Camba-Méndez, Gonzalo
Risk Management
Division
Current position
Principal Economist
Other current responsibilities
Education
Professional experience
ECB Working Paper Series
2020
2017
2016
2015
2014
2008
2005
Structural filters for monetary analysis: the inflationary movements of money in the euro area
No 470
No 470
2004
2003
2002
2001
ECB Economic Bulletin Box
Journal publications
A Chronology of the crisis and the ECB's Monetary Policy Responses
ECB Ocassional Paper Series, forthcoming.
The inflation risk premium during the great recession
ECB Working Paper Series No. 2033. March 2017.
Bank interest rate setting in crisis times and the impact of the ECB monetary policies
ECB working Paper series No. 1965. September 2016.
Pricing sovereign credit risk of an emerging market
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
ECB Working Paper No 1773. April 2015.
Financial reputation, market interventions and debt issuance by banks
ECB Working Paper No 1741. November 2014.
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.
Conditional Forecasts on SVAR models using the Kalman Filter
Economics Letters, 2012, Vol. 115, pp. 376-378.
Short-term forecasts of euro area GDP growth
Econometrics Journal 14(1), pp. C25-C44, 2011.
Statistical tests and estimators of the rank of a matrix and their applications in econometric modelling
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
Journal of Forecasting, 28(3), pp. 194-217, 2009
Excess Reserves and the Implementation of Monetary Policy of the ECB
Journal of Policy Modelling 28(5), pp. 491-510, 2006
Forecasting Inflation using Dynamic Factor Measures of Underlying inflation
Journal of Forecasting 24(7), pp. 491-503, 2005
Estimating the rank of the Spectral Density Matrix
Journal of Time Series Analysis 26(1), pp. 37-48, 2005
Short-Term Monitoring of Fiscal Policy Discipline
Journal of Applied Econometrics 19(2), pp. 247-265, 2004
Bootstrap Statistical Tests of Rank Determination for System Identification
IEEE Transactions on Automatic Control 49(2), pp. 238-243, 2004
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
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
Assessment Criteria for Output Gap Estimates
Economic Modelling 20(3), pp. 528-561, 2003
Tests of Rank in Reduced Rank Regression Models
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
European Central Bank, Frankfurt am Main, July 2002
An Automatic Leading Indicator of Economic Activity: Forecasting GDP growth for European Countries
Econometrics Journal 4(1), pp. 56-90, 2001
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
Testing the Rank of the Hankel Covariance Matrix: A Statistical Approach
IEEE Transactions on Automatic Control 46(2), pp. 331-336, 2001
Filtered Least Squares and Measurement Error
Economic Letters 59(2), pp. 163-168, 1998