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Alfonso Novales

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Personal Details

First Name: Alfonso
Middle Name:
Last Name: Novales
Suffix:

RePEc Short-ID: pno7

Email:
Homepage: http://www.ucm.es/info/ecocuan/anc/
Postal Address:
Phone:

Affiliation

Departamento de Economía Cuantitativa
Facultad de Ciencias Económicas y Empresariales
Universidad Complutense de Madrid
Location: Madrid, Spain
Homepage: http://www.ucm.es/info/ecocuan/
Email:
Phone: 91 394 2383
Fax: 91 394 2591
Postal: Campus de Somosaguas, 28223 MADRID
Handle: RePEc:edi:dcucmes (more details at EDIRC)

Works

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Working papers

  1. Belén Nieto & Alfonso Novales Cinca & Gonzalo Rubio, 2011. "Why do variance swaps exist?," Documentos del Instituto Complutense de Análisis Económico 2011-06, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales.
  2. Belén Nieto & Alfonso Novales Cinca & Gonzalo Rubio, 2011. "Variance Swaps and Intertemporal Asset Pricing," Documentos del Instituto Complutense de Análisis Económico 2011-08, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales.
  3. Francisco J. Eransus & Alfonso Novales Cinca, 2011. "A statistical test for forecast evaluation under a discrete loss function," Documentos del Instituto Complutense de Análisis Económico 2011-07, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales.
  4. Juan-Ángel Jiménez-Martín & Alfonso Novales Cinca, 2009. "State-Uncertainty preferences and the Risk Premium in the Exchange rate market," Documentos del Instituto Complutense de Análisis Económico 0917, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales.
  5. Sonia Benito & Alfonso Novales Cinca, 2005. "A factor analysis of volatility across the term structure: the Spanish case," Documentos del Instituto Complutense de Análisis Económico 0502, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales.
  6. Gustavo A. Marrero & Alfonso Novales, 2003. "Taxing or subsidizing Factors' rents in a simple endogenous growth model with public capital," Documentos del Instituto Complutense de Análisis Económico 0303, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales.
  7. Alfonso Novales, 2002. "The Role of Simulation Methods in Macroeconomics," Documentos del Instituto Complutense de Análisis Económico 0227, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales.
  8. 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.
  9. 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.
  10. 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.
  11. 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.
  12. Alfonso Novales & Emilio Domínguez, 2002. "Dynamic correlations and forecasting of term structure slopes in eurocurrency market," Documentos del Instituto Complutense de Análisis Económico 0226, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales.
  13. Pilar Abad & Alfonso Novales, 2002. "The Forecasting Ability of Factor Models of the Term Structure of IRS Markets," Documentos del Instituto Complutense de Análisis Económico 0221, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales.
  14. Alfonso Novales & Emilio Domínguez, 2002. "Can forward rates be used to improve interest rate forecasts?"," Documentos del Instituto Complutense de Análisis Económico 0225, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales.
  15. Alfonso Novales & Pilar Abad, 2002. "Risk Premia in the Term Structure of Swaps in Pesetas," Documentos del Instituto Complutense de Análisis Económico 0219, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales.
  16. Alfonso Novales & Emilio Domínguez, 2002. "A factor model of term structure slopes in eurocurrency markets," Documentos del Instituto Complutense de Análisis Económico 0224, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales.
  17. 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.
  18. 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.
  19. Francisco de Castro & Alfonso Novales, 1997. "The Joint Dynamics of Spot and Forward Exchange Rates," Banco de España Working Papers 9715, Banco de España.

