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Alvaro Ortiz

Personal Details

First Name:Alvaro
Middle Name:
Last Name:Ortiz
Suffix:
In ASCII letters:
RePEc Short-ID:por30
[This author has chosen not to make the email address public]
https://cepr.org/about/people/alvaro-ortiz
Twitter: alvaroortiz1968
Terminal Degree:2004 (from RePEc Genealogy)

Affiliation

(51%) BBVA Research
Grupo BBVA

Madrid, Spain
http://www.bbvaresearch.com/
RePEc:edi:ebbvaes (more details at EDIRC)

(49%) Conference on Research in Income and Wealth (CRIW)

Boston, Massachusetts (United States)
http://www.nber.org/CRIW/
RePEc:edi:criwwus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Buda, G & Carvalho, V. M. & Corsetti, G & Duarte, J. B. & Hansen, S. & Moura, A. S. & Ortiz, A. & Rodrigo, T. & Rodríguez Mora, J. V. & Alves da Silva, G., 2026. "The Short Lags of Monetary Policy," Cambridge Working Papers in Economics 2509, Faculty of Economics, University of Cambridge.
    • Afonso S. Moura & Gergely Buda & Vasco M. Carvalho & Giancarlo Corsetti & João B. Duarte & Stephen Hansen & Álvaro Ortiz & Tomasa Rodrigo & José V. Rodríguez Mora & Guilherme Alves da Silva, 2025. "The Short Lags of Monetary Policy," Working Papers w202501, Banco de Portugal, Economics and Research Department.
  2. Gergely Buda & Vasco M. Carvalho & Giancarlo Corsetti & João Duarte & Stephen Hansen & Afonso Pereira da Silva & Alvaro Ortiz & Tomasa Rodrigo & Guilherme Alves da Silva & José V. Rodríguez Mora, 2025. "Spain | The Short Lags of Monetary Policy," Working Papers 25/02, BBVA Bank, Economic Research Department.
  3. Alvaro Ortiz & Tomasa Rodrigo & David Sarasa Flores & Pedro Torinos & Sirenia Vázquez, 2025. "Spain | What can 240,000 new credit transactions tell us about the impact of NGEU funds?," Working Papers 25/03, BBVA Bank, Economic Research Department.
  4. BBVA Research & Alvaro Ortiz & Tomasa Rodrigo, 2025. "Global | Geopolitics, geoeconomics and risk: a machine learning approach," Working Papers 25/14, BBVA Bank, Economic Research Department.
  5. Alvaro Ortiz & Tomasa Rodrigo & David Sarasa & Sirenia Vazquez, 2025. "What Can 240,000 New Credit Transactions Tell Us About the Impact of NGEU Funds?," Papers 2504.01964, arXiv.org, revised Apr 2025.
  6. Mishra, Prachi & Ortiz, Alvaro & Rodrigo, Tomasa & Spilimbergo, Antonio & Vazquez, Sirenia, 2024. "E-commerce during Covid in Spain: One “Click†does not fit All," CEPR Discussion Papers 19004, Centre for Economic Policy Research.
  7. Prachi Mishra & Alvaro Ortiz & Antonio Spilimbergo & Tomasa Rodrigo & Sirenia Vázquez, 2024. "Spain | E-commerce: One \"Click\" does not fit all," Working Papers 24/08, BBVA Bank, Economic Research Department.
  8. Ms. Prachi Mishra & Alvaro Ortiz & Tomasa Rodrigo & Mr. Antonio Spilimbergo & Sirenia Vazquez, 2024. "E-Commerce During COVID in Spain: One “Click” Does Not Fit All," IMF Working Papers 2024/107, International Monetary Fund.
  9. Clodomiro Ferreira & José Leiva Murillo & Galo Nuño Barrau & Alvaro Ortiz & Tomasa Rodrigo & Sirenia Vázquez, 2024. "Spain | The heterogeneous impact of inflation on households’ balance sheets," Working Papers 24/13, BBVA Bank, Economic Research Department.
  10. Ferreira, Clodomiro & Nuño, Galo & Ortiz, Alvaro & Leiva Murillo, Jose Miguel & Rodrigo, Tomasa & Vazquez, Sirenia, 2023. "The Heterogeneous Impact of Inflation on Households’ Balance Sheet," CEPR Discussion Papers 18696, Centre for Economic Policy Research.
  11. Guilherme Alves da Silva & Gergely Buda & Vasco M. Carvalho & Giancarlo Corsetti & João Duarte & Stephen Hansen & Alvaro Ortiz & Afonso Pereira da Silva & Tomasa Rodrigo & José V. Rodríguez Mora, 2023. "Spain | Short and Variable Lags," Working Papers 23/02, BBVA Bank, Economic Research Department.
  12. Buda, G. & Carvalho, V. M. & Corsetti, G. & Duarte, J. B. & Hansen, S. & Moura, A. S. & Ortiz, A. & Rodrigo, T. & Ortiz, A. & Ortiz, A., 2023. "Short and Variable Lags," Cambridge Working Papers in Economics 2321, Faculty of Economics, University of Cambridge.
    • Giancarlo Corsetti & Gergely Buda & Vasco M. Carvalho, 2023. "Short and Variable Lags," RSCAS Working Papers 2023/22, European University Institute.
    • Buda, Gergely & Carvalho, Vasco & Corsetti, Giancarlo & Duarte, Joao B. & Hansen, Stephen & Moura, Afonso S. & Ortiz, Alvaro & Rodrigo, Tomasa & Rodríguez Mora, José V & Silva, Guilherme A., 2023. "Short and Variable Lags," CEPR Discussion Papers 18022, Centre for Economic Policy Research.
  13. Buda, G. & Carvalho, V. M. & Hansen, S. & Mora, J. V. R. & Ortiz, A. & Rodrigo, T., 2022. "National Accounts in a World of Naturally Occurring Data: A Proof of Concept for Consumption," Cambridge Working Papers in Economics 2244, Faculty of Economics, University of Cambridge.
  14. Mayorga Clodomiro Ferreira & Miguel Cardoso & José Miguel Leiva & Alvaro Ortiz, 2022. "The Heterogeneous Impact of Inflation on Households' Balance Sheets," Asociación Argentina de Economía Política: Working Papers 4563, Asociación Argentina de Economía Política.
  15. Saide Aránzazu Salazar & Jaime Oliver Huidobro & Alvaro Ortiz & Tomasa Rodrigo & Ignacio Tamarit, 2021. "Mexico | Cash vs. Card Consumption Patterns: A Machine Learning Approach," Working Papers 21/05, BBVA Bank, Economic Research Department.
  16. Ali B. Barlas & Seda Guler Mert & Berk Orkun Isa & Alvaro Ortiz & Tomasa Rodrigo & Baris Soybilgen & Ege Yazgan, 2021. "Big Data Information and Nowcasting: Consumption and Investment from Bank Transactions in Turkey," Papers 2107.03299, arXiv.org.
  17. Ali Batuhan Barlas & Seda Guler Mert & Berk Orkun Isa & Alvaro Ortiz & Tomasa Rodrigo & Baris Soybilgen & Ege Yazgan, 2021. "Turkey | Big Data and Nowcasting: Consumption and Investment from Bank Transactions," Working Papers 21/07, BBVA Bank, Economic Research Department.
  18. Vasco M. Carvalho & Juan Ramón García & Stephen Hansen & Alvaro Ortiz & Tomasa Rodrigo & José V. Rodríguez Mora & Pep Ruiz, 2020. "Tracking the COVID-19 Crisis with High-Resolution Transaction Data," Working Papers 20/06, BBVA Bank, Economic Research Department.
  19. Ali Batuhan Barlas & Seda Guler Mert & Alvaro Ortiz & Tomasa Rodrigo, 2020. "Global | Investment in Real Time and High Definition: A Big Data Approach," Working Papers 20/13, BBVA Bank, Economic Research Department.
  20. Carlos Casanova & Alvaro Ortiz & Tomasa Rodrigo & Le Xia & Joaquín Iglesias, 2017. "Tracking chinese vulnerability in real time using Big Data," Working Papers 17/13, BBVA Bank, Economic Research Department.
  21. Joaquin Iglesias & Alvaro Ortiz & Tomasa Rodrigo, 2017. "How do the EM Central Bank talk? A Big Data approach to the Central Bank of Turkey," Working Papers 17/24, BBVA Bank, Economic Research Department.
  22. Alvaro Ortiz Vidal-Abarca & Alfonso Ugarte Ruiz, 2015. "Introducing a New Early Warning System Indicator (EWSI) of banking crises," Working Papers 1502, BBVA Bank, Economic Research Department.
  23. Gonzalo De Cadenas Santiago & Alicia Garcia-Herrero & Alvaro Ortiz Vidal-Abarca & Tomasa Rodrigo Lopez, 2015. "An Empirical Assessment of Social Unrest Dynamics and State Response in Eurasian Countries," Working Papers 1520, BBVA Bank, Economic Research Department.
  24. Gonzalo De Cadenas Santiago & Alicia Garcia-Herrero & Alvaro Ortiz Vidal-Abarca, 2014. "Monetary policy in the North, effects in the South," Working Papers 1429, BBVA Bank, Economic Research Department.
  25. García-Herrero, Alicia & Ortiz, Alvaro, 2006. "The role of global risk aversion in explaining sovereign spreads," LSE Research Online Documents on Economics 123127, London School of Economics and Political Science, LSE Library.
  26. Alicia García-Herrero & Álvaro Ortiz, 2005. "The role of global risk aversion in explaining Latin American sovereign spreads," Working Papers 0505, Banco de España.
  27. Juan R. Cuadrado & José Guardia & Carlos Iglesias & Álvaro Ortiz, 1999. "Intensidad tecnológica y características del empleo en el sector servicios," Working Papers 02/99, Instituto Universitario de Análisis Económico y Social.
  28. Juan R. Cuadrado & Álvaro Ortíz, 1999. "Fuentes de fluctuación sectorial de la economía española," Working Papers 03/99, Instituto Universitario de Análisis Económico y Social.
  29. Luis Rubalcaba Bermejo & Álvaro Ortíz Vidal-Abarca & Tomás Mancha Navarro, 1998. "Crecimiento, productividad y servicios avanzados en Europa: Implicaciones para la Política Económica," Working Papers 01/98, Instituto Universitario de Análisis Económico y Social.
    repec:cam:camjip:2220 is not listed on IDEAS
    repec:cam:camjip:2308 is not listed on IDEAS
    repec:cam:camjip:2504 is not listed on IDEAS

