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 1 1 6 47
A factor analysis of volatility across the term structure: the Spanish case 0 0 0 52 0 5 14 190
A factor model of term structure slopes in eurocurrency markets 0 0 0 67 0 3 11 283
A statistical test for forecast evaluation under a discrete loss function 0 0 0 34 2 3 6 59
A statistical test for forecast evaluation under a discrete loss function 0 0 0 56 1 4 14 108
A term structure model under cyclical fluctuations in interest rates 0 0 0 21 2 4 17 58
An Error Correction Factor Model of Term Structure Slopes in International Swaps Markets 0 0 0 69 1 2 14 470
Backtesting Extreme Value Theory models of expected shortfall 0 0 0 24 3 7 20 131
Can forward rates be used to improve interest rate forecasts?" 0 0 0 168 0 4 12 590
Cuando gobernar no es improvisar: Claves para entender y diseñar políticas públicas a través de tres casos recientes en España1 0 1 2 2 2 5 11 11
Desigualdad: una revisión actualizada 0 1 7 34 3 5 27 95
Dynamic Laffer Curves 0 0 0 190 0 4 21 638
Dynamic correlations and forecasting of term structure slopes in eurocurrency market 0 0 0 74 0 1 9 325
El Plan de Recuperación, Transformación y Resiliencia: un resumen anotado 0 1 2 35 1 2 5 87
El sector público que necesitamos tras la pandemia 0 1 1 2 1 2 12 18
Forward-looking asset correlations in the estimation of economic capital 0 0 0 14 0 2 11 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 3 11 472
Growth and welfare: Distorting versus non-distorting taxes 0 0 0 55 2 5 18 315
How Is the Spanish Economy Doing? Thoughts in Electoral Time 0 1 1 9 0 3 9 17
Is it Worth Refining Linear Approximations to Non-Linear Rational Expectations Models? 0 0 1 181 0 2 16 699
La economía política del Plan de Recuperación, Transformación y Resiliencia 0 1 1 4 0 1 3 11
La evaluación de políticas públicas en España: antecedentes, situación actual y propuestas para una reforma 1 1 8 86 3 5 39 227
La gestión de los fondos europeos: criterios, transparencia, riesgos y reformas 0 0 0 3 0 2 7 24
Long-term swings and seasonality in energy markets 0 0 0 11 1 5 17 83
Looking through systemic credit risk: determinants, stress testing and market value 0 0 0 35 0 1 10 56
Los Retos de la Desigualdad: Medidas y Perspectivas para la Economía Internacional y el Desarrollo 0 1 1 3 3 7 13 17
Macroeconomic and Financial Determinants of the Volatility of Corporate Bond Returns 0 0 2 63 2 7 26 157
Market risk when hedging a global credit portfolio 0 0 0 11 1 2 18 53
Modernización de la Administración Pública 0 1 5 61 0 1 16 144
Notas sobre el Proyecto de Ley de Función Pública 0 0 0 7 0 0 2 15
Optimal hedging under departures from the cost-of-carry valuation: evidence from the Spanish stock index futures market 0 0 0 178 1 5 19 675
Optimal time-consistent fiscal policy in an endogenous growth economy with public consumption and capital 0 0 0 57 0 4 18 107
Optimal time-consistent fiscal policy under endogenous growth with elastic labour supply 0 0 1 50 0 6 21 99
Parameter Estimation Error in Tests of Predictive Performance under Discrete Loss Functions 0 0 0 54 1 3 9 58
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 1 6 16
Risk Premia in the Term Structure of Swaps in Pesetas 0 0 0 30 0 2 7 249
Splitting credit risk into systemic, sectorial and idiosyncratic components 0 0 0 31 0 2 6 66
State-Uncertainty preferences and the Risk Premium in the Exchange rate market 0 0 0 27 0 5 20 138
Taxing or subsidizing Factors' rents in a simple endogenous growth model with public capital 0 0 0 63 0 1 12 258
The Evaluation of Public Policies in Spain: Misconceptions and Noncompliance 0 1 4 10 0 4 26 37
The Forecasting Ability of Factor Models of the Term Structure of IRS Markets 0 0 0 45 1 1 10 193
The Joint Dynamics of Spot and Forward Exchange Rates 0 0 0 0 1 3 10 3,414
The Role of Simulation Methods in Macroeconomics 0 0 1 311 1 5 12 544
The role of adjusment costs in interest rate determination 0 0 0 1 0 1 4 17
Transparencia y Democracia: Retos, Limitaciones y Reformas para una Sociedad Más Abierta 0 0 0 0 0 1 7 8
Variance Swaps and Intertemporal Asset Pricing 0 0 0 17 0 4 12 120
Volatility Transmission acros the Term Structure of Swap Markets: International Evidence 0 0 0 87 2 8 16 399
Volatility specifications versus probability distributions in VaR forecasting 0 0 0 31 0 2 13 54
Why do variance swaps exist? 0 0 1 30 1 3 8 103
¿Cómo está la economía española?: Reflexiones en período electoral 0 0 0 1 0 0 4 7
Total Working Papers 1 10 38 2,537 37 159 667 12,092

