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 José Manuel Carbó. The Banco de España is not responsible for their content.
José Manuel Carbó
Senior Economist
Financial Innovation Division
ADG Payments and Market Infrastructures
Contact Information
- Address: C/ Alcalá 48, 28014 Madrid, SPAIN
- Personal web-page: https://sites.google.com/site/carbomartinezjose/home
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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“Houston, we have a problem: can satellite information bridge the climate-related data gap?”
Andrés Alonso-Robisco, José Manuel Carbó, Emily Kormanyos and Elena Triebskorn (2024)
Banco de España Occasional Paper 2428
JEL codes: C8, C55, Q56
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“Where and how machine learning plays a role in climate finance research”
Andrés Alonso-Robisco, Javier Bas, José Manuel Carbó, Aranzazu de Juan y José Manuel Marqués (2024)
Journal of Sustainable Finance and Investment
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“Analysis of CBDC Narrative of Central Banks using Large Language Models”
Andrés Alonso-Robisco y José Manuel Carbó (2023)
Banco de España Working Paper 2321
Finance Research Letters 58 (2023) 104643
https://doi.org/10.1016/j.frl.2023.104643
JEL codes: G15, G41, E58
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“Aprendizaje automático en modelos de concesión de crédito: oportunidades y riesgos”
Andrés Alonso-Robisco y José manuel Carbó (2023)
Análisis Financiero y Big Data (capítulo III, Funcas
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“Can machine learning models save capital for banks? Evidence from a Spanish credit portfolio”
Andrés Alonso-Robisco & José Manuel Carbó (2022)
International Review of Financial Analysis, Volume 84, November 2022, 102372
JEL codes: C45, C38, G21
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“Application of Machine Learning Models and Interpretability Techniques to Identify the Determinants of the Price of Bitcoin”
José Manuel Carbó y Sergio Gorjón (2022)
Banco de España Working Paper 2215
SUERF Policy Brief N386, July 2022
JEL codes: C40, C45, G12, G15
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“Accuracy of explanations of machine learning models for credit decisions”
Andrés Alonso y José Manuel Carbó (2022)
Banco de España Working Paper 2222
JEL codes: C55, C63, G17
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“El interés por la innovación financiera en España. Un análisis con Google Trends”
José Manuel Carbó y Esther Díez (2021)
Banco de España Occasional Paper 2112
JEL codes: C21, O31, O33
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“Metros, agglomeration and displacement. Evidence from London”
José M.Carbó, Daniel J, Graham & Csaba G.Pogonyi (2021)
Regional Science and Urban Economics, Volume 90, September 2021, 103681
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“Measuring the model risk‑adjusted performance of machine learning algorithms
in credit default prediction”
Andrés Alonso y José Manuel Carbó (2021)
Financial Innovation 8: 70
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“Understanding the performance of machine learning models to predict credit default: a novel approach for supervisory evaluation
”
Andrés Alonso and José Manuel Carbó (2021)
Banco de España Working Paper 2105
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“Machine learning in credit risk: measuring the dilemma between prediction and supervisory cost”
Andrés Alonso y José Manuel Carbó (2020)
Banco de España Working Paper 2032
JEL codes: C53, D81, G17
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“Quantifying the impacts of air transportation on economic productivity: a quasi-experimental causal analysis”
Carbo, J. M., & Graham, D. J. (2020)
Economics of Transportation, 24, 100195
JEL codes: L93, R4, R1
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“On the risk-adjusted performance of machine learning models in credit default prediction” (1 MB)
Andrés Alonso and José Manuel Carbó (2020)
SUERF Policy Note Issue No 210, December 2020
JEL codes: C53, D81, G17
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“Evaluating the causal economic impacts of transport investments: evidence from the Madrid–Barcelona high speed rail corridor”
J.M. Carbó, Dan Graham, Anupriya, Patricia Melo and Daniel Casas (2019)
Journal of Applied Statistics, volume 46, 2019, issue 9
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“Do changes in air transportation affect productivity? A cross‐country panel approach”
L. AitBihiOuali, J.M. Carbo and D. J. Graham (2020)
Regional Science, Policy and Practice, 2020;12: pp. 493–50