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 4 0 0 0 656
A Systematic Framework for Analyzing the Dynamic Effects of Permanent and Transitory Shocks 0 0 0 152 1 1 1 418
A systematic framework for analyzing the dynamic effects of permanent and transitory shocks 0 1 4 16 0 2 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 8 138
Climate change heterogeneity: A new quantitative approach 1 4 21 126 1 4 25 88
Climate change heterogeneity: a new quantitative approach 0 0 2 33 1 1 7 52
Co-summability from linear to non-linear cointegration 0 0 3 145 0 0 7 292
Cointegration and Aggregation 0 0 0 1 0 0 4 675
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 11 0 0 1 92
Conditional stochastic dominance tests in dynamic settings 0 0 0 45 0 0 0 118
Contagion versus flight to quality in financial markets 0 0 2 381 0 1 4 924
Detecting Big Structural Breaks in Large Factor Models 0 0 0 33 1 1 2 108
Detecting Sparse Cointegration 4 7 17 17 4 10 21 21
Detecting big structural breaks in large factor models 0 0 0 47 0 0 4 190
Detecting big structural breaks in large factor models 0 0 0 97 0 0 2 242
Detecting sparse cointegration 0 1 18 18 0 6 20 20
Downside Risk Efficiency Under Market Distress 0 0 1 47 0 0 1 154
Dynamic Effects of Persistent Shocks 0 0 0 115 0 2 4 146
Dynamic Effects of Persistent Shocks 0 0 4 25 0 1 11 74
Dynamic effects of persistent shocks 0 2 7 125 1 10 25 211
Dynamic effects of persistent shocks 0 3 4 4 0 9 15 15
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 2 178
Estimation of Characteristics-based Quantile Factor Models 0 0 3 14 0 0 6 22
Estimation of Characteristics-based Quantile Factor Models 0 0 6 39 0 0 9 40
Estimation of Common Long-Memory Components in Cointegrated Systems 0 0 0 6 1 3 13 1,841
Estimation of characteristics-based quantile factor models 0 0 1 36 1 1 4 29
Global and regional long-term climate forecasts: a heterogeneous future 1 3 16 16 1 7 27 27
Heterogeneous Predictive Association of CO2 with Global Warming 0 0 1 64 1 1 2 36
Heterogeneous Predictive Association of CO2 with Global Warming 0 0 5 27 0 1 9 37
Lag Length Estimation in Large Dimensional Systems 0 1 3 236 0 1 3 665
Lag Length Estimation in Large Dimensional Systems 0 0 0 103 0 0 0 233
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 1 4 64
Modelling and measuring price discovery in commodity markets 0 0 0 242 0 0 2 674
Multicointegration and present value relations 0 1 1 6 0 1 3 39
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 0 102
On the exact moments of non-standard asymptotic distributions in non stationary autoregressions with dependent errors 0 0 0 2 1 1 1 12
On the robustness of cointegration tests when series are fractionally integrated 0 0 0 4 1 1 2 29
Out of Sample Predictability in Predictive Regressions with Many Predictor Candidates 0 1 16 67 1 3 21 54
Out of sample predictability in predictive regressions with many predictor candidates 0 1 9 130 0 3 15 138
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 0 3 38
Permanent and transitory components of GDP and stock prices: further analysis 0 0 2 161 0 1 5 679
Pitfalls in Testing for Long Run Relationships 0 0 0 3 0 0 3 618
Predictive Regressions 0 1 3 170 0 1 4 215
Quantile Factor Models 0 0 0 27 1 1 4 75
Quantile Factor Models 0 1 1 28 2 3 6 87
Quantile Factor Models 0 0 1 257 0 0 4 541
Quantile Factor Models 0 0 1 44 2 3 8 171
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 1 3 10 10 1 4 19 19
Relative Power of t Type Tests of Stationary and Unit Root Processes 0 0 0 0 1 1 1 673
Revisiting Granger Causality of CO2 on Global Warming: a Quantile Factor Approach 1 2 3 5 2 3 7 16
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 1 2 105 0 1 4 111
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 0 86 1 1 4 266
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 1 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 3 14 14 0 6 23 23
The Reaction of Stock Market Returns to Unemployment 0 2 13 429 17 36 297 3,724
