Alfonso Novales Cinca - Research

E-mail: anovales@ccee.ucm.es
Phone: 91 3942594 - Fax: 91 394 2613




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   Research by areas

(If you are interested in any of the papers below and it cannot be accessed through the Web page, please get in touch at anovales@ccee.ucm.es)

  1. Economic policy design and evaluation
     
  2. Numerical solution metods for growth models
     
  3. Volatility and Risk factors in financial markets
     
  4. Forecasting and Econometric methodology

  1. Economic policy design and evaluation


  1. Numerical solution metods for growth models

In addition to standard theoretical discussions, this Springer-Verlag textbook covers in detail stability issues and policy evaluation questions, providing numerical exercises in Excel and Matlab along with the theoretical analysis. Excel files are used for single realizations in deterministic models, while MATLAB files reproduce the analysis with a large number of sample realizations in stochastic economies.

A specific chapter reviews numerical solution methods. Further chapters are devoted to some endogenous growth models and to monetary economies. The effects of alternative monetary and fiscal policies and the possibilities for optimal policy design are emphasized throughout the book. Other non-standard issues addressed are: i) the possibility for nominal indeterminacy of the price level under some monetary policies, ii) stability of the time path for public debt, iii) the sample discretization of continuous-time models, iv) numerical solution methods for a wide class of endogenous growth models.

The book has been written by E. Fernandez-Casillas, A. Novales and J. Ruiz. For further details or any additional information regarding the manuscript, please contact: anovales@ccee.ucm.es.


  1. Volatility and Risk factors in financial markets

  1. Forecasting and Econometric methodology
  1. Desigualdad y pobreza


    Current research projects


anovales@ccee.ucm.es
Despacho: Edificio 1 curso, N-126
Teléfono - Voz: 91 394 2611 - Fax: 91 394 2613
Departamento Economía Cuantitativa
Universidad Complutense de Madrid
Campus de Somosaguas
28223 Madrid