Camba-Méndez, Gonzalo

Economics

Division

Economic Developments

Current position

Principal Economist

Email

gonzalo.camba-mendez@ecb.europa.eu

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 Economic Bulletin Box

ECB Working Paper Series

2017
2016
2015
2014
2008
2005
2004
2003
2002
2001

Journal publications

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
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 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 and A. Lamo
Short-Term Monitoring of Fiscal Policy Discipline
Journal of Applied Econometrics 19(2), pp. 247-265, 2004,
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 and A. P. Blake
Filtered Least Squares and Measurement Error
Economic Letters 59(2), pp. 163-168, 1998,
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 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, 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 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 G. Kapetanios
Forecasting Inflation using Dynamic Factor Measures of Underlying inflation
Journal of Forecasting 24(7), pp. 491-503, 2005,
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, 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, 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 and T. Werner
The inflation risk premium during the great recession
ECB Working Paper Series No. 2033. March 2017.,
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.,
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, 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,
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,
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 F. P. Mongelli
A Chronology of the crisis and the ECB's Monetary Policy Responses
ECB Ocassional Paper Series, forthcoming.,