Research Staff(alphabetical)

“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

“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

“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

“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

“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

“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

“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