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Gabriel Perez Quiros

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Personal Details

First Name: Gabriel
Middle Name:
Last Name: Perez Quiros
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RePEc Short-ID: ppe255

Email: [This author has chosen not to make the email address public]
Homepage: http://merlin.fae.ua.es/gabriel/
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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)

Works

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Working papers

  1. Carmen Broto & Gabriel Perez-Quiros, 2013. "Disentangling contagion among sovereign cds spreads during the european debt crisis," Banco de Espa�a Working Papers 1314, Banco de Espa�a.
  2. Camacho, Maximo & Pérez-Quirós, Gabriel, 2013. "Commodity prices and the business cycle in Latin America: Living and dying by commodities?," CEPR Discussion Papers 9367, C.E.P.R. Discussion Papers.
  3. Maximo Camacho & Gabriel Perez-Quiros & Pilar Poncela, 2013. "Short-term forecasting for empirical economists. A survey of the recently proposed algorithms," Banco de Espa�a Working Papers 1318, Banco de Espa�a.
  4. Maximo Camacho & Marcos Dal Bianco & Gabriel Perez Quiros, 2012. "Short-run forecasting of the euro-dollar exchange rate with economic fundamentals," Working Papers 1201, BBVA Bank, Economic Research Department.
  5. Maximo Camacho & Gabriel Perez-Quiros & Pilar Poncela, 2012. "Extracting non-linear signals from several economic indicators," Banco de Espa�a Working Papers 1202, Banco de Espa�a.
  6. 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.
  7. 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.
  8. Maria Dolores Gadea Rivas & Gabriel Perez-Quiros, 2012. "The failure to predict the Great Recession. The failure of academic economics? A view focusing on the role of credit," Banco de Espa�a Working Papers 1240, Banco de Espa�a.
  9. 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.
  10. 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.
  11. Maximo Camacho & Gabriel Perez-Quiros & Pilar Poncela, 2010. "Green shoots in the euro area. A real time measure," Banco de Espa�a Working Papers 1026, Banco de Espa�a.
  12. Gabriel Perez-Quiros & Hugo Rodríguez Mendizábal, 2010. "Asymmetric standing facilities: an unexploited monetary policy tool," Banco de Espa�a Working Papers 1004, Banco de Espa�a.
  13. Gabriel Pérez-Quiros & Maximo Camacho & Pilar Poncela, 2010. "Green Shoots? Where, when and how?," Working Papers 2010-04, FEDEA.
  14. 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).
  15. Maximo Camacho & Gabriel Perez-Quiros & Hugo Rodríguez Mendizábal, 2009. "High-growth Recoveries, Inventories and the Great Moderation," Banco de Espa�a Working Papers 0917, Banco de Espa�a.
  16. Maximo Camacho & Gabriel Perez-Quiros, 2009. "Ñ-STING: España Short Term INdicator of Growth," Banco de Espa�a Working Papers 0912, Banco de Espa�a.
  17. Maximo Camacho & Gabriel Perez-Quiros, 2008. "Introducing the EURO-STING: Short Term INdicator of Euro Area Growth," Banco de Espa�a Working Papers 0807, Banco de Espa�a.
  18. Carlos Ocaña Orbis & Gabriel Pérez-Quiros & J. Ignacio Conde-Ruiz, 2007. "Análisis cuantitativo del estado de bienestar en Europa: Modelos y resultados," Working Papers 2007-03, FEDEA.
  19. 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.
  20. Camacho, Maximo & Pérez-Quirós, Gabriel, 2005. "Jump-and-Rest Effects of US Business Cycles," CEPR Discussion Papers 4975, C.E.P.R. Discussion Papers.
  21. Máximo Camacho & Gabriel Pérez-Quirós & Lorena Saiz, 2005. "Do european business cycles look like one?," Banco de Espa�a Working Papers 0518, Banco de Espa�a.
  22. Ramón Cobo-Reyes & Gabriel Pérez Quirós, 2005. "The effect of oil price on industrial production and on stock returns," ThE Papers 05/18, Department of Economic Theory and Economic History of the University of Granada..
  23. 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.
  24. Gaspar, Vítor & Pérez-Quirós, Gabriel & Rodriguez, Hugo, 2004. "Interest Rate Determination in the Interbank Market," CEPR Discussion Papers 4516, C.E.P.R. Discussion Papers.
  25. Pilar Bengoechea & Gabriel Pérez-Quirós, 2004. "A useful tool to identify recessions in the euro-area," Banco de Espa�a Working Papers 0419, Banco de Espa�a.
  26. Gabriel Pérez Quirós & Hugo Rodríguez Mendizábal, 2003. "The Daily Market for Funds in Europe: What Has Changed with the EMU?," UFAE and IAE Working Papers 559.03, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
  27. Pérez Quirós, Gabriel & Sicilia, Jorge, 2002. "Is the European Central Bank (and the United States Federal Reserve) predictable?," Working Paper Series 0192, European Central Bank.
  28. Pérez Quirós, Gabriel & Timmermann, Allan, 2001. "Business cycle asymmetries in stock returns: evidence from higher order moments and conditional densities," Working Paper Series 0058, European Central Bank.
  29. Gaspar, Vítor & Pérez Quirós, Gabriel & Sicilia, Jorge, 2001. "The ECB monetary policy strategy and the money market," Working Paper Series 0069, European Central Bank.
  30. Maximo Camacho & Gabriel Perez-Quiros, 2000. "This Is What The Leading Indicators Lead," Computing in Economics and Finance 2000 132, Society for Computational Economics.
  31. Gabriel Pérez Quirós & Hugo Rodríguez, 2000. "The daily market for funds in Europe: Has something changed with the EMU?," Economics Working Papers 474, Department of Economics and Business, Universitat Pompeu Fabra.
  32. Maximo Cosme Camacho Alonso & Gabriel Perez-Quiros, 2000. "This is What Leading Indicators Lead," Econometric Society World Congress 2000 Contributed Papers 0202, Econometric Society.
  33. Gabriel Pérez & Hugo Rodríguez, 2000. "The daily market for funds in Europe: Mathematical appendix," Economics Working Papers 496, Department of Economics and Business, Universitat Pompeu Fabra.
  34. Camacho, Maximo & Pérez Quirós, Gabriel, 2000. "This is what the US leading indicators lead," Working Paper Series 0027, European Central Bank.
  35. Allan Timmermann & Gabriel Perez-Quiros, 1999. "Firm Size and Cyclical Variations in Stock Returns," FMG Discussion Papers, Financial Markets Group dp335, Financial Markets Group.
  36. Margaret M. McConnell & Gabriel Perez Quiros, 1997. "Output fluctuations in the United States: what has changed since the early 1980s?," Research Paper 9735, Federal Reserve Bank of New York.
  37. Chuhan, Punam & Perez-Quiros, Gabriel & Popper, Helen, 1996. "International capital flows : do short-term investment and direct investment differ?," Policy Research Working Paper Series 1669, The World Bank.

