G. Camba-Mendez and F. P. Mongelli A Chronology of the crisis and the ECB's Monetary Policy Responses ECB Ocassional Paper Series, forthcoming.
G. Camba-Mendez and T. Werner The inflation risk premium during the great recession ECB Working Paper Series No. 2033. March 2017.
G. Camba-Mendez, A. Durre and F. P. Mongelli Bank interest rate setting in crisis times and the impact of the ECB monetary policies ECB working Paper series No. 1965. September 2016.
G. Camba-Mendez, K. Kostrzewa, A. Mospan and D. Serwa Pricing sovereign credit risk of an emerging market Emerging Markets Finance and Trade, 2016, Vol. 52, No. 12, pp. 2687-2705.
G. Camba-Mendez, G. Kapetanios, F. Papailias and M. R. Weale An Automatic Leading Indicator, Variable Reduction and Variable Selection Methods using Small and Large Datasets: Forecasting the Industrial Production Growth for Euro Area Economies ECB Working Paper No 1773. April 2015.
G. Camba-Mendez, S. Carbo-Valverde and D. Rodriguez-Palenzuela Financial reputation, market interventions and debt issuance by banks ECB Working Paper No 1741. November 2014.
G. Camba-Mendez and D. Serwa Market perception of sovereign credit risk in the euro area during the financial crisis North American Journal of Economics and Finance, 2016, Vol. 37, pp. 168-189.
G. Camba-Mendez Conditional Forecasts on SVAR models using the Kalman Filter Economics Letters, 2012, Vol. 115, pp. 376-378.
E. Angelini, G. Camba-Mendez, D. Giannone, L. Reichlin and G. Runstler Short-term forecasts of euro area GDP growth Econometrics Journal 14(1), pp. C25-C44, 2011.
G. Camba-Mendez and G. Kapetanios Statistical tests and estimators of the rank of a matrix and their applications in econometric modelling Econometric Reviews 28(6), pp. 581-611, 2009
G. Camba-Mendez, A. Cabrero, A. Hirsch and F. Nieto Modelling the Daily Banknotes in Circulation in the Context of the Liquidity Management of the European Central Bank Journal of Forecasting, 28(3), pp. 194-217, 2009
U. Bindseil, G. Camba-Mendez, A. Hirsch and B. Weller Excess Reserves and the Implementation of Monetary Policy of the ECB Journal of Policy Modelling 28(5), pp. 491-510, 2006
G. Camba-Mendez and G. Kapetanios Forecasting Inflation using Dynamic Factor Measures of Underlying inflation Journal of Forecasting 24(7), pp. 491-503, 2005
G. Camba-Mendez and G. Kapetanios Estimating the rank of the Spectral Density Matrix Journal of Time Series Analysis 26(1), pp. 37-48, 2005
G. Camba-Mendez and A. Lamo Short-Term Monitoring of Fiscal Policy Discipline Journal of Applied Econometrics 19(2), pp. 247-265, 2004
G. Camba-Mendez and G. Kapetanios Bootstrap Statistical Tests of Rank Determination for System Identification IEEE Transactions on Automatic Control 49(2), pp. 238-243, 2004
G. Camba-Mendez The definition of Price Stability: Choosing a Price Measure In O. Issing (ed) 'Background Studies for the ECB's Evaluation of its Monetary Policy Strategy', European Central Bank, Frankfurt am Main, 2003
G. Camba-Mendez, J. A. Garcia and D. Rodriguez-Palenzuela Relevant economic issues concerning the optimal rate of inflation In O. Issing (ed) Background Studies for the ECB's Evaluation of its Monetary Policy Strategy, European Central Bank, Frankfurt am Main, 2003
G. Camba-Mendez and D. Rodriguez-Palenzuela Assessment Criteria for Output Gap Estimates Economic Modelling 20(3), pp. 528-561, 2003
G. Camba-Mendez, G. Kapetanios, R. J. Smith and M. R. Weale Tests of Rank in Reduced Rank Regression Models Journal of Business and Economic Statistics 21(1), pp. 145-155, 2003
G. Camba-Mendez, V. Gaspar and M. Wynne Measurement Issues in European Consumer Price Indices and the Conceptual Framework of the HICP European Central Bank, Frankfurt am Main, July 2002
G. Camba-Mendez, G. Kapetanios, R. J. Smith and M. R. Weale An Automatic Leading Indicator of Economic Activity: Forecasting GDP growth for European Countries Econometrics Journal 4(1), pp. 56-90, 2001
G. Camba-Mendez G. Kapetanios and M. R. Weale The Forecasting Performance of the OECD Composite Leading Indicators for France, Germany, Italy and the UK In D. Hendry and M. Clements (eds) A Companion to Economic Forecasting, Blackwell publishers, Oxford, 2001
G. Camba-Mendez and G. Kapetanios Testing the Rank of the Hankel Covariance Matrix: A Statistical Approach IEEE Transactions on Automatic Control 46(2), pp. 331-336, 2001
G. Camba-Mendez and A. P. Blake Filtered Least Squares and Measurement Error Economic Letters 59(2), pp. 163-168, 1998