Articles

  1. Clodomiro Ferreira & José Miguel Leiva & Galo Nuño & Álvaro Ortiz & Tomasa Rodrigo & Sirenia Vazquez, 2026. "The heterogeneous impact of inflation on households’ balance sheets," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 17(1), pages 31-53, March.
  2. Ali B. Barlas & Seda Guler Mert & Berk Orkun Isa & Alvaro Ortiz & Tomasa Rodrigo & Baris Soybilgen & Ege Yazgan, 2024. "Big data financial transactions and GDP nowcasting: The case of Turkey," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 43(2), pages 227-248, March.
  3. Maestre, V.M. & Ortiz, A. & Ortiz, I., 2024. "Sustainable and self-sufficient social home through a combined PV‑hydrogen pilot," Applied Energy, Elsevier, vol. 363(C).
  4. Gonzalo de Cadenas-Santiago & Alicia García-Herrero & Álvaro Ortiz Vidal-Abarca & Tomasa Rodrigo, 2015. "An Empirical Assessment of Social Unrest Dynamics and State Response in Eurasian Countries," Eurasian Journal of Social Sciences, Eurasian Publications, vol. 3(3), pages 1-29.
  5. Alicia Garcia-Herrero & Alvaro Ortiz, 2006. "The Role of Global Risk Aversion in Explaining Sovereign Spreads," Economía Journal, The Latin American and Caribbean Economic Association - LACEA, vol. 0(Fall 2006), pages 125-155.
  6. Antonio Merino & Álvaro Ortiz, 2005. "Explaining the so‐called “price premium” in oil markets," OPEC Energy Review, Organization of the Petroleum Exporting Countries, vol. 29(2), pages 133-152, June.
    RePEc:lrk:eeaart:9_2_8 is not listed on IDEAS

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Blog mentions

As found by EconAcademics.org, the blog aggregator for Economics research:
  1. Hansen, Stephen & Carvalho, Vasco & García, Juan Ramón & Ortiz, Alvaro & Rodrigo, Tomasa & Rodríguez Mora, José V & Ruiz, Pep, 2020. "Tracking the COVID-19 Crisis with High-Resolution Transaction Data," CEPR Discussion Papers 14642, Centre for Economic Policy Research.

    Mentioned in:

    1. Why income inequality is the key predictor of COVID-19 death rates, according to 3 Kellogg School professors
      by insider@insider.com (Katie Gilbert) in Business Insider on 2021-02-12 14:00:00

RePEc Biblio mentions

As found on the RePEc Biblio, the curated bibliography of Economics:
  1. Carvalho, V & Garcia, Juan R. & Hansen, S. & Ortiz, A. & Rodrigo, T. & More, J. V. R., 2020. "Tracking the COVID-19 Crisis with High-Resolution Transaction Data," Cambridge Working Papers in Economics 2030, Faculty of Economics, University of Cambridge.

