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Gonzalo Camba-Méndez

Risk Management

Division

Risk Strategy

Current Position

Principal Economist

Email

gonzalo.camba-mendez@ecb.europa.eu

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
  • G. Camba-Mendez and F. P. Mongelli
ECB Working Paper Series No. 2033. March 2017.
The inflation risk premium during the great recession
  • G. Camba-Mendez and T. Werner
ECB working Paper series No. 1965. September 2016.
Bank interest rate setting in crisis times and the impact of the ECB monetary policies
  • G. Camba-Mendez
  • A. Durre and F. P. Mongelli
Emerging Markets Finance and Trade, 2016, Vol. 52, No. 12, pp. 2687-2705.
Pricing sovereign credit risk of an emerging market
  • G. Camba-Mendez
  • K. Kostrzewa
  • A. Mospan and D. Serwa
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
  • G. Camba-Mendez
  • G. Kapetanios
  • F. Papailias and M. R. Weale
ECB Working Paper No 1741. November 2014.
Financial reputation, market interventions and debt issuance by banks
  • G. Camba-Mendez
  • S. Carbo-Valverde and D. Rodriguez-Palenzuela
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
  • G. Camba-Mendez and D. Serwa
Economics Letters, 2012, Vol. 115, pp. 376-378.
Conditional Forecasts on SVAR models using the Kalman Filter
  • G. Camba-Mendez
Econometrics Journal 14(1), pp. C25-C44, 2011.
Short-term forecasts of euro area GDP growth
  • E. Angelini
  • G. Camba-Mendez
  • D. Giannone
  • L. Reichlin and G. Runstler
Econometric Reviews 28(6), pp. 581-611, 2009
Statistical tests and estimators of the rank of a matrix and their applications in econometric modelling
  • G. Camba-Mendez and G. Kapetanios
Journal of Forecasting, 28(3), pp. 194-217, 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 Policy Modelling 28(5), pp. 491-510, 2006
Excess Reserves and the Implementation of Monetary Policy of the ECB
  • U. Bindseil
  • G. Camba-Mendez
  • A. Hirsch and B. Weller
Journal of Forecasting 24(7), pp. 491-503, 2005
Forecasting Inflation using Dynamic Factor Measures of Underlying inflation
  • G. Camba-Mendez and G. Kapetanios
Journal of Time Series Analysis 26(1), pp. 37-48, 2005
Estimating the rank of the Spectral Density Matrix
  • G. Camba-Mendez and G. Kapetanios
Journal of Applied Econometrics 19(2), pp. 247-265, 2004
Short-Term Monitoring of Fiscal Policy Discipline
  • G. Camba-Mendez and A. Lamo
IEEE Transactions on Automatic Control 49(2), pp. 238-243, 2004
Bootstrap Statistical Tests of Rank Determination for System Identification
  • G. Camba-Mendez and G. Kapetanios
In O. Issing (ed) 'Background Studies for the ECB's Evaluation of its Monetary Policy Strategy', European Central Bank, Frankfurt am Main, 2003
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
Economic Modelling 20(3), pp. 528-561, 2003
Assessment Criteria for Output Gap Estimates
  • G. Camba-Mendez and D. Rodriguez-Palenzuela
Journal of Business and Economic Statistics 21(1), pp. 145-155, 2003
Tests of Rank in Reduced Rank Regression Models
  • G. Camba-Mendez
  • G. Kapetanios
  • R. J. Smith and M. R. Weale
European Central Bank, Frankfurt am Main, July 2002
Measurement Issues in European Consumer Price Indices and the Conceptual Framework of the HICP
  • G. Camba-Mendez
  • V. Gaspar and M. Wynne
Econometrics Journal 4(1), pp. 56-90, 2001
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
In D. Hendry and M. Clements (eds) A Companion to Economic Forecasting, Blackwell publishers, Oxford, 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
IEEE Transactions on Automatic Control 46(2), pp. 331-336, 2001
Testing the Rank of the Hankel Covariance Matrix: A Statistical Approach
  • G. Camba-Mendez and G. Kapetanios
Economic Letters 59(2), pp. 163-168, 1998
Filtered Least Squares and Measurement Error
  • G. Camba-Mendez and A. P. Blake