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 1 1 153 0 4 10 427
A Systematic Framework for Analyzing the Dynamic Effects of Permanent and Transitory Shocks 0 0 0 4 0 7 7 663
A systematic framework for analyzing the dynamic effects of permanent and transitory shocks 0 1 2 17 2 12 20 94
A tale of three cities: climate heterogeneity (special issue of SERIES in homage to Juan J. Dolado) 2 2 2 97 2 6 11 149
Climate change heterogeneity: A new quantitative approach 1 1 10 131 3 6 20 103
Climate change heterogeneity: a new quantitative approach 0 0 1 33 0 4 13 63
Co-summability from linear to non-linear cointegration 0 0 0 145 0 10 17 309
Cointegration and Aggregation 0 0 0 1 0 7 12 687
Comovements in Large Systems 0 0 0 16 0 8 12 55
Comovements in large systems 0 0 2 5 0 6 13 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 0 8 9 127
Contagion versus flight to quality in financial markets 0 1 2 382 1 11 15 937
Detecting Big Structural Breaks in Large Factor Models 0 0 0 33 9 41 45 152
Detecting Sparse Cointegration 2 3 20 27 3 9 32 39
Detecting big structural breaks in large factor models 1 2 2 49 1 12 16 206
Detecting big structural breaks in large factor models 0 1 1 98 2 6 10 252
Detecting sparse cointegration 0 1 3 20 1 5 16 30
Downside Risk Efficiency Under Market Distress 0 0 0 47 4 9 17 171
Dynamic Effects of Persistent Shocks 1 1 2 27 4 15 22 94
Dynamic Effects of Persistent Shocks 0 0 0 115 0 2 7 151
Dynamic effects of persistent shocks 0 1 3 126 2 26 89 289
Dynamic effects of persistent shocks 0 1 4 5 0 5 21 27
Econometric implications of non-exact present value models 0 1 1 4 1 5 5 36
Estimation and inference in threshold type regime switching models 1 2 2 124 2 9 15 192
Estimation of Characteristics-based Quantile Factor Models 0 0 0 14 0 8 9 31
Estimation of Characteristics-based Quantile Factor Models 0 1 2 40 0 4 9 48
Estimation of Common Long-Memory Components in Cointegrated Systems 0 0 0 6 3 6 23 1,860
Estimation of characteristics-based quantile factor models 0 1 2 38 0 5 14 42
Global and regional long-term climate forecasts: a heterogeneous future 2 4 12 23 2 7 24 42
Heterogeneous Polar Amplification 3 3 7 7 4 6 11 11
Heterogeneous Predictive Association of CO2 with Global Warming 1 1 2 29 2 8 13 49
Heterogeneous Predictive Association of CO2 with Global Warming 0 0 0 64 3 6 11 46
Lag Length Estimation in Large Dimensional Systems 0 0 2 237 1 2 8 672
Lag Length Estimation in Large Dimensional Systems 0 0 0 103 1 5 14 247
Long-term optimal portfolio allocation under dynamic horizon-specific risk aversion 0 0 0 54 3 13 21 132
Modelling and Measuring Price Discovery in Commodity Markets 0 0 0 12 2 5 9 72
Modelling and measuring price discovery in commodity markets 0 0 0 242 1 11 16 690
Multicointegration and present value relations 0 1 2 7 0 7 16 53
No lack of relative power of the Dickey-Fuller tests for unit roots 0 1 1 4 2 6 12 34
Non-exact present value relations 0 0 0 0 0 7 8 28
On the Exact Moments of Non-Standard Asymptotic Distributions in Non Stationary Autoregressions with Dependant Errors 0 0 0 0 0 3 4 259
On the Exact Moments of Non-Standard Asymptotic Distributions in Non Stationary Autoregressions with Dependent Errors 0 0 0 9 0 5 6 145
On the Robustness of Cointegration Tests when Series Are Fractionally Integrated 0 0 0 0 1 6 10 112
On the exact moments of non-standard asymptotic distributions in non stationary autoregressions with dependent errors 1 1 1 3 1 5 8 19
On the robustness of cointegration tests when series are fractionally integrated 0 0 0 4 2 6 8 36
Out of Sample Predictability in Predictive Regressions with Many Predictor Candidates 1 2 8 73 1 11 21 71
