| 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 |
1 |
6 |
47 |
| A factor analysis of volatility across the term structure: the Spanish case |
0 |
0 |
0 |
52 |
0 |
4 |
14 |
190 |
| A factor model of term structure slopes in eurocurrency markets |
0 |
0 |
0 |
67 |
0 |
2 |
11 |
283 |
| A statistical test for forecast evaluation under a discrete loss function |
0 |
0 |
0 |
56 |
0 |
3 |
14 |
108 |
| A statistical test for forecast evaluation under a discrete loss function |
0 |
0 |
0 |
34 |
0 |
2 |
6 |
59 |
| A term structure model under cyclical fluctuations in interest rates |
0 |
0 |
0 |
21 |
0 |
3 |
17 |
58 |
| An Error Correction Factor Model of Term Structure Slopes in International Swaps Markets |
0 |
0 |
0 |
69 |
0 |
2 |
13 |
470 |
| Backtesting Extreme Value Theory models of expected shortfall |
0 |
0 |
0 |
24 |
1 |
8 |
21 |
132 |
| Can forward rates be used to improve interest rate forecasts?" |
0 |
0 |
0 |
168 |
1 |
5 |
13 |
591 |
| Cuando gobernar no es improvisar: Claves para entender y diseñar políticas públicas a través de tres casos recientes en España1 |
0 |
0 |
2 |
2 |
2 |
6 |
13 |
13 |
| Desigualdad: una revisión actualizada |
0 |
1 |
5 |
34 |
4 |
9 |
29 |
99 |
| Dynamic Laffer Curves |
0 |
0 |
0 |
190 |
2 |
4 |
22 |
640 |
| Dynamic correlations and forecasting of term structure slopes in eurocurrency market |
0 |
0 |
0 |
74 |
1 |
2 |
10 |
326 |
| El Plan de Recuperación, Transformación y Resiliencia: un resumen anotado |
0 |
0 |
2 |
35 |
7 |
8 |
12 |
94 |
| El sector público que necesitamos tras la pandemia |
0 |
1 |
1 |
2 |
0 |
2 |
12 |
18 |
| Forward-looking asset correlations in the estimation of economic capital |
0 |
0 |
0 |
14 |
0 |
1 |
11 |
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 |
2 |
11 |
472 |
| Growth and welfare: Distorting versus non-distorting taxes |
0 |
0 |
0 |
55 |
0 |
4 |
18 |
315 |
| How Is the Spanish Economy Doing? Thoughts in Electoral Time |
0 |
1 |
1 |
9 |
0 |
3 |
9 |
17 |
| Is it Worth Refining Linear Approximations to Non-Linear Rational Expectations Models? |
0 |
0 |
1 |
181 |
1 |
2 |
17 |
700 |
| La economía política del Plan de Recuperación, Transformación y Resiliencia |
0 |
1 |
1 |
4 |
0 |
1 |
3 |
11 |
| La evaluación de políticas públicas en España: antecedentes, situación actual y propuestas para una reforma |
0 |
1 |
7 |
86 |
0 |
4 |
33 |
227 |
| La gestión de los fondos europeos: criterios, transparencia, riesgos y reformas |
0 |
0 |
0 |
3 |
0 |
1 |
7 |
24 |
| Long-term swings and seasonality in energy markets |
0 |
0 |
0 |
11 |
0 |
1 |
17 |
83 |
| Looking through systemic credit risk: determinants, stress testing and market value |
0 |
0 |
0 |
35 |
0 |
1 |
10 |
56 |
| Los Retos de la Desigualdad: Medidas y Perspectivas para la Economía Internacional y el Desarrollo |
0 |
1 |
1 |
3 |
0 |
6 |
13 |
17 |
| Macroeconomic and Financial Determinants of the Volatility of Corporate Bond Returns |
0 |
0 |
2 |
63 |
0 |
4 |
26 |
157 |
| Market risk when hedging a global credit portfolio |
1 |
1 |
1 |
12 |
1 |
3 |
19 |
54 |
| Modernización de la Administración Pública |
0 |
1 |
5 |
61 |
0 |
1 |
14 |
144 |
| Notas sobre el Proyecto de Ley de Función Pública |
