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 1 7 46 564
A New Interpretation of the Exchange Rate - Yield Differential Nexus 0 0 0 1 4 4 19 210
A Principal Components Approach to Cross-Section Dependence in Panels 7 22 51 465 17 44 114 1,088
A new interpretation of the real exchange rate - yield differential nexus 0 1 4 36 2 5 21 148
An MTAR Test for Stock Market Bubbles 0 0 0 0 1 9 27 324
Between-Group Dependence in PPP Equations and its Causes: A Principal Components Approach 0 0 0 0 1 3 18 247
Bootstrap LR Tests for Sign and Amplitude Asymmetries 0 0 0 0 0 3 19 252
ESTUDIO DE LAS PREFERENCIAS INDIVIDUALES SOBRE UN ESPACIO NATURAL MEDIANTE EL ANÁLISIS CONJUNTO 0 0 2 6 1 1 9 99
Elements in the Design of an Early Warning System for Sovereign Default 0 0 0 0 3 7 36 276
Evaluating The Persistence And Structuralist Theories Of Unemployment 0 1 4 80 1 5 13 456
Exchange Rate Overshooting and the Forward Premium Puzzle 0 0 0 0 1 2 14 250
Forecasting sovereign default using panel models: A comparative analysis 0 0 0 1 3 8 35 279
Global Optimization Methods for Estimation of Smooth Transition Autoregressive Models 0 0 0 0 1 2 8 154
Market-wide shocks and anomalous price behaviour: evidence from closed-end funds 1 1 6 55 3 3 15 189
Numerical Issues in Threshold Autoregressive Modelling of Time Series 0 2 4 4 3 5 26 26
On Sovereign Credit Migration: A Study of Alternative Estimators and Rating Dynamics 3 3 29 121 7 10 58 291
On forecasting daily stock volatility: the role of intraday information and market conditions 5 8 48 106 9 34 157 307
ROBUST BOOTSTRAP INFERENCE ON LONG RUN DEPENDENCE USING PANELS 0 0 0 0 1 2 9 99
Reinterpreting the Real Exchange Rate - Yield Diffential Nexus 0 0 2 2 2 2 10 10
Rethinking the Forward Premium Puzzle in a Non-linear Framework 1 2 4 4 3 6 11 11
Small Sample Properties of Panel Time-series Estimators with I(1) Errors 1 4 9 9 4 7 21 21
Small sample properties of panel time-series estimators with I(1) errors 0 0 0 0 7 23 60 451
The Feldstein-Horioka puzzle is not as bad as you think 1 4 32 352 4 11 74 847
Unobserved Heterogeneity in Panel Time Series Models 22 43 133 471 65 151 545 1,627
Total Working Papers 41 91 328 1,713 144 354 1,365 8,226

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 1 1 2 33 1 1 2 152
A guided tour of TSMod 4.03 0 0 4 40 1 2 20 159
A new interpretation of the exchange rate-yield differential nexus 0 0 4 46 3 4 30 283
Asymmetric Dynamics in UK Real Interest Rates 1 1 7 71 2 2 12 229
Border costs and real exchange rate dynamics in Europe 1 1 3 16 3 7 23 98
Early warning systems for sovereign debt crises: The role of heterogeneity 1 1 11 29 1 1 15 45
Evaluating the Persistence and Structuralist Theories of Unemployment from a Nonlinear Perspective 0 1 4 85 1 2 20 680
Interest rate transmission in the UK: a comparative analysis across financial firms and products 1 5 26 31 4 13 45 53
Is There a Base Currency Effect in Long-Run PPP? 0 0 2 46 0 0 6 375
Is the Feldstein-Horioka Puzzle History? 0 2 17 125 2 5 43 329
Large market shocks and abnormal closed-end-fund price behaviour 2 2 3 11 2 2 8 39
Momentum profits, nonnormality risks and the business cycle 0 1 2 2 0 3 11 11
New panel unit root tests of PPP 0 2 4 71 0 4 18 181
Nonparametric Cointegration Analysis of Real Exchange Rates 1 2 11 108 1 7 26 303
Numerical issues in threshold autoregressive modeling of time series 0 0 1 28 0 4 5 109
On forecasting daily stock volatility: The role of intraday information and market conditions 4 6 22 22 6 13 61 61
On sovereign credit migration: A study of alternative estimators and rating dynamics 0 1 8 19 0 2 13 64
Optimal design of early warning systems for sovereign debt crises 0 0 4 29 3 4 14 71
Purchasing power parity and the theory of general relativity: the first tests 0 0 7 135 2 3 23 311
Short-Run Real Exchange Rate Dynamics 1 1 1 31 1 2 3 118
Sieve bootstrap t-tests on long-run average parameters 0 2 5 9 0 2 7 21
Testing for sign and amplitude asymmetries using threshold autoregressions 0 0 1 11 0 0 3 39
Unobserved heterogeneity in panel time series models 2 3 16 52 4 6 27 105
Valuation ratios and price deviations from fundamentals 1 3 18 66 1 4 35 119
Total Journal Articles 16 35 183 1,116 38 93 470 3,955

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Statistics updated 2010-03-03