Discussion Papers.
- Marcos dal Bianco & Maximo Camacho & Gabriel Perez-Quiros, 2012.
"Short-run forecasting of the euro-dollar exchange rate with economic fundamentals,"
Working Papers
1201, BBVA Bank, Economic Research Department.
- Dal Bianco, Marcos & Camacho, Maximo & Perez Quiros, Gabriel, 2012. "Short-run forecasting of the euro-dollar exchange rate with economic fundamentals," Journal of International Money and Finance, Elsevier, vol. 31(2), pages 377-396.
- Marcos dal Bianco & Maximo Camacho & Gabriel Perez-Quiros, 2012. "Short-run forecasting of the euro-dollar exchange rate with economic fundamentals," Banco de España Working Papers 1203, Banco de España.
- Maximo Camacho & Gabriel Perez-Quiros & Pilar Poncela, 2012.
"Extracting non-linear signals from several economic indicators,"
Banco de España Working Papers
1202, Banco de España.
- Camacho, Maximo & Pérez-Quirós, Gabriel & Poncela, Pilar, 2012. "Extracting nonlinear signals from several economic indicators," CEPR Discussion Papers 8865, C.E.P.R. Discussion Papers.
- Camacho, Maximo & Pérez-Quirós, Gabriel & Poncela, Pilar, 2012. "Green Shoots and Double Dips in the Euro Area. A Real Time Measure," CEPR Discussion Papers 8896, C.E.P.R. Discussion Papers.
- Maximo Camacho & Agustin Garcia-Serrador, 2011. "The Euro-Sting revisited: PMI versus ESI to obtain euro area GDP forecasts," Working Papers 1120, BBVA Bank, Economic Research Department.
- Gabriel Pérez-Quiros & Maximo Camacho & Pilar Poncela, 2010. "Green Shoots? Where, when and how?," Working Papers 2010-04, FEDEA.
- Maximo Camacho & Gabriel Perez-Quiros & Pilar Poncela, 2010. "Green shoots in the euro area. A real time measure," Banco de España Working Papers 1026, Banco de España.
- Maximo Camacho & Rafael Domenech, 2010.
"MICA-BBVA. A Factor Model of Economic and Financial Indicators for Short-term GDP Forecasting,"
Working Papers
1021, BBVA Bank, Economic Research Department.
- Máximo Camacho & Rafael Doménech, 2012. "MICA-BBVA: a factor model of economic and financial indicators for short-term GDP forecasting," SERIEs, Spanish Economic Association, vol. 3(4), pages 475-497, December.
- Maximo Camacho & Gabriel Perez-Quiros, 2009. "Ñ-STING: España Short Term INdicator of Growth," Banco de España Working Papers 0912, Banco de España.
- Hugo Rodríguez Mendizábal & Máximo Camacho & Gabriel Pérez Quirós, 2009.
"Are the High-growth Recovery Periods Over?,"
UFAE and IAE Working Papers
772.09, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
- Méximo Camacho & Gabriel Pérez Quirés & Hugo Rodréguez Mendizébal, 2009. "Are the high-growth recovery periods over?," Working Papers 382, Barcelona Graduate School of Economics.
- Maximo Camacho & Gabriel Perez-Quiros & Hugo Rodríguez Mendizábal, 2009.
"High-growth Recoveries, Inventories and the Great Moderation,"
Banco de España Working Papers
0917, Banco de España.
- Camacho, Maximo & Perez Quiros, Gabriel & Rodriguez Mendizabal, Hugo, 2011. "High-growth recoveries, inventories and the Great Moderation," Journal of Economic Dynamics and Control, Elsevier, vol. 35(8), pages 1322-1339, August.
- Maximo Camacho & Gabriel Perez-Quiros, 2008.
"Introducing the EURO-STING: Short Term INdicator of Euro Area Growth,"
Banco de España Working Papers
0807, Banco de España.
- Maximo Camacho & Gabriel Perez-Quiros, 2010. "Introducing the euro-sting: Short-term indicator of euro area growth," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(4), pages 663-694.