    Mentioned in:

    1. > Economics of Welfare > Health Economics > Economics of Pandemics > Specific pandemics > Covid-19 > Economic consequences > Consumption > E-commerce

Working papers

  1. Buda, G & Carvalho, V. M. & Corsetti, G & Duarte, J. B. & Hansen, S. & Moura, A. S. & Ortiz, A. & Rodrigo, T. & Rodríguez Mora, J. V. & Alves da Silva, G., 2026. "The Short Lags of Monetary Policy," Cambridge Working Papers in Economics 2509, Faculty of Economics, University of Cambridge.
    • Afonso S. Moura & Gergely Buda & Vasco M. Carvalho & Giancarlo Corsetti & João B. Duarte & Stephen Hansen & Álvaro Ortiz & Tomasa Rodrigo & José V. Rodríguez Mora & Guilherme Alves da Silva, 2025. "The Short Lags of Monetary Policy," Working Papers w202501, Banco de Portugal, Economics and Research Department.

    Cited by:

    1. Joel P. Flynn & George Nikolakoudis & Karthik A. Sastry, 2026. "Pricing and Production Without the Invisible Hand," Cowles Foundation Discussion Papers 2501, Cowles Foundation for Research in Economics, Yale University.
    2. Alvaro Ortiz & Tomasa Rodrigo & David Sarasa & Sirenia Vazquez, 2025. "What Can 240,000 New Credit Transactions Tell Us About the Impact of NGEU Funds?," Papers 2504.01964, arXiv.org, revised Apr 2025.
    3. Gebauer, Stefan & Nakov, Anton & Nuño, Galo & Osbat, Chiara & Paz-Pardo, Gonzalo & Paulus, Alari & Quintana, Javier & Valderrama, Maria Teresa & Palazzolo, Alberto, 2026. "The propagation of shocks across the production network and implications for monetary policy," Occasional Paper Series 392, European Central Bank.
    4. Karina Zhemelko & Kristina Kocisova, 2026. "How Effective is Monetary Policy Transmission? A Meta-analysis on Interest Rate Pass-Through and Speed of Adjustment," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 68(1), pages 1-59, March.
    5. Martin Brown & Daniel Hoechle & Lizet Alejandra Perez Cortes & Markus Schmid, 2025. "Monetary Policy Wealth Effects: Evidence from the 2015 Swiss Franc Shock," Working Papers 25.06, Swiss National Bank, Study Center Gerzensee.
    6. Miguel Acosta & Andrea Ajello & Michael D. Bauer & Francesca Loria & Silvia Miranda-Agrippino, 2025. "Financial Market Effects of FOMC Communication: Evidence from a New Event-Study Database," CESifo Working Paper Series 12343, CESifo.
    7. Felber, Laura, 2026. "Exchange rates and cross-border consumer spending: Evidence from retail payments data," Journal of International Money and Finance, Elsevier, vol. 162(C).
    8. Bonfim, Diana & Moretti, Laura & Auer, Simone & Bandoni, Emil & Briglevics, Tamás & Ferrando, Annalisa & De Jonghe, Olivier & Kho, Stephen & Mendicino, Caterina & Rodriguez-Moreno, Maria & S. Moura, A, 2026. "Monetary policy transmission through the financial system to households," Occasional Paper Series 390, European Central Bank.

  2. Ms. Prachi Mishra & Alvaro Ortiz & Tomasa Rodrigo & Mr. Antonio Spilimbergo & Sirenia Vazquez, 2024. "E-Commerce During COVID in Spain: One “Click” Does Not Fit All," IMF Working Papers 2024/107, International Monetary Fund.

    Cited by:

    1. Alcedo, Joel & Cavallo, Alberto & Mishra, Prachi & Spilimbergo, Antonio, 2025. "Back to trend: COVID effects on E-commerce in 44 countries," Journal of Macroeconomics, Elsevier, vol. 85(C).

  3. Buda, G. & Carvalho, V. M. & Corsetti, G. & Duarte, J. B. & Hansen, S. & Moura, A. S. & Ortiz, A. & Rodrigo, T. & Ortiz, A. & Ortiz, A., 2023. "Short and Variable Lags," Cambridge Working Papers in Economics 2321, Faculty of Economics, University of Cambridge.
    • Giancarlo Corsetti & Gergely Buda & Vasco M. Carvalho, 2023. "Short and Variable Lags," RSCAS Working Papers 2023/22, European University Institute.
    • Buda, Gergely & Carvalho, Vasco & Corsetti, Giancarlo & Duarte, Joao B. & Hansen, Stephen & Moura, Afonso S. & Ortiz, Alvaro & Rodrigo, Tomasa & Rodríguez Mora, José V & Silva, Guilherme A., 2023. "Short and Variable Lags," CEPR Discussion Papers 18022, Centre for Economic Policy Research.

    Cited by:

    1. Corsi, Fulvio & Longo, Luigi & Cordoni, Francesco, 2025. "SVAR identification with nowcasted macroeconomic data," Journal of Economic Dynamics and Control, Elsevier, vol. 179(C).
    2. Corrado, Luisa & Fantozzi, Daniela & Giglioli, Simona, 2026. "Quasi-fiscal policies in times of crisis: A high-frequency data analysis," European Economic Review, Elsevier, vol. 184(C).
    3. Aruoba, S. Borağan & Drechsel, Thomas, 2024. "The long and variable lags of monetary policy: Evidence from disaggregated price indices," Journal of Monetary Economics, Elsevier, vol. 148(S).

  4. Buda, G. & Carvalho, V. M. & Hansen, S. & Mora, J. V. R. & Ortiz, A. & Rodrigo, T., 2022. "National Accounts in a World of Naturally Occurring Data: A Proof of Concept for Consumption," Cambridge Working Papers in Economics 2244, Faculty of Economics, University of Cambridge.