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 4 7 16
A dominance approach for comparing the performance of VaR forecasting models 0 0 0 0 0 2 9 28
A factor model of term structure slopes in Eurocurrency markets 0 0 0 31 0 2 4 248
A term structure model under cyclical fluctuations in interest rates 0 0 0 10 0 2 12 75
An error correction factor model of term structure slopes in international swap markets 0 0 0 40 0 5 15 253
Can forward rates be used to improve interest rate forecasts? 0 0 0 73 2 3 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 3 102
Credit Risk Decomposition for Asset Allocation 0 0 0 0 0 2 8 117
Cross-Hedging Portfolios in Emerging Stock Markets: Evidence for the LATIBEX Index 0 0 1 2 0 1 6 14
Dynamic Laffer curves 0 0 0 70 1 4 12 339
Empleo, capital humano y participación femenina en España 0 0 0 72 0 2 9 269
Equilibrium interest-rate determination under adjustment costs 0 0 0 54 0 0 10 289
Evaluation of market risk associated with hedging a credit derivative portfolio 1 1 2 6 3 16 26 45
Forecasting with periodic models A comparison with time invariant coefficient models 0 0 0 27 0 5 8 133
Growth and welfare: Distorting versus non-distorting taxes 0 0 0 90 0 3 16 377
Growth, income taxes and consumption aspirations 0 0 0 35 0 1 17 116
Income taxes, public investment and welfare in a growing economy 0 0 0 56 1 2 9 154
Indeterminacy under non-separability of public consumption and leisure in the utility function 0 0 1 70 9 13 31 229
Is It Worth Refining Linear Approximations to Non-Linear Rational Expectations Models? 0 0 2 71 2 11 21 468
Liquidity and hedging effectiveness under futures mispricing: International evidence 0 0 0 0 0 3 11 31
Long-term swings and seasonality in energy markets 0 0 1 2 2 20 46 75
Looking through systemic credit risk: Determinants, stress testing and market value 0 0 1 8 1 3 9 53
Macroeconomic and Financial Determinants of the Volatility of Corporate Bond Returns 0 0 0 8 0 4 12 58
Optimal hedging under departures from the cost-of-carry valuation: Evidence from the Spanish stock index futures market 0 0 0 58 1 4 14 304
Optimal time-consistent fiscal policy in an endogenous growth economy with public consumption and capital 0 0 0 15 0 2 10 82
Optimal time-consistent fiscal policy under endogenous growth with elastic labor supply 0 0 0 12 1 4 13 68
Solving Nonlinear Rational Expectations Models: A Stochastic Equilibrium Model of Interest Rates 0 0 1 95 1 3 14 455
Splitting Credit Risk into Systemic, Sectorial and Idiosyncratic Components 0 1 2 4 0 4 10 42
State-uncertainty preferences and the risk premium in the exchange rate market 0 0 0 7 0 1 13 63
Testing the expectations hypothesis in Eurodeposits 0 0 0 46 0 4 14 182
The information content in a volatility index for Spain 0 0 0 28 0 3 13 131
The role of simulation methods in Macroeconomics 0 0 0 359 1 2 6 1,416
Variance swaps, non-normality and macroeconomic and financial risks 0 1 1 7 0 8 15 64
Volatility specifications versus probability distributions in VaR forecasting 1 1 1 6 2 3 14 32
Volatility transmission across the term structure of swap markets: international evidence 0 0 0 90 1 8 18 496
Total Journal Articles 2 4 13 1,480 28 155 469 7,351

