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Pérez Quirós, Gabriel

Senior Economist

Currently on leave

Professional information

Spillover effects in international business cycles Máximo Camacho, Matías Pacce and Gabriel Pérez-Quirós

JEL Codes: 2034

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

The rise and fall of the natural interest rate Gabriele Fiorentini, Alessandro Galesi, Gabriel Pérez-Quirós and Enrique Sentana

JEL Codes: 1822

Dissecting US recoveries María Dolores Gadea, Ana Gómez-Loscos and Gabriel Pérez-Quirós

JEL Codes: 1708

Published in: Economics Letters (2017), vol. 154, pp. 59–63Opens in new window

The Great Moderation in historical perspective. Is it that great? María Dolores Gadea, Ana Gómez-Loscos and Gabriel Perez-Quiros

JEL Codes: 1527

Published in: Oxford Economic Papers. Volume 72, Issue 1, January 2020, Pages 101–123.Opens in new window

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

Fiscal targets. A guide to forecasters? Joan Paredes, Javier J. Pérez and Gabriel Perez-Quirós

JEL Codes: 1508

Published in: Journal of Applied Econometrics, Volume 38, Issue 4, June/July 2023, pp 472-492Opens in new window

The Two Greatest. Great Recession vs. Great Moderation María Dolores Gadea-Rivas, Ana Gómez-Loscos and Gabriel Pérez-Quirós

JEL Codes: 1423

Short-term forecasting for empirical economists. A survey of the recently proposed algorithms Maximo Camacho, Gabriel Perez-Quiros and Pilar Poncela

JEL Codes: 1318

Disentangling contagion among sovereign CDS spreads during the European debt crisis Carmen Broto and Gabriel Perez-Quiros

JEL Codes: 1314

Published in: Journal of Empirical Finance, 32, June 2015, 165-179

Commodity prices and the business cycle in Latin America: living and dying by commodities? Maximo Camacho and Gabriel Perez-Quiros

JEL Codes: 1304

Published in: Emerging Markets Finance and Trade, Volume 50, December 2014 - Issue 2Opens in new window

The failure to predict the Great Recession. The failure of academic economics? A view focusing on the role of credit Maria Dolores Gadea Rivas and Gabriel Perez-Quiros

JEL Codes: 1240

Published in: Journal of the European Economic Association, 13 (3), June 2015, 534-559Opens in new window

Can we use seasonally adjusted indicators in dynamic factor models? Maximo Camacho, Yuliya Lovcha and Gabriel Perez-Quiros

JEL Codes: 1235

Published in: Studies in Nonlinear Dynamics & Econometrics, Volume 19, Issue 3 (September, 2014)Opens in new window

Markov-switching dynamic factor models in real time Maximo Camacho, Gabriel Perez-Quiros and Pilar Poncela

JEL Codes: 1205

Published in: International Journal of Forecasting, Volume 34 Issue 4 October-December 2018. Pages 598-611Opens in new window

Finite sample performance of small versus large scale dynamic factor models Rocio Alvarez, Maximo Camacho and Gabriel Perez-Quiros

JEL Codes: 1204

Published in: International Journal of Forecasting, 32 (3) July–September 2016, 680–694Opens in new window

Short-run forecasting of the euro-dollar exchange rate with economic fundamentals Marcos dal Bianco, Maximo Camacho and Gabriel Perez-Quiros

JEL Codes: 1203

Extracting non-linear signals from several economic indicators Maximo Camacho, Gabriel Perez-Quiros and Pilar Poncela

JEL Codes: 1202

Published in: Journal of Applied Econometrics, 30 (7), November/December 2015, 1073-1089Opens in new window

Green shoots in the Euro area. A real time measure Maximo Camacho, Gabriel Perez-Quiros and Pilar Poncela

JEL Codes: 1026

Asymmetric Standing Facilities: An Unexploited Monetary Policy Tool Gabriel Perez-Quiros and Hugo Rodríguez Mendizábal

JEL Codes: 1004

High-growth Recoveries, Inventories and the Great Moderation Maximo Camacho, Gabriel Perez-Quiros y Hugo Rodríguez Mendizábal

JEL Codes: 0917

Ñ-STING: España Short Term INdicator of Growth Maximo Camacho y Gabriel Perez-Quiros

JEL Codes: 0912

Introducing the EURO-STING: Short Term INdicator of Euro Area Growth Maximo Camacho y Gabriel Perez-Quiros

JEL Codes: 0807

Do European business cycles look like one? Máximo Camacho, Gabriel Pérez-Quirós and Lorena Saiz