- Camacho, Maximo & Pérez-Quirós, Gabriel, 2009. "Introducing the Euro-STING: Short-Term Indicator of Euro Area Growth," CEPR Discussion Papers 7343, C.E.P.R. Discussion Papers.
- Maximo Camacho & Gabriel Perez-Quiros & Lorena Saiz & Universidad de Murcia, 2006. "Do european business cycles look like one $\_?$," Computing in Economics and Finance 2006 175, Society for Computational Economics.
- Camacho, Maximo & Pérez-Quirós, Gabriel, 2005.
"Jump-and-Rest Effects of US Business Cycles,"
CEPR Discussion Papers
4975, C.E.P.R. Discussion Papers.
- Maximo Camacho & Gabriel Perez Quiros, 2007. "Jump-and-Rest Effect of U.S. Business Cycles," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 11(4), pages 3.
- Máximo Camacho & Gabriel Pérez-Quirós, 2005. "Jump-and-rest effect of U.S. business cycles," Banco de España Working Papers 0507, Banco de España.
- Máximo Camacho & Gabriel Pérez-Quirós & Lorena Saiz, 2005.
"Do european business cycles look like one?,"
Banco de España Working Papers
0518, Banco de España.
- Camacho, Maximo & Perez-Quiros, Gabriel & Saiz, Lorena, 2008. "Do European business cycles look like one?," Journal of Economic Dynamics and Control, Elsevier, vol. 32(7), pages 2165-2190, July.
- Maximo Camacho & Gabriel Perez-Quiros, 2004.
"Are European business cycles close enough to be just one?,"
Computing in Economics and Finance 2004
16, Society for Computational Economics.
- Camacho, Maximo & Perez-Quiros, Gabriel & Saiz, Lorena, 2006. "Are European business cycles close enough to be just one?," Journal of Economic Dynamics and Control, Elsevier, vol. 30(9-10), pages 1687-1706.
- Camacho, Maximo & Pérez-Quirós, Gabriel & Sáiz Matute, Lorena, 2005. "Are European Business Cycles Close Enough to be Just One?," CEPR Discussion Papers 4824, C.E.P.R. Discussion Papers.
- Máximo Camacho & Gabriel Pérez-Quirós & Lorena Saiz, 2004. "Are european business cycles close enough to be just one?," Banco de España Working Papers 0408, Banco de España.
- Maximo Camacho, 2002. "Nonlinear stochastic trends and economic fluctuations," Computing in Economics and Finance 2002 274, Society for Computational Economics.
- Israel Sancho & maximo Camacho, 2002. "Spanish diffusion indexes," Computing in Economics and Finance 2002 276, Society for Computational Economics.
- Maximo Camacho & Gabriel Perez-Quiros, 2000. "This is what the US leading indicators lead," Working Paper Series 27, European Central Bank.
- Maximo Camacho & Gabriel Perez-Quiros, 2000.
"This Is What The Leading Indicators Lead,"
Computing in Economics and Finance 2000
132, Society for Computational Economics.
- Maximo Camacho & Gabriel Perez-Quiros, 2002. "This is what the leading indicators lead," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 17(1), pages 61-80.
- Maximo Cosme Camacho Alonso & Gabriel Perez-Quiros, 2000. "This is What Leading Indicators Lead," Econometric Society World Congress 2000 Contributed Papers 0202, Econometric Society.
Articles
- Máximo Camacho & Rafael Doménech, 2012.
"MICA-BBVA: a factor model of economic and financial indicators for short-term GDP forecasting,"
SERIEs,
Spanish Economic Association, vol. 3(4), pages 475-497, December.
- Maximo Camacho & Rafael Domenech, 2010. "MICA-BBVA. A Factor Model of Economic and Financial Indicators for Short-term GDP Forecasting," Working Papers 1021, BBVA Bank, Economic Research Department.
- Dal Bianco, Marcos & Camacho, Maximo & Perez Quiros, Gabriel, 2012.
