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 Carmen Broto. The Banco de España is not responsible for their content.
Carmen Broto
Staff economistInternational Financial Markets Division
Assoc. DG International Affairs
Contact Information
- Address: Calle Alcalá 48, 28014 Madrid, España
- e-mail:
- Personal web-page: http://ideas.repec.org/e/pbr200.html
Fields of Interest
- Time Series
- Financial Econometrics
- Emerging Markets
JEL Codes
- C22, C51, F30, F21
Curriculum Vitae
Selected Publications and Working Papers
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“Flexible inflation targets, forex interventions and exchange rate volatility in emerging markets”
Carmen Broto y Juan Carlos Berganza
Journal of international Money and Finance - 31, pp. 428-444
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“Inflation targeting in Latin America: Empirical analysis using GARCH models”
Carmen Broto (2011-01)
Economic Modeling - vol. 28, 1424-1434
- Supplementary files: Click to access supplementary files
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“Measuring and Explaining the Volatility of Capital Flows to Emerging Countries”
Carmen Broto, Javier Díaz-Cassou and Aitor Erce (2008-01)
Journal of Banking and Finance - 35, 1941-1953
JEL codes: F21, F36, C22, C23 -
“Testing for Conditional Heteroscedasticity in the components of inflation”
Carmen Broto and Esther Ruiz (2009-01)
Studies in Nonlinear Dynamics and Econometrics - vol 13.2, art.4
- Supplementary files: Click to access supplementary files
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“Local debt expansion...vulnerability reduction? An assessment for six crises-prone countries”
Paloma Acevedo, Enrique Alberola and Carmen Broto (2007-10)
Banco de España Working Papers - #0733
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“Unobserved Component Models with Asymmetric Conditional Variances”
Carmen Broto and Esther Ruiz (2006-05)
Computational Statistics and Data Analysis - 50 (9), pp. 2146-2166.
- Supplementary files: U. Carlos III Working Paper #03-20
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“Estimation Methods of Stochastic Volatility Models: A Survey”
Carmen Broto and Esther Ruiz (2004-12)
Journal of Economic Surveys - 18 (5), pp. 613-742.
