Access Statistics for Jesus Gonzalo

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Systematic Framework for Analyzing the Dynamic Effects of Permanent and Transitory Shocks 0 0 0 152 0 0 0 417
A Systematic Framework for Analyzing the Dynamic Effects of Permanent and Transitory Shocks 0 0 0 4 0 0 0 656
A systematic framework for analyzing the dynamic effects of permanent and transitory shocks 0 2 3 15 0 2 5 74
A tale of three cities: climate heterogeneity (special issue of SERIES in homage to Juan J. Dolado) 0 0 4 95 0 0 12 138
Climate change heterogeneity: A new quantitative approach 1 4 22 122 1 4 31 84
Climate change heterogeneity: a new quantitative approach 1 1 3 33 1 1 7 51
Co-summability from linear to non-linear cointegration 0 0 3 145 0 1 8 292
Cointegration and Aggregation 0 0 0 1 0 1 4 675
Comovements in Large Systems 0 0 0 16 0 1 1 43
Comovements in large systems 0 0 0 3 0 1 1 29
Conditional stochastic dominance tests in dynamic settings 0 0 0 45 0 0 0 118
Conditional stochastic dominance tests in dynamic settings 0 0 0 11 0 0 1 92
Contagion versus flight to quality in financial markets 1 1 3 381 1 1 6 923
Detecting Big Structural Breaks in Large Factor Models 0 0 0 33 0 0 2 107
Detecting Sparse Cointegration 3 10 10 10 4 11 11 11
Detecting big structural breaks in large factor models 0 0 2 97 0 1 4 242
Detecting big structural breaks in large factor models 0 0 0 47 0 3 5 190
Detecting sparse cointegration 0 17 17 17 0 14 14 14
Downside Risk Efficiency Under Market Distress 0 0 1 47 0 0 1 154
Dynamic Effects of Persistent Shocks 0 0 1 115 0 0 3 144
Dynamic Effects of Persistent Shocks 0 0 5 25 1 1 12 73
Dynamic effects of persistent shocks 0 1 1 1 0 6 6 6
Dynamic effects of persistent shocks 0 1 5 123 1 2 19 201
Econometric implications of non-exact present value models 0 0 0 3 0 1 3 31
Estimation and inference in threshold type regime switching models 0 0 0 122 0 0 1 177
Estimation of Characteristics-based Quantile Factor Models 0 0 3 14 0 1 7 22
Estimation of Characteristics-based Quantile Factor Models 1 2 10 39 1 3 14 40
Estimation of Common Long-Memory Components in Cointegrated Systems 0 0 0 6 1 3 10 1,838
Estimation of characteristics-based quantile factor models 0 0 2 36 0 0 4 28
Global and regional long-term climate forecasts: a heterogeneous future 2 13 13 13 2 20 20 20
Heterogeneous Predictive Association of CO2 with Global Warming 0 0 1 64 0 0 1 35
Heterogeneous Predictive Association of CO2 with Global Warming 0 1 7 27 0 2 11 36
Lag Length Estimation in Large Dimensional Systems 0 0 0 103 0 0 0 233
Lag Length Estimation in Large Dimensional Systems 0 0 2 235 0 0 3 664
Long-term optimal portfolio allocation under dynamic horizon-specific risk aversion 0 0 0 54 0 1 2 111
Modelling and Measuring Price Discovery in Commodity Markets 0 0 1 12 0 1 5 63
Modelling and measuring price discovery in commodity markets 0 0 0 242 0 0 3 674
Multicointegration and present value relations 0 0 0 5 1 2 2 38
No lack of relative power of the Dickey-Fuller tests for unit roots 0 0 0 3 0 0 0 22
Non-exact present value relations 0 0 0 0 0 0 0 20
On the Exact Moments of Non-Standard Asymptotic Distributions in Non Stationary Autoregressions with Dependant Errors 0 0 0 0 0 0 0 255
On the Exact Moments of Non-Standard Asymptotic Distributions in Non Stationary Autoregressions with Dependent Errors 0 0 1 9 0 0 1 139
On the Robustness of Cointegration Tests when Series Are Fractionally Integrated 0 0 0 0 0 0 1 102
On the exact moments of non-standard asymptotic distributions in non stationary autoregressions with dependent errors 0 0 0 2 0 0 0 11
On the robustness of cointegration tests when series are fractionally integrated 0 0 0 4 0 1 1 28
Out of Sample Predictability in Predictive Regressions with Many Predictor Candidates 1 3 17 66 1 4 21 51
