Maximo Camacho

Best Publications

• Are European business cycles close enough to be just one

  Maximo Camacho;Gabriel Perez-Quiros;Lorena Saiz

  295
  Citations

• Do European business cycles look like one

  Maximo Camacho;Gabriel Perez-Quiros;Lorena Saiz

  162
  Citations

• Vector smooth transition regression models for US GDP and the composite index of leading indicators

  Maximo Camacho

  149
  Citations

• TAR Panel Unit Root Tests and Real Convergence

  Arielle Beyaert;Maximo Camacho

  121
  Citations

• Spanish diffusion indexes

  Máximo Camacho;F. Israel Sancho

  73
  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

• Short-run forecasting of the euro-dollar exchange rate with economic fundamentals

  Maximo Camacho;Marcos Dal Bianco;Gabriel Perez Quiros

  66
  Citations

• Markov-Switching Dynamic Factor Models in Real Time

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

  45
  Citations

• Short-run forecasting of the euro-dollar exchange rate with economic fundamentals ☆

  Marcos Dal Bianco;Maximo Camacho;Gabriel Perez Quiros

  40
  Citations

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

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

  33
  Citations

• EXTRACTING NONLINEAR SIGNALS FROM SEVERAL ECONOMIC INDICATORS

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

  33
  Citations

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

  Maximo Camacho;Maximo Camacho;Gabriel Perez-Quiros

  30
  Citations

• Real-time forecasting US GDP from small-scale factor models

  Maximo Camacho;Jaime Martinez-Martin

  25
  Citations

• Short-Term Forecasting for Empirical Economists. A Survey of the Recently Proposed Algorithms

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

  24
  Citations

• Ñ-Sting: España Short Term Indicator of Growth

  Maximo Camacho;Maximo Camacho;Gabriel Perez-Quiros

  11
  Citations

• Extracting Non-Linear Signals from Several Economic Indicators

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

  8
  Citations

• Short-Run Forecasting of the Euro-Dollar Exchange Rate with Economic Fundamentals

  Marcos Dal Bianco;Maximo Camacho;Maximo Camacho;Gabriel Perez-Quiros

  5
  Citations

• Can We Use Seasonally Adjusted Indicators in Dynamic Factor Models

  Maximo Camacho;Maximo Camacho;Gabriel Perez-Quiros;Yuliya Yuliya Lovcha

  2
  Citations

• Country Shocks, Monetary Policy Expectations and ECB Decisions. A Dynamic Non-linear Approach

  Maximo Camacho;Danilo Leiva-Leon;Gabriel Perez-Quiros

  1
  Citations