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 0 0 0 656
A Systematic Framework for Analyzing the Dynamic Effects of Permanent and Transitory Shocks 0 0 0 152 0 0 0 417
A systematic framework for analyzing the dynamic effects of permanent and transitory shocks 1 2 2 14 1 2 4 73
A tale of three cities: climate heterogeneity (special issue of SERIES in homage to Juan J. Dolado) 0 1 4 95 0 1 12 138
Climate change heterogeneity: A new quantitative approach 1 4 23 119 1 5 32 81
Climate change heterogeneity: a new quantitative approach 0 1 2 32 0 2 6 50
Co-summability from linear to non-linear cointegration 0 1 3 145 1 3 8 292
Cointegration and Aggregation 0 0 0 1 0 1 3 674
Comovements in Large Systems 0 0 0 16 1 1 1 43
Comovements in large systems 0 0 0 3 0 0 0 28
Conditional stochastic dominance tests in dynamic settings 0 0 0 11 0 0 1 92
Conditional stochastic dominance tests in dynamic settings 0 0 0 45 0 0 0 118
Contagion versus flight to quality in financial markets 0 1 2 380 0 1 5 922
Detecting Big Structural Breaks in Large Factor Models 0 0 0 33 0 1 2 107
Detecting Sparse Cointegration 2 2 2 2 3 3 3 3
Detecting big structural breaks in large factor models 0 0 2 97 1 2 4 242
Detecting big structural breaks in large factor models 0 0 0 47 1 1 3 188
Detecting sparse cointegration 14 14 14 14 9 9 9 9
Downside Risk Efficiency Under Market Distress 0 0 2 47 0 0 2 154
Dynamic Effects of Persistent Shocks 0 0 2 115 0 1 4 144
Dynamic Effects of Persistent Shocks 0 1 6 25 0 4 12 72
Dynamic effects of persistent shocks 1 2 8 123 1 6 24 200
Dynamic effects of persistent shocks 0 0 0 0 2 2 2 2
Econometric implications of non-exact present value models 0 0 0 3 0 1 2 30
Estimation and inference in threshold type regime switching models 0 0 0 122 0 0 1 177
Estimation of Characteristics-based Quantile Factor Models 0 2 3 14 0 3 8 21
Estimation of Characteristics-based Quantile Factor Models 0 1 8 37 1 4 12 38
Estimation of Common Long-Memory Components in Cointegrated Systems 0 0 0 6 2 6 12 1,837
Estimation of characteristics-based quantile factor models 0 1 2 36 0 1 5 28
Heterogeneous Predictive Association of CO2 with Global Warming 0 0 1 64 0 0 1 35
Heterogeneous Predictive Association of CO2 with Global Warming 1 1 8 27 2 3 12 36
Lag Length Estimation in Large Dimensional Systems 0 0 2 235 0 0 3 664
Lag Length Estimation in Large Dimensional Systems 0 0 0 103 0 0 0 233
Long-term optimal portfolio allocation under dynamic horizon-specific risk aversion 0 0 1 54 1 1 3 111
Modelling and Measuring Price Discovery in Commodity Markets 0 0 1 12 0 2 4 62
Modelling and measuring price discovery in commodity markets 0 0 0 242 0 1 4 674
Multicointegration and present value relations 0 0 0 5 0 0 1 36
No lack of relative power of the Dickey-Fuller tests for unit roots 0 0 0 3 0 0 0 22
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 1 9 0 0 1 139
On the Robustness of Cointegration Tests when Series Are Fractionally Integrated 0 0 0 0 0 0 2 102
On the exact moments of non-standard asymptotic distributions in non stationary autoregressions with dependent errors 0 0 0 2 0 0 0 11
On the robustness of cointegration tests when series are fractionally integrated 0 0 0 4 1 1 1 28
Out of Sample Predictability in Predictive Regressions with Many Predictor Candidates 2 6 17 65 2 6 20 49
Out of sample predictability in predictive regressions with many predictor candidates 1 1 10 129 1 1 13 133
P-Values for Non-Standard Distributions with an Application to the DF Test 0 0 0 0 1 1 1 447
P-values for non-standard distributions with an application to the DF test 0 0 0 2 3 3 3 38
Permanent and transitory components of GDP and stock prices: further analysis 0 0 2 161 1 1 3 677
Pitfalls in Testing for Long Run Relationships 0 0 0 3 0 1 4 618
Predictive Regressions 0 1 5 169 0 1 10 214
Quantile Factor Models 0 0 1 44 2 2 4 167
Quantile Factor Models 0 0 0 27 0 0 4 84
Quantile Factor Models 0 0 0 27 0 0 3 74
Quantile Factor Models 1 1 4 257 1 3 11 540
Regime Specific Predictability in Predictive Regressions 0 0 0 36 0 0 0 84
Regime specific predictability in predictive regressions 0 0 0 36 0 0 1 138
Regional heterogeneity and warming dominance in the United States 0 3 4 4 4 9 11 11
Relative Power of t Type Tests of Stationary and Unit Root Processes 0 0 0 0 0 0 0 672
Revisiting Granger Causality of CO2 on Global Warming: a Quantile Factor Approach 0 0 1 3 1 1 5 13
Simple Wald tests of the fractional integration parameter: an overview of new results 0 0 0 90 0 0 2 247
Spurious relationships in high dimensional systems with strong or mild persistence 0 0 3 104 0 0 7 110
Subsampling inference in threshold autoregressive models 0 0 0 210 0 0 1 610
Summability of stochastic processes: a generalization of integration and co-integration valid for non-linear processes 0 0 2 86 0 1 4 264
Testing Downside Risk Efficiency Under Market Distress 0 0 0 4 0 0 0 49
Testing I(1) against I(d) alternatives in the presence of deteministic components 0 0 0 74 0 1 2 296