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 1 2 14 87
Economic Growth 0 0 0 0 0 0 14 42
Economic Growth 0 0 0 0 0 2 5 9
Total Books 0 0 0 0 1 4 33 138

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 1 3 4
Additional Endogenous Growth Models 0 0 0 0 2 5 8 14
Additional Endogenous Growth Models 0 0 0 0 1 3 5 7
Empirical Methods: Bayesian Estimation 0 0 0 0 0 0 4 11
Empirical Methods: Frequentist Estimation 0 0 0 0 0 3 9 12
Endogenous Growth Models 0 0 1 1 0 1 8 17
Endogenous Growth Models 0 0 0 0 0 4 15 19
Endogenous Growth Models 0 0 0 0 1 5 8 17
Growth in Monetary Economies: Steady-State Analysis of Monetary Policy 0 0 0 0 0 4 5 19
Growth in Monetary Economies: Steady-State Analysis of Monetary Policy 0 0 0 0 0 2 4 7
Growth in Monetary Economies: Steady-State Analysis of Monetary Policy 0 0 0 0 0 2 5 8
Introduction 0 0 0 0 0 0 6 8
Introduction 0 0 0 0 0 1 7 10
Introduction 0 0 0 1 0 2 5 11
Mathematical Appendix 0 0 0 0 0 1 6 11
Mathematical Appendix 0 0 0 0 0 0 4 7
Mathematical Appendix 0 0 0 0 1 2 3 5
Numerical Solution Methods 0 0 0 0 0 3 6 17
Numerical Solution Methods 0 0 0 0 0 2 5 10
Numerical Solution Methods 0 0 0 0 0 0 10 17
Optimal Growth. Continuous Time Analysis 0 0 0 0 0 1 5 10
Optimal Growth. Discrete Time Analysis 0 0 0 0 0 1 6 8
Optimal Growth: Continuous Time Analysis 0 0 0 0 0 1 3 9
Optimal Growth: Continuous Time Analysis 0 0 0 0 0 1 7 12
Optimal Growth: Discrete Time Analysis 0 0 0 1 1 3 4 9
Optimal Growth: Discrete Time Analysis 0 0 0 0 0 2 4 6
The Neoclassical Growth Model Under a Constant Savings Rate 0 0 0 1 1 4 13 19
The Neoclassical Growth Model Under a Constant Savings Rate 0 0 0 0 2 2 4 11
The Neoclassical Growth Model Under a Constant Savings Rate 0 0 0 0 1 2 2 7
Transitional Dynamics in Monetary Economies: Numerical Solutions 0 0 0 0 0 1 6 10
Transitional Dynamics in Monetary Economies: Numerical Solutions 0 0 0 0 0 2 7 7
Transitional Dynamics in Monetary Economies: Numerical Solutions 0 0 0 0 0 2 4 6
Total Chapters 0 0 1 4 10 63 191 345

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 7 1,536 4 11 30 2,700
Excel files and MATLAB programs for growth in monetary economies 0 0 5 762 1 4 14 1,274
Excel files and MATLAB programs for neoclassical growth model 2 2 7 2,449 3 8 24 4,169
Excel files and MATLAB programs for numerical solution methods 0 1 8 1,222 1 6 29 2,363
Excel files and MATLAB programs for optimal growth 0 0 4 794 0 2 13 1,264
Excel files for dynamics responses and simple simulations 0 0 3 570 0 4 14 941
Solving Non-linear Rational Expectations Models By Eigenvalue-Eigenvector Decompositions 0 0 2 381 0 4 12 1,171
Total Software Items 2 3 36 7,714 9 39 136 13,882

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Statistics updated 2026-06-04