| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| 40 Years of Empirical Evidence of Cointegration and Nonlinear Equilibrium Correction in UK Money Demand since the XIX Century |
0 |
0 |
11 |
11 |
0 |
8 |
19 |
19 |
| A characterization of cointegrating relationships using induced-order statistics |
0 |
0 |
0 |
1 |
0 |
4 |
6 |
17 |
| A model free cointegration approach for pairs of I(d) variables |
0 |
0 |
1 |
2 |
0 |
2 |
4 |
32 |
| A new instrumental variable approach for estimation and testing in fractional cointegrating regressions |
0 |
0 |
1 |
3 |
0 |
8 |
11 |
31 |
| A range unit root test |
1 |
1 |
1 |
465 |
1 |
9 |
17 |
1,518 |
| A structural analysis of the merit-order effect in the Spanish day-ahead power market |
0 |
0 |
0 |
23 |
1 |
7 |
11 |
52 |
| Adverse selection costs, trading activity and liquidity in the NYSE: an empirical analysis in a dynamic context |
0 |
0 |
1 |
7 |
7 |
15 |
18 |
80 |
| An evaluation of public aids towards renewable energy sources in Spain |
0 |
0 |
0 |
88 |
0 |
4 |
5 |
78 |
| Anthropogenic effects of climate change: Further evidence from a fractionally integrated ice-age model |
0 |
0 |
0 |
3 |
3 |
11 |
17 |
30 |
| Análisis comparativo y predictivo de recientes funciones de exportación e importación en España |
0 |
0 |
0 |
7 |
0 |
4 |
5 |
38 |
| Are money demand equations still alive and kicking? Historical evidence of cointegration for the UK, using nonlinear techniques |
0 |
1 |
9 |
28 |
1 |
4 |
23 |
32 |
| Assessing the impact of infrastructure quality on firm productivity in Africa: Cross‐country comparisons based on investment climate surveys from 1999 to 2005 |
0 |
0 |
1 |
60 |
4 |
9 |
14 |
198 |
| Assessing the impact of infrastructure quality on firm productivity in Africa: cross-country comparisons based on investment climate surveys from 1999 to 2005 |
0 |
1 |
3 |
150 |
2 |
10 |
16 |
445 |
| Assessing the impact of the investment climate on productivity using firm-level data: methodology and the cases of Guatemala, Honduras, and Nicaragua |
0 |
0 |
2 |
263 |
1 |
5 |
14 |
750 |
| Asymmetric and time-varying error-correction: an application to labour demand in the UK |
0 |
0 |
0 |
1 |
1 |
4 |
6 |
15 |
| Automated financial multi-path GETS modelling |
0 |
0 |
0 |
17 |
0 |
4 |
7 |
174 |
| Automated model selection in finance: General-to-speci c modelling of the mean and volatility speci cations |
0 |
0 |
0 |
50 |
1 |
8 |
14 |
201 |
| BLM: bidimensional approach to measure liquidity |
0 |
0 |
0 |
2 |
0 |
0 |
4 |
34 |
| Bootstraping cointegration tests under structural co-breaks: a robust extended ECM test |
0 |
0 |
0 |
3 |
0 |
7 |
8 |
35 |
| Breaking Boundaries: Lower Tail Dependence Can Triple the Economic Value of Index Insurance for Rural Households |
0 |
0 |
0 |
2 |
2 |
3 |
6 |
17 |
| Catching up in total factor productivity through the business cycle: Evidence from Spanish manufacturing firms |
0 |
0 |
0 |
44 |
1 |
5 |
13 |
224 |
| Catching up in total factor productivity through the business cycle: evidence from Spanish manufacturing surveys |
0 |
0 |
0 |
98 |
0 |
3 |
3 |
399 |