    Cited by:

    1. Christian Hellwig & Nicolas Werquin, 2022. "A Fair Day's Pay for a Fair Day's Work: Optimal Tax Design as Redistributional Arbitrage," Working Paper Series WP 2022-03, Federal Reserve Bank of Chicago.
    2. Jonas M. Bruhin & Matthias R. Fengler & Winfried Koeniger & Robert Rohrkemper, 2025. "Consumer spending in Switzerland: insights from a novel transactional data index," Swiss Journal of Economics and Statistics, Springer;Swiss Society of Economics and Statistics, vol. 161(1), pages 1-25, December.
    3. Fatih Guvenen & Rocio Madera & Serdar Ozkan, 2024. "Consumption Dynamics and Welfare Under Non-Gaussian Earnings Risk," Working Papers 2024-007, Federal Reserve Bank of St. Louis, revised 27 Jul 2024.
    4. Buda, G. & Carvalho, V. M. & Corsetti, G. & Duarte, J. B. & Hansen, S. & Moura, A. S. & Ortiz, A. & Rodrigo, T. & Ortiz, A. & Ortiz, A., 2023. "Short and Variable Lags," Cambridge Working Papers in Economics 2321, Faculty of Economics, University of Cambridge.
      • Giancarlo Corsetti & Gergely Buda & Vasco M. Carvalho, 2023. "Short and Variable Lags," RSCAS Working Papers 2023/22, European University Institute.
      • Buda, Gergely & Carvalho, Vasco & Corsetti, Giancarlo & Duarte, Joao B. & Hansen, Stephen & Moura, Afonso S. & Ortiz, Alvaro & Rodrigo, Tomasa & Rodríguez Mora, José V & Silva, Guilherme A., 2023. "Short and Variable Lags," CEPR Discussion Papers 18022, Centre for Economic Policy Research.
    5. Bacilieri, Andrea & Borsos, András & Astudillo-Estévez, Pablo & Lafond, François, 2023. "Firm-level production networks: what do we (really) know?," INET Oxford Working Papers 2023-08, Institute for New Economic Thinking at the Oxford Martin School, University of Oxford.
    6. John W. Galbraith, 2025. "Economic activity during extreme events," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 58(4), pages 1214-1235, November.
    7. Beck, Günter W. & Carstensen, Kai & Menz, Jan-Oliver & Schnorrenberger, Richard & Wieland, Elisabeth, 2023. "Nowcasting consumer price inflation using high-frequency scanner data: Evidence from Germany," Discussion Papers 34/2023, Deutsche Bundesbank.
    8. Guilherme Alves da Silva & Gergely Buda & Vasco M. Carvalho & Giancarlo Corsetti & João Duarte & Stephen Hansen & Alvaro Ortiz & Afonso Pereira da Silva & Tomasa Rodrigo & José V. Rodríguez Mora, 2023. "Spain | Short and Variable Lags," Working Papers 23/02, BBVA Bank, Economic Research Department.
    9. BBVA Research, 2025. "Spain | The Short Lags of Monetary Policy," Working Papers 25/08, BBVA Bank, Economic Research Department.
    10. Afonso S. Moura & Gergely Buda & Vasco M. Carvalho & Giancarlo Corsetti & João B. Duarte & Stephen Hansen & Álvaro Ortiz & Tomasa Rodrigo & José V. Rodríguez Mora & Guilherme Alves da Silva, 2025. "The Short Lags of Monetary Policy," Working Papers w202501, Banco de Portugal, Economics and Research Department.
    11. Clodomiro Ferreira & José Miguel Leiva & Galo Nuño & Álvaro Ortiz & Tomasa Rodrigo & Sirenia Vazquez, 2026. "The heterogeneous impact of inflation on households’ balance sheets," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 17(1), pages 31-53, March.
    12. Gergely Buda & Vasco M. Carvalho & Giancarlo Corsetti & João Duarte & Stephen Hansen & Afonso Pereira da Silva & Alvaro Ortiz & Tomasa Rodrigo & Guilherme Alves da Silva & José V. Rodríguez Mora, 2025. "Spain | The Short Lags of Monetary Policy," Working Papers 25/02, BBVA Bank, Economic Research Department.

  5. Mayorga Clodomiro Ferreira & Miguel Cardoso & José Miguel Leiva & Alvaro Ortiz, 2022. "The Heterogeneous Impact of Inflation on Households' Balance Sheets," Asociación Argentina de Economía Política: Working Papers 4563, Asociación Argentina de Economía Política.

    Cited by:

    1. Aliocha Accardo & Sylvérie Herbert & Cristina Jude & Adrian Penalver, 2023. "Measuring and Comparing Consumption Inequality between France and the United States," Working papers 904, Banque de France.
    2. Binetti, Alberto & Nuzzi, Francesco & Stantcheva, Stefanie, 2024. "People’s understanding of inflation," Journal of Monetary Economics, Elsevier, vol. 148(S).
    3. Tao Chen & Peter Levell & Martin O'Connell, 2026. "Measuring cost of living inequality during an inflation surge," IFS Working Papers W26/16, Institute for Fiscal Studies.
    4. Osbat, Chiara & Conflitti, Cristina & Eiglsperger, Martin & Goldhammer, Bernhard & Kuik, Friderike & Menz, Jan-Oliver & Rumler, Fabio & Moreno, Marta Saez & Segers, Lina & Wieland, Elisabeth & Bellocc, 2023. "Measuring inflation with heterogeneous preferences, taste shifts and product innovation: methodological challenges and evidence from microdata," Occasional Paper Series 323, European Central Bank.
    5. Oriol Sabaté & Sara Torregrosa-Hetland, 2024. "War inflation and taxation," UB School of Economics Working Papers 2024/463, University of Barcelona School of Economics.
    6. Schnorpfeil, Philip & Weber, Michael & Hackethal, Andreas, 2024. "Households' response to the wealth effects of inflation," CFS Working Paper Series 728, Center for Financial Studies (CFS).
    7. Tao Chen & Peter Levell & Martin O'Connell, 2025. "Measuring cost of living inequality during an inflation surge," IFS Working Papers W25/21, Institute for Fiscal Studies.
    8. Rodolfo G. Campos & Jesus Fernandez-Villaverde & Galo Nuno & Peter Paz, 2024. "Navigating by Falling Stars:Monetary Policy with Fiscally Driven Natural Rates," PIER Working Paper Archive 24-007, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
    9. Luigi Infante & David Loschiavo & Andrea Neri & Matteo Spuri & Francesco Vercelli, 2025. "The Heterogeneous Impact of Inflation Across the Joint Distribution of Household Income and Wealth," Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti, Springer;Società Italiana degli Economisti (Italian Economic Association), vol. 11(2), pages 703-724, July.
    10. Pallotti, Filippo & Paz-Pardo, Gonzalo & Slacalek, Jiri & Tristani, Oreste & Violante, Giovanni L., 2024. "Who bears the costs of inflation? Euro area households and the 2021–2023 shock," Journal of Monetary Economics, Elsevier, vol. 148(S).
    11. Szwacka-Mokrzycka Joanna & Marzena Lemanowicz, 2023. "The Influence of Inflation on the Economic Situation of Households in Poland," European Research Studies Journal, European Research Studies Journal, vol. 0(3), pages 119-132.
    12. Gnocato, Nicolò, 2025. "Energy price shocks, unemployment, and monetary policy," Journal of Monetary Economics, Elsevier, vol. 151(C).
    13. Christoph Lauper & Giacomo Mangiante, 2024. "Monetary policy shocks and inflation inequality," Temi di discussione (Economic working papers) 1474, Bank of Italy, Economic Research and International Relations Area.
    14. Ampudia, Miguel & Ehrmann, Michael & Strasser, Georg, 2024. "Shopping behavior and the effect of monetary policy on inflation heterogeneity along the income distribution," Journal of Monetary Economics, Elsevier, vol. 148(C).
    15. Joao Guerreiro & Jonathon Hazell & Chen Lian & Christina Patterson, 2024. "Why Do Workers Dislike Inflation? Wage Erosion and Conflict Costs," Discussion Papers 2440, Centre for Macroeconomics (CFM).
    16. Domenech Palacios, Mar, 2025. "Inflation risk and heterogeneous trading down," Working Paper Series 3156, European Central Bank.
    17. Pallotti, Filippo & Paz-Pardo, Gonzalo & Slacalek, Jiri & Tristani, Oreste & Violante, Giovanni L., 2023. "Who bears the costs of inflation? Euro area households and the 2021–2022 shock," Working Paper Series 2877, European Central Bank.
    18. Ampudia, Miguel & Ehrmann, Michael & Strasser, Georg, 2023. "The effect of monetary policy on inflation heterogeneity along the income distribution," Working Paper Series 2858, European Central Bank.
    19. Coccia, Samantha & Russo, Alberto, 2025. "Inflation, inequality and financial vulnerability: Monetary vs. fiscal policy in the face of an energy shock," Energy Economics, Elsevier, vol. 143(C).

