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 1 37 37 1 2 23 23
A factor analysis of volatility across the term structure: the Spanish case 0 0 2 49 2 2 12 165
A factor model of term structure slopes in eurocurrency markets 0 0 0 67 2 2 7 262
A statistical test for forecast evaluation under a discrete loss function 0 0 0 34 2 3 14 44
A statistical test for forecast evaluation under a discrete loss function 0 0 1 56 1 2 12 81
A term structure model under cyclical fluctuations in interest rates 0 0 18 18 2 3 20 20
An Error Correction Factor Model of Term Structure Slopes in International Swaps Markets 0 0 0 68 1 1 8 442
Backtesting Extreme Value Theory models of expected shortfall 0 3 17 17 3 8 88 88
Can forward rates be used to improve interest rate forecasts?" 0 0 1 166 0 0 7 566
Dynamic Laffer Curves 2 2 10 175 3 5 50 559
Dynamic correlations and forecasting of term structure slopes in eurocurrency market 0 0 0 74 0 1 9 313
Forward-looking asset correlations in the estimation of economic capital 0 0 10 10 1 3 20 20
Further evidence on forecasting international GNP growth rates using unobserved components transfer function models 0 0 0 0 0 1 9 9
Growth and Welfare: Distorting versus Non-Distorting Taxes 0 0 0 99 0 1 15 442
Growth and welfare: Distorting versus non-distorting taxes 0 0 0 55 0 0 8 294
Is it Worth Refining Linear Approximations to Non-Linear Rational Expectations Models? 0 1 1 178 1 3 13 669
Long-term swings and seasonality in energy markets 0 0 8 8 0 0 15 15
Looking through systemic credit risk: determinants, stress testing and market value 0 1 34 34 2 7 32 32
Macroeconomic and Financial Determinants of the Volatility of Corporate Bond Returns 0 0 0 60 2 2 15 123
Market risk when hedging a global credit portfolio 0 0 11 11 1 2 20 20
Optimal hedging under departures from the cost-of-carry valuation: evidence from the Spanish stock index futures market 0 1 2 177 1 4 20 642
Optimal time-consistent fiscal policy in an endogenous growth economy with public consumption and capital 0 0 0 55 1 2 10 79
Optimal time-consistent fiscal policy under endogenous growth with elastic labour supply 0 0 1 48 2 2 7 70
Parameter Estimation Error in Tests of Predictive Performance under Discrete Loss Functions 0 0 1 54 0 0 4 40
Price Volatility Under Alternative Monetary Instruments 0 0 0 0 0 0 6 12
Recursive identification, estimation and forecasting of nonstationary economic time series with applications to GNP international data 0 0 0 0 1 1 6 7
Risk Premia in the Term Structure of Swaps in Pesetas 0 0 0 30 0 0 10 239
Splitting credit risk into systemic, sectorial and idiosyncratic components 0 0 26 26 1 8 35 35
State-Uncertainty preferences and the Risk Premium in the Exchange rate market 0 0 0 27 0 0 7 114
Taxing or subsidizing Factors' rents in a simple endogenous growth model with public capital 0 0 0 63 0 0 10 241
The Forecasting Ability of Factor Models of the Term Structure of IRS Markets 0 0 0 45 1 1 11 178
The Joint Dynamics of Spot and Forward Exchange Rates 0 0 0 0 0 0 15 3,390
The Role of Simulation Methods in Macroeconomics 0 0 1 309 1 2 12 516
The role of adjusment costs in interest rate determination 0 0 0 1 0 0 6 10
Variance Swaps and Intertemporal Asset Pricing 0 0 0 17 2 2 13 102
Volatility Transmission acros the Term Structure of Swap Markets: International Evidence 0 0 0 87 0 0 6 371
Volatility specifications versus probability distributions in VaR forecasting 0 0 28 28 1 3 21 21
Why do variance swaps exist? 0 0 0 29 0 0 6 91
Total Working Papers 2 9 209 2,212 35 73 602 10,345


