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 0 0 0 656
A Systematic Framework for Analyzing the Dynamic Effects of Permanent and Transitory Shocks 0 0 0 152 0 1 1 418
A systematic framework for analyzing the dynamic effects of permanent and transitory shocks 0 0 4 16 0 0 5 76
A tale of three cities: climate heterogeneity (special issue of SERIES in homage to Juan J. Dolado) 0 0 2 95 0 0 6 138
Climate change heterogeneity: A new quantitative approach 2 4 20 129 2 5 25 92
Climate change heterogeneity: a new quantitative approach 0 0 2 33 0 2 6 53
Co-summability from linear to non-linear cointegration 0 0 2 145 1 2 8 294
Cointegration and Aggregation 0 0 0 1 0 0 3 675
Comovements in Large Systems 0 0 0 16 0 0 1 43
Comovements in large systems 0 0 0 3 0 0 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 0 0 2 381 0 1 5 925
Detecting Big Structural Breaks in Large Factor Models 0 0 0 33 0 1 2 108
Detecting Sparse Cointegration 2 7 20 20 2 7 24 24
Detecting big structural breaks in large factor models 0 0 0 97 3 3 5 245
Detecting big structural breaks in large factor models 0 0 0 47 0 0 3 190
Detecting sparse cointegration 0 0 18 18 0 0 20 20
Downside Risk Efficiency Under Market Distress 0 0 0 47 0 0 0 154
Dynamic Effects of Persistent Shocks 0 0 0 115 1 2 5 148
Dynamic Effects of Persistent Shocks 0 0 3 25 0 0 10 74
Dynamic effects of persistent shocks 0 0 4 4 0 0 15 15
Dynamic effects of persistent shocks 0 0 7 125 0 1 24 211
Econometric implications of non-exact present value models 0 0 0 3 0 0 2 31
Estimation and inference in threshold type regime switching models 0 0 0 122 0 1 3 179
Estimation of Characteristics-based Quantile Factor Models 0 0 3 14 0 0 5 22
Estimation of Characteristics-based Quantile Factor Models 0 0 3 39 2 2 8 42
Estimation of Common Long-Memory Components in Cointegrated Systems 0 0 0 6 2 6 16 1,846
Estimation of characteristics-based quantile factor models 0 0 1 36 0 1 4 29
Global and regional long-term climate forecasts: a heterogeneous future 1 2 17 17 1 2 28 28
Heterogeneous Predictive Association of CO2 with Global Warming 0 0 0 64 1 2 2 37
Heterogeneous Predictive Association of CO2 with Global Warming 0 0 2 27 0 0 5 37
Lag Length Estimation in Large Dimensional Systems 0 0 0 103 1 2 2 235
Lag Length Estimation in Large Dimensional Systems 0 0 2 236 0 0 2 665
Long-term optimal portfolio allocation under dynamic horizon-specific risk aversion 0 0 0 54 0 0 2 111
Modelling and Measuring Price Discovery in Commodity Markets 0 0 0 12 0 0 4 64
Modelling and measuring price discovery in commodity markets 0 0 0 242 0 1 2 675
Multicointegration and present value relations 0 0 1 6 1 2 5 41
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 0 9 0 0 0 139
On the Robustness of Cointegration Tests when Series Are Fractionally Integrated 0 0 0 0 0 0 0 102
On the exact moments of non-standard asymptotic distributions in non stationary autoregressions with dependent errors 0 0 0 2 0 1 1 12
On the robustness of cointegration tests when series are fractionally integrated 0 0 0 4 0 1 2 29
Out of Sample Predictability in Predictive Regressions with Many Predictor Candidates 2 3 16 70 2 4 21 57
Out of sample predictability in predictive regressions with many predictor candidates 1 1 7 131 1 1 13 139
P-Values for Non-Standard Distributions with an Application to the DF Test 0 0 0 0 0 0 1 447
P-values for non-standard distributions with an application to the DF test 0 0 0 2 0 1 4 39
Permanent and transitory components of GDP and stock prices: further analysis 0 0 1 161 0 0 4 679
Pitfalls in Testing for Long Run Relationships 0 0 0 3 0 0 2 618
Predictive Regressions 0 0 3 170 0 0 4 215
Quantile Factor Models 0 0 1 28 0 3 7 88
Quantile Factor Models 0 0 1 44 1 4 10 173
Quantile Factor Models 0 0 0 27 0 2 5 76
Quantile Factor Models 0 0 1 257 0 0 4 541
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 0 138
Regional heterogeneity and warming dominance in the United States 2 3 12 12 2 3 21 21
Relative Power of t Type Tests of Stationary and Unit Root Processes 0 0 0 0 0 1 1 673
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 1 105 0 0 3 111
Subsampling inference in threshold autoregressive models 0 0 0 210 0 0 0 610
Summability of stochastic processes: a generalization of integration and co-integration valid for non-linear processes 0 0 0 86 0 1 3 266
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 2 297
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 0 0 14 14 1 1 24 24
The Reaction of Stock Market Returns to Unemployment 0 0 6 429 17 46 156 3,753
The Spline GARCH Model for Unconditional Volatility and its Global Macroeconomic Causes 0 0 1 632 0 0 4 1,512
The impact of heavy tails and comovements in downside-risk diversification 0 0 0 4 0 0 1 48
The impact of heavy tails and comovements in downside-risk diversification 0 0 0 90 0 1 1 211
The reaction of stock market returns to anticipated unemployment 0 1 1 124 0 1 2 627
The reaction of stock market returns to anticipated unemployment 0 0 0 73 0 1 2 425
Threshold Integrated Moving Average Models (Does Size Matter? Maybe So) 0 0 0 1 1 1 2 1,078
Threshold effects in cointegrating relationships 0 0 0 147 1 2 4 330
Threshold integrated moving average models: does size matter? maybe so 0 0 0 8 0 1 3 50
Threshold unit root models 0 0 3 32 0 3 6 96
Trends in Temperature Data: Micro-foundations of Their Nature 0 1 9 32 1 2 11 37
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 1 2 23 0 1 3 27
Uncovering regimes in out of sample forecast errors from predictive regressions 0 0 1 84 0 0 3 95
Wald Tests of I(1) against I(d) alternatives: some new properties and an extension to processes with trending components 0 0 1 73 0 1 3 181
What is what?: A simple time-domain test of long-memory vs. structural breaks 0 0 0 205 0 1 2 736
Which Extreme Values are Really Extremes? 0 0 0 143 0 1 2 475
Total Working Papers 10 23 194 6,451 44 129 601 25,268
3 registered items for which data could not be found