  6. Ali B. Barlas & Seda Guler Mert & Berk Orkun Isa & Alvaro Ortiz & Tomasa Rodrigo & Baris Soybilgen & Ege Yazgan, 2021. "Big Data Information and Nowcasting: Consumption and Investment from Bank Transactions in Turkey," Papers 2107.03299, arXiv.org.

    Cited by:

    1. Tomas Adam & Jan Belka & Martin Hluze & Jakub Mateju & Hana Prause & Jiri Schwarz, 2023. "Ace in Hand: The Value of Card Data in the Game of Nowcasting," Working Papers 2023/14, Czech National Bank, Research and Statistics Department.
    2. Simone Emiliozzi & Concetta Rondinelli & Stefania Villa, 2023. "Consumption during the Covid-19 pandemic: evidence from Italian credit cards," Questioni di Economia e Finanza (Occasional Papers) 769, Bank of Italy, Economic Research and International Relations Area.

  7. Carlos Casanova & Alvaro Ortiz & Tomasa Rodrigo & Le Xia & Joaquín Iglesias, 2017. "Tracking chinese vulnerability in real time using Big Data," Working Papers 17/13, BBVA Bank, Economic Research Department.

    Cited by:

    1. Shen, Shulin & Xia, Le & Shuai, Yulin & Gao, Da, 2022. "Measuring news media sentiment using big data for Chinese stock markets," Pacific-Basin Finance Journal, Elsevier, vol. 74(C).
    2. George Kapetanios & Fotis Papailias, 2018. "Big Data & Macroeconomic Nowcasting: Methodological Review," Economic Statistics Centre of Excellence (ESCoE) Discussion Papers ESCoE DP-2018-12, Economic Statistics Centre of Excellence (ESCoE).
    3. Shulin Shen & Le Xia & Yulin Shuai & Da Gao, 2022. "Measuring news media sentiment using Big Data for Chinese stock markets," Working Papers 22/05, BBVA Bank, Economic Research Department.

  8. Joaquin Iglesias & Alvaro Ortiz & Tomasa Rodrigo, 2017. "How do the EM Central Bank talk? A Big Data approach to the Central Bank of Turkey," Working Papers 17/24, BBVA Bank, Economic Research Department.

    Cited by:

    1. Ostapenko, Nataliia, 2020. "Central Bank Communication: Information and Policy shocks," MPRA Paper 104501, University Library of Munich, Germany, revised 21 Jun 2020.
    2. Krzysztof Rybinski, 2019. "A machine learning framework for automated analysis of central bank communication and media discourse. The case of Narodowy Bank Polski," Bank i Kredyt, Narodowy Bank Polski, vol. 50(1), pages 1-20.
    3. Kaminskas, Rokas & Jurkšas, Linas, 2024. "ECB communication sentiments: How do they relate to the economic environment and financial markets?," Journal of Economics and Business, Elsevier, vol. 131(C).
    4. María del Pilar Cruz & Hugo Peralta & Bruno Ávila, 2020. "Análisis de Sentimiento Basado en el Informe de Percepciones de Negocios del Banco Central de Chile," Working Papers Central Bank of Chile 862, Central Bank of Chile.
    5. Linas Jurkšas & Rokas Kaminskas, 2023. "ECB monetary policy communication: does it move euro area yields?," Bank of Lithuania Discussion Paper Series 29, Bank of Lithuania.
    6. Parle, Conor, 2022. "The financial market impact of ECB monetary policy press conferences — A text based approach," European Journal of Political Economy, Elsevier, vol. 74(C).
    7. Luca Alfieri & Mustafa Hakan Eratalay & Darya Lapitskaya & Rajesh Sharma, 2022. "The Effects Of The Ecb Communications On Financial Markets Before And During Covid-19 Pandemic," University of Tartu - Faculty of Economics and Business Administration Working Paper Series 140, Faculty of Economics and Business Administration, University of Tartu (Estonia).

  9. Alvaro Ortiz Vidal-Abarca & Alfonso Ugarte Ruiz, 2015. "Introducing a New Early Warning System Indicator (EWSI) of banking crises," Working Papers 1502, BBVA Bank, Economic Research Department.

    Cited by:

    1. Yusuf Yıldırım & Anirban Sanyal, 2022. "Evaluating the Effectiveness of Early Warning Indicators: An Application of Receiver Operating Characteristic Curve Approach to Panel Data," Scientific Annals of Economics and Business (continues Analele Stiintifice), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, vol. 69(4), pages 557-597, December.

  10. Gonzalo De Cadenas Santiago & Alicia Garcia-Herrero & Alvaro Ortiz Vidal-Abarca & Tomasa Rodrigo Lopez, 2015. "An Empirical Assessment of Social Unrest Dynamics and State Response in Eurasian Countries," Working Papers 1520, BBVA Bank, Economic Research Department.

