- Current Position
- Other current responsibilities
Principal Economist, Capital Markets and Financial Structure Division
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.
- 26 January 2021
- 23 June 2020
- 28 June 2018
- Economic Bulletin Issue ,
- 13 March 2017
- 16 September 2016
- 27 June 2016
- 1 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
- 11 November 2014
- Financial reputation, market interventions and debt issuance by banks: a truncated two-part model approach
- 11 August 2014
- 28 October 2008
- 25 January 2008
- Statistical tests and estimators of the rank of a matrix and their applications in econometric modelling
- 25 April 2005
- 5 November 2004
- 18 May 2004
- 28 April 2004
- 1 September 2003
- 1 June 2002
- 1 May 2002
- Modelling the daily banknotes in circulation in the context of the liquidity management of the European Central Bank
- 1 April 2001
- 1 April 2001
- 1 March 2001
- 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