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Maximo Camacho

Global rank #6303 92%

Institution: Universidad de Murcia

Primary Field: Econometrics (weighted toward more recent publications)

Homepage: http://www.um.es/econometria/Maximo

First Publication: 2005

Most Recent: 2024

RePEc ID: pca13 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 0.67 2.35 0.00 4.36
Last 10 Years 0.00 1.34 3.69 0.00 7.04
All Time 0.00 1.34 10.39 0.00 16.59

Publication Statistics

Raw Publications 21
Coauthorship-Adjusted Count 18.85

Publications (21)

Year Article Journal Tier Authors
2024 A New Approach to Forecasting the Probability of Recessions after the COVID‐19 Pandemic Oxford Bulletin of Economics and Statistics B 3
2024 Quantifying the impact: Are coastal areas impoverished by marine pollution? Ecological Economics B 3
2023 What drives industrial energy prices? Economic Modeling C 3
2023 Factor models for large and incomplete data sets with unknown group structure International Journal of Forecasting B 2
2022 A New Approach to Dating the Reference Cycle Journal of Business & Economic Statistics A 3
2021 Symbolic transfer entropy test for causality in longitudinal data Economic Modeling C 3
2019 Inference on Filtered and Smoothed Probabilities in Markov-Switching Autoregressive Models Journal of Business & Economic Statistics A 3
2018 Markov-switching dynamic factor models in real time International Journal of Forecasting B 3
2016 Aggregate versus disaggregate information in dynamic factor models International Journal of Forecasting B 3
2015 Monitoring the world business cycle Economic Modeling C 2
2015 Toward a more reliable picture of the economic activity: An application to Argentina Economics Letters C 3
2015 Extracting Nonlinear Signals from Several Economic Indicators Journal of Applied Econometrics B 3
2014 Green shoots and double dips in the euro area: A real time measure International Journal of Forecasting B 3
2013 Mixed-frequency VAR models with Markov-switching dynamics Economics Letters C 1
2012 Short-run forecasting of the euro-dollar exchange rate with economic fundamentals Journal of International Money and Finance B 3
2011 High-growth recoveries, inventories and the Great Moderation Journal of Economic Dynamics and Control B 3
2011 Markov-switching models and the unit root hypothesis in real US GDP Economics Letters C 1
2008 Do European business cycles look like one? Journal of Economic Dynamics and Control B 3
2006 Are European business cycles close enough to be just one? Journal of Economic Dynamics and Control B 3
2006 A useful tool for forecasting the Euro-area business cycle phases International Journal of Forecasting B 3
2005 Markov-switching stochastic trends and economic fluctuations Journal of Economic Dynamics and Control B 1