Staff Economist
CCR and Other Microdata Division
Financial Reporting and CCR Department
DG Financial Stability, Regulation and Resolution
Información de contacto
Campos de interés
Macroeconomics, Natural Language Processing, Artifical Intelligence
JEL Codes
D80, E20, E66, G18
Publications
Developing news-based Economic Policy Uncertainty index with unsupervised machine learning
Azqueta-Gavaldon A.
Economics Letters, 158, 47-50 (2017)
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)
Causal inference between cryptocurrency narratives and prices: Evidence from a complex dynamic ecosystem
Azqueta-Gavaldon A.
Physica A: Statistical Mechanics and its Applications, Volume 537 (2019)
Nowcasting business cycle turning points with stock networks and machine learning
Azqueta-Gavaldon A., Hirschbühl D., Onorante L., and Saiz L.
Working Paper Series 2494, European Central Bank (2020)
Similarity-based prediction of ejection fraction in heart failure patients
Wallis J., Azqueta-Gavaldon A., Ananthakumar T., Dürichen R., and Albergante L.
Informatics in Medicine Unlocked, Volume 32 (2023)
Sources of economic policy uncertainty in the euro area: a ready-to-use database
Azqueta-Gavaldon A, Diakonova M, Ghirelli C. and Perez J.
Banco de Espana Occasional Paper Issue 2314 (2023)
Measuring financial risk in China: An unsupervised machine learning approach
Al-Haschimi A, Apostolou A. Azqueta-Gavaldon A. and Ricci M.
Working Paper Series 2767, European Central Bank (2023)
Sources of economic policy uncertainty in the euro area
Azqueta-Gavaldon A., Hirschbühl D., Onorante L., and Saiz L.
European Economic Review, volumen 152 (2023)
Political referenda and investment: evidence from Scotland
Azqueta-Gavaldon A.
European Journal of Political Economy, volumen 80