Working paper (41) Publications in which a researcher has participated

2002

  1. "A Note on the Pseudo-Spectra and the Pseudo-Covariance Generating Functions of ARMA Processes".

    Documentos de Trabajo (ICAE)

  2. "A factor model of term structure slopes in eurocurrency markets".

    Documentos de Trabajo (ICAE)

  3. "A flexible Tool for Model Building: the Relevant Transformation of the Inputs Network Approach" (RETINA)".

    Documentos de Trabajo (ICAE)

  4. "Can forward rates be used to improve interest rate forecasts?".

    Documentos de Trabajo (ICAE)

  5. "Dynamic Laffer Curve in an Endogenous Growth Model with Pollution".

    Documentos de Trabajo (ICAE)

  6. "Dynamic correlations and forecasting of term structure slopes in eurocurrency market".

    Documentos de Trabajo (ICAE)

  7. "Experimentos de Política Fiscal por el Lado de la Oferta en un Modelo Monetario de Crecimiento Endógeno".

    Documentos de Trabajo (ICAE)

  8. "Optimal hedging under departures from the cost-of-carry valuation: evidence from the Spanish stock index futures market".

    Documentos de Trabajo (ICAE)

  9. "Política Fiscal Óptima: el estado de la Cuestión".

    Documentos de Trabajo (ICAE)

  10. "Política Monetaria y Cambios de Régimen en los tipos de Interés del Mercado Interbancario".

    Documentos de Trabajo (ICAE)

  11. "The Role of Simulation Methods in Macroeconomics".

    Documentos de Trabajo (ICAE)

  12. "Treasury actions: The Spanish format".

    Documentos de Trabajo (ICAE)

  13. "Un modelo de Uso Eficiente de las Infraestructuras Públicas".

    Documentos de Trabajo (ICAE)

  14. "Volatility Transmission acros the Term Structure of Swap Markets: International Evidence".

    Documentos de Trabajo (ICAE)

  15. A factor model of term structure slopes in eurocurrency markets

    Documentos de Trabajo (ICAE)

  16. A note on the pseudo-spectra and the pseudo-covariance generating functions of ARMA processes

    Documentos de Trabajo (ICAE)

  17. An ARMA representation of unobserved component models under generalized random walk specifications:: new algorithms and examples

    Documentos de Trabajo (ICAE)

  18. An error correction factor model of term structure slopes in international swaps markets

    Documentos de Trabajo (ICAE)

  19. Brief report on direct and tax incentives for R&D investment in Spain

    Documentos - Instituto de Estudios Fiscales

  20. Can forward rates be used to improve interest rate forecasts?

    Documentos de Trabajo (ICAE)