Access Statistics for Alfonso Novales

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A dominance approach for comparing the performance of VaR forecasting models 0 0 1 42 1 3 6 45
A factor analysis of volatility across the term structure: the Spanish case 0 0 1 52 2 6 9 184
A factor model of term structure slopes in eurocurrency markets 0 0 0 67 4 6 9 280
A statistical test for forecast evaluation under a discrete loss function 0 0 0 56 3 5 7 100
A statistical test for forecast evaluation under a discrete loss function 0 0 0 34 2 3 3 56
A term structure model under cyclical fluctuations in interest rates 0 0 0 21 4 12 15 54
An Error Correction Factor Model of Term Structure Slopes in International Swaps Markets 0 0 0 69 3 9 11 467
Backtesting Extreme Value Theory models of expected shortfall 0 0 2 24 5 9 15 124
Can forward rates be used to improve interest rate forecasts?" 0 0 0 168 4 6 7 584
Cuando gobernar no es improvisar: Claves para entender y diseñar políticas públicas a través de tres casos recientes en España1 0 1 1 1 2 6 6 6
Desigualdad: una revisión actualizada 1 4 9 33 4 10 31 90
Dynamic Laffer Curves 0 0 0 190 8 13 15 631
Dynamic correlations and forecasting of term structure slopes in eurocurrency market 0 0 0 74 5 6 6 322
El Plan de Recuperación, Transformación y Resiliencia: un resumen anotado 0 0 2 34 0 1 5 85
El sector público que necesitamos tras la pandemia 0 0 0 1 4 7 7 13
Forward-looking asset correlations in the estimation of economic capital 0 0 0 14 3 6 9 42
Further evidence on forecasting international GNP growth rates using unobserved components transfer function models 0 0 0 0 2 5 5 14
Growth and Welfare: Distorting versus Non-Distorting Taxes 0 0 0 100 5 5 7 468
Growth and welfare: Distorting versus non-distorting taxes 0 0 0 55 8 9 9 306
How Is the Spanish Economy Doing? Thoughts in Electoral Time 0 0 0 8 2 5 5 13
Is it Worth Refining Linear Approximations to Non-Linear Rational Expectations Models? 0 0 1 181 9 11 14 697
La economía política del Plan de Recuperación, Transformación y Resiliencia 0 0 1 3 1 1 5 10
La evaluación de políticas públicas en España: antecedentes, situación actual y propuestas para una reforma 0 0 22 85 1 8 56 218
La gestión de los fondos europeos: criterios, transparencia, riesgos y reformas 0 0 0 3 2 3 6 22
Long-term swings and seasonality in energy markets 0 0 0 11 7 10 11 77
Looking through systemic credit risk: determinants, stress testing and market value 0 0 0 35 6 8 9 54
Los Retos de la Desigualdad: Medidas y Perspectivas para la Economía Internacional y el Desarrollo 0 0 1 2 1 4 6 9
Macroeconomic and Financial Determinants of the Volatility of Corporate Bond Returns 0 0 2 63 8 9 12 142
Market risk when hedging a global credit portfolio 0 0 0 11 3 9 16 50
Modernización de la Administración Pública 0 1 5 59 3 5 18 142
Notas sobre el Proyecto de Ley de Función Pública 0 0 1 7 0 0 4 15
Optimal hedging under departures from the cost-of-carry valuation: evidence from the Spanish stock index futures market 0 0 0 178 10 11 11 667
Optimal time-consistent fiscal policy in an endogenous growth economy with public consumption and capital 0 0 0 57 7 11 12 100
Optimal time-consistent fiscal policy under endogenous growth with elastic labour supply 0 0 1 50 7 14 15 93
Parameter Estimation Error in Tests of Predictive Performance under Discrete Loss Functions 0 0 0 54 3 5 5 54
Price Volatility Under Alternative Monetary Instruments 0 0 0 1 2 3 4 68
Recursive identification, estimation and forecasting of nonstationary economic time series with applications to GNP international data 0 0 0 0 2 5 5 15
Risk Premia in the Term Structure of Swaps in Pesetas 0 0 0 30 0 1 2 244
Splitting credit risk into systemic, sectorial and idiosyncratic components 0 0 0 31 1 2 4 64
State-Uncertainty preferences and the Risk Premium in the Exchange rate market 0 0 0 27 8 10 11 128
Taxing or subsidizing Factors' rents in a simple endogenous growth model with public capital 0 0 0 63 9 11 11 257
The Evaluation of Public Policies in Spain: Misconceptions and Noncompliance 0 2 3 9 2 12 19 30
The Forecasting Ability of Factor Models of the Term Structure of IRS Markets 0 0 0 45 3 8 9 192
The Joint Dynamics of Spot and Forward Exchange Rates 0 0 0 0 1 3 5 3,408
The Role of Simulation Methods in Macroeconomics 0 0 1 311 2 4 5 537
The role of adjusment costs in interest rate determination 0 0 0 1 1 2 2 15
Transparencia y Democracia: Retos, Limitaciones y Reformas para una Sociedad Más Abierta 0 0 0 0 2 3 5 6
Variance Swaps and Intertemporal Asset Pricing 0 0 0 17 2 3 5 113
Volatility Transmission acros the Term Structure of Swap Markets: International Evidence 0 0 0 87 3 4 4 387
Volatility specifications versus probability distributions in VaR forecasting 0 0 0 31 3 7 9 49
Why do variance swaps exist? 1 1 1 30 3 4 5 100
¿Cómo está la economía española?: Reflexiones en período electoral 0 0 0 1 1 2 3 6
Total Working Papers 2 9 55 2,526 184 325 495 11,853