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 0 0 3 1,673
A systematic framework for analyzing the dynamic effects of permanent and transitory shocks 0 0 5 348 0 3 14 765
A tale of three cities: climate heterogeneity 0 0 0 3 1 1 4 14
CONDITIONAL STOCHASTIC DOMINANCE TESTS IN DYNAMIC SETTINGS 0 0 0 3 0 0 2 13
Cointegration and aggregation 0 0 1 97 0 1 2 195
Detecting big structural breaks in large factor models 0 0 1 55 2 4 7 188
Differences Between Short‐ and Long‐Term Risk Aversion: An Optimal Asset Allocation Perspective 0 0 0 10 0 1 1 27
Dynamic Effects of Persistent Shocks 1 1 1 1 4 10 12 12
Estimation and model selection based inference in single and multiple threshold models 1 1 1 267 2 3 6 618
Estimation of Common Long-Memory Components in Cointegrated Systems 0 0 0 0 0 3 21 2,389
Five alternative methods of estimating long-run equilibrium relationships 0 0 4 963 1 1 13 2,405
Heterogeneous predictive association of CO2 with global warming 0 0 2 13 0 1 7 18
Inferring the Predictability Induced by a Persistent Regressor in a Predictive Threshold Model 0 0 0 8 1 2 3 41
Lag length estimation in large dimensional systems 0 0 0 2 1 1 1 12
Large shocks vs. small shocks. (Or does size matter? May be so.) 0 0 0 77 0 1 2 219
Long-range dependence in Spanish political opinion poll series 0 0 0 78 0 0 2 600
Modelling and measuring price discovery in commodity markets 0 0 4 116 0 3 11 411
Nonparametric estimation of functional dynamic factor model 0 0 0 1 1 1 1 2
On the Exact Moments of Asymptotic Distributions in an Unstable AR(1) with Dependent Errors 0 0 0 1 0 1 1 211
On the robustness of cointegration tests when series are fractionally intergrated 0 0 0 42 0 1 1 155
Out-of-sample predictability in predictive regressions with many predictor candidates 0 0 4 6 0 0 7 11
P-Values for non-standard distributions with an application to the DF test 0 0 1 41 1 1 3 170
Permanent and transitory components of GDP and stock prices: further analysis 0 0 1 22 0 0 4 116
Pitfalls in testing for long run relationships 0 0 5 247 1 2 11 531
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 0 5 38 0 2 24 136
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 2 64
Specification via model selection in vector error correction models 0 0 0 73 0 1 4 273
Spurious relationships in high-dimensional systems with strong or mild persistence 0 0 0 10 1 1 3 17
Subsampling inference in threshold autoregressive models 0 0 1 87 1 1 2 194
Summability of stochastic processes—A generalization of integration for non-linear processes 0 0 2 43 0 0 4 160
Testing for multicointegration 0 0 0 72 0 1 2 187
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 5 7 33 609 13 26 105 1,599
The reaction of stock market returns to unemployment 0 2 4 45 0 5 17 215
Threshold Effects in Cointegrating Relationships* 0 0 1 125 0 0 3 827
Trends in distributional characteristics: Existence of global warming 0 0 3 20 2 2 11 92
Trends in temperature data: Micro-foundations of their nature 1 1 2 2 2 3 5 5
Uncovering Regimes in Out of Sample Forecast Errors from Predictive Regressions 0 0 0 7 1 1 2 19
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 1 1 137
Which Extreme Values Are Really Extreme? 0 0 0 92 0 1 4 246
Total Journal Articles 8 12 81 4,002 35 86 328 15,203

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

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-10-06