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Danilo Leiva-Leon

Personal Details

First Name:Danilo
Middle Name:
Last Name:Leiva-Leon
Suffix:
RePEc Short-ID:ple733
[This author has chosen not to make the email address public]
https://sites.google.com/site/daniloleivaleon/

Affiliation

European Central Bank

Frankfurt am Main, Germany
http://www.ecb.europa.eu/
RePEc:edi:emieude (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Poeschl, Johannes & Gerba, Eddie & Leiva-Leon, Danilo, 2023. "When Credit Expansions Become Troublesome: The Story of Investor Sentiments," VfS Annual Conference 2023 (Regensburg): Growth and the "sociale Frage" 277699, Verein für Socialpolitik / German Economic Association.
  2. Hervé Le Bihan & Danilo Leiva-León & Matías Pacce, 2023. "Underlying inflation and asymetric risks," Working Papers 2319, Banco de España.
  3. Luciano Campos & Danilo Leiva-León & Steven Zapata, 2022. "Latin American Falls, Rebounds and Tail," Working Papers 145, Red Nacional de Investigadores en Economía (RedNIE).
  4. Corinna Ghirelli & Danilo Leiva-León & Alberto Urtasun, 2022. "Housing prices in Spain: convergence or decoupling?," Working Papers 2205, Banco de España.
  5. Luciano Campos & Danilo Leiva-León & Steven Zapata- Álvarez, 2022. "Latin American Falls, Rebounds and Tail Risks," Borradores de Economia 1201, Banco de la Republica de Colombia.
  6. Baumann, Ursel & Darracq Pariès, Matthieu & Westermann, Thomas & Riggi, Marianna & Bobeica, Elena & Meyler, Aidan & Böninghausen, Benjamin & Fritzer, Friedrich & Trezzi, Riccardo & Jonckheere, Jana & , 2021. "Inflation expectations and their role in Eurosystem forecasting," Occasional Paper Series 264, European Central Bank.
  7. Christiane Baumeister & Danilo Leiva-León & Eric Sims, 2021. "Tracking weekly state-level economic conditions," Working Papers 2134, Banco de España.
  8. Marta Bañbura & Danilo Leiva-León & Jan-Oliver Menz, 2021. "Do inflation expectations improve model-based inflation Forecasts?," Working Papers 2138, Banco de España.
  9. Eddie Gerba & Danilo Leiva-Leon, 2020. "Macro-financial interactions in a changing world," Working Papers 2018, Banco de España.
  10. Danilo Leiva-Leon & Luis Uzeda, 2020. "Endogenous Time Variation in Vector Autoregressions," Staff Working Papers 20-16, Bank of Canada.
  11. Christian Friedrich & Pierre Guérin & Danilo Leiva-Leon, 2020. "Monetary Policy Independence and the Strength of the Global Financial Cycle," Staff Working Papers 20-25, Bank of Canada.
  12. Danilo Leiva-Leon & Gabriel Perez-Quiros & Eyno Rots, 2020. "Real-time weakness of the global economy: a first assessment of the coronavirus crisis," Working Papers 2015, Banco de España.
  13. María Gil & Danilo Leiva-Leon & Javier J. Pérez & Alberto Urtasun, 2019. "An application of dynamic factor models to nowcast regional economic activity in Spain," Occasional Papers 1904, Banco de España.
  14. Danilo Leiva-Leon & Eva Ortega & Jaime Martínez-Martín, 2019. "Exchange rate shocks and inflation comovement in the euro area," Working Papers 1934, Banco de España.
  15. Michael Funke & Danilo Leiva-Leon & Andrew Tsang, 2019. "Mapping China’s time-varying house price landscape," Working Papers 1930, Banco de España.
