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 1 2 9 665
A Systematic Framework for Analyzing the Dynamic Effects of Permanent and Transitory Shocks 0 0 1 153 1 6 16 433
A systematic framework for analyzing the dynamic effects of permanent and transitory shocks 0 0 1 17 1 8 26 102
A tale of three cities: climate heterogeneity (special issue of SERIES in homage to Juan J. Dolado) 0 0 2 97 0 2 13 151
Climate change heterogeneity: A new quantitative approach 2 4 10 135 2 7 23 110
Climate change heterogeneity: a new quantitative approach 0 1 1 34 0 3 15 66
Co-summability from linear to non-linear cointegration 2 2 2 147 3 4 21 313
Cointegration and Aggregation 0 0 0 1 0 3 15 690
Comovements in Large Systems 0 0 0 16 0 0 12 55
Comovements in large systems 0 0 2 5 0 3 16 45
Conditional stochastic dominance tests in dynamic settings 0 0 0 45 0 1 10 128
Conditional stochastic dominance tests in dynamic settings 0 0 1 12 0 2 7 99
Contagion versus flight to quality in financial markets 0 0 1 382 1 5 18 942
Detecting Big Structural Breaks in Large Factor Models 0 0 0 33 0 3 48 155
Detecting Sparse Cointegration 2 4 18 31 2 7 29 46
Detecting Sparse Cointegration 1 10 10 10 2 5 5 5
Detecting big structural breaks in large factor models 0 0 2 49 0 2 18 208
Detecting big structural breaks in large factor models 0 0 1 98 1 6 16 258
Detecting sparse cointegration 0 0 2 20 7 9 19 39
Downside Risk Efficiency Under Market Distress 0 0 0 47 0 3 20 174
Dynamic Effects of Persistent Shocks 0 0 0 115 1 2 7 153
Dynamic Effects of Persistent Shocks 0 0 2 27 1 4 24 98
Dynamic effects of persistent shocks 0 1 2 127 1 11 90 300
Dynamic effects of persistent shocks 0 0 1 5 0 1 13 28
Econometric implications of non-exact present value models 0 0 1 4 0 4 9 40
Estimation and inference in threshold type regime switching models 0 0 2 124 1 2 16 194
Estimation of Characteristics-based Quantile Factor Models 0 0 0 14 0 0 9 31
Estimation of Characteristics-based Quantile Factor Models 0 0 1 40 0 5 13 53
Estimation of Common Long-Memory Components in Cointegrated Systems 0 0 0 6 0 7 27 1,867
Estimation of characteristics-based quantile factor models 0 0 2 38 0 0 14 42
Global and regional long-term climate forecasts: a heterogeneous future 5 7 15 30 16 23 39 65
Heterogeneous Polar Amplification 0 2 9 9 0 5 16 16
Heterogeneous Predictive Association of CO2 with Global Warming 0 0 0 64 1 4 15 50
Heterogeneous Predictive Association of CO2 with Global Warming 0 0 2 29 0 1 13 50
Lag Length Estimation in Large Dimensional Systems 0 0 1 237 2 4 11 676
Lag Length Estimation in Large Dimensional Systems 0 0 0 103 0 2 16 249
Long-term optimal portfolio allocation under dynamic horizon-specific risk aversion 0 0 0 54 1 10 31 142
Modelling and Measuring Price Discovery in Commodity Markets 0 1 1 13 1 6 14 78
Modelling and measuring price discovery in commodity markets 0 0 0 242 0 3 19 693
Multicointegration and present value relations 0 0 1 7 0 2 16 55
No lack of relative power of the Dickey-Fuller tests for unit roots 0 0 1 4 0 2 14 36
Non-exact present value relations 0 0 0 0 0 5 13 33
On the Exact Moments of Non-Standard Asymptotic Distributions in Non Stationary Autoregressions with Dependant Errors 0 0 0 0 0 3 7 262
On the Exact Moments of Non-Standard Asymptotic Distributions in Non Stationary Autoregressions with Dependent Errors 0 0 0 9 1 4 10 149
On the Robustness of Cointegration Tests when Series Are Fractionally Integrated 0 0 0 0 0 2 12 114
On the exact moments of non-standard asymptotic distributions in non stationary autoregressions with dependent errors 0 0 1 3 2 4 12 23
On the robustness of cointegration tests when series are fractionally integrated 0 0 0 4 0 2 10 38
Out of Sample Predictability in Predictive Regressions with Many Predictor Candidates 2 3 9 76 3 6 24 77
