Research Staff
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 Gabriel Perez Quiros. The Banco de España is not responsible for their content.
Gabriel Perez Quiros
Unit HeadMacroeconomic Studies Unit
Research Division
Monetary and Financial Studies Department
DG Economics, Statistics, and Research
Contact Information
- Address: Calle Alcalá 48, 28014 Madrid, España
- e-mail:
Fields of Interest
- No fields of interest specified.
JEL Codes
- No JEL Codes specified.
Curriculum Vitae
Selected Publications and Working Papers
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“Do European business cycles look like one?”
Maximo Camacho, Gabriel Perez Quiros, Lorena Saiz (2008-07)
Journal of Economic Dynamics and Control - 32 (7), pp. 2165-90.
- Supplementary files: Banco de España Working Paper #0518
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“Jump and rest effects in the US Business Cycle”
Maximo Camacho, Gabriel Perez Quiros (2007-12)
Studies in Nonlinear Dynamics and Econometrics - Vol. 11, Issue 4, Article 3.
- Supplementary files: Banco de España Working Paper #0507
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“Interest rate dispersion and volatility in the market for daily funds”
Vitor Gaspar, Gabriel Perez Quiros, Hugo Rodriguez (2008-04)
European Economic Review - 52 (3), pp. 387-588
JEL codes: E52, E58 -
“The Daily Market for Funds in Europe. Has Something Changed with the EMU?”
Gabriel Perez Quiros, Hugo Rodriguez
Journal of Money Credit and Banking - 38(1), February 2006, pp. 91-110
- Supplementary files: ECB Working Paper #67
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“This is What the Leading Indicators Lead”
Maximo Camacho, Gabriel Perez Quiros
Journal of Applied Econometrics - 17: pp. 61-80. February 2002
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“Business Cycle Asymmetries in Stock Returns: Evidence from Higher Order Moments and Conditional Densities”
Gabriel Perez Quiros and Allan Timmermann (2001-07)
Journal of Econometrics - 103(1-2). July 2001
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“Firm Size and Cyclical Variations in Stock Returns”
Gabriel Perez Quiros, Allan Timmermann
The Journal of Finance - 55(3), June 2000.
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“Output Fluctuations in the United States: What has Changed since the Early 80s?”
Margaret McConnell, Gabriel Perez Quiros
American Economic Review - 90(5) December 2000.