| Co-integration and common trends analysis with score-driven models: an application to the federal funds effective rate and US inflation rate |
0 |
0 |
0 |
39 |
3 |
8 |
8 |
89 |
| Co-integration, time co-trends and error-correction systems: an alternative approach |
0 |
0 |
0 |
0 |
0 |
3 |
4 |
40 |
| Cointegration and common factors |
0 |
0 |
0 |
18 |
0 |
9 |
9 |
71 |
| Cointegration testing using the ranges |
0 |
0 |
0 |
0 |
0 |
7 |
11 |
28 |
| Cointegration tests based on record counting statistics |
0 |
0 |
0 |
119 |
0 |
1 |
3 |
398 |
| Detrending procedures and cointegration testing: ECM tests under structural breaks |
0 |
0 |
1 |
9 |
1 |
5 |
7 |
43 |
| Dynamic asymmetries in bid-ask responses to innovations in the trading process |
0 |
0 |
0 |
3 |
0 |
2 |
5 |
42 |
| Dynamic conditional score models with time-varying location, scale and shape parameters |
1 |
1 |
1 |
52 |
2 |
6 |
10 |
152 |
| Dynamic conditional score patent count panel data models |
0 |
0 |
0 |
28 |
1 |
6 |
7 |
114 |
| Dynamic stochastic general equilibrium inference using a score-driven approach |
0 |
0 |
0 |
58 |
1 |
4 |
6 |
49 |
| EU Patent System: to be or not to be? |
0 |
0 |
0 |
83 |
4 |
18 |
21 |
146 |
| Efectos de la digitalización y la productividad en la economía española: una comparación internacional |
0 |
0 |
4 |
42 |
0 |
3 |
9 |
118 |
| Effects of Applying Linear and Nonlinear Filters on Tests for Unit Roots with Additive Outliers |
0 |
0 |
0 |
9 |
5 |
6 |
7 |
82 |
| Empirical econometric evaluation of alternative methods of dealing with missing values in Investment Climate surveys |
0 |
0 |
0 |
59 |
0 |
5 |
6 |
224 |
| Empirical econometric evaluation of alternative methods of dealing with missing values in investment climate surveys |
0 |
0 |
0 |
53 |
1 |
3 |
4 |
169 |
| Equation-by-Equation Estimation of Multivariate Periodic Electricity Price Volatility |
0 |
0 |
0 |
32 |
2 |
8 |
10 |
85 |
| Equation-by-Equation Estimation of Multivariate Periodic Electricity Price Volatility |
0 |
0 |
0 |
44 |
0 |
9 |
12 |
68 |
| Error-correction systems: nonlinear adjustments to linear long-run relationships |
0 |
0 |
0 |
0 |
0 |
4 |
8 |
59 |
| Estimation and Inference in Univariate and Multivariate Log-GARCH-X Models When the Conditional Density is Unknown |
0 |
0 |
0 |
39 |
0 |
5 |
7 |
126 |
| Estudio comparado sobre funciones de exportación e importación en España |
0 |
0 |
0 |
6 |
0 |
2 |
3 |
36 |
| European gasoline markets: price transmission asymmetries in mean and variance |
0 |
0 |
0 |
55 |
2 |
10 |
10 |
65 |
| Evaluación del PcGive Professional 8: el punto de vista de un usuario |
0 |
0 |
0 |
1 |
0 |
3 |
3 |
26 |
| Forecasting gasoline prices with mixed random forest error correction models |
0 |
0 |
0 |
88 |
0 |
6 |
10 |
143 |
| Global, Arctic, and Antarctic sea ice volume predictions: using score-driven threshold climate models |
0 |
0 |
0 |
4 |
1 |
5 |
6 |
18 |
| High-Speed Rail: a panel data impact evaluation by Municipalities on depopulation and unemployment |
0 |
0 |
1 |
17 |
0 |
4 |
6 |
43 |
| Homenaje a Juan Urrutia |
0 |
0 |
0 |
88 |
2 |
5 |
5 |
589 |
| How does liquidity behave? A multidimensional analysis of NYSE stocks |
0 |
0 |
0 |