Out of sample predictability in predictive regressions with many predictor candidates 0 1 2 132 0 5 22 160
P-Values for Non-Standard Distributions with an Application to the DF Test 0 0 0 0 0 2 8 455
P-values for non-standard distributions with an application to the DF test 0 0 0 2 1 2 9 47
Permanent and transitory components of GDP and stock prices: further analysis 0 0 0 161 0 4 13 692
Pitfalls in Testing for Long Run Relationships 0 0 0 3 0 3 19 637
Predictive Regressions 0 0 4 174 1 7 24 239
Quantile Factor Models 0 0 0 44 1 3 14 183
Quantile Factor Models 0 0 1 258 0 4 20 561
Quantile Factor Models 0 0 0 27 1 3 20 94
Quantile Factor Models 0 0 2 30 1 3 32 117
Regime Specific Predictability in Predictive Regressions 0 0 0 36 0 3 8 92
Regime specific predictability in predictive regressions 0 0 0 36 0 0 7 145
Regional Heterogeneity and Warming Dominance in the contiguous United States 2 5 20 20 2 8 32 32
Regional heterogeneity and warming dominance in the United States 0 2 10 19 0 5 23 41
Relative Power of t Type Tests of Stationary and Unit Root Processes 0 0 0 0 0 1 13 685
Revisiting Granger Causality of CO2 on Global Warming: a Quantile Factor Approach 0 0 0 0 2 6 11 11
Simple Wald tests of the fractional integration parameter: an overview of new results 0 0 1 91 1 5 19 266
Spurious relationships in high dimensional systems with strong or mild persistence 0 0 1 106 1 6 10 121
Subsampling inference in threshold autoregressive models 0 0 1 211 0 2 12 622
Summability of stochastic processes: a generalization of integration and co-integration valid for non-linear processes 0 0 0 86 1 5 19 284
Testing Downside Risk Efficiency Under Market Distress 0 0 0 4 0 4 9 58
Testing I(1) against I(d) alternatives in the presence of deteministic components 0 0 0 74 1 2 15 312
Testing I(1) against I(d) alternatives with Wald Tests in the presence of deterministic components 0 0 1 83 0 3 11 156
Testing downside risk efficiency under market distress 0 0 1 61 0 3 16 192
Testing extreme warming and geographical heterogeneity 1 3 6 20 1 6 27 50
The Reaction of Stock Market Returns to Unemployment 0 0 1 430 19 64 214 3,921
The Spline GARCH Model for Unconditional Volatility and its Global Macroeconomic Causes 0 0 0 632 0 1 19 1,531
The impact of heavy tails and comovements in downside-risk diversification 0 0 0 4 0 1 7 55
The impact of heavy tails and comovements in downside-risk diversification 0 0 0 90 1 4 11 221
The reaction of stock market returns to anticipated unemployment 0 0 1 74 0 4 27 451
The reaction of stock market returns to anticipated unemployment 0 0 1 124 1 6 14 640
Threshold Integrated Moving Average Models (Does Size Matter? Maybe So) 0 0 0 1 0 3 9 1,086
Threshold effects in cointegrating relationships 0 0 0 147 0 1 24 352
Threshold integrated moving average models: does size matter? maybe so 0 1 1 9 0 3 11 60
Threshold unit root models 0 0 0 32 0 1 11 104
Trends in Temperature Data: Micro-foundations of Their Nature 1 2 7 38 1 4 25 60
Trends in distributional characteristics: Existence of global warming 0 0 1 89 1 6 18 273
Trends in temperature data: micro-foundations of their nature 1 1 2 24 1 4 13 39
Uncovering regimes in out of sample forecast errors from predictive regressions 0 0 0 84 0 2 14 109
Wald Tests of I(1) against I(d) alternatives: some new properties and an extension to processes with trending components 0 0 0 73 0 3 16 196
What is what?: A simple time-domain test of long-memory vs. structural breaks 0 1 1 206 1 3 13 748
Which Extreme Values are Really Extremes? 0 0 0 143 0 4 12 486
Total Working Papers 19 51 170 6,598 91 414 1,741 26,880
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 2 7 17 1,690
A systematic framework for analyzing the dynamic effects of permanent and transitory shocks 0 0 2 350 1 6 26 788
