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Gonzalo Camba-Méndez


Functions:

  • Principal Economist, Capital Markets and Financial Structure Division

Fields of interest:

  • Conjunctural analysis, financial economics, monetary economics, macroeconomic modelling

Education:

  • PhD in Economics. London Guildhall University, 1997.
  • MSc in International Trade and Finance. Lancaster University, 1993.
  • BSc in Economics. Universidad de Santiago de Compostela, 1989.

Professional experience:

  • Principal Economist. ECB, Capital Markets and Financial Structure Division. 2008 - present.
  • Principal Economist. ECB, Euro Area Macroeconomic Developments Division. 2005 - 2008.
  • Senior Economist. ECB, Monetary Policy Research Division. 2003 - 2005.
  • Economist. ECB, Econometric Modelling Division. 1999-2003.
  • Research Officer. National Institute of Economic and Social Research. 1996 - 1999.
  • Trainee. Banco Hipotecario de Espana. 1992.
No. Title Authors
2033 The inflation risk premium in the post-Lehman period Gonzalo Camba-Méndez, Thomas Werner
1965 Bank interest rate setting in the euro area during the Great Recession Gonzalo Camba-Méndez, Alain Durré, Francesco Paolo Mongelli
1924 Pricing sovereign credit risk of an emerging market Gonzalo Camba-Méndez, Konrad Kostrzewa, Anna Marszal, Dobromil Serwa
1773 An automatic leading indicator, variable reduction and variable selection methods using small and large datasets: Forecasting the industrial production growth for euro area economies Gonzalo Camba-Méndez, George Kapetanios, Fotis Papailias, Martin R. Weale
1741 Financial reputation, market interventions and debt issuance by banks: a truncated two-part model approach Gonzalo Camba-Méndez, Santiago Carbó-Valverde, Diego Rodriguez-Palenzuela
1710 Market perception of sovereign credit risk in the euro area during the financial crisis Gonzalo Camba-Méndez, Dobromil Serwa
949 Short-term forecasts of euro area GDP growth Elena Angelini, Gonzalo Camba-Méndez, Domenico Giannone, Gerhard Rünstler, Lucrezia Reichlin
850 Statistical tests and estimators of the rank of a matrix and their applications in econometric modelling Gonzalo Camba-Méndez, George Kapetanios
470 Structural filters for monetary analysis: the inflationary movements of money in the euro area Annick Bruggeman, Gonzalo Camba-Méndez, Björn Fischer, João Sousa
402 Forecasting euro area inflation using dynamic factor measures of underlying inflation Gonzalo Camba-Méndez, George Kapetanios
361 Excess reserves and implementation of monetary policy of the ECB Ulrich Bindseil, Gonzalo Camba-Méndez, Astrid Hirsch, Benedict Weller
349 Estimating the rank of the spectral density matrix Gonzalo Camba-Méndez, George Kapetanios
278 Relevant economic issues concerning the optimal rate of inflation Diego Rodriguez-Palenzuela, Gonzalo Camba-Méndez, Juan Angel Garcí­a
152 Short-term monitoring of fiscal policy discipline Gonzalo Camba-Méndez, Ana Lamo
142 Modelling the daily banknotes in circulation in the context of the liquidity management of the European Central Bank Alberto Cabrero, Gonzalo Camba-Méndez, Astrid Hirsch, Fernando Nieto
62 Spectral based methods to identify common trends and common cycles Gonzalo Camba-Méndez, George Kapetanios
54 Assessment criteria for output gap estimates Gonzalo Camba-Méndez, Diego Rodriguez-Palenzuela
45 Testing the rank of the Hankel matrix: a statistical approach Gonzalo Camba-Méndez, George Kapetanios
Title Authors Where Date
A Chronology of the crisis and the ECB's Monetary Policy Responses G. Camba-Mendez and F. P. Mongelli ECB Ocassional Paper Series, forthcoming. --
The inflation risk premium during the great recession G. Camba-Mendez and T. Werner ECB Working Paper Series No. 2033. March 2017. --
Bank interest rate setting in crisis times and the impact of the ECB monetary policies G. Camba-Mendez, A. Durre and F. P. Mongelli ECB working Paper series No. 1965. September 2016. --