0 |
0 |
0 |
7 |
1 |
1 |
3 |
16 |
| Optimal hedging under departures from the cost-of-carry valuation: evidence from the Spanish stock index futures market |
0 |
0 |
0 |
178 |
0 |
4 |
19 |
675 |
| Optimal time-consistent fiscal policy in an endogenous growth economy with public consumption and capital |
0 |
0 |
0 |
57 |
0 |
2 |
18 |
107 |
| Optimal time-consistent fiscal policy under endogenous growth with elastic labour supply |
0 |
0 |
0 |
50 |
0 |
5 |
20 |
99 |
| Parameter Estimation Error in Tests of Predictive Performance under Discrete Loss Functions |
0 |
0 |
0 |
54 |
1 |
4 |
10 |
59 |
| 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 |
1 |
6 |
16 |
| Risk Premia in the Term Structure of Swaps in Pesetas |
0 |
0 |
0 |
30 |
0 |
1 |
7 |
249 |
| Splitting credit risk into systemic, sectorial and idiosyncratic components |
0 |
0 |
0 |
31 |
0 |
1 |
6 |
66 |
| State-Uncertainty preferences and the Risk Premium in the Exchange rate market |
0 |
0 |
0 |
27 |
1 |
3 |
21 |
139 |
| Taxing or subsidizing Factors' rents in a simple endogenous growth model with public capital |
0 |
0 |
0 |
63 |
2 |
3 |
14 |
260 |
| The Evaluation of Public Policies in Spain: Misconceptions and Noncompliance |
0 |
1 |
4 |
10 |
0 |
4 |
26 |
37 |
| The Forecasting Ability of Factor Models of the Term Structure of IRS Markets |
0 |
0 |
0 |
45 |
1 |
2 |
11 |
194 |
| The Joint Dynamics of Spot and Forward Exchange Rates |
0 |
0 |
0 |
0 |
0 |
3 |
10 |
3,414 |
| The Role of Simulation Methods in Macroeconomics |
0 |
0 |
1 |
311 |
1 |
5 |
13 |
545 |
| 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 |
0 |
1 |
7 |
8 |
| Variance Swaps and Intertemporal Asset Pricing |
0 |
0 |
0 |
17 |
1 |
4 |
13 |
121 |
| Volatility Transmission acros the Term Structure of Swap Markets: International Evidence |
0 |
0 |
0 |
87 |
1 |
6 |
17 |
400 |
| Volatility specifications versus probability distributions in VaR forecasting |
0 |
0 |
0 |
31 |
0 |
2 |
13 |
54 |
| Why do variance swaps exist? |
0 |
0 |
1 |
30 |
0 |
3 |
8 |
103 |
| ¿Cómo está la economía española?: Reflexiones en período electoral |
0 |
0 |
0 |
1 |
0 |
0 |
4 |
7 |
| Total Working Papers |
1 |
9 |
35 |
2,538 |
29 |
150 |
683 |
12,121 |
| 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 |
4 |
7 |
16 |
| A dominance approach for comparing the performance of VaR forecasting models |
0 |
0 |
0 |
0 |
1 |
3 |
10 |
29 |
| A factor model of term structure slopes in Eurocurrency markets |
0 |
0 |
0 |
31 |
0 |
2 |
4 |
248 |
| A term structure model under cyclical fluctuations in interest rates |
0 |
0 |
0 |
10 |
0 |
2 |
12 |
75 |
| An error correction factor model of term structure slopes in international swap markets |
0 |
0 |
0 |
40 |
0 |
3 |
15 |
253 |
| Can forward rates be used to improve interest rate forecasts? |
0 |
0 |
0 |
73 |
0 |
3 |
14 |
527 |
| Comments on: "Linear models, smooth transition autoregressions, and neural networks for forecasting macroeconomic time series: A re-examination" |
0 |
0 |
0 |
27 |
1 |
2 |
4 |
103 |
| Credit Risk Decomposition for Asset Allocation |
0 |
0 |
0 |
0 |
0 |
2 |
8 |
117 |
| Cross-Hedging Portfolios in Emerging Stock Markets: Evidence for the LATIBEX Index |