Out of sample predictability in predictive regressions with many predictor candidates 0 1 9 129 0 3 13 135
P-Values for Non-Standard Distributions with an Application to the DF Test 0 0 0 0 0 1 1 447
P-values for non-standard distributions with an application to the DF test 0 0 0 2 0 3 3 38
Permanent and transitory components of GDP and stock prices: further analysis 0 0 2 161 1 2 4 678
Pitfalls in Testing for Long Run Relationships 0 0 0 3 0 0 4 618
Predictive Regressions 0 0 4 169 0 0 5 214
Quantile Factor Models 0 0 0 27 0 0 4 84
Quantile Factor Models 0 0 1 44 0 3 5 168
Quantile Factor Models 0 0 0 27 0 0 3 74
Quantile Factor Models 0 1 2 257 1 2 7 541
Regime Specific Predictability in Predictive Regressions 0 0 0 36 0 0 0 84
Regime specific predictability in predictive regressions 0 0 0 36 0 0 1 138
Regional heterogeneity and warming dominance in the United States 1 3 7 7 1 8 15 15
Relative Power of t Type Tests of Stationary and Unit Root Processes 0 0 0 0 0 0 0 672
Revisiting Granger Causality of CO2 on Global Warming: a Quantile Factor Approach 0 0 1 3 0 1 5 13
Simple Wald tests of the fractional integration parameter: an overview of new results 0 0 0 90 0 0 2 247
Spurious relationships in high dimensional systems with strong or mild persistence 0 0 2 104 0 0 5 110
Subsampling inference in threshold autoregressive models 0 0 0 210 0 0 1 610
Summability of stochastic processes: a generalization of integration and co-integration valid for non-linear processes 0 0 1 86 1 1 4 265
Testing Downside Risk Efficiency Under Market Distress 0 0 0 4 0 0 0 49
Testing I(1) against I(d) alternatives in the presence of deteministic components 0 0 0 74 0 0 1 296
Testing I(1) against I(d) alternatives with Wald Tests in the presence of deterministic components 0 0 0 82 0 0 2 145
Testing downside risk efficiency under market distress 0 0 0 60 0 0 0 176
Testing extreme warming and geographical heterogeneity 2 6 11 11 2 10 17 17
Testing for a Unit Root Against Fractional Alternatives in the Presence of a Maintained Trend 0 0 0 6 0 0 1 61
The Reaction of Stock Market Returns to Unemployment 0 0 16 427 0 0 347 3,688
The Spline GARCH Model for Unconditional Volatility and its Global Macroeconomic Causes 0 0 0 631 0 0 5 1,511
The impact of heavy tails and comovements in downside-risk diversification 0 0 1 90 0 0 1 210
The impact of heavy tails and comovements in downside-risk diversification 0 0 0 4 0 0 1 48
The reaction of stock market returns to anticipated unemployment 0 0 0 123 0 0 2 626
The reaction of stock market returns to anticipated unemployment 0 0 1 73 0 0 6 424
Threshold Integrated Moving Average Models (Does Size Matter? Maybe So) 0 0 0 1 0 0 0 1,076
Threshold effects in cointegrating relationships 0 0 0 147 0 2 4 328
Threshold integrated moving average models: does size matter? maybe so 0 0 0 8 0 1 2 49
Threshold unit root models 0 0 4 32 0 0 8 93
Trends in Temperature Data: Micro-foundations of Their Nature 0 1 16 29 0 1 18 32
Trends in distributional characteristics: Existence of global warming 0 0 0 88 0 0 0 255
Trends in temperature data: micro-foundations of their nature 0 0 6 22 0 1 7 26
Uncovering regimes in out of sample forecast errors from predictive regressions 0 1 2 84 0 1 6 95
Wald Tests of I(1) against I(d) alternatives: some new properties and an extension to processes with trending components 0 1 1 73 0 1 2 180
What is What? A Simple Time-Domain Test of Long-memory vs. Structural Breaks 0 0 0 6 0 1 1 84
What is what?: A simple time-domain test of long-memory vs. structural breaks 0 0 0 205 0 0 0 734
Which Extreme Values are Really Extremes? 0 0 0 143 0 0 1 474
Total Working Papers 13 70 224 6,411 21 131 777 25,200

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Fractional Dickey-Fuller Test for Unit Roots 0 0 0 261 1 1 3 1,672