"Short-run forecasting of the euro-dollar exchange rate with economic fundamentals,"
Journal of International Money and Finance,
Elsevier, vol. 31(2), pages 377-396.
- Marcos dal Bianco & Maximo Camacho & Gabriel Perez-Quiros, 2012. "Short-run forecasting of the euro-dollar exchange rate with economic fundamentals," Working Papers 1201, BBVA Bank, Economic Research Department.
- Marcos dal Bianco & Maximo Camacho & Gabriel Perez-Quiros, 2012. "Short-run forecasting of the euro-dollar exchange rate with economic fundamentals," Banco de España Working Papers 1203, Banco de España.
- Camacho, Maximo & Perez Quiros, Gabriel & Rodriguez Mendizabal, Hugo, 2011.
"High-growth recoveries, inventories and the Great Moderation,"
Journal of Economic Dynamics and Control,
Elsevier, vol. 35(8), pages 1322-1339, August.
- Maximo Camacho & Gabriel Perez-Quiros & Hugo Rodríguez Mendizábal, 2009. "High-growth Recoveries, Inventories and the Great Moderation," Banco de España Working Papers 0917, Banco de España.
- Maximo Camacho & Gabriel Perez Quiros, 2011. "Spain‐Sting: Spain Short‐Term Indicator Of Growth," Manchester School, University of Manchester, vol. 79(s1), pages 594-616, 06.
- Camacho, Maximo, 2011. "Markov-switching models and the unit root hypothesis in real US GDP," Economics Letters, Elsevier, vol. 112(2), pages 161-164, August.
- Maximo Camacho & Gabriel Perez-Quiros, 2010.
"Introducing the euro-sting: Short-term indicator of euro area growth,"
Journal of Applied Econometrics,
John Wiley & Sons, Ltd., vol. 25(4), pages 663-694.
- Camacho, Maximo & Pérez-Quirós, Gabriel, 2009. "Introducing the Euro-STING: Short-Term Indicator of Euro Area Growth," CEPR Discussion Papers 7343, C.E.P.R. Discussion Papers.
- Maximo Camacho & Gabriel Perez-Quiros, 2008. "Introducing the EURO-STING: Short Term INdicator of Euro Area Growth," Banco de España Working Papers 0807, Banco de España.
- Maximo Camacho & Aida Galiano, 2009. "Income distribution changes across the 1990s expansion: the role of taxes and transfers," Economics Bulletin, AccessEcon, vol. 29(4), pages 3177-3185.
- Camacho, Maximo & Perez-Quiros, Gabriel & Saiz, Lorena, 2008.
"Do European business cycles look like one?,"
Journal of Economic Dynamics and Control,
Elsevier, vol. 32(7), pages 2165-2190, July.
- Máximo Camacho & Gabriel Pérez-Quirós & Lorena Saiz, 2005. "Do european business cycles look like one?," Banco de España Working Papers 0518, Banco de España.
- Arielle Beyaert & Maximo Camacho, 2008. "TAR Panel Unit Root Tests and Real Convergence," Review of Development Economics, Wiley Blackwell, vol. 12(3), pages 668-681, 08.
- Maximo Camacho & Gabriel Perez Quiros, 2007.
"Jump-and-Rest Effect of U.S. Business Cycles,"
Studies in Nonlinear Dynamics & Econometrics,
De Gruyter, vol. 11(4), pages 3.
- Camacho, Maximo & Pérez-Quirós, Gabriel, 2005. "Jump-and-Rest Effects of US Business Cycles," CEPR Discussion Papers 4975, C.E.P.R. Discussion Papers.
- Máximo Camacho & Gabriel Pérez-Quirós, 2005. "Jump-and-rest effect of U.S. business cycles," Banco de España Working Papers 0507, Banco de España.
- Camacho, Maximo & Perez-Quiros, Gabriel & Saiz, Lorena, 2006.
"Are European business cycles close enough to be just one?,"
Journal of Economic Dynamics and Control,
Elsevier, vol. 30(9-10), pages 1687-1706.