Articles

  1. Camacho, Maximo & Perez Quiros, Gabriel & Poncela, Pilar, 2014. "Green shoots and double dips in the euro area: A real time measure," International Journal of Forecasting, Elsevier, vol. 30(3), pages 520-535.
  2. Camacho, Maximo & Perez-Quiros, Gabriel & Poncela, Pilar, 2013. "Short-term Forecasting for Empirical Economists: A Survey of the Recently Proposed Algorithms," Foundations and Trends(R) in Econometrics, now publishers, now publishers, vol. 6(2), pages 101-161, November.
  3. 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.
  4. 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.
  5. 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.
  6. 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., John Wiley & Sons, Ltd., vol. 25(4), pages 663-694.
  7. 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.
  8. Gaspar, Vítor & Pérez Quirós, Gabriel & Rodríguez Mendizábal, Hugo, 2008. "Interest rate dispersion and volatility in the market for daily funds," European Economic Review, Elsevier, vol. 52(3), pages 413-440, April.
  9. Camacho Maximo & Perez Quiros Gabriel, 2007. "Jump-and-Rest Effect of U.S. Business Cycles," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 11(4), pages 1-39, December.
  10. Quiros, Gabriel Perez & Mendizabal, Hugo Rodriguez, 2006. "The Daily Market for Funds in Europe: What Has Changed with the EMU?," Journal of Money, Credit and Banking, Blackwell Publishing, Blackwell Publishing, vol. 38(1), pages 91-118, February.
  11. 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.
  12. 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.
  13. Perez Quiros, Gabriel, 2005. "Comments on "Some methods for assessing the need for non-linear models in business cycle analysis"," International Journal of Forecasting, Elsevier, vol. 21(4), pages 663-666.
  14. Maximo Camacho & Gabriel Perez-Quiros, 2002. "This is what the leading indicators lead," Journal of Applied Econometrics, John Wiley & Sons, Ltd., John Wiley & Sons, Ltd., vol. 17(1), pages 61-80.
  15. James A. Kahn & Margaret M. McConnell & Gabriel Perez-Quiros, 2002. "On the causes of the increased stability of the U.S. economy," Economic Policy Review, Federal Reserve Bank of New York, Federal Reserve Bank of New York, issue May, pages 183-202.
  16. Perez-Quiros, Gabriel & Timmermann, Allan, 2001. "Business cycle asymmetries in stock returns: Evidence from higher order moments and conditional densities," Journal of Econometrics, Elsevier, vol. 103(1-2), pages 259-306, July.
  17. Gaspar, Vitor & Perez-Quiros, Gabriel & Sicilia, Jorge, 2001. "The ECB Monetary Policy Strategy and the Money Market," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 6(4), pages 325-42, October.
  18. Gabriel Perez-Quiros & Allan Timmermann, 2000. "Firm Size and Cyclical Variations in Stock Returns," Journal of Finance, American Finance Association, vol. 55(3), pages 1229-1262, 06.
  19. Gabriel Perez-Quiros & Margaret M. McConnell, 2000. "Output Fluctuations in the United States: What Has Changed since the Early 1980's?," American Economic Review, American Economic Association, vol. 90(5), pages 1464-1476, December.
  20. Margaret M. McConnell & Patricia C. Mosser & Gabriel Perez Quiros, 1999. "A decomposition of the increased stability of GDP growth," Current Issues in Economics and Finance, Federal Reserve Bank of New York, Federal Reserve Bank of New York, vol. 5(Aug).
  21. Stephen G. Cecchetti & Margaret M. McConnell & Gabriel Perez Quiros, 1999. "Policymakers' revealed preferences and the output-inflation variability trade-off: implications for the European system of central banks," Proceedings, Federal Reserve Bank of San Francisco, Federal Reserve Bank of San Francisco.
  22. Hamilton, James D & Perez-Quiros, Gabriel, 1996. "What Do the Leading Indicators Lead?," The Journal of Business, University of Chicago Press, vol. 69(1), pages 27-49, January.

