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 0 42 0 0 6 47
A factor analysis of volatility across the term structure: the Spanish case 0 0 0 52 1 3 16 193
A factor model of term structure slopes in eurocurrency markets 0 0 0 67 2 4 15 287
A statistical test for forecast evaluation under a discrete loss function 0 0 0 56 0 0 13 108
A statistical test for forecast evaluation under a discrete loss function 0 0 0 34 0 0 6 59
A term structure model under cyclical fluctuations in interest rates 0 0 0 21 0 2 18 60
An Error Correction Factor Model of Term Structure Slopes in International Swaps Markets 0 0 0 69 0 0 12 470
Backtesting Extreme Value Theory models of expected shortfall 0 0 0 24 0 2 22 134
Can forward rates be used to improve interest rate forecasts?" 0 0 0 168 1 1 14 592
Cuando gobernar no es improvisar: Claves para entender y diseñar políticas públicas a través de tres casos recientes en España1 0 0 2 2 0 0 13 13
Desigualdad: una revisión actualizada 0 2 7 36 2 4 26 103
Dynamic Laffer Curves 0 0 0 190 0 0 22 640
Dynamic correlations and forecasting of term structure slopes in eurocurrency market 0 0 0 74 1 1 11 327
El Plan de Recuperación, Transformación y Resiliencia: un resumen anotado 0 0 1 35 0 4 15 98
El sector público que necesitamos tras la pandemia 0 0 1 2 2 2 14 20
Forward-looking asset correlations in the estimation of economic capital 0 0 0 14 0 0 9 45
Further evidence on forecasting international GNP growth rates using unobserved components transfer function models 0 0 0 0 0 0 6 15
Growth and Welfare: Distorting versus Non-Distorting Taxes 0 0 0 100 0 1 11 473
Growth and welfare: Distorting versus non-distorting taxes 0 0 0 55 1 1 19 316
How Is the Spanish Economy Doing? Thoughts in Electoral Time 0 0 1 9 0 0 9 17
Is it Worth Refining Linear Approximations to Non-Linear Rational Expectations Models? 0 0 1 181 0 1 17 701
La economía política del Plan de Recuperación, Transformación y Resiliencia 0 0 1 4 0 1 3 12
La evaluación de políticas públicas en España: antecedentes, situación actual y propuestas para una reforma 0 0 4 86 0 1 26 228
La gestión de los fondos europeos: criterios, transparencia, riesgos y reformas 0 0 0 3 0 0 7 24
Long-term swings and seasonality in energy markets 0 0 0 11 1 1 18 84
Looking through systemic credit risk: determinants, stress testing and market value 0 0 0 35 2 3 13 59
Los Retos de la Desigualdad: Medidas y Perspectivas para la Economía Internacional y el Desarrollo 0 0 1 3 0 1 14 18
Macroeconomic and Financial Determinants of the Volatility of Corporate Bond Returns 0 0 0 63 0 0 24 157
Market risk when hedging a global credit portfolio 0 1 2 13 0 3 20 57
Modernización de la Administración Pública 0 0 3 61 1 3 10 147
Notas sobre el Proyecto de Ley de Función Pública 1 1 1 8 1 2 4 18
Optimal hedging under departures from the cost-of-carry valuation: evidence from the Spanish stock index futures market 0 0 0 178 0 2 21 677
Optimal time-consistent fiscal policy in an endogenous growth economy with public consumption and capital 0 0 0 57 0 0 18 107
Optimal time-consistent fiscal policy under endogenous growth with elastic labour supply 0 0 0 50 1 1 21 100
Parameter Estimation Error in Tests of Predictive Performance under Discrete Loss Functions 0 0 0 54 1 1 11 60
Price Volatility Under Alternative Monetary Instruments 0 0 0 1 0 0 6 70
Recursive identification, estimation and forecasting of nonstationary economic time series with applications to GNP international data 0 0 0 0 0 0 6 16
Risk Premia in the Term Structure of Swaps in Pesetas 0 0 0 30 1 1 8 250
Splitting credit risk into systemic, sectorial and idiosyncratic components 0 0 0 31 0 0 5 66
State-Uncertainty preferences and the Risk Premium in the Exchange rate market 0 0 0 27 0 0 21 139
Taxing or subsidizing Factors' rents in a simple endogenous growth model with public capital 0 0 0 63 0 0 14 260
The Evaluation of Public Policies in Spain: Misconceptions and Noncompliance 0 0 3 10 0 2 23 39
The Forecasting Ability of Factor Models of the Term Structure of IRS Markets 0 0 0 45 1 2 12 196
The Joint Dynamics of Spot and Forward Exchange Rates 0 0 0 0 0 0 10 3,414
The Role of Simulation Methods in Macroeconomics 0 0 0 311 1 2 14 547
The role of adjusment costs in interest rate determination 0 0 0 1 0 0 4 17
Transparencia y Democracia: Retos, Limitaciones y Reformas para una Sociedad Más Abierta 0 0 0 0 1 1 8 9
Variance Swaps and Intertemporal Asset Pricing 0 0 0 17 1 2 15 123
Volatility Transmission acros the Term Structure of Swap Markets: International Evidence 0 0 0 87 1 1 18 401
Volatility specifications versus probability distributions in VaR forecasting 0 0 0 31 1 2 14 56
Why do variance swaps exist? 0 0 1 30 0 0 7 103
¿Cómo está la economía española?: Reflexiones en período electoral 0 0 0 1 0 0 4 7
Total Working Papers 1 4 29 2,542 24 58 693 12,179

