Pérez Quirós, Gabriel

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

Advances in Econometrics - (forthcoming)

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

International Journal of Forecasting - (forthcoming)

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

Journal of Applied Econometrics - (forthcoming)

Can we use seasonally adjusted indicators in dynamic factor models? Máximo Camacho, Yuliya Lovcha and Gabriel Pérez Quirós (2015-06)

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

Disintangling contagion among sovereign CDS spreads during the European debt crisis Carmen Broto and Gabriel Pérez Quirós (2015-06)

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

The failure to predict the Great Recession. A view through the role of credit María Dolores Gadea and Gabriel Pérez Quirós (2015-06)

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

Introducing the Euro-STING: Euro area Short Term Indicator of Growth Gabriel Pérez Quirós and Máximo Camacho (2010-07)

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

Business cycle asymmetries in stock returns: Evidence from higher order moments and conditional densities Gabriel Pérez Quirós and Allan Timmermann (2001-07)

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

Firm size and cyclical variations in stock returns Gabriel Pérez Quirós and Allan Timmermann (2000-06)

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

Output fluctuations in the United States: What has changed since the early 80s? Margaret McConnell and Gabriel Pérez-Quirós (2000-12)

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