Gonzalo Camba-Méndez
Risk Management
- Division
-
Risk Strategy
- Current Position
-
Principal Economist
Biography
- Other current responsibilities
Principal Economist, Capital Markets and Financial Structure Division
- 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.
ECB publications
- 26 January 2021
- 23 June 2020
- 28 June 2018
- Economic Bulletin Issue ,
- 13 March 2017
- 16 September 2016
- 27 June 2016
- 1 April 2015
- 11 November 2014
- 11 August 2014
- 28 October 2008
- 25 January 2008
- 25 April 2005
- 5 November 2004
- 18 May 2004
- 28 April 2004
- 1 September 2003
- 1 June 2002
- 1 May 2002
- 1 April 2001
- 1 April 2001
- 1 March 2001
External publications
- ECB Ocassional Paper Series, forthcoming.A Chronology of the crisis and the ECB's Monetary Policy Responses
- ECB Working Paper Series No. 2033. March 2017.The inflation risk premium during the great recession
- ECB working Paper series No. 1965. September 2016.Bank interest rate setting in crisis times and the impact of the ECB monetary policies
- Emerging Markets Finance and Trade, 2016, Vol. 52, No. 12, pp. 2687-2705.Pricing sovereign credit risk of an emerging market
- ECB Working Paper No 1773. April 2015.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 1741. November 2014.Financial reputation, market interventions and debt issuance by banks
- North American Journal of Economics and Finance, 2016, Vol. 37, pp. 168-189.Market perception of sovereign credit risk in the euro area during the financial crisis
- Economics Letters, 2012, Vol. 115, pp. 376-378.Conditional Forecasts on SVAR models using the Kalman Filter
- Econometrics Journal 14(1), pp. C25-C44, 2011.Short-term forecasts of euro area GDP growth
- Econometric Reviews 28(6), pp. 581-611, 2009Statistical tests and estimators of the rank of a matrix and their applications in econometric modelling
- Journal of Forecasting, 28(3), pp. 194-217, 2009Modelling the Daily Banknotes in Circulation in the Context of the Liquidity Management of the European Central Bank
- Journal of Policy Modelling 28(5), pp. 491-510, 2006Excess Reserves and the Implementation of Monetary Policy of the ECB
- Journal of Forecasting 24(7), pp. 491-503, 2005Forecasting Inflation using Dynamic Factor Measures of Underlying inflation
- Journal of Time Series Analysis 26(1), pp. 37-48, 2005Estimating the rank of the Spectral Density Matrix
- Journal of Applied Econometrics 19(2), pp. 247-265, 2004Short-Term Monitoring of Fiscal Policy Discipline
- IEEE Transactions on Automatic Control 49(2), pp. 238-243, 2004Bootstrap Statistical Tests of Rank Determination for System Identification
- In O. Issing (ed) 'Background Studies for the ECB's Evaluation of its Monetary Policy Strategy', European Central Bank, Frankfurt am Main, 2003The 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, 2003Relevant economic issues concerning the optimal rate of inflation
- Economic Modelling 20(3), pp. 528-561, 2003Assessment Criteria for Output Gap Estimates
- Journal of Business and Economic Statistics 21(1), pp. 145-155, 2003Tests of Rank in Reduced Rank Regression Models
- European Central Bank, Frankfurt am Main, July 2002Measurement Issues in European Consumer Price Indices and the Conceptual Framework of the HICP
- Econometrics Journal 4(1), pp. 56-90, 2001An Automatic Leading Indicator of Economic Activity: Forecasting GDP growth for European Countries
- In D. Hendry and M. Clements (eds) A Companion to Economic Forecasting, Blackwell publishers, Oxford, 2001The Forecasting Performance of the OECD Composite Leading Indicators for France, Germany, Italy and the UK
- IEEE Transactions on Automatic Control 46(2), pp. 331-336, 2001Testing the Rank of the Hankel Covariance Matrix: A Statistical Approach
- Economic Letters 59(2), pp. 163-168, 1998Filtered Least Squares and Measurement Error