This file is part of IDEAS, which uses RePEc data


[ Papers | Articles | Software | Books | Chapters | Authors | Institutions | JEL Classification | NEP reports | Search | New papers by email | Author registration | Rankings | Volunteers | FAQ | Blog | Help! ]

Information about:
Alfonso Novales

Personal Details | Affiliation | Works
This is information that was supplied by Alfonso Novales in registering through RePEc. If you are Alfonso Novales , 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: Alfonso
Middle Name:
Last Name: Novales
Suffix:

RePEc Short-ID: pno7

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

Affiliation

(in no particular order)

Works

|
Working papers | Articles | Software | 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. 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. [Downloadable!]
    Published as:

  2. 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. 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. [Downloadable!] (restricted)

  2. 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. [Downloadable!] (restricted)
    Other versions:

  3. 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. [Downloadable!] (restricted)
    Other versions:

  4. 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. [Downloadable!] (restricted)

  5. Alfonso Novales & Javier J. PÈrez, 2004. "Is It Worth Refining Linear Approximations to Non-Linear Rational Expectations Models?," Computational Economics, Springer, vol. 23(4), pages 343-377, 06. [Downloadable!]
    Other versions:

  6. 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. [Downloadable!] (restricted)

  7. 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, October. [Downloadable!] (restricted)
    Other versions:

  8. 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. [Downloadable!] (restricted)
    Other versions:

  9. Dominguez, Emilio & Novales, Alfonso, 2002. "A Factor Model of Term Structure Slopes in Eurocurrency Markets," Applied Economics Letters, Taylor and Francis Journals, vol. 9(9), pages 585-93, July. [Downloadable!] (restricted)
    Other versions:

  10. Novales, Alfonso & Ruiz, Jesus, 2002. "Dynamic Laffer curves," Journal of Economic Dynamics and Control, Elsevier, vol. 27(2), pages 181-206, December. [Downloadable!] (restricted)
    Other versions:

  11. Dominguez, Emilio & Novales, Alfonso, 2002. "Can Forward Rates Be Used to Improve Interest Rate Forecasts?," Applied Financial Economics, Taylor and Francis Journals, vol. 12(7), pages 493-504, July. [Downloadable!] (restricted)
    Other versions:

  12. 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. [Downloadable!] (restricted)

  13. Alfonso Novales, 2000. "The role of simulation methods in Macroeconomics," Spanish Economic Review, Springer, vol. 2(3), pages 155-181. [Downloadable!] (restricted)
    Other versions:

  14. 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. [Downloadable!] (restricted)

  15. Novales, Alfonso, 1992. "Equilibrium interest-rate determination under adjustment costs," Journal of Economic Dynamics and Control, Elsevier, vol. 16(1), pages 1-25, January. [Downloadable!] (restricted)

  16. Alfonso Novales & Belén Mateos, 1990. "Empleo, capital humano y participación femenina en España," Investigaciones Economicas, Fundación SEPI, vol. 14(3), pages 457-478, September. [Downloadable!]

  17. 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. [Downloadable!] (restricted)


Software components

  1. 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. [Downloadable!]


NEP Fields

1 paper by this author was announced in
NEP, and specifically in the following field reports (number of papers):
  1. NEP-DGE: Dynamic General Equilibrium (1) 2003-03-10 Author is listed

Did you know? IDEAS also indexes book chapters.

This page was last updated on 2008-5-3.


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.