    Cited by:

    1. Angel De la Fuente, 2016. "La liquidación de 2014 del sistema de financiación de las CC. AA. de régimen común: Adenda," Working Papers 16/15, BBVA Bank, Economic Research Department.
    2. Javier Alonso & Alfonso Arellano, 2015. "Heterogeneidad y difusion de la economia digital: el caso español," Working Papers 1528, BBVA Bank, Economic Research Department.
    3. García-Herrero, Alicia & Schindowski, Robin, 2023. "Global trends in countries' perceptions of the Belt and Road Initiative," BOFIT Policy Briefs 10/2023, Bank of Finland Institute for Emerging Economies (BOFIT).
    4. Angel De la Fuente, 2016. "La financiación regional en Alemania y en España: una perspectiva comparada," Working Papers 16/18, BBVA Bank, Economic Research Department.
    5. Angel De la Fuente, 2016. "Series largas de algunos agregados demograficos regionales, 1950-2015," Working Papers 16/07, BBVA Bank, Economic Research Department.
    6. Angel De la Fuente, 2016. "Las finanzas autonomicas en 2015 y entre 2003 y 2015," Working Papers 16/08, BBVA Bank, Economic Research Department.
    7. Jose Felix Izquierdo, 2016. "Determinantes de los tipos de interes de las carteras de credito en la Eurozona," Working Papers 16/11, BBVA Bank, Economic Research Department.
    8. Angel De la Fuente, 2015. "Series Contabilidad Regional (II): Asalariados, rentas del trabajo y salarios medios," Working Papers 1531, BBVA Bank, Economic Research Department.
    9. Shushanik Papanyan, 2015. "Digitization and Productivity: Measuring Cycles of Technological Progress," Working Papers 15/33, BBVA Bank, Economic Research Department.
    10. Angel De la Fuente, 2016. "La evolución de la financiación de las comunidades autónomas de régimen común, 2002-2014," Working Papers 16/16, BBVA Bank, Economic Research Department.
    11. Angel De la Fuente, 2016. "La liquidacion de 2014 del sistema de financiacion autonomica," Working Papers 16/13, BBVA Bank, Economic Research Department.
    12. Angel De la Fuente, 2016. "Series enlazadas de PIB y otros agregados de Contabilidad Nacional para España (1955-2014)," Working Papers 1601, BBVA Bank, Economic Research Department.

  11. García-Herrero, Alicia & Ortiz, Alvaro, 2006. "The role of global risk aversion in explaining sovereign spreads," LSE Research Online Documents on Economics 123127, London School of Economics and Political Science, LSE Library.

    Cited by:

    1. Brana, Sophie & Prat, Stéphanie, 2016. "The effects of global excess liquidity on emerging stock market returns: Evidence from a panel threshold model," Economic Modelling, Elsevier, vol. 52(PA), pages 26-34.
    2. Böninghausen, Benjamin & Zabel, Michael, 2013. "Credit Ratings and Cross-Border Bond Market Spillovers," MPRA Paper 47390, University Library of Munich, Germany.
    3. Gopalakrishnan, Balagopal & Mohapatra, Sanket, 2017. "Global Risk and Demand for Gold by Central Banks," IIMA Working Papers WP 2017-01-01, Indian Institute of Management Ahmedabad, Research and Publication Department.
    4. Gopalakrishnan, Balagopal & Mohapatra, Sanket, 2017. "Turning Over a Golden Leaf? Global Liquidity and Emerging Market Central Banks’ Demand for Gold after the Financial Crisis," IIMA Working Papers WP 2017-04-02, Indian Institute of Management Ahmedabad, Research and Publication Department.
    5. Banerji, Sanjay & Ventouri, Alexia & Wang, Zilong, 2014. "The sovereign spread in Asian emerging economies: The significance of external versus internal factors," Economic Modelling, Elsevier, vol. 36(C), pages 566-576.
    6. Akıncı, Özge, 2013. "Global financial conditions, country spreads and macroeconomic fluctuations in emerging countries," Journal of International Economics, Elsevier, vol. 91(2), pages 358-371.
    7. Ercio Muñoz, 2013. "Precio de Materias Primas y Spread Soberano en Economías Emergentes ¿Importa la Concentración de las Exportaciones?," Working Papers Central Bank of Chile 684, Central Bank of Chile.
    8. Marco Flaccadoro & Stefania Villa, 2025. "Global risk aversion and the term premium gap in emerging market economies," Temi di discussione (Economic working papers) 1493, Bank of Italy, Economic Research and International Relations Area.
    9. Ehouman, Yao Axel, 2021. "Dependence structure between oil price volatility and sovereign credit risk of oil exporters: Evidence using a copula approach," International Economics, Elsevier, vol. 168(C), pages 76-97.
    10. Edward W. Sun & Daniel Tenengauzer & Ali Bastani & Omid Rezania, 2011. "Identification of Driving Factors for Emerging Markets Sovereign Spreads," Economics Bulletin, AccessEcon, vol. 31(3), pages 2584-2592.
    11. Kevin Cowan & José De Gregorio & Alejandro Micco & Christopher Neilson, 2008. "Financial Diversification, Sudden Stops, and Sudden Starts," Central Banking, Analysis, and Economic Policies Book Series, in: Kevin Cowan & Sebastián Edwards & Rodrigo O. Valdés & Norman Loayza (Series Editor) & Klaus Schmidt- (ed.),Current Account and External Financing, edition 1, volume 12, chapter 5, pages 159-194, Central Bank of Chile.
    12. Yao Axel Ehouman, 2021. "Dependence structure between oil price volatility and sovereign credit risk of oil exporters : Evidence using a Copula Approach," Post-Print hal-03348410, HAL.
    13. Jin, Jiayu & Han, Liyan & Wu, Lei & Zeng, Hongchao, 2020. "The hedging effectiveness of global sectors in emerging and developed stock markets," International Review of Economics & Finance, Elsevier, vol. 66(C), pages 92-117.
    14. Yao Axel Ehouman, 2020. "Dependence structure between oil price volatility and sovereign credit risk of oil exporters: Evidence using a Copula Approach," EconomiX Working Papers 2020-31, University of Paris Nanterre, EconomiX.

  12. Alicia García-Herrero & Álvaro Ortiz, 2005. "The role of global risk aversion in explaining Latin American sovereign spreads," Working Papers 0505, Banco de España.

    Cited by:

