Gabriel Perez-Quiros

Best Publications

• Output Fluctuations in the United States: What Has Changed since the Early 1980's?

  Margaret M. McConnell;Gabriel Perez-Quiros

  2464
  Citations

• Firm Size and Cyclical Variations in Stock Returns

  Gabriel Perez-Quiros;Allan Timmermann

  874
  Citations

• Output fluctuations in the United States: what has changed since the early 1980s?

  Margaret M. McConnell;Gabriel Perez-Quiros

  593
  Citations

• Output Fluctuations in the United States: What Has Changed Since the Early 1980s?

  Margaret Mary McConnell;Gabriel Perez-Quiros

  582
  Citations

• Are European business cycles close enough to be just one

  Maximo Camacho;Gabriel Perez-Quiros;Lorena Saiz

  295
  Citations

• Business cycle asymmetries in stock returns: Evidence from higher order moments and conditional densities

  Gabriel Perez-Quiros;Allan Timmermann

  268
  Citations

• What Do the Leading Indicators Lead

  James D. Hamilton;Gabriel Perez-Quiros

  215
  Citations

• International capital flows : do short-term investment and direct investment differ?

  Punam Chuhan;Gabriel Perez-Quiros;Helen Popper

  212
  Citations

• Do European business cycles look like one

  Maximo Camacho;Gabriel Perez-Quiros;Lorena Saiz

  162
  Citations

• The Daily Market for Funds in Europe: What Has Changed with the EMU?

  Unknown

  104
  Citations

• International Capital Flows: Do Short-Term Investment and Direct Investment Differ?

  Unknown

  84
  Citations

• Is the European Central Bank (and the United States Federal Reserve) predictable

  Gabriel Pérez-Quirós;Jorge Sicilia

  77
  Citations

• Is the European Central Bank (and the United States Federal Reserve) Predictable

  Gabriel Perez-Quiros;Jorge Sicilia

  74
  Citations

• Markov-switching dynamic factor models in real time

  Maximo Camacho;Gabriel Perez-Quiros;Gabriel Perez-Quiros;Pilar Poncela

  73
  Citations

• Commodity Prices and the Business Cycle in Latin America: Living and Dying by Commodities?

  Maximo Camacho;Gabriel Perez-Quiros

  66
  Citations

• Markov-Switching Dynamic Factor Models in Real Time

  Maximo Camacho;Maximo Camacho;Gabriel Perez-Quiros;Pilar Poncela

  45
  Citations

• The rise and fall of the natural interest rate

  Gabriele Fiorentini;Alessandro Galesi;Gabriel Pérez-Quirós;Enrique Sentana

  37
  Citations

• Finite Sample Performance of Small Versus Large Scale Dynamic Factor Models

  Rocio Alvarez;Maximo Camacho;Maximo Camacho;Gabriel Perez-Quiros

  33
  Citations

• Introducing the Euro-Sting: Short Term Indicator of Euro Area Growth

  Maximo Camacho;Maximo Camacho;Gabriel Perez-Quiros

  30
  Citations

• The Two Greatest. Great Recession vs. Great Moderation

  Maria Dolores Gadea Rivas;Ana Gómez-Loscos;Gabriel Perez-Quiros

  24
  Citations