Year of Publication | Title | Author(s) |
2001 | Assessment criteria for output gap estimates | Camba-Méndez, Gonzalo; Rodriguez-Palenzuela, Diego |
2001 | Spectral based methods to identify common trends and common cycles | Camba-Méndez, Gonzalo; Kapetanios, George |
2001 | Testing the rank of the Hankel matrix: a statistical approach | Camba-Méndez, Gonzalo; Kapetanios, George |
2002 | Short-term monitoring of fiscal policy discipline | Camba-Méndez, Gonzalo; Lamo, Ana |
2002 | Modelling the daily banknotes in circulation in the context of the liquidity management of the European Central Bank | Cabrero, Alberto; Camba-Méndez, Gonzalo; Hirsch, Astrid; Nieto, Fernando |
2003 | Relevant economic issues concerning the optimal rate of inflation | Rodriguez-Palenzuela, Diego; Camba-Méndez, Gonzalo; García, Juan Angel |
2004 | Excess reserves and implementation of monetary policy of the ECB | Bindseil, Ulrich; Camba-Méndez, Gonzalo; Hirsch, Astrid; Weller, Benedict |
2004 | Forecasting euro area inflation using dynamic factor measures of underlying inflation | Camba-Méndez, Gonzalo; Kapetanios, George |
2004 | Estimating the rank of the spectral density matrix | Camba-Méndez, Gonzalo; Kapetanios, George |
2005 | Structural filters for monetary analysis: the inflationary movements of money in the euro area | Bruggeman, Annick; Camba-Méndez, Gonzalo; Fischer, Björn; Sousa, João |
2008 | Short-term forecasts of euro area GDP growth | Angelini, Elena; Camba-Méndez, Gonzalo; Giannone, Domenico; Rünstler, Gerhard; Reichlin, Lucrezia |
2008 | Statistical tests and estimators of the rank of a matrix and their applications in econometric modelling | Camba-Méndez, Gonzalo; Kapetanios, George |
2014 | Market perception of sovereign credit risk in the euro area during the financial crisis | Camba-Méndez, Gonzalo; Serwa, Dobromil |
2014 | Financial reputation, market interventions and debt issuance by banks: a truncated two-part model approach | Camba-Méndez, Gonzalo; Carbó-Valverde, Santiago; Rodriguez-Palenzuela, Diego |
2015 | An automatic leading indicator, variable reduction and variable selection methods using small and large datasets: Forecasting the industrial production growth for euro area economies | Camba-Méndez, Gonzalo; Kapetanios, George; Papailias, Fotis; Weale, Martin R. |
2016 | Bank interest rate setting in the euro area during the Great Recession | Camba-Méndez, Gonzalo; Durré, Alain; Mongelli, Francesco Paolo |
2016 | Pricing sovereign credit risk of an emerging market | Camba-Méndez, Gonzalo; Kostrzewa, Konrad; Marszal, Anna; Serwa, Dobromil |
2020 | On the inflation risks embedded in sovereign bond yields | Camba-Méndez, Gonzalo |
2021 | Risk aversion and bank loan pricing | Camba-Méndez, Gonzalo; Mongelli, Francesco Paolo |
2023 | The valuation haircuts applied to eligible marketable assets for ECB credit operations | Adler, Martin; Camba-Méndez, Gonzalo; Dézaja, Tomislav; Manzanares, Andrés; Metra, Matteo; Vocalelli, Giorgio |