Out of sample predictability in predictive regressions with many predictor candidates 0 0 2 131 2 12 20 155
P-Values for Non-Standard Distributions with an Application to the DF Test 0 0 0 0 0 6 6 453
P-values for non-standard distributions with an application to the DF test 0 0 0 2 0 6 7 45
Permanent and transitory components of GDP and stock prices: further analysis 0 0 0 161 3 5 11 688
Pitfalls in Testing for Long Run Relationships 0 0 0 3 1 11 16 634
Predictive Regressions 2 3 5 174 4 11 18 232
Quantile Factor Models 0 0 0 44 1 3 12 180
Quantile Factor Models 0 0 0 27 2 6 17 91
Quantile Factor Models 1 2 3 30 1 13 30 114
Quantile Factor Models 0 1 1 258 0 6 17 557
Regime Specific Predictability in Predictive Regressions 0 0 0 36 0 3 5 89
Regime specific predictability in predictive regressions 0 0 0 36 1 5 7 145
Regional Heterogeneity and Warming Dominance in the contiguous United States 3 9 15 15 3 18 24 24
Regional heterogeneity and warming dominance in the United States 1 2 11 17 2 9 22 36
Relative Power of t Type Tests of Stationary and Unit Root Processes 0 0 0 0 1 3 12 684
Revisiting Granger Causality of CO2 on Global Warming: a Quantile Factor Approach 0 0 0 0 3 5 5 5
Simple Wald tests of the fractional integration parameter: an overview of new results 0 0 1 91 1 11 14 261
Spurious relationships in high dimensional systems with strong or mild persistence 1 1 2 106 1 1 5 115
Subsampling inference in threshold autoregressive models 1 1 1 211 1 7 10 620
Summability of stochastic processes: a generalization of integration and co-integration valid for non-linear processes 0 0 0 86 0 6 15 279
Testing Downside Risk Efficiency Under Market Distress 0 0 0 4 1 2 5 54
Testing I(1) against I(d) alternatives in the presence of deteministic components 0 0 0 74 2 10 14 310
Testing I(1) against I(d) alternatives with Wald Tests in the presence of deterministic components 0 0 1 83 0 7 8 153
Testing downside risk efficiency under market distress 0 1 1 61 1 7 13 189
Testing extreme warming and geographical heterogeneity 1 1 8 17 2 13 29 44
The Reaction of Stock Market Returns to Unemployment 0 0 3 430 16 45 169 3,857
The Spline GARCH Model for Unconditional Volatility and its Global Macroeconomic Causes 0 0 1 632 1 12 19 1,530
The impact of heavy tails and comovements in downside-risk diversification 0 0 0 90 0 3 7 217
The impact of heavy tails and comovements in downside-risk diversification 0 0 0 4 1 4 6 54
The reaction of stock market returns to anticipated unemployment 0 0 1 124 1 5 8 634
The reaction of stock market returns to anticipated unemployment 1 1 1 74 2 14 23 447
Threshold Integrated Moving Average Models (Does Size Matter? Maybe So) 0 0 0 1 0 3 7 1,083
Threshold effects in cointegrating relationships 0 0 0 147 4 15 23 351
Threshold integrated moving average models: does size matter? maybe so 0 0 0 8 1 6 8 57
Threshold unit root models 0 0 0 32 1 7 10 103
Trends in Temperature Data: Micro-foundations of Their Nature 3 3 7 36 4 13 24 56
Trends in distributional characteristics: Existence of global warming 0 1 1 89 1 10 12 267
Trends in temperature data: micro-foundations of their nature 0 0 1 23 0 4 9 35
Uncovering regimes in out of sample forecast errors from predictive regressions 0 0 0 84 2 6 12 107
Wald Tests of I(1) against I(d) alternatives: some new properties and an extension to processes with trending components 0 0 0 73 2 10 13 193
What is what?: A simple time-domain test of long-memory vs. structural breaks 0 0 0 205 0 4 11 745
Which Extreme Values are Really Extremes? 0 0 0 143 1 7 8 482
Total Working Papers 30 61 164 6,547 136 733 1,445 26,466
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 12 1,683