Chapters

  1. Vítor Gaspar & Gabriel Perez-Quirós & Jorge Sicilia, 2002. "The monetary policy decisions of the ECB and the money market," BIS Papers chapters, in: Bank for International Settlements (ed.), Market functioning and central bank policy, volume 12, pages 402-411 Bank for International Settlements.

NEP Fields

36 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (2) 2013-01-07 2013-11-09
  2. NEP-BEC: Business Economics (7) 2005-09-17 2006-07-15 2009-05-16 2009-08-30 2010-03-20 2012-03-28 2012-07-14. Author is listed
  3. NEP-CBA: Central Banking (8) 2001-10-29 2008-05-05 2009-07-11 2009-12-05 2010-03-28 2010-07-31 2012-01-25 2012-03-28. Author is listed
  4. NEP-DEV: Development (1) 2004-03-22
  5. NEP-ECM: Econometrics (4) 2009-07-11 2012-03-28 2012-03-28 2012-03-28
  6. NEP-EEC: European Economics (15) 2000-07-22 2001-10-29 2003-02-24 2004-08-16 2005-02-13 2005-06-14 2006-07-15 2008-05-05 2009-07-11 2010-03-20 2010-07-31 2012-01-25 2012-03-28 2012-03-28 2013-11-09. Author is listed
  7. NEP-ENE: Energy Economics (1) 2005-09-17
  8. NEP-ETS: Econometric Time Series (6) 2012-03-28 2012-03-28 2012-07-14 2012-10-20 2012-11-03 2013-11-16. Author is listed
  9. NEP-FDG: Financial Development & Growth (2) 2009-05-16 2009-08-30
  10. NEP-FIN: Finance (1) 2005-09-17
  11. NEP-FMK: Financial Markets (4) 2000-07-03 2004-03-22 2005-02-13 2013-11-09
  12. NEP-FOR: Forecasting (11) 2008-05-05 2009-07-03 2009-07-11 2012-01-25 2012-03-28 2012-03-28 2012-03-28 2012-10-20 2012-11-03 2013-01-07 2013-11-16. Author is listed
  13. NEP-HPE: History & Philosophy of Economics (1) 2013-01-07
  14. NEP-IFN: International Finance (3) 2001-10-29 2003-02-24 2004-08-16
  15. NEP-LAM: Central & South America (2) 2013-04-13 2013-06-24
  16. NEP-MAC: Macroeconomics (20) 2001-10-29 2003-02-24 2004-07-26 2005-02-13 2005-06-14 2005-06-14 2005-09-17 2005-10-04 2006-07-15 2008-05-05 2009-05-16 2009-07-03 2009-07-11 2009-08-30 2009-12-05 2010-03-28 2010-07-31 2012-03-28 2012-07-14 2013-04-13. Author is listed
  17. NEP-MON: Monetary Economics (10) 2000-07-03 2001-10-29 2003-02-24 2004-03-22 2005-02-13 2005-10-04 2009-12-05 2010-03-28 2012-01-25 2012-03-28. Author is listed
  18. NEP-OPM: Open Economy Macroeconomics (1) 2013-11-09
  19. NEP-ORE: Operations Research (1) 2010-07-31
  20. NEP-RMG: Risk Management (3) 2003-02-24 2004-03-22 2005-09-17

Statistics

This author is among the top 5% authors according to these criteria:
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  13. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  14. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
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