Articles

  1. Maria Gonzalez-Perez & Alfonso Novales, 2011. "The information content in a volatility index for Spain," SERIEs, Spanish Economic Association, vol. 2(2), pages 185-216, June.
  2. Marrero, Gustavo A. & Novales, Alfonso, 2011. "Growth, income taxes and consumption aspirations," Economics Letters, Elsevier, vol. 113(3), pages 221-224.
  3. Jiménez-Martín, Juan-Ángel & Cinca, Alfonso Novales, 2010. "State-uncertainty preferences and the risk premium in the exchange rate market," Economic Modelling, Elsevier, vol. 27(5), pages 1043-1053, September.
  4. Marrero, Gustavo A. & Novales, Alfonso, 2007. "Income taxes, public investment and welfare in a growing economy," Journal of Economic Dynamics and Control, Elsevier, vol. 31(10), pages 3348-3369, October.
  5. 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.
  6. Novales, Alfonso, 2005. "Comments on: "Linear models, smooth transition autoregressions, and neural networks for forecasting macroeconomic time series: A re-examination"," International Journal of Forecasting, Elsevier, vol. 21(4), pages 775-780.
  7. 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.
  8. Alfonso Novales & Javier J. PÈrez, 2004. "Is It Worth Refining Linear Approximations to Non-Linear Rational Expectations Models?," Computational Economics, Society for Computational Economics, vol. 23(4), pages 343-377, 06.
  9. 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.
  10. 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.
  11. 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.
  12. Emilio Dominguez & Alfonso Novales, 2002. "A factor model of term structure slopes in Eurocurrency markets," Applied Economics Letters, Taylor and Francis Journals, vol. 9(9), pages 585-593.
  13. Novales, Alfonso & Ruiz, Jesus, 2002. "Dynamic Laffer curves," Journal of Economic Dynamics and Control, Elsevier, vol. 27(2), pages 181-206, December.
  14. Emilio Dominguez & Alfonso Novales, 2002. "Can forward rates be used to improve interest rate forecasts?," Applied Financial Economics, Taylor and Francis Journals, vol. 12(7), pages 493-504.
  15. 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.
  16. Alfonso Novales, 2000. "The role of simulation methods in Macroeconomics," Spanish Economic Review, Springer, vol. 2(3), pages 155-181.
  17. 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.
  18. Novales, Alfonso, 1992. "Equilibrium interest-rate determination under adjustment costs," Journal of Economic Dynamics and Control, Elsevier, vol. 16(1), pages 1-25, January.
  19. Alfonso Novales & Belén Mateos, 1990. "Empleo, capital humano y participación femenina en España," Investigaciones Economicas, Fundación SEPI, vol. 14(3), pages 457-478, September.
  20. 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.

Software components

  1. Alfonso Novales & Esther Fernandez & Jesus Ruiz, 2007. "Excel files and MATLAB programs for growth in monetary economies," QM&RBC Codes 179, Quantitative Macroeconomics & Real Business Cycles.
  2. Alfonso Novales & Esther Fernandez & Jesus Ruiz, 2007. "Excel files and MATLAB programs for neoclassical growth model," QM&RBC Codes 175, Quantitative Macroeconomics & Real Business Cycles.
  3. Alfonso Novales & Esther Fernandez & Jesus Ruiz, 2007. "Excel files and MATLAB programs for optimal growth," QM&RBC Codes 176, Quantitative Macroeconomics & Real Business Cycles.
  4. Alfonso Novales & Esther Fernandez & Jesus Ruiz, 2007. "Excel files for dynamics responses and simple simulations," QM&RBC Codes 174, Quantitative Macroeconomics & Real Business Cycles.
  5. Alfonso Novales & Esther Fernandez & Jesus Ruiz, 2007. "Excel files and MATLAB programs for numerical solution methods," QM&RBC Codes 177, Quantitative Macroeconomics & Real Business Cycles.
  6. Alfonso Novales & Esther Fernandez & Jesus Ruiz, 2007. "Excel files and MATLAB programs for endogenous growth models," QM&RBC Codes 178, Quantitative Macroeconomics & Real Business Cycles.
  7. Alfonso Novales & Emilio Dominguez & Javier J. Perez & Jesus Ruiz, 1998. "Solving Non-linear Rational Expectations Models By Eigenvalue-Eigenvector Decompositions," QM&RBC Codes 124, Quantitative Macroeconomics & Real Business Cycles.

NEP Fields

18 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CMP: Computational Economics (1) 2003-10-28
  2. NEP-DGE: Dynamic General Equilibrium (2) 2003-03-10 2003-10-28
  3. NEP-ECM: Econometrics (1) 2011-04-23
  4. NEP-ETS: Econometric Time Series (2) 2003-10-28 2011-04-23
  5. NEP-FIN: Finance (2) 2003-10-28 2003-10-28
  6. NEP-FMK: Financial Markets (1) 2006-09-16
  7. NEP-FOR: Forecasting (1) 2011-04-23
  8. NEP-HPE: History & Philosophy of Economics (1) 2003-10-28
  9. NEP-IFN: International Finance (2) 2009-03-22 2009-05-23
  10. NEP-MAC: Macroeconomics (1) 2003-10-28
  11. NEP-MON: Monetary Economics (1) 2006-09-16
  12. NEP-PUB: Public Finance (1) 2003-12-14
  13. NEP-RMG: Risk Management (8) 2003-10-28 2003-10-28 2003-10-28 2003-10-28 2003-10-28 2003-10-28 2011-06-25 2011-06-25. Author is listed
  14. NEP-UPT: Utility Models & Prospect Theory (3) 2009-03-22 2009-05-23 2011-06-25

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