Camba-Méndez, Gonzalo

Gonzalo Camba-Méndez

Economics

 gonzalo.camba-mendez@ecb.europa.eu

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
2033The inflation risk premium in the post-Lehman periodCamba-Méndez, Gonzalo, Werner, Thomas
1965Bank interest rate setting in the euro area during the Great RecessionCamba-Méndez, Gonzalo, Durré, Alain, Mongelli, Francesco Paolo
1924Pricing sovereign credit risk of an emerging marketCamba-Méndez, Gonzalo, Serwa, Dobromil, Kostrzewa, Konrad, Marszal, Anna
1773An automatic leading indicator, variable reduction and variable selection methods using small and large datasets: Forecasting the industrial production growth for euro area economiesCamba-Méndez, Gonzalo, Kapetanios, George, Papailias, Fotis, Weale, Martin R.
1741Financial reputation, market interventions and debt issuance by banks: a truncated two-part model approachCamba-Méndez, Gonzalo, Rodriguez-Palenzuela, Diego, Carbó-Valverde, Santiago
1710Market perception of sovereign credit risk in the euro area during the financial crisisCamba-Méndez, Gonzalo, Serwa, Dobromil
949Short-term forecasts of euro area GDP growthAngelini, Elena, Camba-Méndez, Gonzalo, Rünstler, Gerhard, Giannone, Domenico, Reichlin, Lucrezia
850Statistical tests and estimators of the rank of a matrix and their applications in econometric modellingCamba-Méndez, Gonzalo, Kapetanios, George
470Structural filters for monetary analysis: the inflationary movements of money in the euro areaBruggeman, Annick, Camba-Méndez, Gonzalo, Fischer, Björn, Sousa, João
402Forecasting euro area inflation using dynamic factor measures of underlying inflationCamba-Méndez, Gonzalo, Kapetanios, George
361Excess reserves and implementation of monetary policy of the ECBBindseil, Ulrich, Camba-Méndez, Gonzalo, Hirsch, Astrid, Weller, Benedict
349Estimating the rank of the spectral density matrixCamba-Méndez, Gonzalo, Kapetanios, George
278Relevant economic issues concerning the optimal rate of inflationCamba-Méndez, Gonzalo, Garcí­a, Juan Angel, Rodriguez-Palenzuela, Diego
152Short-term monitoring of fiscal policy disciplineCamba-Méndez, Gonzalo, Lamo, Ana
142Modelling the daily banknotes in circulation in the context of the liquidity management of the European Central BankCabrero, Alberto, Camba-Méndez, Gonzalo, Hirsch, Astrid, Nieto, Fernando
62Spectral based methods to identify common trends and common cyclesCamba-Méndez, Gonzalo, Kapetanios, George
54Assessment criteria for output gap estimatesCamba-Méndez, Gonzalo, Rodriguez-Palenzuela, Diego
45Testing the rank of the Hankel matrix: a statistical approachCamba-Méndez, Gonzalo, Kapetanios, George
Title Authors Where
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