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 1 6 47
A factor analysis of volatility across the term structure: the Spanish case 0 0 0 52 0 0 13 190
A factor model of term structure slopes in eurocurrency markets 0 0 0 67 1 1 12 284
A statistical test for forecast evaluation under a discrete loss function 0 0 0 56 0 1 14 108
A statistical test for forecast evaluation under a discrete loss function 0 0 0 34 0 2 6 59
A term structure model under cyclical fluctuations in interest rates 0 0 0 21 0 2 16 58
An Error Correction Factor Model of Term Structure Slopes in International Swaps Markets 0 0 0 69 0 1 12 470
Backtesting Extreme Value Theory models of expected shortfall 0 0 0 24 1 5 22 133
Can forward rates be used to improve interest rate forecasts?" 0 0 0 168 0 1 13 591
Cuando gobernar no es improvisar: Claves para entender y diseñar políticas públicas a través de tres casos recientes en España1 0 0 2 2 0 4 13 13
Desigualdad: una revisión actualizada 1 1 6 35 1 8 28 100
Dynamic Laffer Curves 0 0 0 190 0 2 22 640
Dynamic correlations and forecasting of term structure slopes in eurocurrency market 0 0 0 74 0 1 10 326
El Plan de Recuperación, Transformación y Resiliencia: un resumen anotado 0 0 2 35 3 11 15 97
El sector público que necesitamos tras la pandemia 0 0 1 2 0 1 12 18
Forward-looking asset correlations in the estimation of economic capital 0 0 0 14 0 0 9 45
Further evidence on forecasting international GNP growth rates using unobserved components transfer function models 0 0 0 0 0 0 6 15
Growth and Welfare: Distorting versus Non-Distorting Taxes 0 0 0 100 0 0 11 472
Growth and welfare: Distorting versus non-distorting taxes 0 0 0 55 0 2 18 315
How Is the Spanish Economy Doing? Thoughts in Electoral Time 0 0 1 9 0 0 9 17
Is it Worth Refining Linear Approximations to Non-Linear Rational Expectations Models? 0 0 1 181 1 2 18 701
La economía política del Plan de Recuperación, Transformación y Resiliencia 0 0 1 4 1 1 4 12
La evaluación de políticas públicas en España: antecedentes, situación actual y propuestas para una reforma 0 1 7 86 1 4 34 228
La gestión de los fondos europeos: criterios, transparencia, riesgos y reformas 0 0 0 3 0 0 7 24
Long-term swings and seasonality in energy markets 0 0 0 11 0 1 17 83
Looking through systemic credit risk: determinants, stress testing and market value 0 0 0 35 1 1 11 57
Los Retos de la Desigualdad: Medidas y Perspectivas para la Economía Internacional y el Desarrollo 0 0 1 3 1 4 14 18
Macroeconomic and Financial Determinants of the Volatility of Corporate Bond Returns 0 0 1 63 0 2 25 157
Market risk when hedging a global credit portfolio 0 1 1 12 1 3 19 55
Modernización de la Administración Pública 0 0 3 61 2 2 11 146
Notas sobre el Proyecto de Ley de Función Pública 0 0 0 7 1 2 4 17
Optimal hedging under departures from the cost-of-carry valuation: evidence from the Spanish stock index futures market 0 0 0 178 0 1 19 675
Optimal time-consistent fiscal policy in an endogenous growth economy with public consumption and capital 0 0 0 57 0 0 18 107
Optimal time-consistent fiscal policy under endogenous growth with elastic labour supply 0 0 0 50 0 0 20 99
Parameter Estimation Error in Tests of Predictive Performance under Discrete Loss Functions 0 0 0 54 0 2 10 59
Price Volatility Under Alternative Monetary Instruments 0 0 0 1 0 0 6 70
Recursive identification, estimation and forecasting of nonstationary economic time series with applications to GNP international data 0 0 0 0 0 0 6 16
Risk Premia in the Term Structure of Swaps in Pesetas 0 0 0 30 0 0 7 249
Splitting credit risk into systemic, sectorial and idiosyncratic components 0 0 0 31 0 0 6 66
State-Uncertainty preferences and the Risk Premium in the Exchange rate market 0 0 0 27 0 1 21 139
Taxing or subsidizing Factors' rents in a simple endogenous growth model with public capital 0 0 0 63 0 2 14 260
The Evaluation of Public Policies in Spain: Misconceptions and Noncompliance 0 0 4 10 1 1 27 38
The Forecasting Ability of Factor Models of the Term Structure of IRS Markets 0 0 0 45 0 2 11 194
The Joint Dynamics of Spot and Forward Exchange Rates 0 0 0 0 0 1 10 3,414
The Role of Simulation Methods in Macroeconomics 0 0 0 311 0 2 12 545
The role of adjusment costs in interest rate determination 0 0 0 1 0 0 4 17
Transparencia y Democracia: Retos, Limitaciones y Reformas para una Sociedad Más Abierta 0 0 0 0 0 0 7 8
Variance Swaps and Intertemporal Asset Pricing 0 0 0 17 0 1 13 121
Volatility Transmission acros the Term Structure of Swap Markets: International Evidence 0 0 0 87 0 3 17 400
Volatility specifications versus probability distributions in VaR forecasting 0 0 0 31 1 1 14 55
Why do variance swaps exist? 0 0 1 30 0 1 7 103
¿Cómo está la economía española?: Reflexiones en período electoral 0 0 0 1 0 0 4 7
Total Working Papers 1 3 32 2,539 17 83 684 12,138

