Access Statistics for Jesus Gonzalo

Author contact details at EconPapers.

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 1 153 2 3 17 435
A Systematic Framework for Analyzing the Dynamic Effects of Permanent and Transitory Shocks 0 0 0 4 1 2 10 666
A systematic framework for analyzing the dynamic effects of permanent and transitory shocks 0 0 1 17 0 1 26 102
A tale of three cities: climate heterogeneity (special issue of SERIES in homage to Juan J. Dolado) 0 0 2 97 0 0 13 151
Climate change heterogeneity: A new quantitative approach 0 2 8 135 1 3 21 111
Climate change heterogeneity: a new quantitative approach 0 0 1 34 0 0 13 66
Co-summability from linear to non-linear cointegration 0 2 2 147 3 9 26 319
Cointegration and Aggregation 0 0 0 1 0 0 15 690
Comovements in Large Systems 0 0 0 16 1 1 13 56
Comovements in large systems 0 0 2 5 0 0 16 45
Conditional stochastic dominance tests in dynamic settings 0 0 1 12 0 0 7 99
Conditional stochastic dominance tests in dynamic settings 0 0 0 45 0 1 11 129
Contagion versus flight to quality in financial markets 0 0 1 382 0 2 18 943
Detecting Big Structural Breaks in Large Factor Models 0 0 0 33 0 0 47 155
Detecting Sparse Cointegration 0 2 13 31 0 2 24 46
Detecting Sparse Cointegration 0 1 10 10 0 2 5 5
Detecting big structural breaks in large factor models 0 0 2 49 1 1 19 209
Detecting big structural breaks in large factor models 0 0 1 98 0 2 17 259
Detecting sparse cointegration 0 0 2 20 1 8 20 40
Downside Risk Efficiency Under Market Distress 0 0 0 47 0 0 20 174
Dynamic Effects of Persistent Shocks 0 0 0 115 1 2 7 154
Dynamic Effects of Persistent Shocks 0 0 2 27 1 2 25 99
Dynamic effects of persistent shocks 0 0 1 5 0 0 13 28
Dynamic effects of persistent shocks 0 0 2 127 2 3 91 302
Econometric implications of non-exact present value models 0 0 1 4 0 0 9 40
Estimation and inference in threshold type regime switching models 0 0 2 124 1 2 16 195
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 1 1 14 54
Estimation of Common Long-Memory Components in Cointegrated Systems 0 0 0 6 1 1 24 1,868
Estimation of characteristics-based quantile factor models 0 0 2 38 0 0 13 42
Global and regional long-term climate forecasts: a heterogeneous future 0 6 15 31 0 19 41 68
Heterogeneous Polar Amplification 0 0 9 9 0 0 16 16
Heterogeneous Predictive Association of CO2 with Global Warming 0 0 2 29 0 0 13 50
Heterogeneous Predictive Association of CO2 with Global Warming 0 0 0 64 0 1 14 50
Lag Length Estimation in Large Dimensional Systems 0 0 1 237 3 5 14 679
Lag Length Estimation in Large Dimensional Systems 0 0 0 103 1 1 16 250
Long-term optimal portfolio allocation under dynamic horizon-specific risk aversion 0 0 0 54 1 2 32 143
Modelling and Measuring Price Discovery in Commodity Markets 0 0 1 13 0 1 14 78
Modelling and measuring price discovery in commodity markets 0 0 0 242 0 0 18 693
Multicointegration and present value relations 0 0 1 7 0 1 16 56
No lack of relative power of the Dickey-Fuller tests for unit roots 0 0 1 4 0 0 14 36
Non-exact present value relations 0 0 0 0 0 0 13 33
On the Exact Moments of Non-Standard Asymptotic Distributions in Non Stationary Autoregressions with Dependant Errors 0 0 0 0 0 0 7 262
On the Exact Moments of Non-Standard Asymptotic Distributions in Non Stationary Autoregressions with Dependent Errors 0 0 0 9 0 1 10 149
On the Robustness of Cointegration Tests when Series Are Fractionally Integrated 0 0 0 0 1 1 13 115
On the exact moments of non-standard asymptotic distributions in non stationary autoregressions with dependent errors 0 0 1 3 1 3 12 24
On the robustness of cointegration tests when series are fractionally integrated 0 0 0 4 0 1 10 39