The Spline GARCH Model for Unconditional Volatility and its Global Macroeconomic Causes 0 1 1 632 0 1 4 1,512
The impact of heavy tails and comovements in downside-risk diversification 0 0 0 90 0 0 0 210
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 1 626
The reaction of stock market returns to anticipated unemployment 0 0 0 73 0 0 5 424
Threshold Integrated Moving Average Models (Does Size Matter? Maybe So) 0 0 0 1 0 1 1 1,077
Threshold effects in cointegrating relationships 0 0 0 147 0 0 2 328
Threshold integrated moving average models: does size matter? maybe so 0 0 0 8 1 1 3 50
Threshold unit root models 0 0 3 32 0 0 7 93
Trends in Temperature Data: Micro-foundations of Their Nature 1 3 13 32 1 4 15 36
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 1 1 4 23 1 1 5 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 0 2 180
What is what?: A simple time-domain test of long-memory vs. structural breaks 0 0 0 205 0 1 1 735
Which Extreme Values are Really Extremes? 0 0 0 143 0 0 1 474
Total Working Papers 10 43 220 6,442 46 144 748 25,199
2 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 1 3 1,673
A systematic framework for analyzing the dynamic effects of permanent and transitory shocks 0 2 5 348 2 5 13 764
A tale of three cities: climate heterogeneity 0 0 0 3 0 1 4 13
CONDITIONAL STOCHASTIC DOMINANCE TESTS IN DYNAMIC SETTINGS 0 0 0 3 0 1 2 13
Cointegration and aggregation 0 0 1 97 0 0 1 194
Detecting big structural breaks in large factor models 0 0 1 55 1 1 5 185
Differences Between Short‐ and Long‐Term Risk Aversion: An Optimal Asset Allocation Perspective 0 0 0 10 1 1 1 27
Dynamic Effects of Persistent Shocks 0 0 0 0 2 4 4 4
Estimation and model selection based inference in single and multiple threshold models 0 0 0 266 0 1 3 615
Estimation of Common Long-Memory Components in Cointegrated Systems 0 0 0 0 2 7 23 2,388
Five alternative methods of estimating long-run equilibrium relationships 0 2 6 963 0 4 16 2,404
Heterogeneous predictive association of CO2 with global warming 0 0 2 13 1 2 7 18
Inferring the Predictability Induced by a Persistent Regressor in a Predictive Threshold Model 0 0 0 8 1 1 2 40
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 0 2 600
Modelling and measuring price discovery in commodity markets 0 0 4 116 1 2 11 409
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 1 1 1 211
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 5 6 0 0 9 11
P-Values for non-standard distributions with an application to the DF test 0 0 1 41 0 0 2 169
Permanent and transitory components of GDP and stock prices: further analysis 0 1 1 22 0 2 4 116
Pitfalls in testing for long run relationships 0 2 5 247 1 4 10 530
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 7 38 1 5 27 135
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 1 2 64
Specification via model selection in vector error correction models 0 0 0 73 1 1 4 273
Spurious relationships in high-dimensional systems with strong or mild persistence 0 0 0 10 0 0 2 16
Subsampling inference in threshold autoregressive models 0 1 1 87 0 1 1 193
Summability of stochastic processes—A generalization of integration for non-linear processes 0 1 2 43 0 1 4 160
Testing for multicointegration 0 0 0 72 1 1 3 187
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 2 11 31 604 7 33 103 1,580
The reaction of stock market returns to unemployment 1 2 3 44 2 6 16 212
Threshold Effects in Cointegrating Relationships* 0 1 1 125 0 3 3 827
Trends in distributional characteristics: Existence of global warming 0 0 4 20 0 1 31 90
Trends in temperature data: Micro-foundations of their nature 0 1 1 1 1 2 3 3
Uncovering Regimes in Out of Sample Forecast Errors from Predictive Regressions 0 0 0 7 0 0 1 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 0 3 245
Total Journal Articles 3 26 81 3,993 26 93 327 15,143

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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Statistics updated 2025-08-05