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 3 5 6 423
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 3 16 1 6 10 82
A tale of three cities: climate heterogeneity (special issue of SERIES in homage to Juan J. Dolado) 0 0 0 95 4 5 5 143
Climate change heterogeneity: A new quantitative approach 0 1 14 130 2 5 20 97
Climate change heterogeneity: a new quantitative approach 0 0 2 33 2 6 11 59
Co-summability from linear to non-linear cointegration 0 0 1 145 3 5 10 299
Cointegration and Aggregation 0 0 0 1 3 5 6 680
Comovements in Large Systems 0 0 0 16 1 4 5 47
Comovements in large systems 0 2 2 5 4 7 8 36
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 1 381 0 1 4 926
Detecting Big Structural Breaks in Large Factor Models 0 0 0 33 1 3 5 111
Detecting Sparse Cointegration 1 4 24 24 2 6 30 30
Detecting big structural breaks in large factor models 0 0 0 97 0 1 6 246
Detecting big structural breaks in large factor models 0 0 0 47 0 4 7 194
Detecting sparse cointegration 0 1 19 19 4 5 25 25
Downside Risk Efficiency Under Market Distress 0 0 0 47 3 8 8 162
Dynamic Effects of Persistent Shocks 1 1 1 26 4 5 10 79
Dynamic Effects of Persistent Shocks 0 0 0 115 1 1 6 149
Dynamic effects of persistent shocks 0 0 4 4 1 7 22 22
Dynamic effects of persistent shocks 0 0 4 125 47 52 68 263
Econometric implications of non-exact present value models 0 0 0 3 0 0 1 31
Estimation and inference in threshold type regime switching models 0 0 0 122 3 4 6 183
Estimation of Characteristics-based Quantile Factor Models 0 0 2 39 1 2 9 44
Estimation of Characteristics-based Quantile Factor Models 0 0 0 14 1 1 3 23
Estimation of Common Long-Memory Components in Cointegrated Systems 0 0 0 6 6 8 20 1,854
Estimation of characteristics-based quantile factor models 0 1 1 37 2 8 9 37
Global and regional long-term climate forecasts: a heterogeneous future 0 2 19 19 2 7 35 35
Heterogeneous Polar Amplification 1 4 4 4 2 5 5 5
Heterogeneous Predictive Association of CO2 with Global Warming 0 1 2 28 3 4 8 41
Heterogeneous Predictive Association of CO2 with Global Warming 0 0 0 64 3 3 5 40
Lag Length Estimation in Large Dimensional Systems 0 0 0 103 4 7 9 242
Lag Length Estimation in Large Dimensional Systems 0 1 2 237 1 5 6 670
Long-term optimal portfolio allocation under dynamic horizon-specific risk aversion 0 0 0 54 4 8 9 119
Modelling and Measuring Price Discovery in Commodity Markets 0 0 0 12 0 3 6 67
Modelling and measuring price discovery in commodity markets 0 0 0 242 0 4 5 679
Multicointegration and present value relations 0 0 1 6 3 5 10 46
No lack of relative power of the Dickey-Fuller tests for unit roots 0 0 0 3 1 6 6 28
Non-exact present value relations 0 0 0 0 1 1 1 21
On the Exact Moments of Non-Standard Asymptotic Distributions in Non Stationary Autoregressions with Dependant Errors 0 0 0 0 1 1 1 256
On the Exact Moments of Non-Standard Asymptotic Distributions in Non Stationary Autoregressions with Dependent Errors 0 0 0 9 1 1 1 140
On the Robustness of Cointegration Tests when Series Are Fractionally Integrated 0 0 0 0 2 4 4 106
On the exact moments of non-standard asymptotic distributions in non stationary autoregressions with dependent errors 0 0 0 2 1 2 3 14
On the robustness of cointegration tests when series are fractionally integrated 0 0 0 4 0 1 3 30
Out of Sample Predictability in Predictive Regressions with Many Predictor Candidates 0 1 10 71 2 3 15 60
Out of sample predictability in predictive regressions with many predictor candidates 0 0 3 131 0 4 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 0 4 7 683
Pitfalls in Testing for Long Run Relationships 0 0 0 3 4 5 6 623
Predictive Regressions 0 1 2 171 4 6 7 221
Quantile Factor Models 0 0 1 257 1 10 12 551
Quantile Factor Models 0 0 1 28 2 13 17 101
Quantile Factor Models 0 0 0 44 3 4 12 177
Quantile Factor Models 0 0 0 27 4 9 11 85
Regime Specific Predictability in Predictive Regressions 0 0 0 36 0 2 2 86
Regime specific predictability in predictive regressions 0 0 0 36 2 2 2 140
Regional Heterogeneity and Warming Dominance in the contiguous United States 0 6 6 6 1 6 6 6
Regional heterogeneity and warming dominance in the United States 1 3 12 15 4 6 23 27
Relative Power of t Type Tests of Stationary and Unit Root Processes 0 0 0 0 6 8 9 681
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 0 1 1 91 0 3 3 250
Spurious relationships in high dimensional systems with strong or mild persistence 0 0 1 105 1 3 4 114
Subsampling inference in threshold autoregressive models 0 0 0 210 1 3 3 613
Summability of stochastic processes: a generalization of integration and co-integration valid for non-linear processes 0 0 0 86 3 7 10 273
Testing Downside Risk Efficiency Under Market Distress 0 0 0 4 2 3 3 52
Testing I(1) against I(d) alternatives in the presence of deteministic components 0 0 0 74 1 3 4 300
Testing I(1) against I(d) alternatives with Wald Tests in the presence of deterministic components 0 1 1 83 0 1 2 146