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 0 1 8 17
A dominance approach for comparing the performance of VaR forecasting models 0 0 0 0 0 0 9 29
A factor model of term structure slopes in Eurocurrency markets 0 0 0 31 1 2 6 250
A term structure model under cyclical fluctuations in interest rates 0 0 0 10 0 0 12 75
An error correction factor model of term structure slopes in international swap markets 0 0 0 40 3 3 18 256
Can forward rates be used to improve interest rate forecasts? 0 0 0 73 1 2 15 529
Comments on: "Linear models, smooth transition autoregressions, and neural networks for forecasting macroeconomic time series: A re-examination" 0 0 0 27 0 0 4 103
Credit Risk Decomposition for Asset Allocation 0 0 0 0 1 1 9 118
Cross-Hedging Portfolios in Emerging Stock Markets: Evidence for the LATIBEX Index 0 0 0 2 0 1 6 15
Dynamic Laffer curves 0 0 0 70 1 1 12 341
Empleo, capital humano y participación femenina en España 0 0 0 72 2 2 11 271
Equilibrium interest-rate determination under adjustment costs 0 0 0 54 0 0 8 289
Evaluation of market risk associated with hedging a credit derivative portfolio 0 1 2 7 1 5 32 52
Forecasting with periodic models A comparison with time invariant coefficient models 0 0 0 27 0 1 9 134
Growth and welfare: Distorting versus non-distorting taxes 0 0 0 90 0 1 18 379
Growth, income taxes and consumption aspirations 0 0 0 35 0 1 18 117
Income taxes, public investment and welfare in a growing economy 0 0 0 56 0 0 10 155
Indeterminacy under non-separability of public consumption and leisure in the utility function 0 0 1 70 0 0 38 238
Is It Worth Refining Linear Approximations to Non-Linear Rational Expectations Models? 0 0 1 71 0 2 22 470
Liquidity and hedging effectiveness under futures mispricing: International evidence 0 0 0 0 0 0 10 31
Long-term swings and seasonality in energy markets 0 0 0 2 4 11 55 86
Looking through systemic credit risk: Determinants, stress testing and market value 0 1 2 9 1 2 10 56
Macroeconomic and Financial Determinants of the Volatility of Corporate Bond Returns 0 0 0 8 1 1 11 60
Optimal hedging under departures from the cost-of-carry valuation: Evidence from the Spanish stock index futures market 0 0 0 58 1 4 18 308
Optimal time-consistent fiscal policy in an endogenous growth economy with public consumption and capital 0 0 0 15 1 3 13 85
Optimal time-consistent fiscal policy under endogenous growth with elastic labor supply 0 0 0 12 0 2 14 70
Solving Nonlinear Rational Expectations Models: A Stochastic Equilibrium Model of Interest Rates 0 0 0 95 0 0 12 455
Splitting Credit Risk into Systemic, Sectorial and Idiosyncratic Components 0 0 2 4 0 0 10 42
State-uncertainty preferences and the risk premium in the exchange rate market 0 0 0 7 0 0 11 63
Testing the expectations hypothesis in Eurodeposits 0 0 0 46 0 1 15 183
The information content in a volatility index for Spain 0 0 0 28 0 1 14 132
The role of simulation methods in Macroeconomics 0 0 1 360 0 0 7 1,417
Variance swaps, non-normality and macroeconomic and financial risks 0 0 1 7 0 0 15 65
Volatility specifications versus probability distributions in VaR forecasting 0 0 2 7 0 0 11 33
Volatility transmission across the term structure of swap markets: international evidence 0 0 0 90 0 2 20 499
Total Journal Articles 0 2 12 1,484 18 50 511 7,423

