Pérez Quirós, Gabriel

Senior Economist

Currently on leave

Información de contacto

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

Códigos JEL: 2034

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

Códigos JEL: 2015

Publicado en: Journal of Applied Econometrics, v.39, Issue 5, August 2024, pp. 813 - 832

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

Códigos JEL: 1822

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

Códigos JEL: 1708

Publicado en: Economics Letters (2017), vol. 154, pp. 59–63

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

Códigos JEL: 1527

Publicado en: Oxford Economic Papers. Volume 72, Issue 1, January 2020, Pages 101–123.

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

Códigos JEL: 1523

Publicado en: Advances in Econometrics, 35, January 2016, 283 - 316

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

Códigos JEL: 1508

Publicado en: Journal of Applied Econometrics, Volume 38, Issue 4, June/July 2023, pp 472-492

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

Códigos JEL: 1423

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

Códigos JEL: 1318

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

Códigos JEL: 1314

Publicado en: 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 y Gabriel Perez-Quiros

Códigos JEL: 1304

Publicado en: Emerging Markets Finance and Trade, Volume 50, December 2014 - Issue 2

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

Códigos JEL: 1240

Publicado en: Journal of the European Economic Association, 13 (3), June 2015, 534-559

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

Códigos JEL: 1235

Publicado en: Studies in Nonlinear Dynamics & Econometrics, Volume 19, Issue 3 (September, 2014)

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

Códigos JEL: 1205

Publicado en: International Journal of Forecasting, Volume 34 Issue 4 October-December 2018. Pages 598-611

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

Códigos JEL: 1204

Publicado en: International Journal of Forecasting, 32 (3) July–September 2016, 680–694

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

Códigos JEL: 1203

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

Códigos JEL: 1202

Publicado en: Journal of Applied Econometrics, 30 (7), November/December 2015, 1073-1089

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

Códigos JEL: 1026

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

Códigos JEL: 1004

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

Códigos JEL: 0917

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

Códigos JEL: 0912

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

Códigos JEL: 0807

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

Códigos JEL: 0518

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

Códigos JEL: 0507

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

Códigos JEL: 0419

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

Códigos JEL: 0408

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

Códigos JEL: 0407

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

Códigos JEL: 0313

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

Códigos JEL: 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

Códigos JEL: 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

Códigos JEL: 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.

Códigos JEL: 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

Códigos JEL: 1205

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

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

Códigos JEL: 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

Supplementary files: Banco de España Working Paper #1523

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

Códigos JEL: E32, C22, E27

Supplementary files: Banco de España Working Paper #1235

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

Códigos JEL: C32, G01, G15

Supplementary files: Banco de España Working Paper #1314

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

Códigos JEL: 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

Códigos JEL: 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

Códigos JEL: E32, C22, E27

Supplementary files: Banco de España Working Paper #0807

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

Códigos JEL: 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

Códigos JEL: 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