A tale of three cities: climate heterogeneity 0 0 1 4 0 1 11 24
CONDITIONAL STOCHASTIC DOMINANCE TESTS IN DYNAMIC SETTINGS 0 0 0 3 0 2 11 24
Cointegration and aggregation 0 0 1 98 0 4 12 206
Detecting big structural breaks in large factor models 0 0 0 55 1 3 16 200
Differences Between Short‐ and Long‐Term Risk Aversion: An Optimal Asset Allocation Perspective 0 0 1 11 0 0 7 33
Dynamic Effects of Persistent Shocks 0 0 5 5 0 7 49 51
Estimation and model selection based inference in single and multiple threshold models 0 0 2 268 4 7 18 633
Estimation of Common Long-Memory Components in Cointegrated Systems 0 0 0 0 6 19 63 2,449
Five alternative methods of estimating long-run equilibrium relationships 0 1 4 967 0 17 33 2,437
Heterogeneous predictive association of CO2 with global warming 0 0 1 14 0 0 11 28
Inferring the Predictability Induced by a Persistent Regressor in a Predictive Threshold Model 0 0 1 9 0 3 11 50
Lag length estimation in large dimensional systems 0 0 0 2 0 4 19 30
Large shocks vs. small shocks. (Or does size matter? May be so.) 0 0 1 78 0 1 8 226
Long-range dependence in Spanish political opinion poll series 0 0 0 78 0 4 18 618
Modelling and measuring price discovery in commodity markets 0 0 0 116 1 4 20 428
Nonparametric estimation of functional dynamic factor model 0 0 0 1 0 1 8 9
On the Exact Moments of Asymptotic Distributions in an Unstable AR(1) with Dependent Errors 0 0 0 1 0 3 13 223
On the robustness of cointegration tests when series are fractionally intergrated 0 0 0 42 0 1 14 168
Out-of-sample predictability in predictive regressions with many predictor candidates 1 2 5 11 2 4 17 28
P-Values for non-standard distributions with an application to the DF test 0 0 2 43 0 1 11 180
Permanent and transitory components of GDP and stock prices: further analysis 0 0 1 23 0 2 16 132
Pitfalls in testing for long run relationships 0 0 0 247 1 5 22 551
Predictive methodology and application in economics and finance: Volume in honor of the accomplishments of Clive W.J. Granger 0 0 0 43 0 3 5 181
Quantile Factor Models 0 0 3 41 2 9 29 163
RELATIVE POWER OF t TYPE TESTS FOR STATIONARY AND UNIT ROOT PROCESSES 0 0 1 1 0 1 10 16
Regime-Specific Predictability in Predictive Regressions 0 0 1 26 0 6 13 77
Regional heterogeneity and warming dominance in the United States 1 1 2 2 2 4 7 7
Specification via model selection in vector error correction models 0 0 1 74 0 2 10 282
Spurious relationships in high-dimensional systems with strong or mild persistence 0 0 1 11 0 1 12 28
Subsampling inference in threshold autoregressive models 0 0 0 87 0 5 34 227
Summability of stochastic processes—A generalization of integration for non-linear processes 0 0 1 44 0 2 7 167
Testing for multicointegration 0 0 0 72 1 1 5 191
The Making of "Estimation of Common Long-Memory Components in Cointegrated Systems" 0 0 0 20 1 3 7 61
The Spline-GARCH Model for Low-Frequency Volatility and Its Global Macroeconomic Causes 2 5 29 631 4 18 97 1,670
The reaction of stock market returns to unemployment 0 0 4 47 1 6 27 237
Threshold Effects in Cointegrating Relationships* 0 0 2 127 0 2 21 848
Trends in distributional characteristics: Existence of global warming 0 0 1 21 0 5 21 111
Trends in temperature data: Micro-foundations of their nature 0 1 4 5 0 6 19 21
Uncovering Regimes in Out of Sample Forecast Errors from Predictive Regressions 0 0 1 8 0 3 9 27
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 12 148
Which Extreme Values Are Really Extreme? 0 0 0 92 0 4 16 261
Total Journal Articles 4 10 78 4,068 29 187 812 15,929

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 1 18 0 2 13 69
Total Chapters 0 0 1 18 0 2 13 69

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