3 |
0 |
8 |
13 |
158 |
| IMPROVED TESTING AND SPECIFICATION OF SMOOTH TRANSITION REGRESSION MODELS |
0 |
0 |
0 |
418 |
0 |
3 |
5 |
922 |
| IMPROVED TESTING AND SPECIFICATION OF SMOOTH TRANSITION REGRESSION MODELS |
0 |
1 |
2 |
21 |
1 |
6 |
12 |
86 |
| Improved gradient scaling for score-driven filters with an application to stock market volatility |
0 |
0 |
14 |
15 |
0 |
4 |
9 |
21 |
| Improved testing and specification of smooth transition regression models |
0 |
0 |
0 |
7 |
0 |
4 |
6 |
57 |
| Information-theoretic analysis of seral dependence and cointegration |
0 |
0 |
0 |
2 |
0 |
4 |
7 |
28 |
| Investigating the relationship between gold and silver prices |
0 |
0 |
5 |
21 |
5 |
18 |
29 |
99 |
| Investment Climate Effects on Alternative Firm-Level Productivity Measures |
0 |
0 |
0 |
13 |
3 |
6 |
9 |
97 |
| Investment climate and firm’s economic performance: econometric methodology and application to Turkey's investment climate survey |
0 |
0 |
0 |
231 |
0 |
2 |
3 |
957 |
| Investment climate assessment based on demean Olley and Pakes decompositions: methodology and application to Turkey's investment climate survey |
0 |
0 |
0 |
117 |
1 |
8 |
10 |
514 |
| Knowledge spillovers in U.S. patents: A dynamic patent intensity model with secret common innovation factors |
0 |
0 |
0 |
1 |
1 |
3 |
6 |
55 |
| Knowledge spillovers in U.S. patents: a dynamic patent intensity model with secret common innovation factors |
0 |
0 |
0 |
122 |
2 |
7 |
12 |
358 |
| Markov-switching score-driven multivariate models: outlier-robust measurement of the relationships between world crude oil production and US industrial production |
0 |
0 |
2 |
63 |
5 |
15 |
25 |
268 |
| Maximum likelihood estimation of score-driven models with dynamic shape parameters: an application to Monte Carlo value-at-risk |
0 |
0 |
1 |
41 |
2 |
7 |
12 |
82 |
| Modeling and Forecasting the Long Memory of Cyclical Trends in Paleoclimate Data |
0 |
0 |
0 |
6 |
2 |
12 |
14 |
33 |
| Modeling and Forecasting the Long Memory of Cyclical Trends in Paleoclimate Data |
0 |
0 |
0 |
2 |
0 |
1 |
3 |
6 |
| Modeling electricity prices: international evidence |
0 |
0 |
1 |
1,916 |
1 |
6 |
12 |
4,036 |
| Modeling the Impact of CO₂ on Arctic and Antarctic Sea-Ice Volume: A Dynamic Nonlinear Approach |
0 |
0 |
10 |
10 |
1 |
10 |
11 |
11 |
| Monetary trends in the UK and the USA from 1874 to 2020: a nonlinear approach to money demand |
0 |
1 |
3 |
27 |
0 |
4 |
12 |
49 |
| Nonlinear and asymmetric pricing behaviour in the Spanish gasoline market |
0 |
0 |
0 |
55 |
0 |
6 |
7 |
85 |
| Nonlinear cointegration and nonlinear error correction |
0 |
0 |
0 |
12 |
0 |
6 |
8 |
84 |
| Nonlinear cointegration with mixing errors |
0 |
0 |
0 |
4 |
0 |
3 |
6 |
27 |
| Nonlinear common trends for the global crude oil market: Markov-switching score-driven models of the multivariate t-distribution |
0 |
0 |
0 |
113 |
2 |
9 |
13 |
42 |
| Nonlinear error correction models |
0 |
0 |
0 |
584 |
5 |
8 |
11 |
1,318 |
| Nonlinear error correction models |
1 |
1 |
1 |
14 |
1 |
9 |
14 |
69 |
| Nonlinear error correction, asymmetric adjusment and cointegration |
0 |
0 |
2 |
5 |
