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 0 152 2 2 3 420
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 4 16 4 5 10 81
A tale of three cities: climate heterogeneity (special issue of SERIES in homage to Juan J. Dolado) 0 0 1 95 1 1 2 139
Climate change heterogeneity: A new quantitative approach 0 3 15 130 1 5 19 95
Climate change heterogeneity: a new quantitative approach 0 0 2 33 2 4 9 57
Co-summability from linear to non-linear cointegration 0 0 1 145 1 3 7 296
Cointegration and Aggregation 0 0 0 1 2 2 4 677
Comovements in Large Systems 0 0 0 16 3 3 4 46
Comovements in large systems 0 2 2 5 1 3 4 32
Conditional stochastic dominance tests in dynamic settings 0 0 0 11 0 1 1 93
Conditional stochastic dominance tests in dynamic settings 0 0 0 45 0 1 1 119
Contagion versus flight to quality in financial markets 0 0 2 381 1 1 5 926
Detecting Big Structural Breaks in Large Factor Models 0 0 0 33 1 2 4 110
Detecting Sparse Cointegration 1 5 23 23 2 6 28 28
Detecting big structural breaks in large factor models 0 0 0 97 1 4 6 246
Detecting big structural breaks in large factor models 0 0 0 47 1 4 7 194
Detecting sparse cointegration 1 1 19 19 1 1 21 21
Downside Risk Efficiency Under Market Distress 0 0 0 47 3 5 5 159
Dynamic Effects of Persistent Shocks 0 0 1 25 0 1 7 75
Dynamic Effects of Persistent Shocks 0 0 0 115 0 1 5 148
Dynamic effects of persistent shocks 0 0 4 4 5 6 21 21
Dynamic effects of persistent shocks 0 0 4 125 3 5 22 216
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 3 180
Estimation of Characteristics-based Quantile Factor Models 0 0 2 14 0 0 4 22
Estimation of Characteristics-based Quantile Factor Models 0 0 3 39 1 3 9 43
Estimation of Common Long-Memory Components in Cointegrated Systems 0 0 0 6 2 4 17 1,848
Estimation of characteristics-based quantile factor models 1 1 2 37 4 6 8 35
Global and regional long-term climate forecasts: a heterogeneous future 1 3 19 19 3 6 33 33
Heterogeneous Polar Amplification 1 3 3 3 2 3 3 3
Heterogeneous Predictive Association of CO2 with Global Warming 1 1 2 28 1 1 5 38
Heterogeneous Predictive Association of CO2 with Global Warming 0 0 0 64 0 1 2 37
Lag Length Estimation in Large Dimensional Systems 0 0 0 103 1 4 5 238
Lag Length Estimation in Large Dimensional Systems 1 1 2 237 4 4 5 669
Long-term optimal portfolio allocation under dynamic horizon-specific risk aversion 0 0 0 54 3 4 5 115
Modelling and Measuring Price Discovery in Commodity Markets 0 0 0 12 3 3 7 67
Modelling and measuring price discovery in commodity markets 0 0 0 242 3 4 6 679
Multicointegration and present value relations 0 0 1 6 1 3 7 43
No lack of relative power of the Dickey-Fuller tests for unit roots 0 0 0 3 4 5 5 27
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 1 2 2 104
On the exact moments of non-standard asymptotic distributions in non stationary autoregressions with dependent errors 0 0 0 2 0 1 2 13
On the robustness of cointegration tests when series are fractionally integrated 0 0 0 4 1 1 3 30
Out of Sample Predictability in Predictive Regressions with Many Predictor Candidates 1 3 12 71 1 3 15 58
Out of sample predictability in predictive regressions with many predictor candidates 0 1 3 131 1 5 11 143
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 4 39
Permanent and transitory components of GDP and stock prices: further analysis 0 0 0 161 2 4 7 683
Pitfalls in Testing for Long Run Relationships 0 0 0 3 1 1 2 619
Predictive Regressions 1 1 3 171 2 2 4 217
Quantile Factor Models 0 0 1 257 8 9 13 550
Quantile Factor Models 0 0 1 28 4 11 15 99
Quantile Factor Models 0 0 0 44 0 2 9 174
Quantile Factor Models 0 0 0 27 3 5 7 81
Regime Specific Predictability in Predictive Regressions 0 0 0 36 2 2 2 86
Regime specific predictability in predictive regressions 0 0 0 36 0 0 0 138
Regional Heterogeneity and Warming Dominance in the contiguous United States 1 6 6 6 4 5 5 5
Regional heterogeneity and warming dominance in the United States 1 4 13 14 1 4 21 23
Relative Power of t Type Tests of Stationary and Unit Root Processes 0 0 0 0 1 2 3 675
Revisiting Granger Causality of CO2 on Global Warming: a Quantile Factor Approach 0 0 0 0 0 0 0 0
Simple Wald tests of the fractional integration parameter: an overview of new results 1 1 1 91 2 3 3 250
Spurious relationships in high dimensional systems with strong or mild persistence 0 0 1 105 1 2 3 113
Subsampling inference in threshold autoregressive models 0 0 0 210 1 2 2 612
Summability of stochastic processes: a generalization of integration and co-integration valid for non-linear processes 0 0 0 86 2 4 7 270
Testing Downside Risk Efficiency Under Market Distress 0 0 0 4 1 1 1 50
Testing I(1) against I(d) alternatives in the presence of deteministic components 0 0 0 74 2 2 4 299
Testing I(1) against I(d) alternatives with Wald Tests in the presence of deterministic components 1 1 1 83 1 1 3 146
Testing downside risk efficiency under market distress 0 0 0 60 2 4 4 180
Testing extreme warming and geographical heterogeneity 1 1 15 15 3 5 27 28
