Research Economist
Financial Stability Department
DG Financial Stability, Regulation and Resolution
Información de contacto
- Alcalá, 48 - 28014 Madrid
- https://sites.google.com/view/gergelyganics/home
- Curriculum Vitae (178 KB)
Campos de interés
Econometrics, Forecasting, Macroeconomics.
Publicaciones
Confidence Intervals for Bias and Size Distortion in IV and Local Projections–IV Models
Gergely Ganics, Atsushi Inoue and Barbara Rossi
Journal of Business & Economic Statistics (2021)
BVAR Forecasts, Survey Information and Structural Change in the Euro Area
Gergely Ganics and Florens Odendahl
International Journal of Forecasting (2021)
From Fixed-event to Fixed-horizon Density Forecasts: Obtaining Multi-horizon Uncertainty from Survey Density Forecasts
Gergely Ganics, Barbara Rossi and Tatevik Sekhposyan
Journal of Money, Credit and Banking (Forthcoming)
The Euribor surge and bank deposit costs: an investigation of interest rate pass-through and deposit portfolio rebalancing
Alejandro Ferrer, Gergely Ganics, Ana Molina and José María Serena
Banco de España Financial Stability Review (2023)
Constructing Fan Charts from the Ragged Edge of SPF Forecasts
Todd E. Clark, Gergely Ganics and Elmar Mertens
Cleveland Fed Working Paper WP 22-36
What is the Predictive Value of SPF Point and Density Forecasts?
Todd E. Clark, Gergely Ganics and Elmar Mertens
Cleveland Fed Working Paper WP 22-37
A house price-at-risk model to monitor the downside risk for the Spanish housing market
Gergely Ganics and María Rodríguez-Moreno
Bank of Spain Working Paper No. 2244
Banco de España macroeconomic projections: comparison with an econometric model
Gergely Ganics and Eva Ortega
Banco de España Analytical Articles (2019)
Optimal Density Forecast Combinations
Gergely Ganics
Bank of Spain Working Paper No. 1751