1 |
5 |
8 |
51 |
| Nonlinear time series models: consistency and asymptotic normality of nls under new conditions |
0 |
0 |
0 |
5 |
0 |
8 |
11 |
57 |
| Nonlinearities and outliers: robust specification of STAR models |
0 |
0 |
0 |
42 |
0 |
4 |
8 |
151 |
| Outliers robust ECM cointegration test based on the trend components |
0 |
0 |
0 |
2 |
0 |
5 |
7 |
35 |
| Patents, secret innovations and firm's rate of return: differential effects of the innovation leader |
0 |
0 |
0 |
58 |
0 |
3 |
6 |
327 |
| Prediction accuracy of bivariate score-driven risk premium and volatility filters: an illustration for the Dow Jones |
0 |
0 |
0 |
24 |
0 |
1 |
1 |
36 |
| Propensity to patent, R&D and market competition: dynamic spillovers of innovation leaders and followers |
0 |
0 |
0 |
85 |
0 |
9 |
15 |
224 |
| Range unit root tests |
0 |
0 |
0 |
192 |
2 |
4 |
6 |
586 |
| Robust estimation and forecasting of climate change using score-driven ice-age models |
0 |
0 |
0 |
15 |
1 |
7 |
7 |
19 |
| Robust investment climate effects on alternative firm-level productivity measures |
0 |
0 |
0 |
56 |
0 |
4 |
7 |
165 |
| Robust methodology for investment climate assessment on productivity: application to investment climate surveys from Central America |
0 |
0 |
0 |
314 |
2 |
6 |
9 |
1,047 |
| Score-driven dynamic patent count panel data models |
0 |
0 |
0 |
31 |
5 |
13 |
14 |
87 |
| Score-driven global climate zones from 1940 to 2024: A new objective climate classification method |
0 |
0 |
0 |
0 |
0 |
7 |
10 |
10 |
| Score-driven non-linear multivariate dynamic location models |
0 |
0 |
0 |
25 |
0 |
6 |
6 |
61 |
| Score-driven threshold ice-age models: benchmark models for long-run climate forecasts |
0 |
0 |
1 |
13 |
1 |
4 |
8 |
30 |
| Score-driven time series models with dynamic shape: an application to the Standard & Poor's 500 index |
0 |
0 |
1 |
60 |
1 |
3 |
8 |
218 |
| Searching for linear and nonlinear cointegration: a new approach |
0 |
0 |
0 |
2 |
1 |
5 |
6 |
25 |
| Seasonal Quasi-Vector Autoregressive Models with an Application to Crude Oil Production and Economic Activity in the United States and Canada |
0 |
0 |
2 |
50 |
0 |
0 |
8 |
105 |
| Seasonal quasi-vector autoregressive models for macroeconomic data |
0 |
0 |
0 |
46 |
0 |
4 |
5 |
84 |
| Seasonality Detection in Small Samples using Score-Driven Nonlinear Multivariate Dynamic Location Models |
0 |
0 |
0 |
41 |
1 |
9 |
11 |
80 |
| Syncronicity between macroeconomic time series: an exploratory analysis |
0 |
0 |
0 |
1 |
0 |
4 |
10 |
24 |
| Testing nonlinearity: decision rules for selecting between logistic and exponential star models |
0 |
0 |
2 |
6 |
0 |
5 |
10 |
44 |
| The Spanish 1898 disaster: the drift towards national-protectionism |
1 |
1 |
4 |
90 |
3 |
18 |
22 |
960 |
| The power log-GARCH model |
0 |
0 |
0 |
120 |
1 |
4 |
11 |
406 |
| Threshold effects of CO₂ on Sea-Ice Volume:Empirical Evidence with Data from Global Circulation Models of the Arctic and Antarctic |
0 |
9 |
9 |
9 |
0 |
3 |
3 |
3 |
| Transporte, infraestructura y crecimiento económico en España |
0 |
0 |
1 |
44 |
1 |
5 |
7 |
176 |
| Unbiased QML Estimation of Log-GARCH Models in the Presence of Zero Returns |
