Coincident and leading indicators for the euro area : a frequency band approach [Working Papers nº 7-03]
Forecasting Euro Area aggregates with bayesian var and vecm models [Working Papers nº 4-03]
International comovement of stock market returns : a wavelet analysis [Working papers nº 4-09]
On LM-type tests for seasonal unit roots in the presence of a break in trend [Working papers nº 20-09]
A wavelet-based assessment of market risk : the emerging markets case [Working papers nº 3-12]
Characterizing economic growth paths based on new structural change tests [Working papers nº 13-13]