Access Statistics for Alfonso Novales

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A factor model of term structure slopes in eurocurrency markets 0 1 3 57 1 3 14 186
An Error Correction Factor Model of Term Structure Slopes in International Swaps Markets 1 1 2 36 2 7 35 197
Can forward rates be used to improve interest rate forecasts?" 0 0 7 103 3 8 46 349
Dynamic Laffer Curves 0 1 10 78 1 5 29 220
Dynamic correlations and forecasting of term structure slopes in eurocurrency market 1 3 7 56 1 4 29 210
Growth and Welfare: Distorting versus Non-Distorting Taxes 0 1 4 63 2 9 25 206
Growth and welfare: Distorting versus non-distorting taxes 0 0 4 26 2 3 23 152
Is it Worth Refining Linear Approximations to Non-Linear Rational Expectations Models? 1 3 13 150 4 20 46 567
Optimal hedging under departures from the cost-of-carry valuation: evidence from the Spanish stock index futures market 0 7 19 124 1 19 68 432
Risk Premia in the Term Structure of Swaps in Pesetas 0 0 0 23 1 5 22 128
Taxing or subsidizing Factors' rents in a simple endogenous growth model with public capital 0 2 10 51 1 3 19 174
The Forecasting Ability of Factor Models of the Term Structure of IRS Markets 0 0 0 39 0 0 15 83
The Joint Dynamics of Spot and Forward Exchange Rates 0 0 0 0 2 4 33 3,261
The Role of Simulation Methods in Macroeconomics 0 1 14 236 0 1 23 320
Volatility Transmission acros the Term Structure of Swap Markets: International Evidence 1 1 6 66 5 12 38 172
Total Working Papers 4 21 99 1,108 26 103 465 6,657


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Factor Model of Term Structure Slopes in Eurocurrency Markets 1 1 3 27 3 3 13 180
An error correction factor model of term structure slopes in international swap markets 1 1 5 20 3 4 31 131
Can Forward Rates Be Used to Improve Interest Rate Forecasts? 0 0 5 59 0 2 33 412
Comments on: "Linear models, smooth transition autoregressions, and neural networks for forecasting macroeconomic time series: A re-examination" 0 1 2 16 1 6 12 58
Dynamic Laffer curves 1 4 12 37 4 10 29 165
Empleo, capital humano y participación femenina en España 0 1 9 32 1 4 24 138
Equilibrium interest-rate determination under adjustment costs 1 3 5 35 2 4 15 176
Forecasting with periodic models A comparison with time invariant coefficient models 0 0 3 19 0 1 10 81
Growth and welfare: Distorting versus non-distorting taxes 0 0 12 35 2 10 39 135
Income taxes, public investment and welfare in a growing economy 0 1 11 11 1 6 34 34
Indeterminacy under non-separability of public consumption and leisure in the utility function 0 1 3 29 0 5 13 93
Is It Worth Refining Linear Approximations to Non-Linear Rational Expectations Models? 0 2 4 39 2 20 45 282
Optimal hedging under departures from the cost-of-carry valuation: Evidence from the Spanish stock index futures market 0 1 6 42 2 7 30 192
Solving Nonlinear Rational Expectations Models: A Stochastic Equilibrium Model of Interest Rates 0 0 2 55 1 2 10 306
Testing the expectations hypothesis in Eurodeposits 0 0 1 25 1 2 8 94
The role of simulation methods in Macroeconomics 0 2 19 276 5 18 77 1,080
Volatility transmission across the term structure of swap markets: international evidence 0 0 9 44 5 11 55 265
Total Journal Articles 4 18 111 801 33 115 478 3,822


Software Item File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Solving Non-linear Rational Expectations Models By Eigenvalue-Eigenvector Decompositions 6 16 54 168 10 50 158 480
Total Software Items 6 16 54 168 10 50 158 480


Statistics updated 2008-08-03