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 2 5 46
A factor analysis of volatility across the term structure: the Spanish case 0 0 1 52 1 4 11 186
A factor model of term structure slopes in eurocurrency markets 0 0 0 67 1 5 10 281
A statistical test for forecast evaluation under a discrete loss function 0 0 0 56 1 8 12 105
A statistical test for forecast evaluation under a discrete loss function 0 0 0 34 1 3 4 57
A term structure model under cyclical fluctuations in interest rates 0 0 0 21 1 5 15 55
An Error Correction Factor Model of Term Structure Slopes in International Swaps Markets 0 0 0 69 0 4 12 468
Backtesting Extreme Value Theory models of expected shortfall 0 0 0 24 0 5 13 124
Can forward rates be used to improve interest rate forecasts?" 0 0 0 168 0 6 8 586
Cuando gobernar no es improvisar: Claves para entender y diseñar políticas públicas a través de tres casos recientes en España1 1 1 2 2 1 3 7 7
Desigualdad: una revisión actualizada 0 1 8 33 0 4 30 90
Dynamic Laffer Curves 0 0 0 190 2 13 19 636
Dynamic correlations and forecasting of term structure slopes in eurocurrency market 0 0 0 74 0 7 8 324
El Plan de Recuperación, Transformación y Resiliencia: un resumen anotado 1 1 3 35 1 1 5 86
El sector público que necesitamos tras la pandemia 0 0 0 1 0 7 10 16
Forward-looking asset correlations in the estimation of economic capital 0 0 0 14 1 5 11 44
Further evidence on forecasting international GNP growth rates using unobserved components transfer function models 0 0 0 0 0 3 6 15
Growth and Welfare: Distorting versus Non-Distorting Taxes 0 0 0 100 1 7 9 470
Growth and welfare: Distorting versus non-distorting taxes 0 0 0 55 1 13 14 311
How Is the Spanish Economy Doing? Thoughts in Electoral Time 0 0 0 8 0 3 6 14
Is it Worth Refining Linear Approximations to Non-Linear Rational Expectations Models? 0 0 1 181 1 10 15 698
La economía política del Plan de Recuperación, Transformación y Resiliencia 0 0 0 3 0 1 4 10
La evaluación de políticas públicas en España: antecedentes, situación actual y propuestas para una reforma 0 0 14 85 1 6 46 223
La gestión de los fondos europeos: criterios, transparencia, riesgos y reformas 0 0 0 3 1 3 7 23
Long-term swings and seasonality in energy markets 0 0 0 11 4 12 16 82
Looking through systemic credit risk: determinants, stress testing and market value 0 0 0 35 0 7 9 55
Los Retos de la Desigualdad: Medidas y Perspectivas para la Economía Internacional y el Desarrollo 0 0 1 2 1 3 8 11
Macroeconomic and Financial Determinants of the Volatility of Corporate Bond Returns 0 0 2 63 3 19 23 153
Market risk when hedging a global credit portfolio 0 0 0 11 0 4 16 51
Modernización de la Administración Pública 0 1 5 60 0 4 17 143
Notas sobre el Proyecto de Ley de Función Pública 0 0 0 7 0 0 3 15
Optimal hedging under departures from the cost-of-carry valuation: evidence from the Spanish stock index futures market 0 0 0 178 1 14 15 671
Optimal time-consistent fiscal policy in an endogenous growth economy with public consumption and capital 0 0 0 57 2 12 17 105
Optimal time-consistent fiscal policy under endogenous growth with elastic labour supply 0 0 1 50 1 8 16 94
Parameter Estimation Error in Tests of Predictive Performance under Discrete Loss Functions 0 0 0 54 0 4 6 55
Price Volatility Under Alternative Monetary Instruments 0 0 0 1 0 4 6 70
Recursive identification, estimation and forecasting of nonstationary economic time series with applications to GNP international data 0 0 0 0 0 2 5 15
Risk Premia in the Term Structure of Swaps in Pesetas 0 0 0 30 1 4 6 248
Splitting credit risk into systemic, sectorial and idiosyncratic components 0 0 0 31 1 2 5 65
State-Uncertainty preferences and the Risk Premium in the Exchange rate market 0 0 0 27 3 16 18 136
Taxing or subsidizing Factors' rents in a simple endogenous growth model with public capital 0 0 0 63 0 9 11 257
The Evaluation of Public Policies in Spain: Misconceptions and Noncompliance 0 0 3 9 0 5 22 33
The Forecasting Ability of Factor Models of the Term Structure of IRS Markets 0 0 0 45 0 3 9 192
The Joint Dynamics of Spot and Forward Exchange Rates 0 0 0 0 0 4 7 3,411
The Role of Simulation Methods in Macroeconomics 0 0 1 311 1 5 8 540
The role of adjusment costs in interest rate determination 0 0 0 1 1 3 4 17
Transparencia y Democracia: Retos, Limitaciones y Reformas para una Sociedad Más Abierta 0 0 0 0 0 3 6 7
Variance Swaps and Intertemporal Asset Pricing 0 0 0 17 1 6 9 117
Volatility Transmission acros the Term Structure of Swap Markets: International Evidence 0 0 0 87 3 10 11 394
Volatility specifications versus probability distributions in VaR forecasting 0 0 0 31 0 6 11 52
Why do variance swaps exist? 0 1 1 30 0 3 5 100
¿Cómo está la economía española?: Reflexiones en período electoral 0 0 0 1 0 2 4 7
Total Working Papers 2 5 43 2,529 38 302 580 11,971