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 1 1 8 17
A dominance approach for comparing the performance of VaR forecasting models 0 0 0 0 0 1 9 29
A factor model of term structure slopes in Eurocurrency markets 0 0 0 31 0 0 4 248
A term structure model under cyclical fluctuations in interest rates 0 0 0 10 0 0 12 75
An error correction factor model of term structure slopes in international swap markets 0 0 0 40 0 0 15 253
Can forward rates be used to improve interest rate forecasts? 0 0 0 73 0 2 14 527
Comments on: "Linear models, smooth transition autoregressions, and neural networks for forecasting macroeconomic time series: A re-examination" 0 0 0 27 0 1 4 103
Credit Risk Decomposition for Asset Allocation 0 0 0 0 0 0 8 117
Cross-Hedging Portfolios in Emerging Stock Markets: Evidence for the LATIBEX Index 0 0 0 2 1 1 6 15
Dynamic Laffer curves 0 0 0 70 0 2 13 340
Empleo, capital humano y participación femenina en España 0 0 0 72 0 0 9 269
Equilibrium interest-rate determination under adjustment costs 0 0 0 54 0 0 8 289
Evaluation of market risk associated with hedging a credit derivative portfolio 0 1 2 6 2 7 30 49
Forecasting with periodic models A comparison with time invariant coefficient models 0 0 0 27 1 1 9 134
Growth and welfare: Distorting versus non-distorting taxes 0 0 0 90 0 1 17 378
Growth, income taxes and consumption aspirations 0 0 0 35 0 0 17 116
Income taxes, public investment and welfare in a growing economy 0 0 0 56 0 2 10 155
Indeterminacy under non-separability of public consumption and leisure in the utility function 0 0 1 70 0 18 38 238
Is It Worth Refining Linear Approximations to Non-Linear Rational Expectations Models? 0 0 2 71 1 3 22 469
Liquidity and hedging effectiveness under futures mispricing: International evidence 0 0 0 0 0 0 11 31
Long-term swings and seasonality in energy markets 0 0 1 2 4 6 50 79
Looking through systemic credit risk: Determinants, stress testing and market value 1 1 2 9 1 3 10 55
Macroeconomic and Financial Determinants of the Volatility of Corporate Bond Returns 0 0 0 8 0 1 13 59
Optimal hedging under departures from the cost-of-carry valuation: Evidence from the Spanish stock index futures market 0 0 0 58 2 3 16 306
Optimal time-consistent fiscal policy in an endogenous growth economy with public consumption and capital 0 0 0 15 1 1 11 83
Optimal time-consistent fiscal policy under endogenous growth with elastic labor supply 0 0 0 12 1 2 13 69
Solving Nonlinear Rational Expectations Models: A Stochastic Equilibrium Model of Interest Rates 0 0 0 95 0 1 12 455
Splitting Credit Risk into Systemic, Sectorial and Idiosyncratic Components 0 0 2 4 0 0 10 42
State-uncertainty preferences and the risk premium in the exchange rate market 0 0 0 7 0 0 12 63
Testing the expectations hypothesis in Eurodeposits 0 0 0 46 1 1 15 183
The information content in a volatility index for Spain 0 0 0 28 1 1 14 132
The role of simulation methods in Macroeconomics 0 1 1 360 0 2 7 1,417
Variance swaps, non-normality and macroeconomic and financial risks 0 0 1 7 0 1 15 65
Volatility specifications versus probability distributions in VaR forecasting 0 2 2 7 0 3 13 33
Volatility transmission across the term structure of swap markets: international evidence 0 0 0 90 1 3 19 498
Total Journal Articles 1 5 14 1,483 18 68 494 7,391