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 0 0 0 4 6
A dominance approach for comparing the performance of VaR forecasting models 0 0 0 0 1 2 2 2
A factor model of term structure slopes in Eurocurrency markets 0 0 0 31 0 0 7 234
A term structure model under cyclical fluctuations in interest rates 0 0 0 4 2 3 21 50
An error correction factor model of term structure slopes in international swap markets 0 0 0 38 0 0 5 227
Can forward rates be used to improve interest rate forecasts? 0 0 0 73 0 0 6 509
Comments on: "Linear models, smooth transition autoregressions, and neural networks for forecasting macroeconomic time series: A re-examination" 0 0 0 25 0 0 4 95
Credit Risk Decomposition for Asset Allocation 0 0 0 0 1 1 13 86
Dynamic Laffer curves 0 1 3 65 0 1 12 294
Empleo, capital humano y participación femenina en España 0 0 0 70 0 1 7 249
Equilibrium interest-rate determination under adjustment costs 0 0 0 54 0 1 5 273
Forecasting with periodic models A comparison with time invariant coefficient models 0 0 0 25 0 1 8 117
Growth and welfare: Distorting versus non-distorting taxes 0 0 0 88 0 1 6 353
Growth, income taxes and consumption aspirations 0 0 0 33 0 1 8 87
Income taxes, public investment and welfare in a growing economy 0 0 0 53 0 1 7 132
Indeterminacy under non-separability of public consumption and leisure in the utility function 0 0 0 66 0 0 3 183
Is It Worth Refining Linear Approximations to Non-Linear Rational Expectations Models? 0 1 1 69 0 4 14 433
Liquidity and hedging effectiveness under futures mispricing: International evidence 0 0 0 0 0 0 5 14
Long-term swings and seasonality in energy markets 0 0 0 0 1 3 14 14
Looking through systemic credit risk: Determinants, stress testing and market value 0 1 2 2 1 6 8 8
Macroeconomic and Financial Determinants of the Volatility of Corporate Bond Returns 0 0 0 5 2 3 12 35
Optimal hedging under departures from the cost-of-carry valuation: Evidence from the Spanish stock index futures market 0 0 0 57 0 0 13 279
Optimal time-consistent fiscal policy in an endogenous growth economy with public consumption and capital 0 0 0 14 0 1 8 61
Optimal time-consistent fiscal policy under endogenous growth with elastic labor supply 0 0 0 10 0 0 4 46
Solving Nonlinear Rational Expectations Models: A Stochastic Equilibrium Model of Interest Rates 0 0 1 93 1 3 15 432
Splitting Credit Risk into Systemic, Sectorial and Idiosyncratic Components 0 0 0 0 0 4 12 12
State-uncertainty preferences and the risk premium in the exchange rate market 0 0 0 7 0 0 6 47
Testing the expectations hypothesis in Eurodeposits 0 0 0 45 0 1 7 163
The information content in a volatility index for Spain 0 0 1 28 0 1 8 115
The role of simulation methods in Macroeconomics 0 0 0 355 0 0 5 1,397
Variance swaps, non-normality and macroeconomic and financial risks 0 0 0 6 0 0 5 38
Volatility transmission across the term structure of swap markets: international evidence 0 2 3 87 0 2 9 460
Total Journal Articles 0 5 11 1,403 9 41 263 6,451
1 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 1 10 24
Total Books 0 0 0 0 0 1 10 24


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 7 10 60 1,304 10 20 133 2,276
Excel files and MATLAB programs for growth in monetary economies 2 4 16 701 5 10 43 1,165
Excel files and MATLAB programs for neoclassical growth model 3 18 141 2,180 6 29 287 3,622
Excel files and MATLAB programs for numerical solution methods 4 9 50 1,089 12 27 111 2,118
Excel files and MATLAB programs for optimal growth 1 4 20 716 5 10 46 1,121
Excel files for dynamics responses and simple simulations 1 2 17 528 4 6 31 856
Solving Non-linear Rational Expectations Models By Eigenvalue-Eigenvector Decompositions 0 1 5 372 2 5 17 1,130
Total Software Items 18 48 309 6,890 44 107 668 12,288


Statistics updated 2020-09-04