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 1 9 665
A Systematic Framework for Analyzing the Dynamic Effects of Permanent and Transitory Shocks 0 0 1 153 0 3 15 433
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 3 9 135 0 3 22 110
Climate change heterogeneity: a new quantitative approach 0 0 1 34 0 0 14 66
Co-summability from linear to non-linear cointegration 0 2 2 147 3 7 24 316
Cointegration and Aggregation 0 0 0 1 0 1 15 690
Comovements in Large Systems 0 0 0 16 0 0 12 55
Comovements in large systems 0 0 2 5 0 1 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 1 2 11 129
Contagion versus flight to quality in financial markets 0 0 1 382 1 3 19 943
Detecting Big Structural Breaks in Large Factor Models 0 0 0 33 0 0 47 155
Detecting Sparse Cointegration 0 2 10 10 0 3 5 5
Detecting Sparse Cointegration 0 3 14 31 0 3 25 46
Detecting big structural breaks in large factor models 0 0 1 98 1 3 17 259
Detecting big structural breaks in large factor models 0 0 2 49 0 0 18 208
Detecting sparse cointegration 0 0 2 20 0 7 19 39
Downside Risk Efficiency Under Market Distress 0 0 0 47 0 0 20 174
Dynamic Effects of Persistent Shocks 0 0 0 115 0 1 7 153
Dynamic Effects of Persistent Shocks 0 0 2 27 0 1 24 98
Dynamic effects of persistent shocks 0 0 1 5 0 1 13 28
Dynamic effects of persistent shocks 0 0 2 127 0 5 89 300
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 0 1 16 194
Estimation of Characteristics-based Quantile Factor Models 0 0 1 40 0 2 13 53
Estimation of Characteristics-based Quantile Factor Models 0 0 0 14 0 0 9 31
Estimation of Common Long-Memory Components in Cointegrated Systems 0 0 0 6 0 1 26 1,867
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 1 7 15 31 3 21 41 68
Heterogeneous Polar Amplification 0 1 9 9 0 2 16 16
Heterogeneous Predictive Association of CO2 with Global Warming 0 0 2 29 0 1 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 0 2 11 676
Lag Length Estimation in Large Dimensional Systems 0 0 0 103 0 0 16 249
Long-term optimal portfolio allocation under dynamic horizon-specific risk aversion 0 0 0 54 0 3 31 142
Modelling and Measuring Price Discovery in Commodity Markets 0 0 1 13 0 2 14 78
Modelling and measuring price discovery in commodity markets 0 0 0 242 0 1 19 693
Multicointegration and present value relations 0 0 1 7 1 2 17 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 3 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 3 10 149
On the Robustness of Cointegration Tests when Series Are Fractionally Integrated 0 0 0 0 0 0 12 114
On the exact moments of non-standard asymptotic distributions in non stationary autoregressions with dependent errors 0 0 1 3 0 2 11 23
On the robustness of cointegration tests when series are fractionally integrated 0 0 0 4 1 1 10 39
Out of Sample Predictability in Predictive Regressions with Many Predictor Candidates 0 2 9 76 0 3 23 77
Out of sample predictability in predictive regressions with many predictor candidates 0 0 2 132 1 1 23 161
P-Values for Non-Standard Distributions with an Application to the DF Test 0 0 0 0 1 1 9 456
P-values for non-standard distributions with an application to the DF test 0 0 0 2 0 1 9 47
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 1 1 20 638
Predictive Regressions 0 0 4 174 1 3 25 240
Quantile Factor Models 0 0 0 27 1 3 20 95
Quantile Factor Models 0 0 1 258 0 0 20 561
Quantile Factor Models 0 0 0 44 0 2 12 183
Quantile Factor Models 0 0 2 30 2 4 32 119
Regime Specific Predictability in Predictive Regressions 0 0 0 36 0 0 8 92
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 3 20 20 0 4 32 32
Regional heterogeneity and warming dominance in the United States 0 0 9 19 0 1 22 41
Relative Power of t Type Tests of Stationary and Unit Root Processes 0 0 0 0 0 0 12 685
Revisiting Granger Causality of CO2 on Global Warming: a Quantile Factor Approach 0 0 0 0 0 3 11 11
Simple Wald tests of the fractional integration parameter: an overview of new results 0 0 1 91 0 3 19 266
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 0 1 12 622
Summability of stochastic processes: a generalization of integration and co-integration valid for non-linear processes 0 0 0 86 0 2 18 284
Testing Downside Risk Efficiency Under Market Distress 0 0 0 4 0 2 9 58
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 0 0 16 192