    1. Andrea Fracasso, 2006. "The role of foreign and domestic factors in the evolution of the Brazilian EMBI spread and debt dynamics," IHEID Working Papers 22-2007, Economics Section, The Graduate Institute of International Studies, revised Jul 2007.
    2. Alessio Ciarlone & Paolo Piselli & Giorgio Trebeschi, 2008. "Emerging market spreads in the recent financial turmoil," Questioni di Economia e Finanza (Occasional Papers) 35, Bank of Italy, Economic Research and International Relations Area.
    3. Zinna, Gabriele, 2013. "Sovereign default risk premia: Evidence from the default swap market," Journal of Empirical Finance, Elsevier, vol. 21(C), pages 15-35.
    4. Mansur, Alfan, 2017. "Memantau Risiko Makro Finansial di dalam Perekonomian Indonesia [Surveillance on the Macro-financial Risks of Indonesia's Economy]," MPRA Paper 93752, University Library of Munich, Germany, revised 23 May 2018.
    5. Böninghausen, Benjamin & Zabel, Michael, 2013. "Credit Ratings and Cross-Border Bond Market Spillovers," MPRA Paper 47390, University Library of Munich, Germany.
    6. Lizarazo, Sandra Valentina, 2013. "Default risk and risk averse international investors," Journal of International Economics, Elsevier, vol. 89(2), pages 317-330.
    7. Pierre L. Siklos, 2011. "Emerging Market Yield Spreads: Domestic, External Determinants, and Volatility Spillovers," Working Paper series 03_11, Rimini Centre for Economic Analysis.
    8. Luis J. Álvarez & Emmanuel Dhyne & Marco M. Hoeberichts & Claudia Kwapil & Hervé le Bihan & Patrick Lünnemann & Fernando Martins & Roberto Sabbatini & Harald Stahl & Philip Vermeulen & Jouko Vilmunen, 2005. "Sticky prices in the euro area: a summary of new micro evidence," Working Papers 0542, Banco de España.
    9. Martín González Rozada & Eduardo Levy Yeyati, 2006. "Global Factors and Emerging Market Spreads," Research Department Publications 4445, Inter-American Development Bank, Research Department.
    10. Adela Luque, 2005. "Skill mix and technology in Spain: evidence from firm level data," Working Papers 0513, Banco de España.
    11. Alessio Ciarlone & Paolo Piselli & Giorgio Trebeschi, 2007. "Emerging Markets Spreads and Global Financial Conditions," Temi di discussione (Economic working papers) 637, Bank of Italy, Economic Research and International Relations Area.
    12. Ozge Akinci, 2013. "Global financial conditions, country spreads and macroeconomic fluctuations in emerging countries," International Finance Discussion Papers 1085, Board of Governors of the Federal Reserve System (U.S.).
    13. Manuel Ramos-Francia & José G Rangel, 2012. "Revisiting the effects of country specific fundamentals on sovereign default risk," Economics Bulletin, AccessEcon, vol. 32(4), pages 3008-3016.
    14. Ercio Muñoz, 2013. "Precio de Materias Primas y Spread Soberano en Economías Emergentes ¿Importa la Concentración de las Exportaciones?," Working Papers Central Bank of Chile 684, Central Bank of Chile.
    15. Pierre L. Siklos, 2008. "Determinants of Emerging Market Spreads: Domestic, Global Factors, and Volatility," Working Papers 182008, Hong Kong Institute for Monetary Research.
    16. Martín González Rozada & Eduardo Levy Yeyati, 2006. "Factores mundiales y diferenciales de intereses en mercados emergentes," Research Department Publications 4446, Inter-American Development Bank, Research Department.
    17. Kevin Cowan L. & José De Gregorio R. & Alejandro Micco A. & Christopher Neilson M., 2007. "Financial Diversification and Sudden Stops," Journal Econom a Chilena (The Chilean Economy), Central Bank of Chile, vol. 10(3), pages 45-65, December.
    18. Jorge Selaive C. & Valentín Délano T., 2006. "Sovereign Spreads: a Factorial Approach," Journal Econom a Chilena (The Chilean Economy), Central Bank of Chile, vol. 9(1), pages 49-67, April.
    19. Jens Hilscher & Yves Nosbusch, 2010. "Determinants of Sovereign Risk: Macroeconomic Fundamentals and the Pricing of Sovereign Debt," Review of Finance, European Finance Association, vol. 14(2), pages 235-262.
    20. Jorge Selaive C., 2006. "Premio Soberano: Efecto de Movimientos en las Tasas de Interés Internacionales," Notas de Investigación Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 9(2), pages 73-80, August.
    21. Dachraoui, Hajer & Smida, Mounir & Sebri, Maamar, 2020. "Role of capital flight as a driver of sovereign bond spreads in Latin American countries," International Economics, Elsevier, vol. 162(C), pages 15-33.
    22. Martín Grandes, 2007. "The Determinants of Sovereign Bond Spreads: Theory and Facts From Latin America," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 44(130), pages 151-181.

Articles

  1. Clodomiro Ferreira & José Miguel Leiva & Galo Nuño & Álvaro Ortiz & Tomasa Rodrigo & Sirenia Vazquez, 2026. "The heterogeneous impact of inflation on households’ balance sheets," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 17(1), pages 31-53, March.
    See citations under working paper version above.
  2. Maestre, V.M. & Ortiz, A. & Ortiz, I., 2024. "Sustainable and self-sufficient social home through a combined PV‑hydrogen pilot," Applied Energy, Elsevier, vol. 363(C).

    Cited by:

    1. Liu, Meng & Bu, Siqi & Zhu, Ziqing & Zhou, Bin, 2026. "Adaptive home energy management based on PI-DRA-PPO for integrated electricity, hydrogen, and heat storage systems," Applied Energy, Elsevier, vol. 407(C).
    2. Lorenzo Bartolucci & Edoardo Cennamo & Stefano Cordiner & Vincenzo Mulone & Alessandro Polimeni, 2025. "Hybrid Renewable Energy Systems: Integration of Urban Mobility Through Metal Hydrides Solution as an Enabling Technology for Increasing Self-Sufficiency," Energies, MDPI, vol. 18(19), pages 1-24, October.
    3. Wojciech Goryl, 2025. "Real-World Performance and Economic Evaluation of a Residential PV Battery Energy Storage System Under Variable Tariffs: A Polish Case Study," Energies, MDPI, vol. 18(15), pages 1-27, August.
    4. Patrizia Ghisellini & Renato Passaro & Sergio Ulgiati, 2025. "Is Green Hydrogen an Environmentally and Socially Sound Solution for Decarbonizing Energy Systems Within a Circular Economy Transition?," Energies, MDPI, vol. 18(11), pages 1-55, May.
    5. Superchi, Francesco & Moustakis, Antonis & Pechlivanoglou, George & Bianchini, Alessandro, 2025. "On the importance of degradation modeling for the robust design of hybrid energy systems including renewables and storage," Applied Energy, Elsevier, vol. 377(PD).
    6. Roy, Tushar Kanti & Mahmud, Md. Apel & Oo, Amanullah Maung Than, 2025. "Techno-economic feasibility of stand-alone hybrid energy systems for a remote Australian community: Optimization and sensitivity analysis," Renewable Energy, Elsevier, vol. 241(C).