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 0 4 9
Economic Growth 0 0 0 0 0 0 13 87
Economic Growth 0 0 0 0 0 0 10 42
Total Books 0 0 0 0 0 0 27 138

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 0 1 6 8
Additional Endogenous Growth Models 0 0 0 0 0 1 4 5
Additional Endogenous Growth Models 0 0 0 0 0 0 8 14
Empirical Methods: Bayesian Estimation 0 0 0 0 1 1 5 12
Empirical Methods: Frequentist Estimation 0 0 0 0 0 0 5 12
Endogenous Growth Models 0 0 0 0 0 0 7 17
Endogenous Growth Models 0 0 1 1 0 0 6 17
Endogenous Growth Models 0 0 0 0 0 1 14 20
Growth in Monetary Economies: Steady-State Analysis of Monetary Policy 0 0 0 0 0 0 5 8
Growth in Monetary Economies: Steady-State Analysis of Monetary Policy 0 0 0 0 0 0 5 19
Growth in Monetary Economies: Steady-State Analysis of Monetary Policy 1 1 1 1 1 1 5 8
Introduction 0 0 0 0 0 0 7 10
Introduction 0 0 0 0 0 0 5 8
Introduction 0 0 0 1 0 0 5 11
Mathematical Appendix 0 0 0 0 1 1 5 12
Mathematical Appendix 1 1 1 1 1 1 4 6
Mathematical Appendix 0 0 0 0 2 3 6 10
Numerical Solution Methods 0 0 0 0 0 0 5 17
Numerical Solution Methods 0 0 0 0 0 0 4 10
Numerical Solution Methods 0 0 0 0 0 0 9 17
Optimal Growth. Continuous Time Analysis 0 0 0 0 0 0 4 10
Optimal Growth. Discrete Time Analysis 0 0 0 0 1 2 8 10
Optimal Growth: Continuous Time Analysis 0 0 0 0 0 0 7 12
Optimal Growth: Continuous Time Analysis 0 0 0 0 0 0 3 9
Optimal Growth: Discrete Time Analysis 0 0 0 1 0 0 4 9
Optimal Growth: Discrete Time Analysis 0 0 0 0 0 0 4 6
The Neoclassical Growth Model Under a Constant Savings Rate 0 0 0 1 0 0 13 19
The Neoclassical Growth Model Under a Constant Savings Rate 0 0 0 0 0 0 3 11
The Neoclassical Growth Model Under a Constant Savings Rate 0 0 0 0 0 0 2 7
Transitional Dynamics in Monetary Economies: Numerical Solutions 0 0 0 0 0 0 6 10
Transitional Dynamics in Monetary Economies: Numerical Solutions 0 0 0 0 0 0 7 7
Transitional Dynamics in Monetary Economies: Numerical Solutions 0 0 0 0 0 0 4 6
Total Chapters 2 2 3 6 7 12 185 357

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 0 3 1,536 0 0 26 2,700
Excel files and MATLAB programs for growth in monetary economies 0 0 1 762 0 0 9 1,274
Excel files and MATLAB programs for neoclassical growth model 1 1 6 2,450 3 6 25 4,175
Excel files and MATLAB programs for numerical solution methods 1 2 6 1,224 1 4 25 2,368
Excel files and MATLAB programs for optimal growth 1 1 2 795 3 4 14 1,268
Excel files for dynamics responses and simple simulations 0 0 0 570 0 0 9 941
Solving Non-linear Rational Expectations Models By Eigenvalue-Eigenvector Decompositions 0 0 0 381 0 0 11 1,173
Total Software Items 3 4 18 7,718 7 14 119 13,899

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Statistics updated 2026-10-11