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 3 7 7 663
A Systematic Framework for Analyzing the Dynamic Effects of Permanent and Transitory Shocks 1 1 1 153 1 7 10 427
A systematic framework for analyzing the dynamic effects of permanent and transitory shocks 1 1 3 17 4 11 19 92
A tale of three cities: climate heterogeneity (special issue of SERIES in homage to Juan J. Dolado) 0 0 0 95 0 8 9 147
Climate change heterogeneity: A new quantitative approach 0 0 11 130 2 5 19 100
Climate change heterogeneity: a new quantitative approach 0 0 1 33 1 6 13 63
Co-summability from linear to non-linear cointegration 0 0 0 145 3 13 17 309
Cointegration and Aggregation 0 0 0 1 3 10 13 687
Comovements in Large Systems 0 0 0 16 3 9 12 55
Comovements in large systems 0 0 2 5 1 10 14 42
Conditional stochastic dominance tests in dynamic settings 0 1 1 12 0 4 5 97
Conditional stochastic dominance tests in dynamic settings 0 0 0 45 4 8 9 127
Contagion versus flight to quality in financial markets 1 1 2 382 5 10 14 936
Detecting Big Structural Breaks in Large Factor Models 0 0 0 33 8 33 36 143
Detecting Sparse Cointegration 1 2 23 25 1 8 33 36
Detecting big structural breaks in large factor models 0 1 1 98 0 4 8 250
Detecting big structural breaks in large factor models 1 1 1 48 5 11 17 205
Detecting sparse cointegration 0 1 6 20 1 8 20 29
Downside Risk Efficiency Under Market Distress 0 0 0 47 0 8 13 167
Dynamic Effects of Persistent Shocks 0 1 1 26 2 15 18 90
Dynamic Effects of Persistent Shocks 0 0 0 115 1 3 7 151
Dynamic effects of persistent shocks 1 1 5 5 1 6 25 27
Dynamic effects of persistent shocks 1 1 3 126 2 71 87 287
Econometric implications of non-exact present value models 1 1 1 4 1 4 5 35
Estimation and inference in threshold type regime switching models 1 1 1 123 3 10 13 190
Estimation of Characteristics-based Quantile Factor Models 1 1 3 40 1 5 10 48
Estimation of Characteristics-based Quantile Factor Models 0 0 0 14 3 9 10 31
Estimation of Common Long-Memory Components in Cointegrated Systems 0 0 0 6 1 9 20 1,857
Estimation of characteristics-based quantile factor models 0 1 2 38 2 7 14 42
Global and regional long-term climate forecasts: a heterogeneous future 1 2 21 21 2 7 28 40
Heterogeneous Polar Amplification 0 1 4 4 0 4 7 7
Heterogeneous Predictive Association of CO2 with Global Warming 0 0 0 64 1 6 8 43
Heterogeneous Predictive Association of CO2 with Global Warming 0 0 1 28 2 9 11 47
Lag Length Estimation in Large Dimensional Systems 0 0 0 103 2 8 13 246
Lag Length Estimation in Large Dimensional Systems 0 0 2 237 0 2 7 671
Long-term optimal portfolio allocation under dynamic horizon-specific risk aversion 0 0 0 54 7 14 18 129
Modelling and Measuring Price Discovery in Commodity Markets 0 0 0 12 2 3 8 70
Modelling and measuring price discovery in commodity markets 0 0 0 242 1 10 15 689
Multicointegration and present value relations 1 1 2 7 5 10 17 53
No lack of relative power of the Dickey-Fuller tests for unit roots 1 1 1 4 1 5 10 32
Non-exact present value relations 0 0 0 0 2 8 8 28
On the Exact Moments of Non-Standard Asymptotic Distributions in Non Stationary Autoregressions with Dependant Errors 0 0 0 0 0 4 4 259
On the Exact Moments of Non-Standard Asymptotic Distributions in Non Stationary Autoregressions with Dependent Errors 0 0 0 9 2 6 6 145
On the Robustness of Cointegration Tests when Series Are Fractionally Integrated 0 0 0 0 0 7 9 111
On the exact moments of non-standard asymptotic distributions in non stationary autoregressions with dependent errors 0 0 0 2 2 5 7 18
On the robustness of cointegration tests when series are fractionally integrated 0 0 0 4 1 4 6 34
Out of Sample Predictability in Predictive Regressions with Many Predictor Candidates 1 1 7 72 5 12 21 70
