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 1 1 3 42
A factor analysis of volatility across the term structure: the Spanish case 0 0 1 52 1 1 3 178
A factor model of term structure slopes in eurocurrency markets 0 0 0 67 2 2 3 274
A statistical test for forecast evaluation under a discrete loss function 0 0 0 34 0 0 0 53
A statistical test for forecast evaluation under a discrete loss function 0 0 0 56 0 1 2 95
A term structure model under cyclical fluctuations in interest rates 0 0 1 21 0 0 4 42
An Error Correction Factor Model of Term Structure Slopes in International Swaps Markets 0 0 0 69 0 0 2 458
Backtesting Extreme Value Theory models of expected shortfall 0 0 3 24 3 4 7 115
Can forward rates be used to improve interest rate forecasts?" 0 0 0 168 0 0 2 578
Desigualdad: una revisión actualizada 0 0 8 29 3 8 30 80
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 0 1 2 34 1 2 4 84
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 1 14 0 0 4 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 1 2 4 463
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 0 8
Is it Worth Refining Linear Approximations to Non-Linear Rational Expectations Models? 1 1 1 181 2 3 3 686
La economía política del Plan de Recuperación, Transformación y Resiliencia 0 0 1 3 0 1 5 9
La evaluación de políticas públicas en España: antecedentes, situación actual y propuestas para una reforma 3 6 26 85 8 16 57 210
La gestión de los fondos europeos: criterios, transparencia, riesgos y reformas 0 0 0 3 2 2 3 19
Long-term swings and seasonality in energy markets 0 0 0 11 1 1 2 67
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 1 2 1 1 3 5
Macroeconomic and Financial Determinants of the Volatility of Corporate Bond Returns 0 1 2 63 0 1 3 133
Market risk when hedging a global credit portfolio 0 0 0 11 4 5 8 41
Modernización de la Administración Pública 0 0 6 58 0 2 18 137
Notas sobre el Proyecto de Ley de Función Pública 0 0 1 7 1 2 5 15
Optimal hedging under departures from the cost-of-carry valuation: evidence from the Spanish stock index futures market 0 0 0 178 0 0 0 656
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 1 1 1 65
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 1 1 2 243
Splitting credit risk into systemic, sectorial and idiosyncratic components 0 0 0 31 1 2 2 62
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 1 2 7 2 7 8 18
The Forecasting Ability of Factor Models of the Term Structure of IRS Markets 0 0 0 45 0 1 1 184
The Joint Dynamics of Spot and Forward Exchange Rates 0 0 0 0 1 1 3 3,405
The Role of Simulation Methods in Macroeconomics 0 0 1 311 0 0 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 2 2 3 3
Variance Swaps and Intertemporal Asset Pricing 0 0 0 17 2 2 2 110
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 0 1 96
¿Cómo está la economía española?: Reflexiones en período electoral 0 0 0 1 1 1 2 4
Total Working Papers 4 10 61 2,517 42 74 216 11,528

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 0 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 2 2 4 65
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 2 3 515
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 0 1 2 0 0 2 9
Dynamic Laffer curves 0 0 2 70 1 3 10 330
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 0 3 281
Evaluation of market risk associated with hedging a credit derivative portfolio 0 1 1 5 1 2 6 21
Forecasting with periodic models A comparison with time invariant coefficient models 0 0 0 27 0 0 0 125
Growth and welfare: Distorting versus non-distorting taxes 0 0 0 90 1 1 2 362
Growth, income taxes and consumption aspirations 0 0 1 35 0 0 1 99
Income taxes, public investment and welfare in a growing economy 0 0 0 56 0 0 1 145
Indeterminacy under non-separability of public consumption and leisure in the utility function 0 0 1 69 0 0 4 200
Is It Worth Refining Linear Approximations to Non-Linear Rational Expectations Models? 1 2 2 71 2 3 4 450
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 0 1 1 2 1 3 3 32
Looking through systemic credit risk: Determinants, stress testing and market value 1 1 1 8 1 2 3 47
Macroeconomic and Financial Determinants of the Volatility of Corporate Bond Returns 0 0 0 8 1 4 5 50
Optimal hedging under departures from the cost-of-carry valuation: Evidence from the Spanish stock index futures market 0 0 0 58 0 0 2 290
Optimal time-consistent fiscal policy in an endogenous growth economy with public consumption and capital 0 0 0 15 1 1 1 73
Optimal time-consistent fiscal policy under endogenous growth with elastic labor supply 0 0 0 12 0 0 1 56
Solving Nonlinear Rational Expectations Models: A Stochastic Equilibrium Model of Interest Rates 0 0 1 95 0 0 3 443
Splitting Credit Risk into Systemic, Sectorial and Idiosyncratic Components 0 0 1 2 1 1 3 33
State-uncertainty preferences and the risk premium in the exchange rate market 0 0 0 7 2 3 4 54
Testing the expectations hypothesis in Eurodeposits 0 0 0 46 1 1 2 169
The information content in a volatility index for Spain 0 0 0 28 2 2 2 120
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 0 2 4 22
Volatility transmission across the term structure of swap markets: international evidence 0 0 0 90 2 2 5 481
Total Journal Articles 2 5 15 1,474 20 35 91 6,932

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 2 74
Economic Growth 0 0 0 0 0 0 1 5
Economic Growth 0 0 0 0 3 7 12 35
Total Books 0 0 0 0 3 8 15 114

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 2 5 8
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 1 3 5 7
Growth in Monetary Economies: Steady-State Analysis of Monetary Policy 0 0 0 0 0 0 0 3
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 1 1 3 15
Introduction 0 0 0 0 0 0 1 3
Introduction 0 0 0 0 0 0 1 3
Introduction 0 0 1 1 1 1 3 7
Mathematical Appendix 0 0 0 0 0 0 4 7
Mathematical Appendix 0 0 0 0 0 0 2 4
Mathematical Appendix 0 0 0 0 0 0 0 2
Numerical Solution Methods 0 0 0 0 0 1 1 8
Numerical Solution Methods 0 0 0 0 0 1 2 6
Numerical Solution Methods 0 0 0 0 1 2 3 13
Optimal Growth. Continuous Time Analysis 0 0 0 0 0 0 1 6
Optimal Growth. Discrete Time Analysis 0 0 0 0 1 1 1 3
Optimal Growth: Continuous Time Analysis 0 0 0 0 1 1 2 6
Optimal Growth: Continuous Time Analysis 0 0 0 0 0 0 0 6
Optimal Growth: Discrete Time Analysis 0 0 1 1 0 0 1 5
Optimal Growth: Discrete Time Analysis 0 0 0 0 0 0 1 2
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 0 0
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
Total Chapters 0 0 2 3 7 16 54 179

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 2 13 1,533 1 3 21 2,675
Excel files and MATLAB programs for growth in monetary economies 1 3 12 762 1 3 15 1,266
Excel files and MATLAB programs for neoclassical growth model 0 1 7 2,444 3 5 17 4,153
Excel files and MATLAB programs for numerical solution methods 1 3 9 1,219 1 5 21 2,344
Excel files and MATLAB programs for optimal growth 0 2 8 793 2 4 11 1,256
Excel files for dynamics responses and simple simulations 0 1 7 570 0 2 10 932
Solving Non-linear Rational Expectations Models By Eigenvalue-Eigenvector Decompositions 0 0 2 381 0 0 5 1,162
Total Software Items 2 12 58 7,702 8 22 100 13,788

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Statistics updated 2025-11-08