- Camacho, Maximo & Pérez-Quirós, Gabriel & Sáiz Matute, Lorena, 2005. "Are European Business Cycles Close Enough to be Just One?," CEPR Discussion Papers 4824, C.E.P.R. Discussion Papers.
- Máximo Camacho & Gabriel Pérez-Quirós & Lorena Saiz, 2004. "Are european business cycles close enough to be just one?," Banco de España Working Papers 0408, Banco de España.
- Maximo Camacho & Gabriel Perez-Quiros, 2004. "Are European business cycles close enough to be just one?," Computing in Economics and Finance 2004 16, Society for Computational Economics.
- Bengoechea, Pilar & Camacho, Maximo & Perez-Quiros, Gabriel, 2006. "A useful tool for forecasting the Euro-area business cycle phases," International Journal of Forecasting, Elsevier, vol. 22(4), pages 735-749.
- Camacho, Maximo, 2005. "Markov-switching stochastic trends and economic fluctuations," Journal of Economic Dynamics and Control, Elsevier, vol. 29(1-2), pages 135-158, January.
- Maximo Camacho, 2004. "Vector smooth transition regression models for US GDP and the composite index of leading indicators," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 23(3), pages 173-196.
- Maximo Camacho & Gabriel Perez-Quiros, 2002.
"This is what the leading indicators lead,"
Journal of Applied Econometrics,
John Wiley & Sons, Ltd., vol. 17(1), pages 61-80.
- Maximo Camacho & Gabriel Perez-Quiros, 2000. "This Is What The Leading Indicators Lead," Computing in Economics and Finance 2000 132, Society for Computational Economics.
NEP Fields
26 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):- NEP-BEC: Business Economics (7) 2006-07-15 2009-05-16 2009-08-30 2010-03-20 2012-03-28 2012-07-08 2012-07-14. Author is listed
- NEP-CBA: Central Banking (6) 2008-05-05 2009-07-11 2010-07-31 2011-07-27 2012-01-25 2012-03-28. Author is listed
- NEP-ECM: Econometrics (4) 2009-07-11 2012-03-28 2012-03-28 2012-03-28
- NEP-EEC: European Economics (11) 2004-08-16 2005-06-14 2006-07-15 2008-05-05 2009-07-11 2010-03-20 2010-07-31 2011-07-27 2012-01-25 2012-03-28 2012-03-28. Author is listed
- NEP-ETS: Econometric Time Series (6) 2003-10-20 2012-03-28 2012-03-28 2012-07-14 2012-10-20 2012-11-03. Author is listed
- NEP-FDG: Financial Development & Growth (3) 2009-05-16 2009-08-30 2012-07-08
- NEP-FOR: Forecasting (12) 2008-05-05 2009-07-03 2009-07-11 2010-10-16 2011-07-27 2012-01-25 2012-03-28 2012-03-28 2012-03-28 2012-07-08 2012-10-20 2012-11-03. Author is listed
- NEP-IFN: International Finance (1) 2004-08-16
- NEP-MAC: Macroeconomics (15) 2004-07-26 2005-06-14 2005-06-14 2006-07-15 2008-05-05 2009-05-16 2009-07-03 2009-07-11 2009-08-30 2010-07-31 2010-10-16 2011-07-27 2012-03-28 2012-07-08 2012-07-14. Author is listed
- NEP-MON: Monetary Economics (2) 2012-01-25 2012-03-28
- NEP-ORE: Operations Research (1) 2010-07-31
Statistics
Most cited item
- Maximo Camacho & Gabriel Perez-Quiros, 2004. "Are European business cycles close enough to be just one?," Computing in Economics and Finance 2004 16, Society for Computational Economics.
Most downloaded item (past 12 months)
- Maximo Camacho & Gabriel Perez-Quiros, 2010. "Introducing the euro-sting: Short-term indicator of euro area growth," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(4), pages 663-694.
Access and download statistics for all items
Co-authorship network on CollEc
Corrections
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