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Leiva-León, Danilo

currently on leave at the ECB

Currently on leave.

Conjunctural Analysis and Economic Forecasting Division

Economic Developments Department

DG Economics, Statistics and Research

Información de contacto

Campos de interés

Empirical Macroeconomics

Econometrics

Forecasting

JEL Codes

E32, E27, C32

Underlying inflation and asymmetric risks Hervé Le Bihan, Danilo Leiva-León and Matías Pacce

JEL Codes: 2319

Published in: Finance Research Letters , v. 62, Part B, April 2024, 105149Opens in new window and online in The Review of Economics and Statistics, October 2024Opens in new window

Housing prices in Spain: convergence or decoupling? Corinna Ghirelli, Danilo Leiva-León and Alberto Urtasun

JEL Codes: 2205

Published in: SERIEs-Journal of the Spanish Economic Association, Volume 14, Issue 2, June 2023, pp 165-187Opens in new window

 

Do inflation expectations improve model-based inflation Forecasts? Marta Bánbura, Danilo Leiva-León and Jan-Oliver Menz

JEL Codes: 2138

Tracking weekly state-level economic conditions Christiane Baumeister, Danilo Leiva-León and Eric Sims

JEL Codes: 2134

Published in: The Review of Economics and Statistics, Volume 106, Issue 2, March 2024, pp. 483-504Opens in new window

Endogenous time variation in vector autoregressions Danilo Leiva-Leon and Luis Uzeda

JEL Codes: 2108

Mapping China’s Time-Varying House Price Landscape Michael Funke, Andrew Tsang and Danilo Leiva León (Sep. 2019)

Regional Science and Urban Economics, 78, 103464

 JEL Codes: JEL codes: E31, E32, C32, R11

Macro-financial interactions in a changing world Eddie Gerba and Danilo Leiva-Leon

JEL Codes: 2018

Increasing linkages among European regions María Dolores Gadea, Ana Gómez Loscos and Danilo Leiva León (Jun. 2019)

Economic Modelling, 80, 222-243.

 JEL Codes: C31, C32, E32, R11

Real-time weakness of the global economy: a first assessment of the coronavirus crisis Danilo Leiva-Leon, Gabriel Perez-Quiros and Eyno Rots

JEL Codes: 2015

Published in: Journal of Applied Econometrics, v.39, Issue 5, August 2024, pp. 813 - 832Opens in new window

Markov-Switching three pass regression filter Pierre Guérin, Danilo Leiva León and Massimiliano Marcellino (Apr. 2020)

Journal of Business & Economic Statistics 38(2), 285-302.

 JEL Codes: C22, C23, C53

Exchange rate shocks and inflation comovement in the euro area Danilo Leiva-Leon, Jaime Martínez-Martín and Eva Ortega

JEL Codes: 1934

Mapping China´s time-varying house price landscape Michael Funke, Danilo Leiva-Leon and Andrew Tsang

JEL Codes: 1930

Published in: Regional Science and Urban Economics. Volume 78, September 2019, Article 103464.Opens in new window

Fluctuations in global macro volatility Danilo Leiva-Leon and Lorenzo Ductor

JEL Codes: 1925

Published in: Journal of International Money and Finance, Volume 120, Art 102533, February 2022Opens in new window

Markov-switching three-pass regression filter Pierre Guérin, Danilo Leiva-Leon and Massimiliano Marcellino

JEL Codes: 1748

Published in: Journal of Business & Economic Statistics. Volume 38, Issue 2, April 2020, Pages 285-302.Opens in new window

The propagation of industrial business cycles Máximo Camacho and Danilo Leiva León (2019-01)

Macroeconomic Dynamics 23 (1), pp. 144-177

 JEL Codes: E32, C22, E27

Monetary policy, stock market and sectoral comovement Pierre Guérin and Danilo Leiva-Leon

JEL Codes: 1731

Published in: Advances in Econometrics. Volume 44B, Chapter 3, September 2022, pp 65-98Opens in new window

The propagation of industrial business cycles Maximo Camacho and Danilo Leiva-Leon

JEL Codes: 1728

Published in: Macroeconomic Dynamics, 23 (1), pp 144-177Opens in new window

Measuring business cycles intra-synchronization in US: a regime-switching interdependence framework Danilo Leiva-Leon

JEL Codes: 1726

Published in: Oxford Bulletin of Economics and StatisticsOpens in new window

Measuring business cycles intra-synchronization in US: A regime-switching interdependence framework Danilo Leiva León (Aug. 2017)

Oxford Bulletin of Economics and Statistics,79(4), 513-545 

 JEL Codes: E32, C32, C45

Model averaging in Markov-switching models: Predicting national recessions with regional data Pierre Guérin and Danilo Leiva-León (Aug. 2017)

Economics Letters, 157, 45-49

 JEL Codes: C53, E32, E37

The evolution of regional economic interlinkages in Europe María Dolores Gadea-Rivas, Ana Gómez-Loscos and Danilo Leiva-Leon

JEL Codes: 1705

Published in: Economic Modelling Volume 80, Issue 4, August 2019, Pages 222-243Opens in new window as "Increasing linkages among European regions. The role of sectoral composition"

Dynamics of global business cycle interdependence Lorenzo Ductor and Danilo Leiva León (Sep. 2016)

Journal of International Economics, 102, 110-127

 JEL Codes: C34, C45, E32

Real-time nowcasting nominal GDP under structural breaks William Barnett, Marcelle Chauvet and Danilo Leiva León (Apr. 2016)

Journal of Econometrics, 191(2), 312-324

 JEL Codes: C32, E27, E31, E32

Country shocks, monetary policy expectations and ECB decisions. A dynamic nonlinear approach Máximo Camacho, Danilo Leiva León and Gabriel Pérez Quirós (Dec. 2015)

Advances in Econometrics, Vol. 35. VoxEu

 JEL Codes: E32, C22, E27

Country shocks, monetary policy expectations and ECB decisions. A dynamic non-linear approach Maximo Camacho, Danilo Leiva-Leon and Gabriel Perez-Quiros

JEL Codes: 1523

Published in: Advances in Econometrics, 35, January 2016, 283 - 316Opens in new window

Real vs. Nominal cycles: A multistate Markov-switching bi-factor approach Danilo Leiva León (Dec. 2014)

Studies in Nonlinear Dynamics and Econometrics, 18(5), 557-580

 JEL Codes: E32, C22, E27