The Reaction of Stock Market Returns to Unemployment 1 1 3 430 9 30 78 3,766
The Spline GARCH Model for Unconditional Volatility and its Global Macroeconomic Causes 0 0 1 632 2 5 8 1,517
The impact of heavy tails and comovements in downside-risk diversification 0 0 0 4 0 1 1 49
The impact of heavy tails and comovements in downside-risk diversification 0 0 0 90 0 3 4 214
The reaction of stock market returns to anticipated unemployment 0 0 0 73 2 4 5 429
The reaction of stock market returns to anticipated unemployment 0 0 1 124 0 1 2 628
Threshold Integrated Moving Average Models (Does Size Matter? Maybe So) 0 0 0 1 0 1 2 1,078
Threshold effects in cointegrating relationships 0 0 0 147 2 5 8 334
Threshold integrated moving average models: does size matter? maybe so 0 0 0 8 1 1 4 51
Threshold unit root models 0 0 2 32 0 0 5 96
Trends in Temperature Data: Micro-foundations of Their Nature 0 1 6 33 0 3 9 39
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 0 2 23 2 3 6 30
Uncovering regimes in out of sample forecast errors from predictive regressions 0 0 1 84 2 5 6 100
Wald Tests of I(1) against I(d) alternatives: some new properties and an extension to processes with trending components 0 0 1 73 1 2 4 183
What is what?: A simple time-domain test of long-memory vs. structural breaks 0 0 0 205 2 2 4 738
Which Extreme Values are Really Extremes? 0 0 0 143 0 0 2 475
Total Working Papers 15 40 186 6,481 137 267 649 25,491
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 4 6 1,677
A systematic framework for analyzing the dynamic effects of permanent and transitory shocks 0 1 6 349 2 8 20 773
A tale of three cities: climate heterogeneity 0 0 0 3 2 3 5 16
CONDITIONAL STOCHASTIC DOMINANCE TESTS IN DYNAMIC SETTINGS 0 0 0 3 2 3 5 16
Cointegration and aggregation 0 0 1 97 0 0 2 195
Detecting big structural breaks in large factor models 0 0 0 55 2 7 11 193
Differences Between Short‐ and Long‐Term Risk Aversion: An Optimal Asset Allocation Perspective 0 0 0 10 1 1 2 28
Dynamic Effects of Persistent Shocks 1 3 3 3 8 15 23 23
Estimation and model selection based inference in single and multiple threshold models 0 1 1 267 1 4 7 620
Estimation of Common Long-Memory Components in Cointegrated Systems 0 0 0 0 5 8 26 2,397
Five alternative methods of estimating long-run equilibrium relationships 0 0 3 963 3 4 12 2,408
Heterogeneous predictive association of CO2 with global warming 0 0 1 13 1 1 6 19
Inferring the Predictability Induced by a Persistent Regressor in a Predictive Threshold Model 0 0 0 8 1 2 4 42
Lag length estimation in large dimensional systems 0 0 0 2 4 5 5 16
Large shocks vs. small shocks. (Or does size matter? May be so.) 0 0 0 77 0 0 1 219
Long-range dependence in Spanish political opinion poll series 0 0 0 78 1 2 4 602
Modelling and measuring price discovery in commodity markets 0 0 2 116 0 1 10 412
Nonparametric estimation of functional dynamic factor model 0 0 0 1 0 1 1 2
On the Exact Moments of Asymptotic Distributions in an Unstable AR(1) with Dependent Errors 0 0 0 1 1 1 2 212
On the robustness of cointegration tests when series are fractionally intergrated 0 0 0 42 0 0 1 155
Out-of-sample predictability in predictive regressions with many predictor candidates 0 0 0 6 1 1 1 12
P-Values for non-standard distributions with an application to the DF test 0 0 1 41 0 1 2 170
Permanent and transitory components of GDP and stock prices: further analysis 0 0 1 22 3 3 7 119
Pitfalls in testing for long run relationships 0 0 2 247 4 5 12 535
Predictive methodology and application in economics and finance: Volume in honor of the accomplishments of Clive W.J. Granger 0 0 0 43 1 1 1 177
Quantile Factor Models 1 2 6 40 3 10 21 146
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 2 4 66
Specification via model selection in vector error correction models 0 0 0 73 0 1 4 274
Spurious relationships in high-dimensional systems with strong or mild persistence 0 0 0 10 1 3 3 19
Subsampling inference in threshold autoregressive models 0 0 1 87 4 5 6 198
Summability of stochastic processes—A generalization of integration for non-linear processes 0 0 1 43 1 1 2 161
Testing for multicointegration 0 0 0 72 0 0 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 4 12 35 616 9 35 114 1,621
The reaction of stock market returns to unemployment 1 1 5 46 6 6 22 221
Threshold Effects in Cointegrating Relationships* 0 1 2 126 5 7 10 834
Trends in distributional characteristics: Existence of global warming 0 0 1 20 0 6 11 96
Trends in temperature data: Micro-foundations of their nature 1 2 3 3 1 4 7 7
Uncovering Regimes in Out of Sample Forecast Errors from Predictive Regressions 0 0 0 7 0 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 1 1 2 138
Which Extreme Values Are Really Extreme? 0 0 0 92 0 1 5 247
Total Journal Articles 8 23 75 4,017 76 164 391 15,332

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 1 1 1 18 4 6 6 62
Total Chapters 1 1 1 18 4 6 6 62

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Statistics updated 2025-12-06