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Gabriel Perez Quiros

Global rank #5031 94%

Institution: Banco de España

Primary Field: Econometrics (weighted toward more recent publications)

First Publication: 2000

Most Recent: 2024

RePEc ID: ppe255 ↗

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 0.00 2.35 0.00 2.35
Last 10 Years 0.00 0.00 4.36 0.00 5.03
All Time 1.01 2.01 11.73 0.00 20.44

Publication Statistics

Raw Publications 20
Coauthorship-Adjusted Count 16.16

Publications (20)

Year Article Journal Tier Authors
2024 Real‐time weakness of the global economy Journal of Applied Econometrics B 3
2023 Fiscal targets. A guide to forecasters? Journal of Applied Econometrics B 3
2021 GEA tracker: A daily indicator of global economic activity Journal of International Money and Finance B 2
2020 The decline in volatility in the US economy. A historical perspective Oxford Economic Papers C 3
2018 Markov-switching dynamic factor models in real time International Journal of Forecasting B 3
2018 GREAT MODERATION AND GREAT RECESSION: FROM PLAIN SAILING TO STORMY SEAS? International Economic Review B 3
2017 Dissecting US recoveries Economics Letters C 3
2016 Aggregate versus disaggregate information in dynamic factor models International Journal of Forecasting B 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
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
2008 Do European business cycles look like one? Journal of Economic Dynamics and Control B 3
2008 Interest rate dispersion and volatility in the market for daily funds European Economic Review 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 Comments on "Some methods for assessing the need for non-linear models in business cycle analysis" International Journal of Forecasting B 1
2001 Business cycle asymmetries in stock returns: Evidence from higher order moments and conditional densities Journal of Econometrics A 2
2000 Output Fluctuations in the United States: What Has Changed since the Early 1980's? American Economic Review S 2
2000 Firm Size and Cyclical Variations in Stock Returns Journal of Finance A 2