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Gonzalo Camba-Mendez

Personal Details

First Name:Gonzalo
Middle Name:
Last Name:Camba-Mendez
Suffix:
RePEc Short-ID:pca1255
https://www.ecb.europa.eu/pub/research/authors/profiles/gonzalo-camba-mendez.en.html
European Central Bank Sonnemannstrasse 20 60314 Frankfurt am Main Germany

Research output

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Jump to: Working papers Articles

Working papers

  1. Camba-Méndez, Gonzalo & Werner, Thomas, 2017. "The inflation risk premium in the post-Lehman period," Working Paper Series 2033, European Central Bank.
  2. Camba-Méndez, Gonzalo & Serwa, Dobromil & Kostrzewa, Konrad & Marszal, Anna, 2016. "Pricing sovereign credit risk of an emerging market," Working Paper Series 1924, European Central Bank.
  3. Camba-Méndez, Gonzalo & Durré, Alain & Mongelli, Francesco Paolo, 2016. "Bank interest rate setting in the euro area during the Great Recession," Working Paper Series 1965, European Central Bank.
  4. Camba-Méndez, Gonzalo & Kapetanios, George & Papailias, Fotis & Weale, Martin R., 2015. "An automatic leading indicator, variable reduction and variable selection methods using small and large datasets: Forecasting the industrial production growth for euro area economies," Working Paper Series 1773, European Central Bank.
  5. Camba-Méndez, Gonzalo & Rodriguez-Palenzuela, Diego & Carbó-Valverde, Santiago, 2014. "Financial reputation, market interventions and debt issuance by banks: a truncated two-part model approach," Working Paper Series 1741, European Central Bank.
  6. Gonzalo Camba-Méndez & Dobromił Serwa, 2014. "Market perception of sovereign credit risk in the euro area during the financial crisis," NBP Working Papers 185, Narodowy Bank Polski, Economic Research Department.
  7. Angelini, Elena & Camba-Mendez, Gonzalo & Giannone, Domenico & Reichlin, Lucrezia & Rünstler, Gerhard, 2008. "Short-term Forecasts of Euro Area GDP Growth," CEPR Discussion Papers 6746, C.E.P.R. Discussion Papers.
  8. Gonzalo Camba-Mendez & George Kapetanios, 2005. "Statistical Tests of the Rank of a Matrix and Their Applications in Econometric Modelling," Working Papers 541, Queen Mary University of London, School of Economics and Finance.
  9. Alberto Cabrero & Gonzalo Camba-Mendez & Astrid Hirsch & Fernando Nieto, 2002. "Modelling the daily banknotes in circulation in the context of the liquidity management of the European Central Bank," Working Papers 0211, Banco de España;Working Papers Homepage.
  10. Camba-Méndez, Gonzalo & Lamo, Ana, 2002. "Short-term monitoring of fiscal policy discipline," Working Paper Series 0152, European Central Bank.
  11. Gonzalo Camba-Mendez & George Kapetanios, 2002. "Bootstrap Statistical Tests of Rank Determination for System Identification," Working Papers 468, Queen Mary University of London, School of Economics and Finance.
  12. Camba-Méndez, Gonzalo & Kapetanios, George, 2001. "Spectral based methods to identify common trends and common cycles," Working Paper Series 0062, European Central Bank.
  13. Camba-Méndez, Gonzalo & Kapetanios, George, 2001. "Testing the rank of the Hankel matrix: a statistical approach," Working Paper Series 0045, European Central Bank.
  14. Camba-Méndez, Gonzalo & Rodriguez-Palenzuela, Diego, 2001. "Assessment criteria for output gap estimates," Working Paper Series 0054, European Central Bank.
  15. Gonzalo Camba-Mendez, 1999. "A Bootstrap Test of Cointegration Rank," National Institute of Economic and Social Research (NIESR) Discussion Papers 151, National Institute of Economic and Social Research.
  16. Gonzalo Camba-Mendez & Joseph Pearlman, 1998. "Can real equilibrium models account for the fluctuations of the UK business cycle?," National Institute of Economic and Social Research (NIESR) Discussion Papers 128, National Institute of Economic and Social Research.

