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 3 42 0 0 4 41
A factor analysis of volatility across the term structure: the Spanish case 0 0 1 52 1 1 2 177
A factor model of term structure slopes in eurocurrency markets 0 0 0 67 0 1 1 272
A statistical test for forecast evaluation under a discrete loss function 0 0 0 56 0 1 1 94
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 1 1 4 42
An Error Correction Factor Model of Term Structure Slopes in International Swaps Markets 0 0 0 69 1 2 2 458
Backtesting Extreme Value Theory models of expected shortfall 0 0 3 24 0 0 3 111
Can forward rates be used to improve interest rate forecasts?" 0 0 0 168 0 0 2 578
Desigualdad: una revisión actualizada 0 3 13 29 2 7 34 72
Dynamic Laffer Curves 0 0 3 190 0 1 6 618
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 0 1 2 33 0 1 3 82
El sector público que necesitamos tras la pandemia 0 0 0 1 0 0 1 6
Forward-looking asset correlations in the estimation of economic capital 0 0 2 14 2 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 0 2 461
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 0 0 683
La economía política del Plan de Recuperación, Transformación y Resiliencia 0 0 2 3 0 1 5 8
La evaluación de políticas públicas en España: antecedentes, situación actual y propuestas para una reforma 0 4 23 79 0 10 49 194
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 2 46
Los Retos de la Desigualdad: Medidas y Perspectivas para la Economía Internacional y el Desarrollo 0 1 2 2 0 1 4 4
Macroeconomic and Financial Determinants of the Volatility of Corporate Bond Returns 1 1 1 62 1 1 2 132
Market risk when hedging a global credit portfolio 0 0 0 11 1 1 3 36
Modernización de la Administración Pública 2 2 8 58 5 7 23 135
Notas sobre el Proyecto de Ley de Función Pública 0 0 3 7 0 0 6 13
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 1 2 50 0 1 2 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 0 0 60
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 0 0 3 6 0 0 5 11
The Forecasting Ability of Factor Models of the Term Structure of IRS Markets 0 0 0 45 0 0 0 183
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 1 1 1 311 1 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 1 108
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 0 2 41
Why do variance swaps exist? 0 0 0 29 1 1 1 96
¿Cómo está la economía española?: Reflexiones en período electoral 0 0 0 1 0 0 1 3
Total Working Papers 4 14 75 2,507 16 41 192 11,454

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 1 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 0 0 1 513
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 1 1 1 2 1 1 3 9
Dynamic Laffer curves 0 0 2 70 0 0 7 327
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 1 2 4 281
Evaluation of market risk associated with hedging a credit derivative portfolio 0 0 0 4 0 0 5 19
Forecasting with periodic models A comparison with time invariant coefficient models 0 0 0 27 0 0 2 125
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 2 3 6 200
Is It Worth Refining Linear Approximations to Non-Linear Rational Expectations Models? 0 0 0 69 0 0 1 447
Liquidity and hedging effectiveness under futures mispricing: International evidence 0 0 0 0 0 0 1 20
Long-term swings and seasonality in energy markets 0 0 0 1 0 0 1 29
Looking through systemic credit risk: Determinants, stress testing and market value 0 0 0 7 1 1 2 45
Macroeconomic and Financial Determinants of the Volatility of Corporate Bond Returns 0 0 0 8 0 0 1 46
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 1 1 2 56
Solving Nonlinear Rational Expectations Models: A Stochastic Equilibrium Model of Interest Rates 1 1 1 95 1 2 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 1 1 1 51
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 1 6 50
Volatility specifications versus probability distributions in VaR forecasting 0 0 1 5 1 2 3 20
Volatility transmission across the term structure of swap markets: international evidence 0 0 0 90 0 1 3 479
Total Journal Articles 2 2 11 1,469 10 16 72 6,897

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 2 9 28
Economic Growth 0 0 0 0 0 0 1 73
Economic Growth 0 0 0 0 0 1 1 5
Total Books 0 0 0 0 0 3 11 106

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 0 1
Additional Endogenous Growth Models 0 0 0 0 0 0 1 6
Additional Endogenous Growth Models 0 0 0 0 0 0 1 2
Empirical Methods: Bayesian Estimation 0 0 0 0 0 0 2 7
Empirical Methods: Frequentist Estimation 0 0 0 0 3 3 3 6
Endogenous Growth Models 0 0 0 0 0 0 2 9
Endogenous Growth Models 0 0 0 0 0 1 4 10
Endogenous Growth Models 0 0 0 0 0 1 2 4
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 1 1 1 0 2 2 6
Introduction 0 0 0 0 1 1 2 3
Mathematical Appendix 0 0 0 0 0 1 3 4
Mathematical Appendix 0 0 0 0 0 0 0 2
Mathematical Appendix 0 0 0 0 1 3 5 7
Numerical Solution Methods 0 0 0 0 0 0 0 7
Numerical Solution Methods 0 0 0 0 0 0 1 5
Numerical Solution Methods 0 0 0 0 0 0 1 11
Optimal Growth. Continuous Time Analysis 0 0 0 0 0 1 2 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 0 6
Optimal Growth: Continuous Time Analysis 0 0 0 0 0 0 1 5
Optimal Growth: Discrete Time Analysis 0 0 0 0 0 1 1 2
Optimal Growth: Discrete Time Analysis 0 1 1 1 0 1 3 5
The Neoclassical Growth Model Under a Constant Savings Rate 0 0 0 0 0 0 1 7
The Neoclassical Growth Model Under a Constant Savings Rate 0 0 0 0 0 0 0 5
The Neoclassical Growth Model Under a Constant Savings Rate 0 0 0 1 0 1 2 6
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 0
Transitional Dynamics in Monetary Economies: Numerical Solutions 0 0 0 0 0 0 0 2
Total Chapters 0 2 2 3 5 16 46 163

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 5 20 1,531 2 7 28 2,672
Excel files and MATLAB programs for growth in monetary economies 1 4 11 759 2 5 16 1,263
Excel files and MATLAB programs for neoclassical growth model 1 4 9 2,443 3 6 17 4,148
Excel files and MATLAB programs for numerical solution methods 2 5 9 1,216 5 11 25 2,339
Excel files and MATLAB programs for optimal growth 1 4 7 791 1 4 9 1,252
Excel files for dynamics responses and simple simulations 2 4 8 569 2 5 11 930
Solving Non-linear Rational Expectations Models By Eigenvalue-Eigenvector Decompositions 1 2 2 381 2 3 5 1,162
Total Software Items 10 28 66 7,690 17 41 111 13,766

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Statistics updated 2025-08-05