Testing I(1) against I(d) alternatives with Wald Tests in the presence of deterministic components 0 0 0 82 0 2 2 145
Testing downside risk efficiency under market distress 0 0 0 60 0 0 0 176
Testing extreme warming and geographical heterogeneity 2 7 7 7 4 10 11 11
Testing for a Unit Root Against Fractional Alternatives in the Presence of a Maintained Trend 0 0 0 6 0 0 1 61
The Spline GARCH Model for Unconditional Volatility and its Global Macroeconomic Causes 0 0 0 631 0 2 6 1,511
The impact of heavy tails and comovements in downside-risk diversification 0 0 0 4 0 0 1 48
The impact of heavy tails and comovements in downside-risk diversification 0 0 1 90 0 0 1 210
Threshold Integrated Moving Average Models (Does Size Matter? Maybe So) 0 0 0 1 0 0 0 1,076
Threshold effects in cointegrating relationships 0 0 0 147 1 1 3 327
Threshold integrated moving average models: does size matter? maybe so 0 0 0 8 1 2 2 49
Threshold unit root models 0 2 4 32 0 2 9 93
Trends in Temperature Data: Micro-foundations of Their Nature 1 2 22 29 1 2 25 32
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 1 8 22 1 2 9 26
Uncovering regimes in out of sample forecast errors from predictive regressions 1 1 2 84 1 1 6 95
Wald Tests of I(1) against I(d) alternatives: some new properties and an extension to processes with trending components 0 0 0 72 0 0 1 179
What is What? A Simple Time-Domain Test of Long-memory vs. Structural Breaks 0 0 0 6 1 1 1 84
What is what?: A simple time-domain test of long-memory vs. structural breaks 0 0 0 205 0 0 0 734
Which Extreme Values are Really Extremes? 0 0 0 143 0 1 1 474
Total Working Papers 28 59 192 5,746 54 125 397 20,385
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 0 3 1,671
A systematic framework for analyzing the dynamic effects of permanent and transitory shocks 0 3 4 346 1 5 13 758
A tale of three cities: climate heterogeneity 0 0 0 3 1 1 5 12
CONDITIONAL STOCHASTIC DOMINANCE TESTS IN DYNAMIC SETTINGS 0 0 0 3 0 1 2 12
Cointegration and aggregation 0 0 0 96 0 0 0 193
Detecting big structural breaks in large factor models 0 0 1 55 1 1 4 183
Differences Between Short‐ and Long‐Term Risk Aversion: An Optimal Asset Allocation Perspective 0 0 1 10 0 0 1 26
Estimation and model selection based inference in single and multiple threshold models 0 0 0 266 0 1 8 614
Estimation of Common Long-Memory Components in Cointegrated Systems 0 0 0 0 1 9 26 2,380
Five alternative methods of estimating long-run equilibrium relationships 1 1 7 961 1 1 15 2,397
Heterogeneous predictive association of CO2 with global warming 0 1 4 13 1 3 7 16
Inferring the Predictability Induced by a Persistent Regressor in a Predictive Threshold Model 0 0 0 8 0 0 0 38
Lag length estimation in large dimensional systems 0 0 0 2 0 0 0 11
Large shocks vs. small shocks. (Or does size matter? May be so.) 0 0 0 77 0 0 1 218
Long-range dependence in Spanish political opinion poll series 0 0 1 78 1 1 2 599
Modelling and measuring price discovery in commodity markets 0 1 7 115 0 4 17 406
Nonparametric estimation of functional dynamic factor model 0 0 0 1 0 0 0 1
On the Exact Moments of Asymptotic Distributions in an Unstable AR(1) with Dependent Errors 0 0 0 1 0 0 0 210
On the robustness of cointegration tests when series are fractionally intergrated 0 0 0 42 0 0 0 154
Out-of-sample predictability in predictive regressions with many predictor candidates 0 0 6 6 0 0 11 11
P-Values for non-standard distributions with an application to the DF test 0 0 0 40 0 0 1 168
Permanent and transitory components of GDP and stock prices: further analysis 0 0 0 21 0 1 2 113
Pitfalls in testing for long run relationships 0 0 10 245 0 3 22 526
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 0 176
Quantile Factor Models 2 2 6 36 3 4 26 129
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 1 1 63
Specification via model selection in vector error correction models 0 0 0 73 0 1 2 271
Spurious relationships in high-dimensional systems with strong or mild persistence 0 0 0 10 0 0 3 16
Subsampling inference in threshold autoregressive models 0 0 0 86 0 0 1 192
Summability of stochastic processes—A generalization of integration for non-linear processes 0 0 1 42 0 0 3 159
Testing for multicointegration 0 0 0 72 0 0 1 185
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 2 3 23 584 12 22 82 1,529
The reaction of stock market returns to unemployment 0 0 0 41 2 3 15 202
Threshold Effects in Cointegrating Relationships* 0 0 2 124 0 0 2 824
Trends in distributional characteristics: Existence of global warming 0 0 3 19 0 2 30 87
Trends in temperature data: Micro-foundations of their nature 0 0 0 0 0 0 0 0
Uncovering Regimes in Out of Sample Forecast Errors from Predictive Regressions 0 0 0 7 0 1 2 18
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 0 136
Which Extreme Values Are Really Extreme? 0 0 0 92 2 2 2 244
Total Journal Articles 5 11 76 3,953 26 67 310 15,008

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 0 17 0 0 2 56
Total Chapters 0 0 0 17 0 0 2 56

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Statistics updated 2025-03-03