0 |
0 |
1 |
2 |
0 |
1 |
6 |
14 |
| Dynamic Laffer curves |
0 |
0 |
0 |
70 |
1 |
2 |
13 |
340 |
| Empleo, capital humano y participación femenina en España |
0 |
0 |
0 |
72 |
0 |
2 |
9 |
269 |
| Equilibrium interest-rate determination under adjustment costs |
0 |
0 |
0 |
54 |
0 |
0 |
9 |
289 |
| Evaluation of market risk associated with hedging a credit derivative portfolio |
0 |
1 |
2 |
6 |
2 |
15 |
28 |
47 |
| Forecasting with periodic models A comparison with time invariant coefficient models |
0 |
0 |
0 |
27 |
0 |
5 |
8 |
133 |
| Growth and welfare: Distorting versus non-distorting taxes |
0 |
0 |
0 |
90 |
1 |
4 |
17 |
378 |
| Growth, income taxes and consumption aspirations |
0 |
0 |
0 |
35 |
0 |
1 |
17 |
116 |
| Income taxes, public investment and welfare in a growing economy |
0 |
0 |
0 |
56 |
1 |
3 |
10 |
155 |
| Indeterminacy under non-separability of public consumption and leisure in the utility function |
0 |
0 |
1 |
70 |
9 |
21 |
40 |
238 |
| Is It Worth Refining Linear Approximations to Non-Linear Rational Expectations Models? |
0 |
0 |
2 |
71 |
0 |
10 |
21 |
468 |
| Liquidity and hedging effectiveness under futures mispricing: International evidence |
0 |
0 |
0 |
0 |
0 |
3 |
11 |
31 |
| Long-term swings and seasonality in energy markets |
0 |
0 |
1 |
2 |
0 |
10 |
46 |
75 |
| Looking through systemic credit risk: Determinants, stress testing and market value |
0 |
0 |
1 |
8 |
1 |
4 |
10 |
54 |
| Macroeconomic and Financial Determinants of the Volatility of Corporate Bond Returns |
0 |
0 |
0 |
8 |
1 |
4 |
13 |
59 |
| Optimal hedging under departures from the cost-of-carry valuation: Evidence from the Spanish stock index futures market |
0 |
0 |
0 |
58 |
0 |
2 |
14 |
304 |
| Optimal time-consistent fiscal policy in an endogenous growth economy with public consumption and capital |
0 |
0 |
0 |
15 |
0 |
2 |
10 |
82 |
| Optimal time-consistent fiscal policy under endogenous growth with elastic labor supply |
0 |
0 |
0 |
12 |
0 |
3 |
13 |
68 |
| Solving Nonlinear Rational Expectations Models: A Stochastic Equilibrium Model of Interest Rates |
0 |
0 |
1 |
95 |
0 |
2 |
13 |
455 |
| Splitting Credit Risk into Systemic, Sectorial and Idiosyncratic Components |
0 |
1 |
2 |
4 |
0 |
4 |
10 |
42 |
| State-uncertainty preferences and the risk premium in the exchange rate market |
0 |
0 |
0 |
7 |
0 |
1 |
13 |
63 |
| Testing the expectations hypothesis in Eurodeposits |
0 |
0 |
0 |
46 |
0 |
4 |
14 |
182 |
| The information content in a volatility index for Spain |
0 |
0 |
0 |
28 |
0 |
1 |
13 |
131 |
| The role of simulation methods in Macroeconomics |
1 |
1 |
1 |
360 |
1 |
3 |
7 |
1,417 |
| Variance swaps, non-normality and macroeconomic and financial risks |
0 |
0 |
1 |
7 |
1 |
7 |
15 |
65 |
| Volatility specifications versus probability distributions in VaR forecasting |
1 |
2 |
2 |
7 |
1 |
4 |
14 |
33 |
| Volatility transmission across the term structure of swap markets: international evidence |
0 |
0 |
0 |
90 |
1 |
8 |
18 |
497 |
| Total Journal Articles |
2 |
5 |
15 |
1,482 |
22 |
147 |
486 |
7,373 |
LogEc is hosted by the
Örebro University School of Business.