Gabriel Pérez-Quirós
Economics and Econometrics · 2000–2018
A researcher in the Science corpus: 9 papers; trusts 28 researchers and is trusted by 40 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 74 citations into it; #1,656 of 23,481 by trust here, #2,231 by citations
- Finance — 35 citations into it; #2,548 of 10,518 by trust here, #1,981 by citations
- Management Science and Operations Research — 7 citations into it
- Statistics and Probability — 6 citations into it
Whom Gabriel Pérez-Quirós trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- James H. Stock
- Jushan Bai
- Lawrence R. Glosten
- Serena Ng
- Marie Diron
- Jean Boivin
- Tommaso Proietti
- Roberto S. Mariano
- Domenico Giannone
- Gerhard Rünstler
Who trusts Gabriel Pérez-Quirós overall
- Allan G. Timmermann
- D. McMillan
- Massimo Guidolin
- Shiu‐Sheng Chen
- Arzu Ozoguz
- Ana Albuquerque
- Tarun Chordia
- Akiko Watanabe
- John Y. Campbell
- Michael Ehrmann
Papers from Gabriel Pérez-Quirós's perspective
Ordered by how strongly the researchers Gabriel Pérez-Quirós trusts endorse each paper. Same corpus, a different order for every researcher.
- Forecasting Using Principal Components From a Large Number of Predictors
- Nowcasting: the real time informational content of macroeconomic data releases
- Real-Time Measurement of Business Conditions
- New Eurocoin: Tracking Economic Growth in Real Time (Review of Economics and Statistics)
- The Generalized Factor Model: Identification and Estimation
- Short-Term Estimates of Euro Area Real GDP by Means of Monthly Data (Social Science Research Network)
- Dissecting the cycle: a methodological investigation
- A New Coincident Index of Business Cycles Based on Monthly and Quarterly Series
- Forecasting economic time series using targeted predictors
- Comparing Predictive Accuracy
Their papers
- Firm Size and Cyclical Variations in Stock Returns (2000) — 657 citations
- Introducing the Euro-STING: Short Term INdicator of Euro Area Growth (2010) — 309 citations
- The ECB Monetary Policy Strategy and the Money Market (2001) — 137 citations
- Are European business cycles close enough to be just one (2006) — 271 citations
- Markov-switching dynamic factor models in real time (2018) — 62 citations
- EXTRACTING NONLINEAR SIGNALS FROM SEVERAL ECONOMIC INDICATORS (2012) — 74 citations
- Do european business cycles look like one (2008) — 153 citations
- On the Causes of the Increased Stability of the U.S. Economy (2005) — 277 citations
- Business Cycle Asymmetries in Stock Returns: Evidence from Higher Order Moments and Conditional Densities (2001) — 110 citations