Testing extreme warming and geographical heterogeneity 0 2 6 20 0 2 27 50
The Reaction of Stock Market Returns to Unemployment 0 0 1 430 2 43 199 3,923
The Spline GARCH Model for Unconditional Volatility and its Global Macroeconomic Causes 0 0 0 632 1 1 20 1,532
The impact of heavy tails and comovements in downside-risk diversification 0 0 0 90 0 2 11 221
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 1 124 0 1 14 640
The reaction of stock market returns to anticipated unemployment 0 0 1 74 0 0 27 451
Threshold Integrated Moving Average Models (Does Size Matter? Maybe So) 0 0 0 1 0 1 9 1,086
Threshold effects in cointegrating relationships 0 0 0 147 0 0 24 352
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 10 11 21 114
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 0 1 18 273
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 0 0 14 109
Wald Tests of I(1) against I(d) alternatives: some new properties and an extension to processes with trending components 0 0 0 73 3 3 19 199
What is what?: A simple time-domain test of long-memory vs. structural breaks 0 1 1 206 0 3 13 748
Which Extreme Values are Really Extremes? 0 0 0 143 0 0 12 486
Total Working Papers 1 28 162 6,599 34 201 1,731 26,914
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 5 17 1,690
A systematic framework for analyzing the dynamic effects of permanent and transitory shocks 1 1 3 351 2 4 26 790
A tale of three cities: climate heterogeneity 0 0 1 4 0 0 11 24
CONDITIONAL STOCHASTIC DOMINANCE TESTS IN DYNAMIC SETTINGS 0 0 0 3 1 2 12 25
Cointegration and aggregation 0 0 1 98 0 2 12 206
Detecting Sparse Cointegration 0 0 0 0 0 0 0 0
Detecting big structural breaks in large factor models 0 0 0 55 1 3 16 201
Differences Between Short‐ and Long‐Term Risk Aversion: An Optimal Asset Allocation Perspective 0 0 1 11 1 1 7 34
Dynamic Effects of Persistent Shocks 1 1 6 6 1 3 48 52
Estimation and model selection based inference in single and multiple threshold models 0 0 2 268 2 7 20 635
Estimation of Common Long-Memory Components in Cointegrated Systems 0 0 0 0 5 17 66 2,454
Estimation of characteristics-based quantile factor models 0 0 0 0 2 2 2 2
Five alternative methods of estimating long-run equilibrium relationships 0 0 4 967 1 3 34 2,438
Heterogeneous predictive association of CO2 with global warming 0 0 1 14 1 1 11 29
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 1 2 20 31
Large shocks vs. small shocks. (Or does size matter? May be so.) 0 0 1 78 0 1 8 226
Long-range dependence in Spanish political opinion poll series 0 0 0 78 1 2 19 619
Modelling and measuring price discovery in commodity markets 0 0 0 116 0 2 19 428
Nonparametric estimation of functional dynamic factor model 0 0 0 1 0 1 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 0 0 14 168
Out-of-sample predictability in predictive regressions with many predictor candidates 0 1 5 11 1 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 1 5 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 0 5 28 163
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 1 13 77
Regional heterogeneity and warming dominance in the United States 0 1 2 2 1 3 8 8
Specification via model selection in vector error correction models 0 0 1 74 0 2 9 282
Spurious relationships in high-dimensional systems with strong or mild persistence 0 0 1 11 0 0 12 28
Subsampling inference in threshold autoregressive models 0 0 0 87 0 2 34 227
Summability of stochastic processes—A generalization of integration for non-linear processes 0 0 1 44 0 1 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 2 8 62
The Spline-GARCH Model for Low-Frequency Volatility and Its Global Macroeconomic Causes 0 3 27 631 4 14 94 1,674
The reaction of stock market returns to unemployment 0 0 3 47 0 1 25 237
Threshold Effects in Cointegrating Relationships* 0 0 2 127 1 2 22 849
Trends in distributional characteristics: Existence of global warming 0 0 1 21 0 1 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 1 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 1 1 13 149
Which Extreme Values Are Really Extreme? 0 0 0 92 1 2 17 262
Total Journal Articles 2 7 77 4,070 30 105 816 15,959

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

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Statistics updated 2026-08-07