  3. Gonzalo de Cadenas-Santiago & Alicia García-Herrero & Álvaro Ortiz Vidal-Abarca & Tomasa Rodrigo, 2015. "An Empirical Assessment of Social Unrest Dynamics and State Response in Eurasian Countries," Eurasian Journal of Social Sciences, Eurasian Publications, vol. 3(3), pages 1-29.
    See citations under working paper version above.
  4. Alicia Garcia-Herrero & Alvaro Ortiz, 2006. "The Role of Global Risk Aversion in Explaining Sovereign Spreads," Economía Journal, The Latin American and Caribbean Economic Association - LACEA, vol. 0(Fall 2006), pages 125-155.
    See citations under working paper version above.
  5. Antonio Merino & Álvaro Ortiz, 2005. "Explaining the so‐called “price premium” in oil markets," OPEC Energy Review, Organization of the Petroleum Exporting Countries, vol. 29(2), pages 133-152, June.

    Cited by:

    1. Shalizi, Zmarak, 2007. "Energy and emissions : local and global effects of the rise of China and India," Policy Research Working Paper Series 4209, The World Bank.
    2. Ortiz-Cruz, Alejandro & Rodriguez, Eduardo & Ibarra-Valdez, Carlos & Alvarez-Ramirez, Jose, 2012. "Efficiency of crude oil markets: Evidences from informational entropy analysis," Energy Policy, Elsevier, vol. 41(C), pages 365-373.
    3. Matteo Manera & Chiara Longo & Anil Markandya & Elisa Scarpa, 2007. "Evaluating the Empirical Performance of Alternative Econometric Models for Oil Price Forecasting," Working Papers 2007.4, Fondazione Eni Enrico Mattei.
    4. Clostermann, Jörg & Keis, Nikolaus & Seitz, Franz, 2010. "Short-term oil models before and during the financial market crisis," Arbeitsberichte – Working Papers 18, Technische Hochschule Ingolstadt (THI).
    5. Martina, Esteban & Rodriguez, Eduardo & Escarela-Perez, Rafael & Alvarez-Ramirez, Jose, 2011. "Multiscale entropy analysis of crude oil price dynamics," Energy Economics, Elsevier, vol. 33(5), pages 936-947, September.
    6. Jeffrey A. Frankel, 2013. "Effects of Speculation and Interest Rates in a "Carry Trade" Model of Commodity Prices," NBER Working Papers 19463, National Bureau of Economic Research, Inc.
    7. Kyle E. Binder & Mohsen Pourahmadi & James W. Mjelde, 2020. "The role of temporal dependence in factor selection and forecasting oil prices," Empirical Economics, Springer, vol. 58(3), pages 1185-1223, March.
    8. Claudio Dicembrino & Pasquale Lucio Scandizzo, 2012. "The Fundamental and Speculative Components of the Oil Spot Price: A Real Option Value Approach," CEIS Research Paper 229, Tor Vergata University, CEIS, revised 18 Apr 2012.
    9. de Souza e Silva, Edmundo G. & Legey, Luiz F.L. & de Souza e Silva, Edmundo A., 2010. "Forecasting oil price trends using wavelets and hidden Markov models," Energy Economics, Elsevier, vol. 32(6), pages 1507-1519, November.
    10. Chevillon, Guillaume & Rifflart, Christine, 2009. "Physical market determinants of the price of crude oil and the market premium," Energy Economics, Elsevier, vol. 31(4), pages 537-549, July.
    11. Fabian Lutzenberger & Benedikt Gleich & Herbert G. Mayer & Christian Stepanek & Andreas W. Rathgeber, 2017. "Metals: resources or financial assets? A multivariate cross-sectional analysis," Empirical Economics, Springer, vol. 53(3), pages 927-958, November.
    12. He, Yanan & Wang, Shouyang & Lai, Kin Keung, 2010. "Global economic activity and crude oil prices: A cointegration analysis," Energy Economics, Elsevier, vol. 32(4), pages 868-876, July.
    13. Henry Egbezien Inegbedion & Emmanuel Inegbedion & Eseosa Obadiaru & Abiola Asaleye, 2020. "Petroleum Subsidy Withdrawal, Fuel Price Hikes and the Nigerian Economy," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, vol. 10(4), pages 258-265.
    14. Cavalcante, Mileno, 2010. "An Analysis of the relationship between WTI term structure and oil market fundamentals in 2002-2009," MPRA Paper 24263, University Library of Munich, Germany.
    15. Qadan, Mahmoud & Nama, Hazar, 2018. "Investor sentiment and the price of oil," Energy Economics, Elsevier, vol. 69(C), pages 42-58.
    16. Latife Ghalayini, 2017. "Modeling and forecasting spot oil price," Eurasian Business Review, Springer;Eurasia Business and Economics Society, vol. 7(3), pages 355-373, December.
    17. Nademi, Arash & Nademi, Younes, 2018. "Forecasting crude oil prices by a semiparametric Markov switching model: OPEC, WTI, and Brent cases," Energy Economics, Elsevier, vol. 74(C), pages 757-766.
    18. Giliola Frey & Matteo Manera & Anil Markandya & Elisa Scarpa, 2009. "Econometric Models for Oil Price Forecasting: A Critical Survey," CESifo Forum, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 10(01), pages 29-44, April.

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Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 24 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-MON: Monetary Economics (11) 2015-03-05 2018-01-01 2022-10-03 2023-04-03 2023-04-03 2024-01-29 2024-01-29 2024-02-19 2024-04-29 2025-02-17 2025-03-10. Author is listed
  2. NEP-BIG: Big Data (6) 2018-01-01 2020-06-29 2020-06-29 2021-06-14 2021-07-19 2025-05-05. Author is listed
  3. NEP-CBA: Central Banking (6) 2015-01-31 2015-03-05 2018-01-01 2022-10-03 2023-04-03 2025-02-17. Author is listed
  4. NEP-PAY: Payment Systems and Financial Technology (6) 2017-05-14 2020-06-29 2021-06-14 2022-08-29 2024-06-17 2024-06-24. Author is listed
  5. NEP-BAN: Banking (5) 2022-10-03 2024-01-29 2024-02-19 2025-02-17 2025-03-10. Author is listed
  6. NEP-MAC: Macroeconomics (5) 2005-04-16 2015-01-31 2015-03-05 2018-01-01 2025-03-10. Author is listed
  7. NEP-EUR: Microeconomic European Issues (4) 2022-08-29 2024-01-29 2024-01-29 2024-02-19
  8. NEP-EEC: European Economics (3) 2022-10-03 2023-04-03 2025-05-05
  9. NEP-ARA: MENA - Middle East and North Africa (2) 2018-01-01 2021-07-19
  10. NEP-CMP: Computational Economics (2) 2018-01-01 2021-06-14
  11. NEP-INV: Investment (2) 2024-06-17 2025-02-17
  12. NEP-CNA: China (1) 2017-05-14
  13. NEP-CWA: Central and Western Asia (1) 2018-01-01
  14. NEP-IFN: International Finance (1) 2025-11-24
  15. NEP-MFD: Microfinance (1) 2015-03-05
  16. NEP-TRA: Transition Economics (1) 2017-05-14

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