Testing downside risk efficiency under market distress 0 0 0 60 2 6 6 182
Testing extreme warming and geographical heterogeneity 1 2 13 16 3 7 27 31
The Reaction of Stock Market Returns to Unemployment 0 1 3 430 46 59 124 3,812
The Spline GARCH Model for Unconditional Volatility and its Global Macroeconomic Causes 0 0 1 632 1 6 8 1,518
The impact of heavy tails and comovements in downside-risk diversification 0 0 0 4 1 2 2 50
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 1 124 1 2 3 629
The reaction of stock market returns to anticipated unemployment 0 0 0 73 4 8 9 433
Threshold Integrated Moving Average Models (Does Size Matter? Maybe So) 0 0 0 1 2 2 4 1,080
Threshold effects in cointegrating relationships 0 0 0 147 2 6 10 336
Threshold integrated moving average models: does size matter? maybe so 0 0 0 8 0 1 3 51
Threshold unit root models 0 0 1 32 0 0 4 96
Trends in Temperature Data: Micro-foundations of Their Nature 0 1 6 33 4 6 13 43
Trends in distributional characteristics: Existence of global warming 0 0 0 88 2 2 2 257
Trends in temperature data: micro-foundations of their nature 0 0 1 23 1 4 6 31
Uncovering regimes in out of sample forecast errors from predictive regressions 0 0 1 84 1 6 7 101
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 2 4 183
What is what?: A simple time-domain test of long-memory vs. structural breaks 0 0 0 205 3 5 7 741
Which Extreme Values are Really Extremes? 0 0 0 143 0 0 2 475
Total Working Papers 5 35 172 6,486 242 465 858 25,733
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 1 5 7 1,678
A systematic framework for analyzing the dynamic effects of permanent and transitory shocks 0 1 3 349 1 9 17 774
A tale of three cities: climate heterogeneity 0 0 0 3 2 4 7 18
CONDITIONAL STOCHASTIC DOMINANCE TESTS IN DYNAMIC SETTINGS 0 0 0 3 2 5 7 18
Cointegration and aggregation 0 0 1 97 0 0 2 195
Detecting big structural breaks in large factor models 0 0 0 55 1 6 12 194
Differences Between Short‐ and Long‐Term Risk Aversion: An Optimal Asset Allocation Perspective 0 0 0 10 0 1 2 28
Dynamic Effects of Persistent Shocks 0 2 3 3 5 16 28 28
Estimation and model selection based inference in single and multiple threshold models 0 0 1 267 0 2 6 620
Estimation of Common Long-Memory Components in Cointegrated Systems 0 0 0 0 12 20 36 2,409
Five alternative methods of estimating long-run equilibrium relationships 0 0 3 963 2 5 14 2,410
Heterogeneous predictive association of CO2 with global warming 0 0 1 13 1 2 6 20
Inferring the Predictability Induced by a Persistent Regressor in a Predictive Threshold Model 0 0 0 8 0 1 4 42
Lag length estimation in large dimensional systems 0 0 0 2 2 6 7 18
Large shocks vs. small shocks. (Or does size matter? May be so.) 0 0 0 77 1 1 2 220
Long-range dependence in Spanish political opinion poll series 0 0 0 78 3 5 7 605
Modelling and measuring price discovery in commodity markets 0 0 1 116 4 5 12 416
Nonparametric estimation of functional dynamic factor model 0 0 0 1 1 1 2 3
On the Exact Moments of Asymptotic Distributions in an Unstable AR(1) with Dependent Errors 0 0 0 1 4 5 6 216
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 2 3 3 14
P-Values for non-standard distributions with an application to the DF test 0 0 1 41 1 1 3 171
Permanent and transitory components of GDP and stock prices: further analysis 0 0 1 22 4 7 10 123
Pitfalls in testing for long run relationships 0 0 2 247 2 6 13 537
Predictive methodology and application in economics and finance: Volume in honor of the accomplishments of Clive W.J. Granger 0 0 0 43 0 1 1 177
Quantile Factor Models 0 2 6 40 5 15 25 151
RELATIVE POWER OF t TYPE TESTS FOR STATIONARY AND UNIT ROOT PROCESSES 0 0 0 0 2 2 2 8
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 2 3 6 276
Spurious relationships in high-dimensional systems with strong or mild persistence 0 0 0 10 0 2 3 19
Subsampling inference in threshold autoregressive models 0 0 1 87 1 5 7 199
Summability of stochastic processes—A generalization of integration for non-linear processes 0 0 1 43 1 2 3 162
Testing for multicointegration 0 0 0 72 1 1 3 188
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 3 10 38 619 10 32 123 1,631
The reaction of stock market returns to unemployment 0 1 5 46 2 8 24 223
Threshold Effects in Cointegrating Relationships* 0 1 2 126 2 9 12 836
Trends in distributional characteristics: Existence of global warming 0 0 1 20 0 4 11 96
Trends in temperature data: Micro-foundations of their nature 0 1 3 3 1 3 8 8
Uncovering Regimes in Out of Sample Forecast Errors from Predictive Regressions 0 0 0 7 0 0 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 2 3 139
Which Extreme Values Are Really Extreme? 0 0 0 92 3 4 8 250
Total Journal Articles 3 18 74 4,020 82 211 459 15,414

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 1 1 18 0 6 6 62
Total Chapters 0 1 1 18 0 6 6 62

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Statistics updated 2026-01-09