Out of Sample Predictability in Predictive Regressions with Many Predictor Candidates 0 2 8 76 0 3 22 77
Out of sample predictability in predictive regressions with many predictor candidates 0 0 2 132 1 2 24 162
P-Values for Non-Standard Distributions with an Application to the DF Test 0 0 0 0 0 1 9 456
P-values for non-standard distributions with an application to the DF test 0 0 0 2 1 2 9 48
Permanent and transitory components of GDP and stock prices: further analysis 0 0 0 161 0 0 13 692
Pitfalls in Testing for Long Run Relationships 0 0 0 3 0 1 20 638
Predictive Regressions 0 0 4 174 1 3 26 241
Quantile Factor Models 0 0 0 27 0 2 19 95
Quantile Factor Models 0 0 0 44 1 2 12 184
Quantile Factor Models 0 0 1 258 1 1 21 562
Quantile Factor Models 0 0 2 30 2 5 33 121
Regime Specific Predictability in Predictive Regressions 0 0 0 36 1 1 9 93
Regime specific predictability in predictive regressions 0 0 0 36 0 0 7 145
Regional Heterogeneity and Warming Dominance in the contiguous United States 0 2 20 20 1 3 33 33
Regional heterogeneity and warming dominance in the United States 0 0 9 19 1 1 23 42
Relative Power of t Type Tests of Stationary and Unit Root Processes 0 0 0 0 1 1 13 686
Revisiting Granger Causality of CO2 on Global Warming: a Quantile Factor Approach 0 0 0 0 0 2 11 11
Simple Wald tests of the fractional integration parameter: an overview of new results 0 0 1 91 1 2 20 267
Spurious relationships in high dimensional systems with strong or mild persistence 0 0 1 106 0 1 10 121
Subsampling inference in threshold autoregressive models 0 0 1 211 1 1 13 623
Summability of stochastic processes: a generalization of integration and co-integration valid for non-linear processes 0 0 0 86 0 1 18 284
Testing Downside Risk Efficiency Under Market Distress 0 0 0 4 1 1 10 59
Testing I(1) against I(d) alternatives in the presence of deteministic components 0 0 0 74 0 1 15 312
Testing I(1) against I(d) alternatives with Wald Tests in the presence of deterministic components 0 0 1 83 0 0 11 156
Testing downside risk efficiency under market distress 0 0 1 61 1 1 17 193
Testing extreme warming and geographical heterogeneity 0 1 6 20 0 1 27 50
The Reaction of Stock Market Returns to Unemployment 1 1 2 431 101 122 288 4,024
The Spline GARCH Model for Unconditional Volatility and its Global Macroeconomic Causes 0 0 0 632 1 2 21 1,533
The impact of heavy tails and comovements in downside-risk diversification 0 0 0 90 0 1 10 221
The impact of heavy tails and comovements in downside-risk diversification 0 0 0 4 0 0 7 55
The reaction of stock market returns to anticipated unemployment 0 0 1 74 1 1 27 452
The reaction of stock market returns to anticipated unemployment 0 0 0 124 0 1 13 640
Threshold Integrated Moving Average Models (Does Size Matter? Maybe So) 0 0 0 1 0 0 9 1,086
Threshold effects in cointegrating relationships 0 0 0 147 0 0 23 352
Threshold integrated moving average models: does size matter? maybe so 0 0 1 9 0 0 10 60
Threshold unit root models 0 0 0 32 0 10 18 114
Trends in Temperature Data: Micro-foundations of Their Nature 0 1 6 38 0 1 24 60
Trends in distributional characteristics: Existence of global warming 0 0 1 89 2 3 20 275
Trends in temperature data: micro-foundations of their nature 0 1 1 24 0 1 12 39
Uncovering regimes in out of sample forecast errors from predictive regressions 0 0 0 84 1 1 15 110
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 18 199
What is what?: A simple time-domain test of long-memory vs. structural breaks 0 0 1 206 0 1 12 748
Which Extreme Values are Really Extremes? 0 0 0 143 0 0 11 486
Total Working Papers 1 21 159 6,600 145 270 1,835 27,059
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 0 2 17 1,690
A systematic framework for analyzing the dynamic effects of permanent and transitory shocks 0 1 3 351 1 4 26 791
