Leiva-León, Danilo

Staff Economist

Currently on leave.

Professional information

Fields of interest

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, 105149 and online in The Review of Economics and Statistics, October 2024

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 165-187

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. 483-504

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

JEL Codes: 2108

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

JEL Codes: 2018

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 - 832

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.

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 2022

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.

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 65-98

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

JEL Codes: 1728

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

Model averaging in Markov-Switching models: predicting national recessions with regional data Pierre Guérin and Danilo Leiva-Leon

JEL Codes: 1727

Published in: Economics Letters

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 Statistics

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 222-243 as "Increasing linkages among European regions. The role of sectoral composition"

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 - 316

Underlying inflation and asymmetric risks Hervé Le Bihan, Danilo Leiva-León y Matías Pacce (2024)

The Review of Economics and Statistics 1–45

JEL Codes: 2319

Real-time weakness of the global economy: a first assessment of the coronavirus crisis Danilo Leiva-Leon, Gabriel Perez-Quiros y Eyno Rots (2024)

Journal of Applied Econometrics, Volume 39, Issue 5

JEL Codes: 2015

Tracking weekly state-level economic conditions Christiane Baumeister, Danilo Leiva-León y Eric Sims (2024)

The Review of Economics and Statistics, Volume 106, Issue 2, pp. 483-504

JEL Codes: 2134

Housing prices in Spain: convergence or decoupling? Corinna Ghirelli, Danilo Leiva-León y Alberto Urtasun (2023)

SERIEs- Volume 14, Issue 2, pp 165-187

JEL Codes: 2205

Monetary policy, stock market and sectoral comovement Pierre Guérin y Danilo Leiva-Leon (2022)

Advances in Econometrics. Volume 44B, Chapter 3, pp 65-98

JEL Codes: 1731

Fluctuations in global macro volatility Danilo Leiva-Leon y Lorenzo Ductor (2022)

Journal of International Money and Finance, Volume 120, Art 102533

JEL Codes: 1925

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

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

JEL Codes: C22, C23, C53

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

Regional Science and Urban Economics, 78, 103464

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

The evolution of regional economic interlinkages in Europe María Dolores Gadea-Rivas, Ana Gómez-Loscos y Danilo Leiva-Leon (2019)

Economic Modelling Volume 80, Issue 4, Pages 222-243

JEL Codes: 1705

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

Economic Modelling, 80, 222-243.

JEL Codes: C31, C32, E32, R11

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

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

JEL Codes: E32, C22, E27

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

Economics Letters, 157, 45-49

JEL Codes: C53, E32, E37

Dynamics of global business cycle interdependence Lorenzo Ductor and Danilo Leiva León (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 (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 (2015)

Advances in Econometrics, Vol. 35. VoxEu

JEL Codes: E32, C22, E27

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

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

JEL Codes: E32, C22, E27