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 dominance approach for comparing the performance of VaR forecasting models 0 0 0 39 0 0 0 35
A factor analysis of volatility across the term structure: the Spanish case 0 0 0 51 0 0 0 175
A factor model of term structure slopes in eurocurrency markets 0 0 0 67 0 0 1 271
A statistical test for forecast evaluation under a discrete loss function 0 0 0 56 0 0 0 93
A statistical test for forecast evaluation under a discrete loss function 0 0 0 34 0 0 0 53
A term structure model under cyclical fluctuations in interest rates 0 0 0 19 0 0 1 37
An Error Correction Factor Model of Term Structure Slopes in International Swaps Markets 0 0 0 69 0 0 0 455
Backtesting Extreme Value Theory models of expected shortfall 0 0 0 20 1 2 3 107
Can forward rates be used to improve interest rate forecasts?" 0 0 0 168 0 0 1 576
Desigualdad: una revisión actualizada 0 0 4 15 1 1 10 31
Dynamic Laffer Curves 1 1 4 187 1 2 8 611
Dynamic correlations and forecasting of term structure slopes in eurocurrency market 0 0 0 74 0 0 1 316
El Plan de Recuperación, Transformación y Resiliencia: un resumen anotado 1 1 1 30 2 3 7 77
El sector público que necesitamos tras la pandemia 0 0 0 0 0 1 1 1
Forward-looking asset correlations in the estimation of economic capital 0 0 0 12 0 0 0 31
Further evidence on forecasting international GNP growth rates using unobserved components transfer function models 0 0 0 0 0 0 0 9
Growth and Welfare: Distorting versus Non-Distorting Taxes 0 0 0 100 0 2 5 458
Growth and welfare: Distorting versus non-distorting taxes 0 0 0 55 0 0 0 297
How Is the Spanish Economy Doing? Thoughts in Electoral Time 4 6 6 6 0 3 3 3
Is it Worth Refining Linear Approximations to Non-Linear Rational Expectations Models? 0 0 0 179 0 0 0 682
La economía política del Plan de Recuperación, Transformación y Resiliencia 0 1 1 1 0 3 3 3
La evaluación de políticas públicas en España: antecedentes, situación actual y propuestas para una reforma 1 6 17 44 3 10 49 117
La gestión de los fondos europeos: criterios, transparencia, riesgos y reformas 0 0 1 3 0 0 3 16
Long-term swings and seasonality in energy markets 0 0 0 10 0 0 16 63
Looking through systemic credit risk: determinants, stress testing and market value 0 0 0 35 0 0 1 44
Macroeconomic and Financial Determinants of the Volatility of Corporate Bond Returns 0 0 0 60 0 0 0 129
Market risk when hedging a global credit portfolio 0 0 0 11 0 0 2 32
Modernización de la Administración Pública 0 1 10 46 0 4 27 104
Notas sobre el Proyecto de Ley de Función Pública 0 0 2 2 0 1 4 4
Optimal hedging under departures from the cost-of-carry valuation: evidence from the Spanish stock index futures market 0 0 0 177 0 0 0 654
Optimal time-consistent fiscal policy in an endogenous growth economy with public consumption and capital 0 0 0 57 0 1 2 88
Optimal time-consistent fiscal policy under endogenous growth with elastic labour supply 0 0 0 48 0 0 1 77
Parameter Estimation Error in Tests of Predictive Performance under Discrete Loss Functions 0 0 0 54 0 1 1 49
Price Volatility Under Alternative Monetary Instruments 0 0 1 1 0 0 43 60
Recursive identification, estimation and forecasting of nonstationary economic time series with applications to GNP international data 0 0 0 0 0 0 0 9
Risk Premia in the Term Structure of Swaps in Pesetas 0 0 0 30 0 0 0 241
Splitting credit risk into systemic, sectorial and idiosyncratic components 0 0 1 30 0 1 3 57
State-Uncertainty preferences and the Risk Premium in the Exchange rate market 0 0 0 27 0 0 0 117
Taxing or subsidizing Factors' rents in a simple endogenous growth model with public capital 0 0 0 63 0 0 0 246
The Evaluation of Public Policies in Spain: Misconceptions and Noncompliance 1 2 2 2 1 4 4 4
The Forecasting Ability of Factor Models of the Term Structure of IRS Markets 0 0 0 45 1 1 1 182
The Joint Dynamics of Spot and Forward Exchange Rates 0 0 0 0 0 1 2 3,400
The Role of Simulation Methods in Macroeconomics 0 0 0 310 0 1 3 531
The role of adjusment costs in interest rate determination 0 0 0 1 0 0 0 12
Variance Swaps and Intertemporal Asset Pricing 0 0 0 17 0 0 0 107
Volatility Transmission acros the Term Structure of Swap Markets: International Evidence 0 0 0 87 0 0 0 381
Volatility specifications versus probability distributions in VaR forecasting 0 0 0 31 0 0 1 37
Why do variance swaps exist? 0 0 0 29 0 0 0 95
¿Cómo está la economía española?: Reflexiones en período electoral 0 0 1 1 0 0 1 1
Total Working Papers 8 18 51 2,403 10 42 208 11,178


