Research Staff(alphabetical)
Disclaimer. The Curriculum Vitae in this page, and any links from this page to websites outside of the www.bde.es domain, are the sole responsibility of Danilo Leiva-León. The Banco de España is not responsible for their content.
Danilo Leiva-León
currently on leave at the ECB
Conjunctural Analysis and Economic Forecasting Division
Economic Developments Department
DG Economics, Statistics and Research
Contact Information
- Address: Calle Alcalá, 48, 28014, Madrid
- Personal web-page: https://sites.google.com/site/daniloleivaleon/
Fields of Interest
Empirical Macroeconomics
Econometrics
Forecasting
JEL Codes
E32, E27, C32
Curriculum Vitae
Selected Publications and Working Papers
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“Markov-Switching three pass regression filter”
Pierre Guérin, Danilo Leiva León and Massimiliano Marcellino (Apr. 2020)
Journal of Business & Economic Statistics 38(2), 285-302.
JEL codes: C22, C23, C53
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“Mapping China’s Time-Varying House Price Landscape”
Michael Funke, Andrew Tsang and Danilo Leiva León (Sep. 2019)
Regional Science and Urban Economics, 78, 103464
JEL codes: JEL codes: E31, E32, C32, R11
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“Increasing linkages among European regions”
María Dolores Gadea, Ana Gómez Loscos and Danilo Leiva León (Jun. 2019)
Economic Modelling, 80, 222-243.
JEL codes: C31, C32, E32, R11
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“The propagation of industrial business cycles”
Máximo Camacho and Danilo Leiva León (2019-01)
Macroeconomic Dynamics 23 (1), pp. 144-177
JEL codes: E32, C22, E27
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“Measuring business cycles intra-synchronization in US: A regime-switching interdependence framework”
Danilo Leiva León (Aug. 2017)
Oxford Bulletin of Economics and Statistics,79(4), 513-545
JEL codes: E32, C32, C45
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“Model averaging in Markov-switching models: Predicting national recessions with regional data”
Pierre Guérin and Danilo Leiva-León (Aug. 2017)
Economics Letters, 157, 45-49
JEL codes: C53, E32, E37
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“Dynamics of global business cycle interdependence”
Lorenzo Ductor and Danilo Leiva León (Sep. 2016)
Journal of International Economics, 102, 110-127
JEL codes: C34, C45, E32
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“Real-time nowcasting nominal GDP under structural breaks”
William Barnett, Marcelle Chauvet and Danilo Leiva León (Apr. 2016)
Journal of Econometrics, 191(2), 312-324
JEL codes: C32, E27, E31, E32
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“Country shocks, monetary policy expectations and ECB decisions. A dynamic nonlinear approach”
Máximo Camacho, Danilo Leiva León and Gabriel Pérez Quirós (Dec. 2015)
Advances in Econometrics, Vol. 35. VoxEu
JEL codes: E32, C22, E27
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“Real vs. Nominal cycles: A multistate Markov-switching bi-factor approach”
Danilo Leiva León (Dec. 2014)
Studies in Nonlinear Dynamics and Econometrics, 18(5), 557-580
JEL codes: E32, C22, E27