  16. Danilo Leiva-Leon & Lorenzo Ductor, 2019. "Fluctuations in Global Macro Volatility," Working Papers 1925, Banco de España.
  17. Pierre Guérin & Danilo Leiva-Leon & Massimiliano Marcellino, 2017. "Markov-Switching Three-Pass Regression Filter," Staff Working Papers 17-13, Bank of Canada.
  18. Danilo Leiva-Leon, 2017. "Measuring business cycles intra-synchronization in us: a regime-switching interdependence framework," Working Papers 1726, Banco de España.
  19. Danilo Leiva-Leon, 2017. "Monitoring the Spanish Economy through the Lenses of Structural Bayesian VARs," Occasional Papers 1706, Banco de España.
  20. María Dolores Gadea-Rivas & Ana Gómez-Loscos & Danilo Leiva-Leon, 2017. "The evolution of regional economic interlinkages in Europe," Working Papers 1705, Banco de España.
  21. Pierre Guérin & Danilo Leiva-Leon, 2017. "Monetary policy, stock market and sectoral comovement," Working Papers 1731, Banco de España.
  22. Barnett, William & Chauvet, Marcelle & Leiva-Leon, Danilo & Su, Liting, 2016. "Nowcasting Nominal GDP with the Credit-Card Augmented Divisia Monetary," Studies in Applied Economics 59, The Johns Hopkins Institute for Applied Economics, Global Health, and the Study of Business Enterprise.
  23. William Barnett & Marcelle Chauvet & Danilo Leiva-Leon & Liting Su, 2016. "Nowcasting Nominal GDP with the Credit-Card Augmented Divisia Monetary Aggregates," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 201605, University of Kansas, Department of Economics, revised Aug 2016.
  24. William Barnett & Marcelle Chauvet & Danilo Leiva-Leon & Liting Su, 2016. "The Credit-Card-Services Augmented Divisia Monetary Aggregates," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 201604, University of Kansas, Department of Economics, revised Aug 2016.
  25. Maximo Camacho & Danilo Leiva-Leon & Gabriel Perez-Quiros, 2015. "Country shocks, monetary policy expectations and ECB decisions. A dynamic non-linear approach," Working Papers 1523, Banco de España.
  26. Lorenzo Ductor & Danilo Leiva-Leon, 2015. "Dynamics of Global Business Cycles Interdependence," Working Papers Central Bank of Chile 763, Central Bank of Chile.
  27. Pierre Guérin & Danilo Leiva-Leon, 2015. "Model Averaging in Markov-Switching Models: Predicting National Recessions with Regional Data," Staff Working Papers 15-24, Bank of Canada.
  28. Maximo Camacho & Danilo Leiva-Leon, 2014. "The Propagation of Industrial Business Cycles," Staff Working Papers 14-48, Bank of Canada.
  29. William A. Barnett & Marcelle Chauvet & Danilo Leiva-Leon, 2014. "Real-Time Nowcasting of Nominal GDP Under Structural Breaks," Staff Working Papers 14-39, Bank of Canada.
  30. Danilo Leiva-Leon, 2014. "A New Approach to Infer Changes in the Synchronization of Business Cycle Phases," Staff Working Papers 14-38, Bank of Canada.
  31. William Barnett & Marcelle Chauvetz & Danilo Leiva-Leonx, 2014. "Real-Time Nowcasting Nominal GDP Under Structural Break," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 201313, University of Kansas, Department of Economics, revised Feb 2014.
  32. Leiva-Leon, Danilo, 2013. "Real vs. Nominal Cycles: A Multistate Markov-Switching Bi-Factor Approach," MPRA Paper 54456, University Library of Munich, Germany.