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 0 0 8
A dominance approach for comparing the performance of VaR forecasting models 0 0 0 0 1 1 1 19
A factor model of term structure slopes in Eurocurrency markets 0 0 0 31 0 0 0 244
A term structure model under cyclical fluctuations in interest rates 0 0 1 8 0 0 3 61
An error correction factor model of term structure slopes in international swap markets 1 1 2 40 1 1 2 237
Comments on: "Linear models, smooth transition autoregressions, and neural networks for forecasting macroeconomic time series: A re-examination" 0 0 0 27 0 0 0 98
Credit Risk Decomposition for Asset Allocation 0 0 0 0 1 2 4 106
Cross-Hedging Portfolios in Emerging Stock Markets: Evidence for the LATIBEX Index 0 0 0 1 0 0 1 6
Dynamic Laffer curves 1 1 2 68 2 2 5 319
Empleo, capital humano y participación femenina en España 0 0 0 72 0 1 3 258
Equilibrium interest-rate determination under adjustment costs 0 0 0 54 0 0 0 277
Evaluation of market risk associated with hedging a credit derivative portfolio 0 0 0 4 0 0 0 12
Forecasting with periodic models A comparison with time invariant coefficient models 0 0 0 27 0 0 0 123
Growth and welfare: Distorting versus non-distorting taxes 0 0 2 90 0 0 2 359
Growth, income taxes and consumption aspirations 0 0 0 34 1 1 1 96
Income taxes, public investment and welfare in a growing economy 0 1 1 56 0 1 2 142
Indeterminacy under non-separability of public consumption and leisure in the utility function 0 0 1 68 0 0 2 193
Is It Worth Refining Linear Approximations to Non-Linear Rational Expectations Models? 0 0 0 69 0 0 1 445
Liquidity and hedging effectiveness under futures mispricing: International evidence 0 0 0 0 0 0 1 19
Long-term swings and seasonality in energy markets 0 0 0 0 0 0 2 26
Looking through systemic credit risk: Determinants, stress testing and market value 0 0 0 7 0 2 5 42
Macroeconomic and Financial Determinants of the Volatility of Corporate Bond Returns 0 0 0 7 0 0 0 44
Optimal hedging under departures from the cost-of-carry valuation: Evidence from the Spanish stock index futures market 0 0 0 57 0 0 0 285
Optimal time-consistent fiscal policy in an endogenous growth economy with public consumption and capital 0 0 0 15 0 0 1 71
Optimal time-consistent fiscal policy under endogenous growth with elastic labor supply 0 0 0 12 0 0 0 53
Solving Nonlinear Rational Expectations Models: A Stochastic Equilibrium Model of Interest Rates 0 0 0 94 0 0 0 440
Splitting Credit Risk into Systemic, Sectorial and Idiosyncratic Components 0 0 0 1 0 0 0 27
State-uncertainty preferences and the risk premium in the exchange rate market 0 0 0 7 0 0 0 50
Testing the expectations hypothesis in Eurodeposits 0 1 1 46 0 1 1 167
The information content in a volatility index for Spain 0 0 0 28 0 0 0 118
The role of simulation methods in Macroeconomics 0 0 1 357 0 0 2 1,408
Variance swaps, non-normality and macroeconomic and financial risks 0 0 0 6 0 0 2 44
Volatility specifications versus probability distributions in VaR forecasting 0 0 0 3 0 0 1 16
Total Journal Articles 2 4 11 1,290 6 12 42 5,813
2 registered items for which data could not be found