Out of sample predictability in predictive regressions with many predictor candidates 0 0 2 131 4 10 20 153
P-Values for Non-Standard Distributions with an Application to the DF Test 0 0 0 0 2 6 6 453
P-values for non-standard distributions with an application to the DF test 0 0 0 2 1 6 7 45
Permanent and transitory components of GDP and stock prices: further analysis 0 0 0 161 0 2 8 685
Pitfalls in Testing for Long Run Relationships 0 0 0 3 3 14 15 633
Predictive Regressions 0 1 3 172 3 11 14 228
Quantile Factor Models 1 1 1 258 2 7 17 557
Quantile Factor Models 0 0 0 44 0 5 12 179
Quantile Factor Models 0 0 0 27 1 8 15 89
Quantile Factor Models 1 1 2 29 2 14 29 113
Regime Specific Predictability in Predictive Regressions 0 0 0 36 0 3 5 89
Regime specific predictability in predictive regressions 0 0 0 36 2 6 6 144
Regional Heterogeneity and Warming Dominance in the contiguous United States 3 6 12 12 5 16 21 21
Regional heterogeneity and warming dominance in the United States 1 2 12 16 4 11 23 34
Relative Power of t Type Tests of Stationary and Unit Root Processes 0 0 0 0 0 8 11 683
Revisiting Granger Causality of CO2 on Global Warming: a Quantile Factor Approach 0 0 0 0 0 2 2 2
Simple Wald tests of the fractional integration parameter: an overview of new results 0 0 1 91 2 10 13 260
Spurious relationships in high dimensional systems with strong or mild persistence 0 0 1 105 0 1 4 114
Subsampling inference in threshold autoregressive models 0 0 0 210 2 7 9 619
Summability of stochastic processes: a generalization of integration and co-integration valid for non-linear processes 0 0 0 86 0 9 15 279
Testing Downside Risk Efficiency Under Market Distress 0 0 0 4 1 3 4 53
Testing I(1) against I(d) alternatives in the presence of deteministic components 0 0 0 74 2 9 12 308
Testing I(1) against I(d) alternatives with Wald Tests in the presence of deterministic components 0 0 1 83 3 7 8 153
Testing downside risk efficiency under market distress 1 1 1 61 3 8 12 188
Testing extreme warming and geographical heterogeneity 0 1 9 16 3 14 31 42
The Reaction of Stock Market Returns to Unemployment 0 0 3 430 14 75 153 3,841
The Spline GARCH Model for Unconditional Volatility and its Global Macroeconomic Causes 0 0 1 632 3 12 18 1,529
The impact of heavy tails and comovements in downside-risk diversification 0 0 0 90 2 3 7 217
The impact of heavy tails and comovements in downside-risk diversification 0 0 0 4 1 4 5 53
The reaction of stock market returns to anticipated unemployment 0 0 1 124 0 5 7 633
The reaction of stock market returns to anticipated unemployment 0 0 0 73 5 16 21 445
Threshold Integrated Moving Average Models (Does Size Matter? Maybe So) 0 0 0 1 1 5 7 1,083
Threshold effects in cointegrating relationships 0 0 0 147 4 13 20 347
Threshold integrated moving average models: does size matter? maybe so 0 0 0 8 1 5 7 56
Threshold unit root models 0 0 0 32 2 6 9 102
Trends in Temperature Data: Micro-foundations of Their Nature 0 0 4 33 7 13 20 52
Trends in distributional characteristics: Existence of global warming 1 1 1 89 3 11 11 266
Trends in temperature data: micro-foundations of their nature 0 0 1 23 0 5 9 35
Uncovering regimes in out of sample forecast errors from predictive regressions 0 0 0 84 1 5 10 105
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 8 12 191
What is what?: A simple time-domain test of long-memory vs. structural breaks 0 0 0 205 0 7 11 745
Which Extreme Values are Really Extremes? 0 0 0 143 3 6 7 481
Total Working Papers 22 36 163 6,517 190 839 1,353 26,330
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 3 6 12 1,683
A systematic framework for analyzing the dynamic effects of permanent and transitory shocks 1 1 4 350 3 8 23 781