Articles

  1. Danilo Leiva-Leon & Luis Uzeda, 2023. "Endogenous Time Variation in Vector Autoregressions," The Review of Economics and Statistics, MIT Press, vol. 105(1), pages 125-142, January.
  2. José González Mínguez & Samuel Hurtado & Danilo Leiva-León & Alberto Urtasun, 2023. "The spread of inflation from energy to other components," Economic Bulletin, Banco de España, issue 2023/Q1.
  3. Corinna Ghirelli & Danilo Leiva-León & Alberto Urtasun, 2023. "Housing prices in Spain: convergence or decoupling?," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 14(2), pages 165-187, June.
  4. José González Mínguez & Samuel Hurtado & Danilo Leiva-León & Alberto Urtasun, 2023. "De la energía al resto de los componentes: la generalización del fenómeno inflacionista," Boletín Económico, Banco de España, issue 2023/T1.
  5. Mario Alloza & Danilo Leiva-León & Alberto Urtasun, 2022. "La respuesta de la inversión privada a un incremento de la inversión pública," Boletín Económico, Banco de España, issue 2/2022.
  6. Danilo Leiva-Leon & Jaime Martinez-Martin & Eva Ortega, 2022. "Exchange Rate Shocks and Inflation Co-movement in the Euro Area," International Journal of Central Banking, International Journal of Central Banking, vol. 18(1), pages 239-275, March.
  7. Danilo Leiva-León & Gabriel Perez-Quiros & Horacio Sapriza & Egon Zakrajšek, 2022. "Introducing the Credit Market Sentiment Index," Richmond Fed Economic Brief, Federal Reserve Bank of Richmond, vol. 22(33), August.
  8. Mario Alloza & Danilo Leiva-León & Alberto Urtasun, 2022. "The response of private investment to an increase in public investment," Economic Bulletin, Banco de España, issue 2/2022.
  9. Ductor, Lorenzo & Leiva-León, Danilo, 2022. "Fluctuations in global output volatility," Journal of International Money and Finance, Elsevier, vol. 120(C).
  10. Pierre Guérin & Danilo Leiva-Leon & Massimiliano Marcellino, 2020. "Markov-Switching Three-Pass Regression Filter," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 38(2), pages 285-302, April.
  11. Concha Artola & María Gil & Danilo Leiva & Javier J. Pérez & Alberto Urtasun, 2019. "Real-time regional GDP forecasting: statistical aspects and a forecasting model," Economic Bulletin, Banco de España, issue JUN.
  12. Gadea-Rivas, María Dolores & Gómez-Loscos, Ana & Leiva-Leon, Danilo, 2019. "Increasing linkages among European regions. The role of sectoral composition," Economic Modelling, Elsevier, vol. 80(C), pages 222-243.
  13. Concha Artola & María Gil & Danilo Leiva & Javier J. Pérez & Alberto Urtasun, 2019. "Predicción en tiempo real del PIB regional: aspectos estadísticos y un modelo de previsión," Boletín Económico, Banco de España, issue JUN.
  14. Funke, Michael & Leiva-Leon, Danilo & Tsang, Andrew, 2019. "Mapping China’s time-varying house price landscape," Regional Science and Urban Economics, Elsevier, vol. 78(C).
  15. Camacho, Maximo & Leiva-Leon, Danilo, 2019. "The Propagation Of Industrial Business Cycles," Macroeconomic Dynamics, Cambridge University Press, vol. 23(1), pages 144-177, January.
  16. Danilo Leiva & Jaime Martínez-Martín & Eva Ortega, 2018. "Recent movements in the euro exchange rate and the impact on inflation in the Spanish economy," Economic Bulletin, Banco de España, issue DEC.
  17. Danilo Leiva & Jaime Martínez-Martín & Eva Ortega, 2018. "La evolución reciente del tipo de cambio del euro y su impacto sobre la inflación en la economía española," Boletín Económico, Banco de España, issue DIC.
  18. Guérin, Pierre & Leiva-Leon, Danilo, 2017. "Model averaging in Markov-switching models: Predicting national recessions with regional data," Economics Letters, Elsevier, vol. 157(C), pages 45-49.
  19. Danilo Leiva-Leon, 2017. "Measuring Business Cycles Intra-Synchronization in US: A Regime-switching Interdependence Framework," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 79(4), pages 513-545, August.
  20. Ductor, Lorenzo & Leiva-Leon, Danilo, 2016. "Dynamics of global business cycle interdependence," Journal of International Economics, Elsevier, vol. 102(C), pages 110-127.
  21. Barnett, William A. & Chauvet, Marcelle & Leiva-Leon, Danilo, 2016. "Real-time nowcasting of nominal GDP with structural breaks," Journal of Econometrics, Elsevier, vol. 191(2), pages 312-324.
  22. Leiva-Leon Danilo, 2014. "Real vs. nominal cycles: a multistate Markov-switching bi-factor approach," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 18(5), pages 1-24, December.

    RePEc:chb:bcchrl:v:18:y:2015:i:3:p:130-132 is not listed on IDEAS

Chapters

  1. Pierre Guérin & Danilo Leiva-León, 2022. "Heterogeneous Switching in FAVAR Models," Advances in Econometrics, in: Essays in Honour of Fabio Canova, volume 44, pages 65-98, Emerald Group Publishing Limited.
  2. Elías Albagli & Danilo Leiva-Leon & Diego Saravia, 2016. "U.S. Monetary Spillovers to Latin America: The Role of Long-term Interest Rates," Central Banking, Analysis, and Economic Policies Book Series, in: Elías Albagli & Diego Saravia & Michael Woodford (ed.),Monetary Policy through Asset Markets: Lessons from Unconventional Measures and Implications for an Integrated World, edition 1, volume 24, chapter 9, pages 285-307, Central Bank of Chile.
  3. Maximo Camacho & Danilo Leiva-Leon & Gabriel Perez-Quiros, 2016. "Country Shocks, Monetary Policy Expectations and ECB Decisions. A Dynamic Non-linear Approach," Advances in Econometrics, in: Dynamic Factor Models, volume 35, pages 283-316, Emerald Group Publishing Limited.

