Access Statistics for Jesus Gonzalo

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 Systematic Framework for Analyzing the Dynamic Effects of Permanent and Transitory Shocks 0 0 0 4 5 26 66 431
A Systematic Framework for Analyzing the Dynamic Effects of Permanent and Transitory Shocks 1 5 21 102 3 10 36 266
CONTAGION VERSUS FLIGHT TO QUALITY IN FINANCIAL MARKETS 3 7 45 198 7 15 91 364
Cointegration and Aggregation 0 0 0 1 1 4 18 566
Estimation of Common Long-Memory Components in Cointegrated Systems 0 0 0 6 14 28 103 1,122
Estimation of Common Long-Memory Components in Cointegrated Systems 0 0 0 4 8 24 86 594
Lag Length Estimation in Large Dimensional Systems 1 5 25 207 1 13 48 547
Lag Length Estimation in Large Dimensional Systems 1 1 7 94 1 3 13 181
Modelling and measuring price discovery in commodity markets 3 13 46 137 9 30 109 293
Multicointegration and Present Value Relations 0 0 0 0 0 0 9 137
On the Exact Moments of Non-Standard Asymptotic Distributions in Non Stationary Autoregressions with Dependant Errors 0 0 0 0 0 0 7 214
On the Robustness of Cointegration Tests when Series Are Fractionally Integrated 0 0 0 0 0 1 11 28
P-Values for Non-Standard Distributions with an Application to the DF Test 0 0 0 0 7 14 35 369
Permanent and transitory components of GDP and stock prices: further analysis 4 7 36 94 13 39 160 313
Pitfalls in Testing for Long Run Relationships 0 0 0 3 2 8 31 471
Relative Power of t Type Tests of Stationary and Unit Root Processes 0 0 0 0 0 1 9 605
Simple Wald tests of the fractional integration parameter: an overview of new results 2 5 19 63 2 10 38 91
Subsampling Inference in Threshold Autoregressive Models 1 2 14 171 2 6 27 453
Testing Downside Risk Efficiency Under Market Distress 3 4 26 27 6 12 117 117
Testing I(1) against I(d) alternatives in the presence of deteministic components 1 2 10 63 5 8 32 198
Testing I(1) against I(d) alternatives with Wald Tests in the presence of deterministic components 0 1 6 67 0 4 11 80
Testing downside risk efficiency under market distress 1 1 27 47 5 8 49 65
Testing for Multicointegration 1 2 15 697 1 2 24 3,029
The Impact of Heavy Tails and Comovements in Downside-Risk Diversification 1 2 17 64 1 5 44 147
The Spline GARCH Model for Unconditional Volatility and its Global Macroeconomic Causes 3 10 70 312 12 32 180 653
The impact of heavy tails and comovements in downside-risk diversification 0 1 9 68 0 7 24 117
Threshold Effects In Cointegrating Relationships 0 0 0 0 1 7 41 184
Threshold Effects In Multivariate Error Correction Models 0 0 0 0 4 10 49 220
Threshold Integrated Moving Average Models (Does Size Matter? Maybe So) 0 0 0 1 5 13 71 985
Threshold effects in cointegrating relationships 2 4 19 88 2 6 29 112
Wald Tests of I(1) against I(d) alternatives: some new properties and an extension to processes with trending components 0 3 18 51 1 8 31 64
What is What?: A Simple Time-Domain Test of Long-memory vs. Structural Breaks 1 2 24 140 12 33 102 474
Which Extreme Values are Really Extremes? 1 3 11 112 1 5 22 343
Total Working Papers 30 80 465 2,821 131 392 1,723 13,833

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 3 3 11 216 9 15 64 1,382
A systematic framework for analyzing the dynamic effects of permanent and transitory shocks 2 8 28 127 3 10 45 246
Cointegration and aggregation 1 4 17 65 2 7 24 99
Estimation and model selection based inference in single and multiple threshold models 0 5 17 114 0 8 29 257
Estimation of Common Long-Memory Components in Cointegrated Systems 0 0 0 0 18 38 155 1,004
Five alternative methods of estimating long-run equilibrium relationships 4 28 109 479 8 53 246 1,083
Large shocks vs. small shocks. (Or does size matter? May be so.) 1 1 7 48 2 4 19 100
Long-range dependence in Spanish political opinion poll series 0 0 7 64 1 5 44 413
On the Exact Moments of Asymptotic Distributions in an Unstable AR(1) with Dependent Errors 0 0 0 1 2 3 9 161
On the robustness of cointegration tests when series are fractionally intergrated 0 1 3 31 1 2 11 104
P-Values for non-standard distributions with an application to the DF test 0 0 2 27 0 3 11 94
Pitfalls in testing for long run relationships 1 3 20 102 1 5 25 166
Predictive methodology and application in economics and finance: Volume in honor of the accomplishments of Clive W.J. Granger 1 1 3 24 1 1 8 85
Specification via model selection in vector error correction models 0 0 8 49 2 5 27 162
Subsampling inference in threshold autoregressive models 4 4 11 49 4 4 16 85
Testing for multicointegration 0 1 7 46 0 1 9 94
Threshold Effects in Cointegrating Relationships 1 2 16 61 2 4 29 115
Wald Tests of I(1) against I(d) Alternatives: Some New Properties and an Extension to Processes with Trending Components 0 1 9 9 1 4 18 18
Which Extreme Values Are Really Extreme? 1 2 14 62 3 6 30 132
Total Journal Articles 19 64 289 1,574 60 178 819 5,800

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Statistics updated 2009-11-04