Access Statistics for Ana-Maria Fuertes

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A NUMERICAL ALGORITHM FOR THE EFFICIENT ESTIMATION OF BAND-TAR MODELS 0 0 0 0 3 12 45 497
A New Interpretation of the Exchange Rate - Yield Differential Nexus 0 0 1 1 1 8 20 180
A Principal Components Approach to Cross-Section Dependence in Panels 7 21 69 391 15 43 156 921
A new interpretation of the real exchange rate - yield differential nexus 1 1 5 31 4 6 18 120
An MTAR Test for Stock Market Bubbles 0 0 0 0 7 32 74 276
Between-Group Dependence in PPP Equations and its Causes: A Principal Components Approach 0 0 0 0 2 4 22 222
Bootstrap LR Tests for Sign and Amplitude Asymmetries 0 0 0 0 5 7 23 226
ESTUDIO DE LAS PREFERENCIAS INDIVIDUALES SOBRE UN ESPACIO NATURAL MEDIANTE EL ANÁLISIS CONJUNTO 0 1 2 4 4 15 42 64
Elements in the Design of an Early Warning System for Sovereign Default 0 0 0 0 3 8 32 220
Evaluating The Persistence And Structuralist Theories Of Unemployment 0 0 5 74 1 2 18 438
Exchange Rate Overshooting and the Forward Premium Puzzle 0 0 0 0 2 4 25 227
Forecasting sovereign default using panel models: A comparative analysis 0 0 0 1 4 8 24 225
Global Optimization Methods for Estimation of Smooth Transition Autoregressive Models 0 0 0 0 0 4 18 135
Market-wide shocks and anomalous price behaviour: evidence from closed-end funds 0 2 10 47 1 4 33 163
On Sovereign Credit Migration: A Study of Alternative Estimators and Rating Dynamics 3 11 35 78 8 29 82 206
On forecasting daily stock volatility: the role of intraday information and market conditions 5 30 30 30 18 56 56 56
ROBUST BOOTSTRAP INFERENCE ON LONG RUN DEPENDENCE USING PANELS 0 0 0 0 2 4 12 82
Small sample properties of panel time-series estimators with I(1) errors 0 0 0 0 6 15 51 376
The Feldstein-Horioka puzzle is not as bad as you think 4 11 50 305 11 31 130 743
Unobserved Heterogeneity in Panel Time Series Models 6 22 83 297 16 62 299 946
Total Working Papers 26 99 290 1,259 113 354 1,180 6,323

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Non-linear Analysis of Excess Foreign Exchange Returns 0 0 5 29 1 2 13 141
A guided tour of TSMod 4.03 1 1 7 35 6 10 32 127
A new interpretation of the exchange rate-yield differential nexus 0 2 10 40 2 18 57 222
Asymmetric Dynamics in UK Real Interest Rates 0 0 2 59 1 2 12 203
Border costs and real exchange rate dynamics in Europe 0 0 1 11 0 2 9 61
Early warning systems for sovereign debt crises: The role of heterogeneity 0 3 11 14 0 3 19 23
Evaluating the Persistence and Structuralist Theories of Unemployment from a Nonlinear Perspective 1 2 14 79 5 10 79 639
Is There a Base Currency Effect in Long-Run PPP? 1 1 4 42 1 6 22 362
Is the Feldstein-Horioka Puzzle History? 4 8 27 97 9 20 63 246
Large market shocks and abnormal closed-end-fund price behaviour 0 1 6 7 0 3 12 28
New panel unit root tests of PPP 0 1 13 59 2 4 30 146
Nonparametric Cointegration Analysis of Real Exchange Rates 0 2 5 90 0 4 16 266
Numerical issues in threshold autoregressive modeling of time series 2 3 5 26 2 4 10 100
On sovereign credit migration: A study of alternative estimators and rating dynamics 0 0 8 11 0 1 22 47
Optimal design of early warning systems for sovereign debt crises 0 1 13 19 1 7 27 45
Purchasing power parity and the theory of general relativity: the first tests 4 7 33 116 5 16 74 263
Short-Run Real Exchange Rate Dynamics 0 0 1 27 1 2 10 108
Sieve bootstrap t-tests on long-run average parameters 0 0 0 0 0 7 7 7
Testing for sign and amplitude asymmetries using threshold autoregressions 0 0 2 10 0 0 4 35
Unobserved heterogeneity in panel time series models 3 9 22 30 5 16 43 64
Valuation ratios and price deviations from fundamentals 1 5 15 40 2 8 26 71
Total Journal Articles 17 46 204 841 43 145 587 3,204

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Statistics updated 2008-09-04