Articles

  1. Camba-Méndez, Gonzalo & Serwa, Dobromił, 2016. "Market perception of sovereign credit risk in the euro area during the financial crisis," The North American Journal of Economics and Finance, Elsevier, vol. 37(C), pages 168-189.
  2. Camba-Mendez, Gonzalo, 2012. "Conditional forecasts on SVAR models using the Kalman filter," Economics Letters, Elsevier, vol. 115(3), pages 376-378.
  3. Elena Angelini & Gonzalo Camba‐Mendez & Domenico Giannone & Lucrezia Reichlin & Gerhard Rünstler, 2011. "Short‐term forecasts of euro area GDP growth," Econometrics Journal, Royal Economic Society, vol. 14, pages 25-44, February.
  4. Gonzalo Camba-Mendez & George Kapetanios, 2009. "Statistical Tests and Estimators of the Rank of a Matrix and Their Applications in Econometric Modelling," Econometric Reviews, Taylor & Francis Journals, vol. 28(6), pages 581-611.
  5. Alberto Cabrero & Gonzalo Camba-Mendez & Astrid Hirsch & Fernando Nieto, 2009. "Modelling the daily banknotes in circulation in the context of the liquidity management of the European Central Bank," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 28(3), pages 194-217.
  6. Bindseil, Ulrich & Camba-Mendez, Gonzalo & Hirsch, Astrid & Weller, Benedict, 2006. "Excess reserves and the implementation of monetary policy of the ECB," Journal of Policy Modeling, Elsevier, vol. 28(5), pages 491-510, July.
  7. George Kapetanios & Gonzalo Camba-Mendez, 2005. "Forecasting euro area inflation using dynamic factor measures of underlying inflation," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 24(7), pages 491-503.
  8. Gonzalo Camba-Mendez & George Kapetanios, 2005. "Estimating the Rank of the Spectral Density Matrix," Journal of Time Series Analysis, Wiley Blackwell, vol. 26(1), pages 37-48, January.
  9. Gonzalo Camba-Mendez & Ana Lamo, 2004. "Short-term monitoring of fiscal policy discipline," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 19(2), pages 247-265.
  10. Camba-Mendez, Gonzalo, et al, 2003. "Tests of Rank in Reduced Rank Regression Models," Journal of Business & Economic Statistics, American Statistical Association, vol. 21(1), pages 145-155, January.
  11. Camba-Mendez, Gonzalo & Rodriguez-Palenzuela, Diego, 2003. "Assessment criteria for output gap estimates," Economic Modelling, Elsevier, vol. 20(3), pages 529-562, May.
  12. Gonzalo Camba-Mendez & George Kapetanios & Richard J. Smith & Martin R. Weale, 2001. "An automatic leading indicator of economic activity: forecasting GDP growth for European countries," Econometrics Journal, Royal Economic Society, vol. 4(1), pages 1-37.
  13. Blake, Andrew P. & Camba-Mendez, Gonzalo, 1998. "Filtered least squares and measurement error," Economics Letters, Elsevier, vol. 59(2), pages 163-168, May.

More information

Research fields, statistics, top rankings, if available.

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 15 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-ECM: Econometrics (6) 2001-04-11 2002-12-10 2005-05-23 2008-04-12 2008-11-18 2015-06-05. Author is listed
  2. NEP-EEC: European Economics (5) 2003-04-21 2008-04-12 2014-11-28 2015-06-05 2016-10-02. Author is listed
  3. NEP-CBA: Central Banking (4) 2002-07-04 2008-04-12 2008-11-18 2017-04-23
  4. NEP-MAC: Macroeconomics (4) 2008-04-12 2008-11-18 2016-10-02 2017-04-23
  5. NEP-ETS: Econometric Time Series (3) 2002-12-02 2005-05-23 2008-11-18
  6. NEP-FOR: Forecasting (3) 2008-04-12 2008-11-18 2015-06-05
  7. NEP-RMG: Risk Management (3) 2002-12-02 2015-02-28 2016-07-16
  8. NEP-BAN: Banking (2) 2014-12-13 2016-10-02
  9. NEP-FMK: Financial Markets (2) 2015-02-28 2017-04-23
  10. NEP-MON: Monetary Economics (2) 2016-10-02 2017-04-23
  11. NEP-TRA: Transition Economics (2) 2015-02-28 2016-07-16
  12. NEP-FIN: Finance (1) 2002-07-04
  13. NEP-GER: German Papers (1) 2016-07-16
  14. NEP-IND: Industrial Organization (1) 2003-04-21
  15. NEP-PBE: Public Economics (1) 2002-07-21

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