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 0 0 2 41
A factor analysis of volatility across the term structure: the Spanish case 0 0 1 52 0 1 2 177
A factor model of term structure slopes in eurocurrency markets 0 0 0 67 0 0 1 272
A statistical test for forecast evaluation under a discrete loss function 0 0 0 56 0 1 2 95
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 1 21 0 1 4 42
An Error Correction Factor Model of Term Structure Slopes in International Swaps Markets 0 0 0 69 0 1 2 458
Backtesting Extreme Value Theory models of expected shortfall 0 0 3 24 1 1 4 112
Can forward rates be used to improve interest rate forecasts?" 0 0 0 168 0 0 2 578
Desigualdad: una revisión actualizada 0 0 11 29 3 7 33 77
Dynamic Laffer Curves 0 0 2 190 0 0 5 618
Dynamic correlations and forecasting of term structure slopes in eurocurrency market 0 0 0 74 0 0 0 316
El Plan de Recuperación, Transformación y Resiliencia: un resumen anotado 1 1 3 34 1 1 4 83
El sector público que necesitamos tras la pandemia 0 0 0 1 0 0 0 6
Forward-looking asset correlations in the estimation of economic capital 0 0 2 14 0 2 5 36
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 1 3 462
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 0 0 0 8 0 0 1 8
Is it Worth Refining Linear Approximations to Non-Linear Rational Expectations Models? 0 0 0 180 0 1 1 684
La economía política del Plan de Recuperación, Transformación y Resiliencia 0 0 2 3 0 1 6 9
La evaluación de políticas públicas en España: antecedentes, situación actual y propuestas para una reforma 3 3 24 82 7 8 51 202
La gestión de los fondos europeos: criterios, transparencia, riesgos y reformas 0 0 0 3 0 0 1 17
Long-term swings and seasonality in energy markets 0 0 1 11 0 0 2 66
Looking through systemic credit risk: determinants, stress testing and market value 0 0 0 35 0 0 1 46
Los Retos de la Desigualdad: Medidas y Perspectivas para la Economía Internacional y el Desarrollo 0 0 2 2 0 0 4 4
Macroeconomic and Financial Determinants of the Volatility of Corporate Bond Returns 1 2 2 63 1 2 3 133
Market risk when hedging a global credit portfolio 0 0 0 11 1 2 4 37
Modernización de la Administración Pública 0 2 8 58 1 7 24 137
Notas sobre el Proyecto de Ley de Función Pública 0 0 2 7 0 1 5 14
Optimal hedging under departures from the cost-of-carry valuation: evidence from the Spanish stock index futures market 0 0 1 178 0 0 1 656
Optimal time-consistent fiscal policy in an endogenous growth economy with public consumption and capital 0 0 0 57 0 0 1 89
Optimal time-consistent fiscal policy under endogenous growth with elastic labour supply 0 0 1 50 0 0 1 79
Parameter Estimation Error in Tests of Predictive Performance under Discrete Loss Functions 0 0 0 54 0 0 0 49
Price Volatility Under Alternative Monetary Instruments 0 0 0 1 0 0 0 64
Recursive identification, estimation and forecasting of nonstationary economic time series with applications to GNP international data 0 0 0 0 0 0 1 10
Risk Premia in the Term Structure of Swaps in Pesetas 0 0 0 30 0 0 1 242
Splitting credit risk into systemic, sectorial and idiosyncratic components 0 0 0 31 0 1 1 61
State-Uncertainty preferences and the Risk Premium in the Exchange rate market 0 0 0 27 0 0 1 118
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 1 4 7 5 5 8 16
The Forecasting Ability of Factor Models of the Term Structure of IRS Markets 0 0 0 45 1 1 1 184
The Joint Dynamics of Spot and Forward Exchange Rates 0 0 0 0 0 0 2 3,404
The Role of Simulation Methods in Macroeconomics 0 1 1 311 0 1 2 533
The role of adjusment costs in interest rate determination 0 0 0 1 0 0 1 13
Transparencia y Democracia: Retos, Limitaciones y Reformas para una Sociedad Más Abierta 0 0 0 0 0 0 1 1
Variance Swaps and Intertemporal Asset Pricing 0 0 0 17 0 0 0 108
Volatility Transmission acros the Term Structure of Swap Markets: International Evidence 0 0 0 87 0 0 1 383
Volatility specifications versus probability distributions in VaR forecasting 0 0 0 31 0 1 2 42
Why do variance swaps exist? 0 0 0 29 0 1 1 96
¿Cómo está la economía española?: Reflexiones en período electoral 0 0 0 1 0 0 1 3
Total Working Papers 6 10 72 2,513 21 48 199 11,486