A systematic framework for analyzing the dynamic effects of permanent and transitory shocks 0 1 4 350 1 8 24 782
A tale of three cities: climate heterogeneity 0 1 1 4 0 5 11 23
CONDITIONAL STOCHASTIC DOMINANCE TESTS IN DYNAMIC SETTINGS 0 0 0 3 0 4 10 22
Cointegration and aggregation 0 1 1 98 0 7 8 202
Detecting big structural breaks in large factor models 0 0 0 55 1 3 13 197
Differences Between Short‐ and Long‐Term Risk Aversion: An Optimal Asset Allocation Perspective 0 1 1 11 1 5 7 33
Dynamic Effects of Persistent Shocks 0 2 5 5 3 16 44 44
Estimation and model selection based inference in single and multiple threshold models 0 1 2 268 0 6 12 626
Estimation of Common Long-Memory Components in Cointegrated Systems 0 0 0 0 4 21 49 2,430
Five alternative methods of estimating long-run equilibrium relationships 0 3 5 966 2 10 22 2,420
Heterogeneous predictive association of CO2 with global warming 0 1 1 14 0 8 12 28
Inferring the Predictability Induced by a Persistent Regressor in a Predictive Threshold Model 0 1 1 9 0 5 8 47
Lag length estimation in large dimensional systems 0 0 0 2 2 8 15 26
Large shocks vs. small shocks. (Or does size matter? May be so.) 0 1 1 78 0 5 7 225
Long-range dependence in Spanish political opinion poll series 0 0 0 78 3 9 14 614
Modelling and measuring price discovery in commodity markets 0 0 0 116 1 8 17 424
Nonparametric estimation of functional dynamic factor model 0 0 0 1 0 5 7 8
On the Exact Moments of Asymptotic Distributions in an Unstable AR(1) with Dependent Errors 0 0 0 1 0 4 10 220
On the robustness of cointegration tests when series are fractionally intergrated 0 0 0 42 2 12 13 167
Out-of-sample predictability in predictive regressions with many predictor candidates 1 3 3 9 1 10 13 24
P-Values for non-standard distributions with an application to the DF test 0 2 2 43 0 8 10 179
Permanent and transitory components of GDP and stock prices: further analysis 0 1 2 23 1 7 16 130
Pitfalls in testing for long run relationships 0 0 2 247 2 9 20 546
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 1 1 5 41 2 3 24 154
RELATIVE POWER OF t TYPE TESTS FOR STATIONARY AND UNIT ROOT PROCESSES 0 1 1 1 1 7 9 15
Regime-Specific Predictability in Predictive Regressions 0 1 1 26 0 5 8 71
Regional heterogeneity and warming dominance in the United States 1 1 1 1 3 3 3 3
Specification via model selection in vector error correction models 0 1 1 74 1 4 9 280
Spurious relationships in high-dimensional systems with strong or mild persistence 0 1 1 11 2 8 11 27
Subsampling inference in threshold autoregressive models 0 0 1 87 4 23 30 222
Summability of stochastic processes—A generalization of integration for non-linear processes 0 1 2 44 0 3 6 165
Testing for multicointegration 0 0 0 72 0 2 4 190
The Making of "Estimation of Common Long-Memory Components in Cointegrated Systems" 0 0 0 20 1 4 4 58
The Spline-GARCH Model for Low-Frequency Volatility and Its Global Macroeconomic Causes 1 7 41 626 6 21 120 1,652
The reaction of stock market returns to unemployment 0 1 5 47 1 8 26 231
Threshold Effects in Cointegrating Relationships* 0 1 3 127 1 10 22 846
Trends in distributional characteristics: Existence of global warming 0 1 2 21 0 10 18 106
Trends in temperature data: Micro-foundations of their nature 0 1 4 4 0 7 14 15
Uncovering Regimes in Out of Sample Forecast Errors from Predictive Regressions 0 1 1 8 0 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 0 9 12 148
Which Extreme Values Are Really Extreme? 0 0 0 92 1 7 12 257
Total Journal Articles 4 38 100 4,058 47 328 714 15,742

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 5 11 67
Total Chapters 0 0 1 18 1 5 11 67

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