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 Andrés Azqueta-Gavaldon. The Banco de España is not responsible for their content.
Andrés Azqueta-Gavaldon
Staff Economist
CCR and Other Microdata Division
Financial Reporting and CCR Department
DG Financial Stability, Regulation and Resolution
Contact Information
Fields of Interest
Macroeconomics
Natural Language Processing
Artifical Intelligence
JEL Codes
D80, E20, E66, G18
Curriculum Vitae
Selected Publications and Working Papers
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“Developing news-based Economic Policy Uncertainty index with unsupervised machine learning”
(895 KB)
Azqueta-Gavaldon A.
Economics Letters, 158, 47-50 (2017)
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“Financial Investment and economic policy uncertainty in the UK”
Azqueta-Gavaldon A.
IML '17 Proceedings of the 1st International Conference on Internet of Things and Machine Learning (2017)
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“Causal inference between cryptocurrency narratives and prices: Evidence from a complex dynamic ecosystem” (881 KB)
Azqueta-Gavaldon A.
Physica A: Statistical Mechanics and its Applications, Volume 537 (2019)
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“Nowcasting business cycle turning points with stock networks and machine learning” (938 KB)
Azqueta-Gavaldon A., Hirschbühl D., Onorante L., and Saiz L.
Working Paper Series 2494, European Central Bank (2020)
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“Similarity-based prediction of ejection fraction in heart failure patients” (4 MB)
Wallis J., Azqueta-Gavaldon A., Ananthakumar T., Dürichen R., and Albergante L.
Informatics in Medicine Unlocked, Volume 32 (2023)
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“Sources of economic policy uncertainty in the euro area: a ready-to-use database” (762 KB)
Azqueta-Gavaldon A, Diakonova M, Ghirelli C. and Perez J.
Banco de Espana Occasional Paper Issue 2314 (2023)
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“Measuring financial risk in China: An unsupervised machine learning approach” (4 MB)
Al-Haschimi A, Apostolou A. Azqueta-Gavaldon A. and Ricci M.
Working Paper Series 2767, European Central Bank (2023)
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“Sources of economic policy uncertainty in the euro area” (1 MB)
Azqueta-Gavaldon A., Hirschbühl D., Onorante L., and Saiz L.
European Economic Review, volumen 152 (2023)
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“Political referenda and investment: evidence from Scotland”
Azqueta-Gavaldon A.
European Journal of Political Economy, volumen 80