Pricing sovereign credit risk of an emerging market G. Camba-Mendez, K. Kostrzewa, A. Mospan and D. Serwa Emerging Markets Finance and Trade, 2016, Vol. 52, No. 12, pp. 2687-2705. --
An Automatic Leading Indicator, Variable Reduction and Variable Selection Methods using Small and Large Datasets: Forecasting the Industrial Production Growth for Euro Area Economies G. Camba-Mendez, G. Kapetanios, F. Papailias and M. R. Weale ECB Working Paper No 1773. April 2015. --
Financial reputation, market interventions and debt issuance by banks G. Camba-Mendez, S. Carbo-Valverde and D. Rodriguez-Palenzuela ECB Working Paper No 1741. November 2014. --
Market perception of sovereign credit risk in the euro area during the financial crisis G. Camba-Mendez and D. Serwa North American Journal of Economics and Finance, 2016, Vol. 37, pp. 168-189. --
Conditional Forecasts on SVAR models using the Kalman Filter G. Camba-Mendez Economics Letters, 2012, Vol. 115, pp. 376-378. --
Short-term forecasts of euro area GDP growth E. Angelini, G. Camba-Mendez, D. Giannone, L. Reichlin and G. Runstler Econometrics Journal 14(1), pp. C25-C44, 2011. --
Statistical tests and estimators of the rank of a matrix and their applications in econometric modelling G. Camba-Mendez and G. Kapetanios Econometric Reviews 28(6), pp. 581-611, 2009 --
Modelling the Daily Banknotes in Circulation in the Context of the Liquidity Management of the European Central Bank G. Camba-Mendez, A. Cabrero, A. Hirsch and F. Nieto Journal of Forecasting, 28(3), pp. 194-217, 2009 --
Excess Reserves and the Implementation of Monetary Policy of the ECB U. Bindseil, G. Camba-Mendez, A. Hirsch and B. Weller Journal of Policy Modelling 28(5), pp. 491-510, 2006 --
Forecasting Inflation using Dynamic Factor Measures of Underlying inflation G. Camba-Mendez and G. Kapetanios Journal of Forecasting 24(7), pp. 491-503, 2005 --
Estimating the rank of the Spectral Density Matrix G. Camba-Mendez and G. Kapetanios Journal of Time Series Analysis 26(1), pp. 37-48, 2005 --
Short-Term Monitoring of Fiscal Policy Discipline G. Camba-Mendez and A. Lamo Journal of Applied Econometrics 19(2), pp. 247-265, 2004 --
Bootstrap Statistical Tests of Rank Determination for System Identification G. Camba-Mendez and G. Kapetanios IEEE Transactions on Automatic Control 49(2), pp. 238-243, 2004 --
The definition of Price Stability: Choosing a Price Measure G. Camba-Mendez In O. Issing (ed) 'Background Studies for the ECB's Evaluation of its Monetary Policy Strategy', European Central Bank, Frankfurt am Main, 2003 --
Relevant economic issues concerning the optimal rate of inflation G. Camba-Mendez, J. A. Garcia and D. Rodriguez-Palenzuela In O. Issing (ed) Background Studies for the ECB's Evaluation of its Monetary Policy Strategy, European Central Bank, Frankfurt am Main, 2003 --
Assessment Criteria for Output Gap Estimates G. Camba-Mendez and D. Rodriguez-Palenzuela Economic Modelling 20(3), pp. 528-561, 2003 --
Tests of Rank in Reduced Rank Regression Models G. Camba-Mendez, G. Kapetanios, R. J. Smith and M. R. Weale Journal of Business and Economic Statistics 21(1), pp. 145-155, 2003 --
Measurement Issues in European Consumer Price Indices and the Conceptual Framework of the HICP G. Camba-Mendez, V. Gaspar and M. Wynne European Central Bank, Frankfurt am Main, July 2002 --
An Automatic Leading Indicator of Economic Activity: Forecasting GDP growth for European Countries G. Camba-Mendez, G. Kapetanios, R. J. Smith and M. R. Weale Econometrics Journal 4(1), pp. 56-90, 2001 --
The Forecasting Performance of the OECD Composite Leading Indicators for France, Germany, Italy and the UK G. Camba-Mendez G. Kapetanios and M. R. Weale In D. Hendry and M. Clements (eds) A Companion to Economic Forecasting, Blackwell publishers, Oxford, 2001 --
Testing the Rank of the Hankel Covariance Matrix: A Statistical Approach G. Camba-Mendez and G. Kapetanios IEEE Transactions on Automatic Control 46(2), pp. 331-336, 2001 --
Filtered Least Squares and Measurement Error G. Camba-Mendez and A. P. Blake Economic Letters 59(2), pp. 163-168, 1998 --