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 3 3 12
A dominance approach for comparing the performance of VaR forecasting models 0 0 0 0 0 3 7 26
A factor model of term structure slopes in Eurocurrency markets 0 0 0 31 0 1 2 246
A term structure model under cyclical fluctuations in interest rates 0 0 2 10 0 5 12 73
An error correction factor model of term structure slopes in international swap markets 0 0 0 40 2 9 12 250
Can forward rates be used to improve interest rate forecasts? 0 0 0 73 0 8 11 524
Comments on: "Linear models, smooth transition autoregressions, and neural networks for forecasting macroeconomic time series: A re-examination" 0 0 0 27 0 2 2 101
Credit Risk Decomposition for Asset Allocation 0 0 0 0 0 4 6 115
Cross-Hedging Portfolios in Emerging Stock Markets: Evidence for the LATIBEX Index 0 0 1 2 0 1 5 13
Dynamic Laffer curves 0 0 0 70 3 8 11 338
Empleo, capital humano y participación femenina en España 0 0 0 72 0 4 7 267
Equilibrium interest-rate determination under adjustment costs 0 0 0 54 0 5 10 289
Evaluation of market risk associated with hedging a credit derivative portfolio 0 0 1 5 3 7 15 32
Forecasting with periodic models A comparison with time invariant coefficient models 0 0 0 27 0 3 3 128
Growth and welfare: Distorting versus non-distorting taxes 0 0 0 90 0 9 13 374
Growth, income taxes and consumption aspirations 0 0 0 35 0 12 16 115
Income taxes, public investment and welfare in a growing economy 0 0 0 56 0 7 7 152
Indeterminacy under non-separability of public consumption and leisure in the utility function 0 0 1 70 1 12 20 217
Is It Worth Refining Linear Approximations to Non-Linear Rational Expectations Models? 0 0 2 71 1 7 11 458
Liquidity and hedging effectiveness under futures mispricing: International evidence 0 0 0 0 0 6 8 28
Long-term swings and seasonality in energy markets 0 0 1 2 10 20 36 65
Looking through systemic credit risk: Determinants, stress testing and market value 0 0 1 8 0 3 6 50
Macroeconomic and Financial Determinants of the Volatility of Corporate Bond Returns 0 0 0 8 1 3 9 55
Optimal hedging under departures from the cost-of-carry valuation: Evidence from the Spanish stock index futures market 0 0 0 58 2 11 12 302
Optimal time-consistent fiscal policy in an endogenous growth economy with public consumption and capital 0 0 0 15 0 5 8 80
Optimal time-consistent fiscal policy under endogenous growth with elastic labor supply 0 0 0 12 1 5 10 65
Solving Nonlinear Rational Expectations Models: A Stochastic Equilibrium Model of Interest Rates 0 0 1 95 1 7 12 453
Splitting Credit Risk into Systemic, Sectorial and Idiosyncratic Components 0 1 1 3 0 5 6 38
State-uncertainty preferences and the risk premium in the exchange rate market 0 0 0 7 0 2 12 62
Testing the expectations hypothesis in Eurodeposits 0 0 0 46 0 8 10 178
The information content in a volatility index for Spain 0 0 0 28 2 6 12 130
The role of simulation methods in Macroeconomics 0 0 0 359 0 3 4 1,414
Variance swaps, non-normality and macroeconomic and financial risks 1 1 1 7 2 7 9 58
Volatility specifications versus probability distributions in VaR forecasting 0 0 0 5 0 4 11 29
Volatility transmission across the term structure of swap markets: international evidence 0 0 0 90 1 4 12 489
Total Journal Articles 1 2 12 1,477 30 209 350 7,226