A systematic framework for analyzing the dynamic effects of permanent and transitory shocks 0 0 4 346 1 2 11 759
A tale of three cities: climate heterogeneity 0 0 0 3 0 1 4 12
CONDITIONAL STOCHASTIC DOMINANCE TESTS IN DYNAMIC SETTINGS 0 0 0 3 0 0 1 12
Cointegration and aggregation 0 1 1 97 0 1 1 194
Detecting big structural breaks in large factor models 0 0 1 55 0 2 4 184
Differences Between Short‐ and Long‐Term Risk Aversion: An Optimal Asset Allocation Perspective 0 0 1 10 0 0 1 26
Estimation and model selection based inference in single and multiple threshold models 0 0 0 266 0 0 6 614
Estimation of Common Long-Memory Components in Cointegrated Systems 0 0 0 0 0 2 22 2,381
Five alternative methods of estimating long-run equilibrium relationships 0 1 5 961 2 4 14 2,400
Heterogeneous predictive association of CO2 with global warming 0 0 4 13 0 1 7 16
Inferring the Predictability Induced by a Persistent Regressor in a Predictive Threshold Model 0 0 0 8 0 1 1 39
Lag length estimation in large dimensional systems 0 0 0 2 0 0 0 11
Large shocks vs. small shocks. (Or does size matter? May be so.) 0 0 0 77 0 0 1 218
Long-range dependence in Spanish political opinion poll series 0 0 0 78 0 2 2 600
Modelling and measuring price discovery in commodity markets 0 1 6 116 0 1 13 407
Nonparametric estimation of functional dynamic factor model 0 0 0 1 0 0 0 1
On the Exact Moments of Asymptotic Distributions in an Unstable AR(1) with Dependent Errors 0 0 0 1 0 0 0 210
On the robustness of cointegration tests when series are fractionally intergrated 0 0 0 42 0 0 0 154
Out-of-sample predictability in predictive regressions with many predictor candidates 0 0 6 6 0 0 11 11
P-Values for non-standard distributions with an application to the DF test 0 1 1 41 0 1 2 169
Permanent and transitory components of GDP and stock prices: further analysis 0 0 0 21 0 1 2 114
Pitfalls in testing for long run relationships 0 0 5 245 0 0 12 526
Predictive methodology and application in economics and finance: Volume in honor of the accomplishments of Clive W.J. Granger 0 0 0 43 0 0 0 176
Quantile Factor Models 0 2 6 36 0 4 26 130
RELATIVE POWER OF t TYPE TESTS FOR STATIONARY AND UNIT ROOT PROCESSES 0 0 0 0 0 0 0 6
Regime-Specific Predictability in Predictive Regressions 0 0 0 25 0 0 1 63
Specification via model selection in vector error correction models 0 0 0 73 1 1 3 272
Spurious relationships in high-dimensional systems with strong or mild persistence 0 0 0 10 0 0 3 16
Subsampling inference in threshold autoregressive models 0 0 0 86 0 0 0 192
Summability of stochastic processes—A generalization of integration for non-linear processes 0 0 1 42 0 0 3 159
Testing for multicointegration 0 0 0 72 0 1 2 186
The Making of "Estimation of Common Long-Memory Components in Cointegrated Systems" 0 0 0 20 0 0 0 54
The Spline-GARCH Model for Low-Frequency Volatility and Its Global Macroeconomic Causes 8 11 27 593 15 30 91 1,547
The reaction of stock market returns to unemployment 0 1 1 42 1 6 13 206
Threshold Effects in Cointegrating Relationships* 0 0 2 124 0 0 2 824
Trends in distributional characteristics: Existence of global warming 1 1 4 20 1 2 32 89
Trends in temperature data: Micro-foundations of their nature 0 0 0 0 0 1 1 1
Uncovering Regimes in Out of Sample Forecast Errors from Predictive Regressions 0 0 0 7 0 0 2 18
Wald Tests of I(1) against I(d) Alternatives: Some New Properties and an Extension to Processes with Trending Components 0 0 0 29 0 0 0 136
Which Extreme Values Are Really Extreme? 0 0 0 92 0 3 3 245
Total Journal Articles 9 19 75 3,967 22 68 300 15,050

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Estimation and inference in threshold type regime switching models 0 0 0 17 0 0 2 56
Total Chapters 0 0 0 17 0 0 2 56

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