0 |
0 |
0 |
20 |
1 |
6 |
9 |
74 |
| Unbiased QML Estimation of Log-GARCH Models in the Presence of Zero Returns |
0 |
0 |
0 |
14 |
1 |
3 |
4 |
76 |
| Total Working Papers |
4 |
17 |
98 |
7,462 |
104 |
605 |
944 |
22,065 |
| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| 30 years of cointegration and dynamic factor models forecasting and its future with big data: Editorial |
0 |
0 |
2 |
24 |
0 |
4 |
15 |
68 |
| A new Cramer-Von Misses cointegration test with application to environmental Kuznets curve |
0 |
0 |
0 |
3 |
0 |
1 |
2 |
22 |
| Adverse selection costs, trading activity and price discovery in the NYSE: An empirical analysis |
0 |
0 |
0 |
45 |
0 |
2 |
5 |
266 |
| Anticipating extreme losses using score-driven shape filters |
0 |
1 |
1 |
2 |
2 |
11 |
12 |
13 |
| Asymmetries in bid and ask responses to innovations in the trading process |
0 |
0 |
0 |
52 |
2 |
8 |
10 |
197 |
| Automated Model Selection in Finance: General-to-Specific Modelling of the Mean and Volatility Specifications |
0 |
1 |
1 |
16 |
1 |
7 |
7 |
83 |
| Bootstrapping cointegration tests under structural co-breaks: A robust extended ECM test |
0 |
0 |
0 |
30 |
0 |
5 |
9 |
101 |
| COINTEGRATION AND COMMON FACTORS |
0 |
0 |
0 |
1 |
2 |
9 |
12 |
24 |
| Co-integration with score-driven models: an application to US real GDP growth, US inflation rate, and effective federal funds rate |
0 |
0 |
1 |
3 |
1 |
2 |
5 |
12 |
| Cointegration Testing Under Structural Breaks: A Robust Extended Error Correction Model |
0 |
0 |
0 |
107 |
0 |
4 |
9 |
247 |
| Does recession drive convergence in firms’ productivity? Evidence from Spanish manufacturing firms |
0 |
0 |
0 |
19 |
0 |
11 |
13 |
118 |
| Editor's introduction: Asymmetries and nonlinearities in dynamic economic models |
0 |
0 |
0 |
14 |
0 |
0 |
1 |
98 |
| Equation-by-equation estimation of multivariate periodic electricity price volatility |
0 |
0 |
0 |
10 |
0 |
3 |
6 |
72 |
| Estimation and inference in univariate and multivariate log-GARCH-X models when the conditional density is unknown |
0 |
0 |
0 |
7 |
2 |
5 |
5 |
56 |
| Estimation of log-GARCH models in the presence of zero returns |
0 |
1 |
3 |
11 |
2 |
16 |
19 |
47 |
| European gasoline markets: price transmission asymmetries in mean and variance |
0 |
0 |
0 |
4 |
0 |
8 |
10 |
25 |
| Global, Arctic, and Antarctic sea ice volume predictions using score-driven threshold climate models |
0 |
0 |
0 |
2 |
0 |
6 |
9 |
15 |
| INSTRUMENTAL VARIABLE INTERPRETATION OF COINTEGRATION WITH INFERENCE RESULTS FOR FRACTIONAL COINTEGRATION |
0 |
0 |
0 |
15 |
0 |
6 |
9 |
109 |
| INVESTMENT CLIMATE ASSESSMENT IN INDONESIA, MALAYSIA, THE PHILIPPINES AND THAILAND: RESULTS FROM POOLING FIRM-LEVEL DATA |
0 |
0 |
0 |
3 |
0 |
6 |
9 |
37 |
| Identification of Seasonal Effects in Impulse Responses Using Score-Driven Multivariate Location Models |
0 |
0 |
0 |
11 |
0 |
4 |
10 |
44 |
| Information-Theoretic Analysis of Serial Dependence and Cointegration |
0 |
0 |
0 |
103 |
0 |
6 |
8 |
267 |
| Knowledge spillovers in US patents: A dynamic patent intensity model with secret common innovation factors |
