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
Associate Directorate General Financial Innovation and Market Infrastructures
Contact Information
- Address: C/ Alcalá 48, 28014 Madrid, SPAIN
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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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“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
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“Understanding the costs of urban rail transport operations”
Anupriya, J.M. Carbó, Dan Graham, Prateek Bansal and Richard Anderson (2020)
Transportation Research part B: Methodological, volume 138, August 2020, pp. 292-316