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 0 4
Economic Growth 0 0 0 0 1 5 13 69
Economic Growth 0 0 0 0 1 3 10 17
Total Books 0 0 0 0 2 8 23 90


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 0 2 5
Additional Endogenous Growth Models 0 0 0 0 0 0 0 1
Additional Endogenous Growth Models 0 0 0 0 0 0 0 1
Empirical Methods: Bayesian Estimation 0 0 0 0 1 1 1 5
Empirical Methods: Frequentist Estimation 0 0 0 0 2 2 2 3
Endogenous Growth Models 0 0 0 0 0 1 2 6
Endogenous Growth Models 0 0 0 0 0 0 0 2
Endogenous Growth Models 0 0 0 0 0 1 1 5
Growth in Monetary Economies: Steady-State Analysis of Monetary Policy 0 0 0 0 0 0 1 2
Growth in Monetary Economies: Steady-State Analysis of Monetary Policy 0 0 0 0 0 1 3 9
Growth in Monetary Economies: Steady-State Analysis of Monetary Policy 0 0 0 0 0 0 0 2
Introduction 0 0 0 0 0 0 1 2
Introduction 0 0 0 0 0 0 1 4
Introduction 0 0 0 0 0 0 1 1
Mathematical Appendix 0 0 0 0 0 0 0 1
Mathematical Appendix 0 0 0 0 0 0 1 2
Mathematical Appendix 0 0 0 0 0 0 0 2
Numerical Solution Methods 0 0 0 0 0 0 1 6
Numerical Solution Methods 0 0 0 0 0 0 1 8
Numerical Solution Methods 0 0 0 0 0 1 1 2
Optimal Growth. Continuous Time Analysis 0 0 0 0 0 0 0 3
Optimal Growth. Discrete Time Analysis 0 0 0 0 0 0 0 2
Optimal Growth: Continuous Time Analysis 0 0 0 0 0 0 1 3
Optimal Growth: Continuous Time Analysis 0 0 0 0 0 0 1 6
Optimal Growth: Discrete Time Analysis 0 0 0 0 0 0 0 2
Optimal Growth: Discrete Time Analysis 0 0 0 0 0 0 0 1
The Neoclassical Growth Model Under a Constant Savings Rate 0 0 0 0 0 1 1 6
The Neoclassical Growth Model Under a Constant Savings Rate 0 0 0 0 0 1 1 5
The Neoclassical Growth Model Under a Constant Savings Rate 0 1 1 1 0 1 1 2
Transitional Dynamics in Monetary Economies: Numerical Solutions 0 0 0 0 0 0 0 1
Transitional Dynamics in Monetary Economies: Numerical Solutions 0 0 0 0 0 0 0 0
Transitional Dynamics in Monetary Economies: Numerical Solutions 0 0 0 0 0 0 0 2
Total Chapters 0 1 1 1 3 10 24 102


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 3 14 46 1,495 6 19 74 2,607
Excel files and MATLAB programs for growth in monetary economies 1 4 13 741 1 5 19 1,233
Excel files and MATLAB programs for neoclassical growth model 4 6 41 2,429 5 9 60 4,123
Excel files and MATLAB programs for numerical solution methods 1 6 25 1,197 1 10 35 2,299
Excel files and MATLAB programs for optimal growth 1 2 15 775 1 2 23 1,231
Excel files for dynamics responses and simple simulations 1 3 10 558 1 3 16 912
Solving Non-linear Rational Expectations Models By Eigenvalue-Eigenvector Decompositions 0 0 1 379 0 0 5 1,155
Total Software Items 11 35 151 7,574 15 48 232 13,560


Statistics updated 2024-02-04