Navigation Path: Home > Publications > Research & Paper Series > Working paper series > By author > Working Papers by Gonzalo Camba-Méndez
| Title | Authors | Where | Web | Date | Files |
|---|---|---|---|---|---|
| Conditional Forecasts on SVAR models using the Kalman Filter | G. Camba-Mendez | Economics Letters, forthcoming 2012 | -- | ||
| Short-term forecasts of euro area GDP growth | E. Angelini, G. Camba-Mendez, D. Giannone, L. Reichlin and G. Runstler | Econometrics Journal 14(1), pp. C25-C44, 2011. | -- | ||
| Statistical tests and estimators of the rank of a matrix and their applications in econometric modelling | G. Camba-Mendez and G. Kapetanios | Econometric Reviews 28(6), pp. 581-611, 2009 | -- | ||
| Modelling the Daily Banknotes in Circulation in the Context of the Liquidity Management of the European Central Bank | G. Camba-Mendez, A. Cabrero, A. Hirsch and F. Nieto | Journal of Forecasting, 28(3), pp. 194-217, 2009 | -- | ||
| Excess Reserves and the Implementation of Monetary Policy of the ECB | U. Bindseil, G. Camba-Mendez, A. Hirsch and B. Weller | Journal of Policy Modelling 28(5), pp. 491-510, 2006 | -- | ||
| Forecasting Inflation using Dynamic Factor Measures of Underlying inflation | G. Camba-Mendez and G. Kapetanios | Journal of Forecasting 24(7), pp. 491-503, 2005 | -- | ||
| Estimating the rank of the Spectral Density Matrix | G. Camba-Mendez and G. Kapetanios | Journal of Time Series Analysis 26(1), pp. 37-48, 2005 | -- | ||
| Short-Term Monitoring of Fiscal Policy Discipline | G. Camba-Mendez and A. Lamo | Journal of Applied Econometrics 19(2), pp. 247-265, 2004 | -- | ||
| Bootstrap Statistical Tests of Rank Determination for System Identification | G. Camba-Mendez and G. Kapetanios | IEEE Transactions on Automatic Control 49(2), pp. 238-243, 2004 | -- | ||
| The definition of Price Stability: Choosing a Price Measure | G. Camba-Mendez | In O. Issing (ed) 'Background Studies for the ECB's Evaluation of its Monetary Policy Strategy', European Central Bank, Frankfurt am Main, 2003 | -- | ||
| Relevant economic issues concerning the optimal rate of inflation | G. Camba-Mendez, J. A. Garcia and D. Rodriguez-Palenzuela | In O. Issing (ed) Background Studies for the ECB's Evaluation of its Monetary Policy Strategy, European Central Bank, Frankfurt am Main, 2003 | -- | ||
| Assessment Criteria for Output Gap Estimates | G. Camba-Mendez and D. Rodriguez-Palenzuela | Economic Modelling 20(3), pp. 528-561, 2003 | -- | ||
| Tests of Rank in Reduced Rank Regression Models | G. Camba-Mendez, G. Kapetanios, R. J. Smith and M. R. Weale | Journal of Business and Economic Statistics 21(1), pp. 145-155, 2003 | -- | ||
| Measurement Issues in European Consumer Price Indices and the Conceptual Framework of the HICP | G. Camba-Mendez, V. Gaspar and M. Wynne | European Central Bank, Frankfurt am Main, July 2002 | -- | ||
| An Automatic Leading Indicator of Economic Activity: Forecasting GDP growth for European Countries | G. Camba-Mendez, G. Kapetanios, R. J. Smith and M. R. Weale | Econometrics Journal 4(1), pp. 56-90, 2001 | -- | ||
| The Forecasting Performance of the OECD Composite Leading Indicators for France, Germany, Italy and the UK | G. Camba-Mendez G. Kapetanios and M. R. Weale | In D. Hendry and M. Clements (eds) A Companion to Economic Forecasting, Blackwell publishers, Oxford, 2001 | -- | ||
| Testing the Rank of the Hankel Covariance Matrix: A Statistical Approach | G. Camba-Mendez and G. Kapetanios | IEEE Transactions on Automatic Control 46(2), pp. 331-336, 2001 | -- | ||
| Filtered Least Squares and Measurement Error | G. Camba-Mendez and A. P. Blake | Economic Letters 59(2), pp. 163-168, 1998 | -- |
