Research Staff(alphabetical)
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Gergely Ganics
Research Economist
Financial Stability Department
DG Financial Stability, Regulation and Resolution
Contact Information
- Address: Alcalá, 48 - 28014 Madrid
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Personal web-page:
https://sites.google.com/view/gergelyganics/home
Fields of Interest
Econometrics, Forecasting, Macroeconomics.
JEL Codes
- No JEL Codes specified.
Curriculum Vitae
(178 KB)
Selected Publications and Working Papers
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“Confidence Intervals for Bias and Size Distortion in IV and Local Projections–IV Models”
Gergely Ganics, Atsushi Inoue and Barbara Rossi
Journal of Business & Economic Statistics (2021)
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“BVAR Forecasts, Survey Information and Structural Change in the Euro Area”
Gergely Ganics and Florens Odendahl
International Journal of Forecasting (2021)
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“From Fixed-event to Fixed-horizon Density Forecasts: Obtaining Multi-horizon Uncertainty from Survey Density Forecasts”
Gergely Ganics, Barbara Rossi and Tatevik Sekhposyan
Journal of Money, Credit and Banking (Forthcoming)
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“The Euribor surge and bank deposit costs: an investigation of interest rate pass-through and deposit portfolio rebalancing”
Alejandro Ferrer, Gergely Ganics, Ana Molina and José María Serena
Banco de España Financial Stability Review (2023)
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“Constructing Fan Charts from the Ragged Edge of SPF Forecasts”
Todd E. Clark, Gergely Ganics and Elmar Mertens
Cleveland Fed Working Paper WP 22-36
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“What is the Predictive Value of SPF Point and Density Forecasts?”
Todd E. Clark, Gergely Ganics and Elmar Mertens
Cleveland Fed Working Paper WP 22-37
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“A house price-at-risk model to monitor the downside risk for the Spanish housing market”
Gergely Ganics and María Rodríguez-Moreno
Bank of Spain Working Paper No. 2244
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“Banco de España macroeconomic projections: comparison with an econometric model”
Gergely Ganics and Eva Ortega
Banco de España Analytical Articles (2019)
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“Optimal Density Forecast Combinations”
Gergely Ganics
Bank of Spain Working Paper No. 1751