    RePEc:eme:aeco11:s0731-905320150000035007 is not listed on IDEAS
    RePEc:eme:aeco11:s0731-90532022000044b003 is not listed on IDEAS

More information

Research fields, statistics, top rankings, if available.

Statistics

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Rankings

This author is among the top 5% authors according to these criteria:
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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 50 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-MAC: Macroeconomics (44) 2014-11-17 2014-11-28 2014-12-03 2014-12-08 2015-08-25 2015-08-30 2015-09-26 2015-09-26 2016-03-06 2016-08-28 2016-08-28 2016-08-28 2016-08-28 2017-02-26 2017-07-30 2017-07-30 2017-08-20 2017-08-27 2017-09-24 2019-03-18 2019-07-15 2019-07-15 2019-09-30 2019-10-28 2020-03-30 2020-05-18 2020-06-22 2020-06-22 2020-07-13 2020-07-27 2020-10-12 2021-03-08 2021-07-19 2021-07-19 2021-07-26 2021-08-09 2021-09-20 2021-09-27 2021-10-18 2021-11-22 2022-02-07 2022-02-21 2022-07-11 2022-07-18. Author is listed
  2. NEP-MON: Monetary Economics (14) 2015-08-30 2015-09-26 2015-09-26 2016-08-28 2016-08-28 2017-08-27 2019-10-28 2020-03-30 2020-06-22 2021-09-27 2021-10-18 2022-02-07 2023-09-04 2023-10-30. Author is listed
  3. NEP-EEC: European Economics (13) 2015-08-30 2015-09-26 2017-09-24 2019-03-18 2019-10-28 2020-03-30 2020-07-27 2021-09-27 2021-10-18 2021-11-22 2022-02-07 2023-09-04 2023-10-30. Author is listed
  4. NEP-ORE: Operations Research (10) 2014-11-17 2016-03-06 2017-05-07 2017-07-30 2018-01-29 2019-07-15 2020-06-22 2021-10-18 2021-11-22 2022-02-07. Author is listed
  5. NEP-FOR: Forecasting (9) 2014-11-17 2014-12-03 2016-03-06 2017-07-30 2019-03-18 2021-09-27 2021-10-18 2021-11-22 2022-02-07. Author is listed
  6. NEP-CBA: Central Banking (8) 2015-08-30 2015-09-26 2015-09-26 2020-03-30 2020-05-18 2020-06-22 2021-09-27 2021-10-18. Author is listed
  7. NEP-URE: Urban and Real Estate Economics (8) 2016-03-06 2017-02-26 2017-07-30 2019-03-18 2019-09-30 2021-07-19 2021-09-20 2022-02-21. Author is listed
  8. NEP-ETS: Econometric Time Series (7) 2016-03-06 2017-07-30 2017-07-30 2018-01-29 2019-03-18 2020-05-18 2021-08-09. Author is listed
  9. NEP-OPM: Open Economy Macroeconomics (5) 2019-07-15 2019-10-28 2020-03-30 2020-06-22 2020-07-27. Author is listed
  10. NEP-CIS: Confederation of Independent States (4) 2020-03-30 2020-06-22 2020-07-13 2020-10-12
  11. NEP-ISF: Islamic Finance (4) 2020-10-12 2021-08-09 2021-09-20 2021-09-27
  12. NEP-ECM: Econometrics (3) 2014-11-17 2014-12-03 2020-05-18
  13. NEP-RMG: Risk Management (3) 2020-03-30 2022-07-11 2022-07-18
  14. NEP-BAN: Banking (2) 2021-11-22 2023-09-04
  15. NEP-BEC: Business Economics (2) 2014-12-08 2017-08-20
  16. NEP-CNA: China (2) 2019-09-30 2020-06-22
  17. NEP-CWA: Central and Western Asia (2) 2021-09-20 2022-02-21
  18. NEP-IFN: International Finance (2) 2020-03-30 2020-06-22
  19. NEP-ACC: Accounting and Auditing (1) 2016-08-28
  20. NEP-DEM: Demographic Economics (1) 2022-07-18
  21. NEP-FDG: Financial Development and Growth (1) 2024-01-01
  22. NEP-GER: German Papers (1) 2015-08-30
  23. NEP-HEA: Health Economics (1) 2020-03-30
  24. NEP-PAY: Payment Systems and Financial Technology (1) 2016-08-28
  25. NEP-TRA: Transition Economics (1) 2019-09-30

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