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 1 9
A dominance approach for comparing the performance of VaR forecasting models 0 0 0 0 0 1 1 20
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 2 10 0 0 2 63
An error correction factor model of term structure slopes in international swap markets 0 0 0 40 0 0 0 238
Can forward rates be used to improve interest rate forecasts? 0 0 0 73 1 1 2 514
Comments on: "Linear models, smooth transition autoregressions, and neural networks for forecasting macroeconomic time series: A re-examination" 0 0 0 27 0 0 1 99
Credit Risk Decomposition for Asset Allocation 0 0 0 0 0 0 1 109
Cross-Hedging Portfolios in Emerging Stock Markets: Evidence for the LATIBEX Index 0 1 1 2 0 1 3 9
Dynamic Laffer curves 0 0 2 70 1 2 9 329
Empleo, capital humano y participación femenina en España 0 0 0 72 0 0 2 260
Equilibrium interest-rate determination under adjustment costs 0 0 0 54 0 1 4 281
Evaluation of market risk associated with hedging a credit derivative portfolio 1 1 1 5 1 1 5 20
Forecasting with periodic models A comparison with time invariant coefficient models 0 0 0 27 0 0 1 125
Growth and welfare: Distorting versus non-distorting taxes 0 0 0 90 0 0 1 361
Growth, income taxes and consumption aspirations 0 0 1 35 0 0 2 99
Income taxes, public investment and welfare in a growing economy 0 0 0 56 0 0 2 145
Indeterminacy under non-separability of public consumption and leisure in the utility function 0 0 1 69 0 2 5 200
Is It Worth Refining Linear Approximations to Non-Linear Rational Expectations Models? 0 1 1 70 0 1 2 448
Liquidity and hedging effectiveness under futures mispricing: International evidence 0 0 0 0 0 1 2 21
Long-term swings and seasonality in energy markets 1 1 1 2 2 2 2 31
Looking through systemic credit risk: Determinants, stress testing and market value 0 0 0 7 0 2 2 46
Macroeconomic and Financial Determinants of the Volatility of Corporate Bond Returns 0 0 0 8 0 3 4 49
Optimal hedging under departures from the cost-of-carry valuation: Evidence from the Spanish stock index futures market 0 0 0 58 0 0 3 290
Optimal time-consistent fiscal policy in an endogenous growth economy with public consumption and capital 0 0 0 15 0 0 0 72
Optimal time-consistent fiscal policy under endogenous growth with elastic labor supply 0 0 0 12 0 1 1 56
Solving Nonlinear Rational Expectations Models: A Stochastic Equilibrium Model of Interest Rates 0 1 1 95 0 1 3 443
Splitting Credit Risk into Systemic, Sectorial and Idiosyncratic Components 0 0 1 2 0 0 2 32
State-uncertainty preferences and the risk premium in the exchange rate market 0 0 0 7 0 2 2 52
Testing the expectations hypothesis in Eurodeposits 0 0 0 46 0 0 1 168
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 1 359 0 0 1 1,410
Variance swaps, non-normality and macroeconomic and financial risks 0 0 0 6 0 0 4 50
Volatility specifications versus probability distributions in VaR forecasting 0 0 0 5 1 3 4 22
Volatility transmission across the term structure of swap markets: international evidence 0 0 0 90 0 0 3 479
Total Journal Articles 2 5 13 1,472 6 25 78 6,912

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 3 4 13 32
Economic Growth 0 0 0 0 0 0 1 5
Economic Growth 0 0 0 0 0 1 2 74
Total Books 0 0 0 0 3 5 16 111

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 1 2
Additional Endogenous Growth Models 0 0 0 0 0 0 1 6
Additional Endogenous Growth Models 0 0 0 0 0 0 0 1
Empirical Methods: Bayesian Estimation 0 0 0 0 0 0 2 7
Empirical Methods: Frequentist Estimation 0 0 0 0 1 4 4 7
Endogenous Growth Models 0 0 0 0 0 0 4 10
Endogenous Growth Models 0 0 0 0 0 2 4 11
Endogenous Growth Models 0 0 0 0 0 2 4 6
Growth in Monetary Economies: Steady-State Analysis of Monetary Policy 0 0 0 0 0 0 1 3
Growth in Monetary Economies: Steady-State Analysis of Monetary Policy 0 0 0 0 0 0 3 14
Growth in Monetary Economies: Steady-State Analysis of Monetary Policy 0 0 0 0 0 0 1 3
Introduction 0 0 0 0 0 0 1 3
Introduction 0 0 0 0 0 1 1 3
Introduction 0 0 1 1 0 0 2 6
Mathematical Appendix 0 0 0 0 0 0 2 4
Mathematical Appendix 0 0 0 0 0 0 0 2
Mathematical Appendix 0 0 0 0 0 1 4 7
Numerical Solution Methods 0 0 0 0 1 1 1 8
Numerical Solution Methods 0 0 0 0 1 1 2 6
Numerical Solution Methods 0 0 0 0 1 1 2 12
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: Continuous Time Analysis 0 0 0 0 0 0 1 5
Optimal Growth: Continuous Time Analysis 0 0 0 0 0 0 0 6
Optimal Growth: Discrete Time Analysis 0 0 0 0 0 0 1 2
Optimal Growth: Discrete Time Analysis 0 0 1 1 0 0 2 5
The Neoclassical Growth Model Under a Constant Savings Rate 0 0 0 1 0 0 2 6
The Neoclassical Growth Model Under a Constant Savings Rate 0 0 0 0 0 1 2 8
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 0 0 1 4
Transitional Dynamics in Monetary Economies: Numerical Solutions 0 0 0 0 0 0 0 2
Transitional Dynamics in Monetary Economies: Numerical Solutions 0 0 0 0 0 0 0 0
Total Chapters 0 0 2 3 4 14 50 172

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 2 4 16 1,533 2 4 24 2,674
Excel files and MATLAB programs for growth in monetary economies 2 3 11 761 2 4 14 1,265
Excel files and MATLAB programs for neoclassical growth model 1 2 7 2,444 1 5 15 4,150
Excel files and MATLAB programs for numerical solution methods 2 4 8 1,218 2 9 21 2,343
Excel files and MATLAB programs for optimal growth 1 3 8 793 1 3 10 1,254
Excel files for dynamics responses and simple simulations 1 3 8 570 2 4 11 932
Solving Non-linear Rational Expectations Models By Eigenvalue-Eigenvector Decompositions 0 1 2 381 0 2 5 1,162
Total Software Items 9 20 60 7,700 10 31 100 13,780

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Statistics updated 2025-10-06