JEL Codes: 0518

Jump-and-rest effect of U.S. business cycles Máximo Camacho and Gabriel Pérez-Quirós

JEL Codes: 0507

A useful tool to identify recessions in the euro-area Pilar Bengoechea y Gabriel Pérez-Quirós

JEL Codes: 0419

Are European business cycles close enough to be just one? Máximo Camacho, Gabriel Pérez-Quirós and Lorena Saiz

JEL Codes: 0408

Interest rate determination in the interbank market Vítor Gaspar, Gabriel Pérez Quirós and Hugo Rodríguez Mendizábal

JEL Codes: 0407

The daily market for funds in Europe: what has changed with the EMU Gabriel Pérez Quirós and Hugo Rodríguez Mendizábal

JEL Codes: 0313

Is the European Central Bank (and the United States Federal Reserve) predictable? Gabriel Pérez Quirós y Jorge Sicilia

JEL Codes: 0229

Real-time weakness of the global economy Danilo Leiva-León, Gabriel Pérez-Quiros y Eyno Rots (2024)

Journal of Applied Econometrics, v.39, Issue 5, pp. 813 - 832

 JEL Codes: 2015

Fiscal targets. A guide to forecasters? Joan Paredes, Javier J. Pérez y Gabriel Pérez-Quirós (2023)

Journal of Applied Econometrics, Volume 38, Issue 4, pp 472-492

 JEL Codes: 1508

The decline in volatility in the US economy. A historical perspective María Dolores Gadea, Ana Gómez-Loscos y Gabriel Pérez-Quirós (2020)

Oxford Economic Papers. Volume 72, Issue 1, Pages 101–123.

 JEL Codes: 1527

Markov-switching dynamic factor models in real time Máximo Camacho, Gabriel Pérez-Quirós y Pilar Poncela (2018)

International Journal of Forecasting, Volume 34 Issue 4, Pages 598-611

 JEL Codes: 1205

Dissecting US recoveries María Dolores Gadea, Ana Gómez-Loscos y Gabriel Pérez-Quirós (2017)

Economics Letters, vol. 154, pp. 59–63

 JEL Codes: 1708

Aggregate vs disaggregate information in factor models Máximo Camacho, Rocío Álvarez and Gabriel Pérez Quirós (2016)

International Journal of Forecasting vol. 32(3), pages 680-694

Country shocks, monetary policy expectations and ECB decisions. A dynamic non-linear approach Máximo Camacho, Danilo Leiva and Gabriel Pérez Quirós (2016)

Advances in Econometrics Volume 35

Extracting non linear signal from several economic indicators Máximo Camacho, Pilar Poncela and Gabriel Pérez Quirós (2015)

Journal of Applied Econometrics Volume 30, Issue 7 

Can we use seasonally adjusted indicators in dynamic factor models? Máximo Camacho, Yuliya Lovcha and Gabriel Pérez Quirós (2015)

Studies in Nonlinear Dynamics and Econometrics - 19 (3), pp. 377-391

 JEL Codes: E32, C22, E27

Disentangling contagion among sovereign CDS spreads during the European debt crisis Carmen Broto and Gabriel Pérez Quirós (2015)

Journal of Empirical Finance - 32, pp. 165-179

 JEL Codes: C32, G01, G15

The failure to predict the Great Recession. A view through the role of credit María Dolores Gadea and Gabriel Pérez Quirós (2015)

Journal of the European Economic Association - 13 (3), pp.534-559

 JEL Codes: C22, E32

Commodity prices and the business cycle in Latin America: living and dying by commodities? Maximo Camacho y Gabriel Perez-Quiros (2014)

Emerging Markets Finance and Trade, Volume 50, Issue 2

 JEL Codes: 1304

Introducing the Euro-STING: Euro area Short Term Indicator of Growth Gabriel Pérez Quirós and Máximo Camacho (2010)

Journal of Applied Econometrics - 25 (4), pp. 663-694

 JEL Codes: E32, C22, E27

Business cycle asymmetries in stock returns: Evidence from higher order moments and conditional densities Gabriel Pérez Quirós and Allan Timmermann (2001)

Journal of Econometrics - 103 (1-2), pp. 259-306

 JEL Codes: C22, C52

Output fluctuations in the United States: What has changed since the early 80s? Margaret McConnell and Gabriel Pérez-Quirós (2000)

American Economic Review - 90(5), pp.1464-1476

 JEL Codes: E32, E22, E23

Firm size and cyclical variations in stock returns Gabriel Pérez Quirós and Allan Timmermann (2000)

The Journal of Finance - 55(3), pp. 1229-1262