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 14 87
Economic Growth 0 0 0 0 0 0 14 42
Economic Growth 0 0 0 0 0 0 4 9
Total Books 0 0 0 0 0 1 32 138

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 3 4
Additional Endogenous Growth Models 0 0 0 0 0 1 5 7
Additional Endogenous Growth Models 0 0 0 0 0 2 8 14
Empirical Methods: Bayesian Estimation 0 0 0 0 0 0 4 11
Empirical Methods: Frequentist Estimation 0 0 0 0 0 0 6 12
Endogenous Growth Models 0 0 0 0 0 1 7 17
Endogenous Growth Models 0 0 0 0 0 0 15 19
Endogenous Growth Models 0 0 1 1 0 0 8 17
Growth in Monetary Economies: Steady-State Analysis of Monetary Policy 0 0 0 0 0 0 5 8
Growth in Monetary Economies: Steady-State Analysis of Monetary Policy 0 0 0 0 0 0 4 7
Growth in Monetary Economies: Steady-State Analysis of Monetary Policy 0 0 0 0 0 0 5 19
Introduction 0 0 0 0 0 0 5 8
Introduction 0 0 0 1 0 0 5 11
Introduction 0 0 0 0 0 0 7 10
Mathematical Appendix 0 0 0 0 0 1 3 5
Mathematical Appendix 0 0 0 0 0 0 4 11
Mathematical Appendix 0 0 0 0 1 1 4 8
Numerical Solution Methods 0 0 0 0 0 0 6 17
Numerical Solution Methods 0 0 0 0 0 0 10 17
Numerical Solution Methods 0 0 0 0 0 0 5 10
Optimal Growth. Continuous Time Analysis 0 0 0 0 0 0 4 10
Optimal Growth. Discrete Time Analysis 0 0 0 0 0 0 6 8
Optimal Growth: Continuous Time Analysis 0 0 0 0 0 0 3 9
Optimal Growth: Continuous Time Analysis 0 0 0 0 0 0 7 12
Optimal Growth: Discrete Time Analysis 0 0 0 1 0 1 4 9
Optimal Growth: Discrete Time Analysis 0 0 0 0 0 0 4 6
The Neoclassical Growth Model Under a Constant Savings Rate 0 0 0 0 0 2 4 11
The Neoclassical Growth Model Under a Constant Savings Rate 0 0 0 0 0 1 2 7
The Neoclassical Growth Model Under a Constant Savings Rate 0 0 0 1 0 1 13 19
Transitional Dynamics in Monetary Economies: Numerical Solutions 0 0 0 0 0 0 7 7
Transitional Dynamics in Monetary Economies: Numerical Solutions 0 0 0 0 0 0 4 6
Transitional Dynamics in Monetary Economies: Numerical Solutions 0 0 0 0 0 0 6 10
Total Chapters 0 0 1 4 1 11 183 346

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 5 1,536 0 4 28 2,700
Excel files and MATLAB programs for growth in monetary economies 0 0 3 762 0 1 11 1,274
Excel files and MATLAB programs for neoclassical growth model 0 2 6 2,449 1 4 22 4,170
Excel files and MATLAB programs for numerical solution methods 1 1 7 1,223 3 5 28 2,367
Excel files and MATLAB programs for optimal growth 0 0 3 794 1 1 13 1,265
Excel files for dynamics responses and simple simulations 0 0 1 570 0 0 11 941
Solving Non-linear Rational Expectations Models By Eigenvalue-Eigenvector Decompositions 0 0 0 381 0 2 11 1,173
Total Software Items 1 3 25 7,715 5 17 124 13,890

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Statistics updated 2026-08-07