A tale of three cities: climate heterogeneity 0 0 1 4 1 1 12 25
CONDITIONAL STOCHASTIC DOMINANCE TESTS IN DYNAMIC SETTINGS 0 0 0 3 0 1 12 25
Cointegration and aggregation 0 0 1 98 0 0 11 206
Detecting Sparse Cointegration 0 0 0 0 3 3 3 3
Detecting big structural breaks in large factor models 0 0 0 55 2 4 17 203
Differences Between Short‐ and Long‐Term Risk Aversion: An Optimal Asset Allocation Perspective 0 0 1 11 1 2 8 35
Dynamic Effects of Persistent Shocks 0 1 6 6 1 2 45 53
Estimation and model selection based inference in single and multiple threshold models 0 0 2 268 0 6 19 635
Estimation of Common Long-Memory Components in Cointegrated Systems 0 0 0 0 4 15 69 2,458
Estimation of characteristics-based quantile factor models 0 0 0 0 0 2 2 2
Five alternative methods of estimating long-run equilibrium relationships 0 0 4 967 1 2 35 2,439
Heterogeneous predictive association of CO2 with global warming 0 0 1 14 1 2 12 30
Inferring the Predictability Induced by a Persistent Regressor in a Predictive Threshold Model 0 0 1 9 0 0 10 50
Lag length estimation in large dimensional systems 0 0 0 2 0 1 20 31
Large shocks vs. small shocks. (Or does size matter? May be so.) 0 0 1 78 1 1 8 227
Long-range dependence in Spanish political opinion poll series 0 0 0 78 1 2 20 620
Modelling and measuring price discovery in commodity markets 0 0 0 116 0 1 17 428
Nonparametric estimation of functional dynamic factor model 0 0 0 1 0 0 8 9
On the Exact Moments of Asymptotic Distributions in an Unstable AR(1) with Dependent Errors 0 0 0 1 0 0 12 223
On the robustness of cointegration tests when series are fractionally intergrated 0 0 0 42 1 1 14 169
Out-of-sample predictability in predictive regressions with many predictor candidates 0 1 5 11 0 3 18 29
P-Values for non-standard distributions with an application to the DF test 0 0 2 43 0 0 11 180
Permanent and transitory components of GDP and stock prices: further analysis 0 0 1 23 0 0 16 132
Pitfalls in testing for long run relationships 0 0 0 247 0 2 22 552
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 5 181
Quantile Factor Models 0 0 3 41 1 3 28 164
RELATIVE POWER OF t TYPE TESTS FOR STATIONARY AND UNIT ROOT PROCESSES 0 0 1 1 0 0 10 16
Regime-Specific Predictability in Predictive Regressions 0 0 1 26 0 0 13 77
Regional heterogeneity and warming dominance in the United States 0 1 2 2 0 3 8 8
Specification via model selection in vector error correction models 0 0 1 74 1 1 10 283
Spurious relationships in high-dimensional systems with strong or mild persistence 0 0 1 11 19 19 31 47
Subsampling inference in threshold autoregressive models 0 0 0 87 1 1 35 228
Summability of stochastic processes—A generalization of integration for non-linear processes 0 0 1 44 0 0 7 167
Testing for multicointegration 0 0 0 72 0 1 4 191
The Making of "Estimation of Common Long-Memory Components in Cointegrated Systems" 0 0 0 20 1 3 9 63
The Spline-GARCH Model for Low-Frequency Volatility and Its Global Macroeconomic Causes 0 2 27 631 2 10 90 1,676
The reaction of stock market returns to unemployment 0 0 2 47 0 1 22 237
Threshold Effects in Cointegrating Relationships* 0 0 2 127 0 1 22 849
Trends in distributional characteristics: Existence of global warming 0 0 1 21 0 0 21 111
Trends in temperature data: Micro-foundations of their nature 0 0 4 5 0 0 18 21
Uncovering Regimes in Out of Sample Forecast Errors from Predictive Regressions 0 0 1 8 0 0 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 1 12 149
Which Extreme Values Are Really Extreme? 0 0 0 92 0 1 16 262
Total Journal Articles 0 6 76 4,070 43 102 834 16,002

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

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-09-10