A tale of three cities: climate heterogeneity 1 1 1 4 1 7 11 23
CONDITIONAL STOCHASTIC DOMINANCE TESTS IN DYNAMIC SETTINGS 0 0 0 3 1 6 10 22
Cointegration and aggregation 1 1 2 98 3 7 9 202
Detecting big structural breaks in large factor models 0 0 0 55 0 3 13 196
Differences Between Short‐ and Long‐Term Risk Aversion: An Optimal Asset Allocation Perspective 1 1 1 11 1 4 6 32
Dynamic Effects of Persistent Shocks 1 2 5 5 7 18 41 41
Estimation and model selection based inference in single and multiple threshold models 1 1 2 268 2 6 12 626
Estimation of Common Long-Memory Components in Cointegrated Systems 0 0 0 0 7 29 46 2,426
Five alternative methods of estimating long-run equilibrium relationships 2 3 5 966 4 10 21 2,418
Heterogeneous predictive association of CO2 with global warming 1 1 1 14 1 9 12 28
Inferring the Predictability Induced by a Persistent Regressor in a Predictive Threshold Model 1 1 1 9 3 5 9 47
Lag length estimation in large dimensional systems 0 0 0 2 0 8 13 24
Large shocks vs. small shocks. (Or does size matter? May be so.) 1 1 1 78 1 6 7 225
Long-range dependence in Spanish political opinion poll series 0 0 0 78 3 9 12 611
Modelling and measuring price discovery in commodity markets 0 0 1 116 3 11 17 423
Nonparametric estimation of functional dynamic factor model 0 0 0 1 2 6 7 8
On the Exact Moments of Asymptotic Distributions in an Unstable AR(1) with Dependent Errors 0 0 0 1 2 8 10 220
On the robustness of cointegration tests when series are fractionally intergrated 0 0 0 42 5 10 11 165
Out-of-sample predictability in predictive regressions with many predictor candidates 1 2 2 8 2 11 12 23
P-Values for non-standard distributions with an application to the DF test 2 2 3 43 3 9 11 179
Permanent and transitory components of GDP and stock prices: further analysis 1 1 2 23 1 10 16 129
Pitfalls in testing for long run relationships 0 0 2 247 4 9 18 544
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 2 178
Quantile Factor Models 0 0 4 40 1 6 23 152
RELATIVE POWER OF t TYPE TESTS FOR STATIONARY AND UNIT ROOT PROCESSES 1 1 1 1 2 8 8 14
Regime-Specific Predictability in Predictive Regressions 1 1 1 26 1 5 8 71
Regional heterogeneity and warming dominance in the United States 0 0 0 0 0 0 0 0
Specification via model selection in vector error correction models 0 1 1 74 0 5 8 279
Spurious relationships in high-dimensional systems with strong or mild persistence 1 1 1 11 3 6 9 25
Subsampling inference in threshold autoregressive models 0 0 1 87 8 20 26 218
Summability of stochastic processes—A generalization of integration for non-linear processes 1 1 2 44 1 4 6 165
Testing for multicointegration 0 0 0 72 0 3 5 190
The Making of "Estimation of Common Long-Memory Components in Cointegrated Systems" 0 0 0 20 1 3 3 57
The Spline-GARCH Model for Low-Frequency Volatility and Its Global Macroeconomic Causes 2 9 41 625 7 25 117 1,646
The reaction of stock market returns to unemployment 1 1 6 47 2 9 28 230
Threshold Effects in Cointegrating Relationships* 1 1 3 127 4 11 21 845
Trends in distributional characteristics: Existence of global warming 1 1 2 21 4 10 19 106
Trends in temperature data: Micro-foundations of their nature 1 1 4 4 3 8 15 15
Uncovering Regimes in Out of Sample Forecast Errors from Predictive Regressions 1 1 1 8 1 5 6 24
Wald Tests of I(1) against I(d) Alternatives: Some New Properties and an Extension to Processes with Trending Components 0 0 0 29 2 10 12 148
Which Extreme Values Are Really Extreme? 0 0 0 92 1 9 12 256
Total Journal Articles 26 37 101 4,054 103 363 687 15,695

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 1 4 10 66
Total Chapters 0 0 1 18 1 4 10 66

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