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A GENERAL TEST FOR UNIVARIATE SEASONALITY 0 0 0 1 2 2 3 11
A dominance approach for comparing the performance of VaR forecasting models 0 0 0 0 2 5 6 25
A factor model of term structure slopes in Eurocurrency markets 0 0 0 31 1 2 2 246
A term structure model under cyclical fluctuations in interest rates 0 0 2 10 1 4 8 69
An error correction factor model of term structure slopes in international swap markets 0 0 0 40 5 8 8 246
Can forward rates be used to improve interest rate forecasts? 0 0 0 73 3 4 7 519
Comments on: "Linear models, smooth transition autoregressions, and neural networks for forecasting macroeconomic time series: A re-examination" 0 0 0 27 1 1 2 100
Credit Risk Decomposition for Asset Allocation 0 0 0 0 4 6 7 115
Cross-Hedging Portfolios in Emerging Stock Markets: Evidence for the LATIBEX Index 0 0 1 2 1 4 6 13
Dynamic Laffer curves 0 0 1 70 0 0 4 330
Empleo, capital humano y participación femenina en España 0 0 0 72 4 7 8 267
Equilibrium interest-rate determination under adjustment costs 0 0 0 54 3 6 9 287
Evaluation of market risk associated with hedging a credit derivative portfolio 0 0 1 5 3 7 13 28
Forecasting with periodic models A comparison with time invariant coefficient models 0 0 0 27 1 1 1 126
Growth and welfare: Distorting versus non-distorting taxes 0 0 0 90 8 11 13 373
Growth, income taxes and consumption aspirations 0 0 0 35 11 15 15 114
Income taxes, public investment and welfare in a growing economy 0 0 0 56 3 3 4 148
Indeterminacy under non-separability of public consumption and leisure in the utility function 0 1 1 70 4 9 12 209
Is It Worth Refining Linear Approximations to Non-Linear Rational Expectations Models? 0 0 2 71 6 7 11 457
Liquidity and hedging effectiveness under futures mispricing: International evidence 0 0 0 0 4 5 7 26
Long-term swings and seasonality in energy markets 0 0 1 2 6 19 22 51
Looking through systemic credit risk: Determinants, stress testing and market value 0 0 1 8 3 3 6 50
Macroeconomic and Financial Determinants of the Volatility of Corporate Bond Returns 0 0 0 8 1 3 8 53
Optimal hedging under departures from the cost-of-carry valuation: Evidence from the Spanish stock index futures market 0 0 0 58 4 5 7 295
Optimal time-consistent fiscal policy in an endogenous growth economy with public consumption and capital 0 0 0 15 4 6 7 79
Optimal time-consistent fiscal policy under endogenous growth with elastic labor supply 0 0 0 12 2 6 7 62
Solving Nonlinear Rational Expectations Models: A Stochastic Equilibrium Model of Interest Rates 0 0 1 95 4 7 9 450
Splitting Credit Risk into Systemic, Sectorial and Idiosyncratic Components 0 0 0 2 4 4 6 37
State-uncertainty preferences and the risk premium in the exchange rate market 0 0 0 7 1 7 11 61
Testing the expectations hypothesis in Eurodeposits 0 0 0 46 7 8 10 177
The information content in a volatility index for Spain 0 0 0 28 4 8 10 128
The role of simulation methods in Macroeconomics 0 0 1 359 1 2 3 1,412
Variance swaps, non-normality and macroeconomic and financial risks 0 0 0 6 4 5 9 55
Volatility specifications versus probability distributions in VaR forecasting 0 0 0 5 4 7 11 29
Volatility transmission across the term structure of swap markets: international evidence 0 0 0 90 3 7 12 488
Total Journal Articles 0 1 12 1,475 119 204 284 7,136

Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Economic Growth 0 0 0 0 0 10 12 84
Economic Growth 0 0 0 0 5 7 18 42
Economic Growth 0 0 0 0 1 2 3 7
Total Books 0 0 0 0 6 19 33 133

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Additional Endogenous Growth Models 0 0 0 0 2 2 3 4
Additional Endogenous Growth Models 0 0 0 0 3 3 4 9
Additional Endogenous Growth Models 0 0 0 0 0 2 2 3
Empirical Methods: Bayesian Estimation 0 0 0 0 1 2 2 9
Empirical Methods: Frequentist Estimation 0 0 0 0 0 1 6 9
Endogenous Growth Models 0 0 0 0 4 8 13 15
Endogenous Growth Models 0 0 0 0 1 1 3 11
Endogenous Growth Models 0 1 1 1 0 4 6 15
Growth in Monetary Economies: Steady-State Analysis of Monetary Policy 0 0 0 0 0 2 2 5
Growth in Monetary Economies: Steady-State Analysis of Monetary Policy 0 0 0 0 1 2 3 5
Growth in Monetary Economies: Steady-State Analysis of Monetary Policy 0 0 0 0 0 0 3 15
Introduction 0 0 0 0 3 5 6 8
Introduction 0 0 1 1 0 1 4 8
Introduction 0 0 0 0 1 3 4 6
Mathematical Appendix 0 0 0 0 1 2 6 9
Mathematical Appendix 0 0 0 0 0 2 3 6
Mathematical Appendix 0 0 0 0 0 0 0 2
Numerical Solution Methods 0 0 0 0 1 1 2 7
Numerical Solution Methods 0 0 0 0 4 7 8 15
Numerical Solution Methods 0 0 0 0 0 1 4 14
Optimal Growth. Continuous Time Analysis 0 0 0 0 1 1 2 7
Optimal Growth. Discrete Time Analysis 0 0 0 0 0 2 3 5
Optimal Growth: Continuous Time Analysis 0 0 0 0 0 2 2 8
Optimal Growth: Continuous Time Analysis 0 0 0 0 1 5 6 11
Optimal Growth: Discrete Time Analysis 0 0 1 1 0 1 2 6
Optimal Growth: Discrete Time Analysis 0 0 0 0 2 2 3 4
The Neoclassical Growth Model Under a Constant Savings Rate 0 0 0 0 1 1 3 9
The Neoclassical Growth Model Under a Constant Savings Rate 0 0 0 1 5 8 10 14
The Neoclassical Growth Model Under a Constant Savings Rate 0 0 0 0 0 0 0 5
Transitional Dynamics in Monetary Economies: Numerical Solutions 0 0 0 0 2 4 5 8
Transitional Dynamics in Monetary Economies: Numerical Solutions 0 0 0 0 0 2 2 4
Transitional Dynamics in Monetary Economies: Numerical Solutions 0 0 0 0 1 3 3 3
Total Chapters 0 1 3 4 35 80 125 259

Software Item File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Excel files and MATLAB programs for endogenous growth models 0 3 13 1,536 6 14 30 2,689
Excel files and MATLAB programs for growth in monetary economies 0 0 10 762 2 4 15 1,270
Excel files and MATLAB programs for neoclassical growth model 0 1 8 2,445 5 6 21 4,159
Excel files and MATLAB programs for numerical solution methods 1 2 11 1,221 5 13 32 2,357
Excel files and MATLAB programs for optimal growth 0 1 9 794 2 6 17 1,262
Excel files for dynamics responses and simple simulations 0 0 7 570 3 5 14 937
Solving Non-linear Rational Expectations Models By Eigenvalue-Eigenvector Decompositions 0 0 2 381 1 4 9 1,166
Total Software Items 1 7 60 7,709 24 52 138 13,840

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Statistics updated 2026-02-12