0 |
0 |
0 |
43 |
0 |
7 |
9 |
194 |
| Managing external knowledge flows: The moderating role of absorptive capacity |
0 |
0 |
8 |
164 |
2 |
5 |
31 |
596 |
| Mixed random forest, cointegration, and forecasting gasoline prices |
1 |
3 |
7 |
23 |
4 |
9 |
21 |
70 |
| Modeling and forecasting the long memory of Cyclical Trends in paleoclimate data |
0 |
0 |
3 |
3 |
1 |
9 |
23 |
23 |
| Modelling Electricity Prices: International Evidence |
2 |
3 |
5 |
99 |
5 |
11 |
22 |
301 |
| Multivariate Markov-switching score-driven models: an application to the global crude oil market |
0 |
0 |
0 |
13 |
1 |
2 |
4 |
29 |
| NONLINEAR ERROR CORRECTION: THE CASE OF MONEY DEMAND IN THE UNITED KINGDOM (1878–2000) |
0 |
0 |
2 |
122 |
0 |
1 |
7 |
258 |
| Non-Gaussian score-driven conditionally heteroskedastic models with a macroeconomic application |
0 |
1 |
1 |
1 |
0 |
5 |
5 |
6 |
| Non-linear error correction, asymmetric adjustment and cointegration |
1 |
1 |
1 |
87 |
2 |
10 |
10 |
237 |
| Nonlinear and asymmetric pricing behaviour in the Spanish gasoline market |
0 |
0 |
0 |
7 |
1 |
4 |
4 |
53 |
| Nonlinear error correction models |
1 |
1 |
1 |
6 |
2 |
9 |
10 |
33 |
| On the bi-dimensionality of liquidity |
0 |
0 |
0 |
40 |
0 |
1 |
1 |
229 |
| Outliers - robust ECM cointegration tests based on the trend components |
0 |
0 |
0 |
58 |
0 |
7 |
9 |
297 |
| Patent propensity, R&D and market competition: Dynamic spillovers of innovation leaders and followers |
0 |
1 |
2 |
28 |
0 |
6 |
19 |
154 |
| PcGive Professional 8: A Review |
0 |
0 |
0 |
144 |
0 |
1 |
3 |
542 |
| Predicción y análisis de funciones de exportación e importación en España |
0 |
0 |
0 |
88 |
0 |
4 |
8 |
736 |
| Range Unit‐Root (RUR) Tests: Robust against Nonlinearities, Error Distributions, Structural Breaks and Outliers |
0 |
0 |
2 |
62 |
0 |
7 |
11 |
269 |
| Robust Estimation and Forecasting of Climate Change Using Score-Driven Ice-Age Models |
0 |
0 |
0 |
2 |
0 |
3 |
6 |
9 |
| Score-driven dynamic patent count panel data models |
0 |
0 |
0 |
9 |
1 |
6 |
10 |
45 |
| Score-driven location plus scale models: asymptotic theory and an application to forecasting Dow Jones volatility |
0 |
0 |
0 |
2 |
2 |
10 |
10 |
16 |
| Score-driven threshold ice-age models: Benchmark models for long-run climate forecasts |
0 |
0 |
0 |
1 |
0 |
5 |
7 |
9 |
| Testing for cointegration using induced-order statistics |
0 |
0 |
0 |
25 |
1 |
5 |
6 |
96 |
| Testing nonlinearity: Decision rules for selecting between logistic and exponential STAR models |
0 |
0 |
2 |
290 |
0 |
6 |
10 |
1,056 |
| The Econometrics of Industrial Organization |
0 |
0 |
0 |
206 |
0 |
0 |
1 |
425 |
| The Spanish 1898 Disaster: The Drift towards Natonal-Protectionism |
0 |
0 |
2 |
8 |
1 |
10 |
14 |
53 |
| The impact of health research on length of stay in Spanish public hospitals |
0 |
2 |
2 |
28 |
1 |
7 |
11 |
182 |
| What drives spectrum prices in multi-band spectrum markets? An empirical analysis of 4G and 5G auctions in Europe |
0 |
1 |
3 |
20 |
1 |
4 |
8 |
45 |
| Total Journal Articles |
5 |
16 |
49 |
2,061 |
37 |
278 |
465 |
7,884 |
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