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 Gabriel Pérez Quirós. The Banco de España is not responsible for their content.
Gabriel Pérez Quirós
Currently on leave at the European Central Bank
Economic Developments Department
DG Economics, Statistics and Research
Contact Information
- Address: Calle Alcalá 48, 28014 Madrid, España
-
Contact form
Fields of Interest
- No Fields of Interest specified
JEL Codes
- No JEL Codes specified.
Curriculum Vitae
(62 KB)
Selected Publications and Working Papers
-
“Country shocks, monetary policy expectations and ECB decisions. A dynamic non-linear approach”
Máximo Camacho, Danilo Leiva and Gabriel Pérez Quirós
Advances in Econometrics - (forthcoming)
-
Supplementary files: Banco de España Working Paper #1523
-
Supplementary files: Banco de España Working Paper #1523
-
“Aggregate vs disaggregate information in factor models”
Máximo Camacho, Rocío Álvarez and Gabriel Pérez Quirós
International Journal of Forecasting - (forthcoming)
-
“Extracting non linear signal from several economic indicators”
Máximo Camacho, Pilar Poncela and Gabriel Pérez Quirós
Journal of Applied Econometrics - (forthcoming)
-
“Can we use seasonally adjusted indicators in dynamic factor models?”
Máximo Camacho, Yuliya Lovcha and Gabriel Pérez Quirós (2015-06)
Studies in Nonlinear Dynamics and Econometrics - 19 (3), pp. 377-391
JEL codes: E32, C22, E27
-
Supplementary files: Banco de España Working Paper #1235
-
Supplementary files: Banco de España Working Paper #1235
-
“Disintangling contagion among sovereign CDS spreads during the European debt crisis”
Carmen Broto and Gabriel Pérez Quirós (2015-06)
Journal of Empirical Finance - 32, pp. 165-179
JEL codes: C32, G01, G15
-
Supplementary files: Banco de España Working Paper #1314
-
Supplementary files: Banco de España Working Paper #1314
-
“The failure to predict the Great Recession. A view through the role of credit”
María Dolores Gadea and Gabriel Pérez Quirós (2015-06)
Journal of the European Economic Association - 13 (3), pp.534-559
JEL codes: C22, E32
-
“Introducing the Euro-STING: Euro area Short Term Indicator of Growth”
Gabriel Pérez Quirós and Máximo Camacho (2010-07)
Journal of Applied Econometrics - 25 (4), pp. 663-694
JEL codes: E32, C22, E27
-
Supplementary files: Banco de España Working Paper #0807
-
Supplementary files: Banco de España Working Paper #0807
-
“Business cycle asymmetries in stock returns: Evidence from higher order moments and conditional densities”
Gabriel Pérez Quirós and Allan Timmermann (2001-07)
Journal of Econometrics - 103 (1-2), pp. 259-306
JEL codes: C22, C52
-
“Firm size and cyclical variations in stock returns”
Gabriel Pérez Quirós and Allan Timmermann (2000-06)
The Journal of Finance - 55(3), pp. 1229-1262
-
“Output fluctuations in the United States: What has changed since the early 80s?”
Margaret McConnell and Gabriel Pérez-Quirós (2000-12)
American Economic Review - 90(5), pp.1464-1476
JEL codes: E32, E22, E23