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 5 18 42
Economic Growth 0 0 0 0 1 2 14 86
Economic Growth 0 0 0 0 0 1 3 7
Total Books 0 0 0 0 1 8 35 135

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 1 1 3 4
Additional Endogenous Growth Models 0 0 0 0 1 4 4 10
Additional Endogenous Growth Models 0 0 0 0 0 2 2 4
Empirical Methods: Bayesian Estimation 0 0 0 0 0 3 4 11
Empirical Methods: Frequentist Estimation 0 0 0 0 2 2 8 11
Endogenous Growth Models 0 0 0 0 2 4 5 14
Endogenous Growth Models 0 0 1 1 0 1 7 16
Endogenous Growth Models 0 0 0 0 1 5 13 16
Growth in Monetary Economies: Steady-State Analysis of Monetary Policy 0 0 0 0 0 0 2 5
Growth in Monetary Economies: Steady-State Analysis of Monetary Policy 0 0 0 0 1 1 2 16
Growth in Monetary Economies: Steady-State Analysis of Monetary Policy 0 0 0 0 1 3 4 7
Introduction 0 0 0 0 0 3 6 8
Introduction 0 0 0 0 0 4 6 9
Introduction 0 0 1 1 1 2 6 10
Mathematical Appendix 0 0 0 0 0 2 6 10
Mathematical Appendix 0 0 0 0 1 2 2 4
Mathematical Appendix 0 0 0 0 0 1 4 7
Numerical Solution Methods 0 0 0 0 0 6 10 17
Numerical Solution Methods 0 0 0 0 1 1 4 15
Numerical Solution Methods 0 0 0 0 0 2 3 8
Optimal Growth. Continuous Time Analysis 0 0 0 0 0 3 4 9
Optimal Growth. Discrete Time Analysis 0 0 0 0 0 2 5 7
Optimal Growth: Continuous Time Analysis 0 0 0 0 0 0 2 8
Optimal Growth: Continuous Time Analysis 0 0 0 0 0 1 6 11
Optimal Growth: Discrete Time Analysis 0 0 0 0 0 2 3 4
Optimal Growth: Discrete Time Analysis 0 0 1 1 0 0 2 6
The Neoclassical Growth Model Under a Constant Savings Rate 0 0 0 0 0 1 2 9
The Neoclassical Growth Model Under a Constant Savings Rate 0 0 0 1 0 6 10 15
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 3 5 9
Transitional Dynamics in Monetary Economies: Numerical Solutions 0 0 0 0 0 3 5 5
Transitional Dynamics in Monetary Economies: Numerical Solutions 0 0 0 0 0 0 2 4
Total Chapters 0 0 3 4 12 70 147 294

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 10 1,536 4 10 30 2,693
Excel files and MATLAB programs for growth in monetary economies 0 0 8 762 1 3 14 1,271
Excel files and MATLAB programs for neoclassical growth model 0 2 10 2,447 1 8 22 4,162
Excel files and MATLAB programs for numerical solution methods 0 1 10 1,221 3 8 32 2,360
Excel files and MATLAB programs for optimal growth 0 0 7 794 1 3 15 1,263
Excel files for dynamics responses and simple simulations 0 0 5 570 1 4 13 938
Solving Non-linear Rational Expectations Models By Eigenvalue-Eigenvector Decompositions 0 0 2 381 2 4 11 1,169
Total Software Items 0 3 52 7,711 13 40 137 13,856

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Statistics updated 2026-04-09