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 3 4 13 430
A Systematic Framework for Analyzing the Dynamic Effects of Permanent and Transitory Shocks 0 0 0 4 1 4 8 664
A systematic framework for analyzing the dynamic effects of permanent and transitory shocks 0 1 2 17 7 13 27 101
A tale of three cities: climate heterogeneity (special issue of SERIES in homage to Juan J. Dolado) 0 2 2 97 2 4 13 151
Climate change heterogeneity: A new quantitative approach 1 2 10 132 4 9 23 107
Climate change heterogeneity: a new quantitative approach 1 1 1 34 3 4 15 66
Co-summability from linear to non-linear cointegration 0 0 0 145 0 3 17 309
Cointegration and Aggregation 0 0 0 1 2 5 14 689
Comovements in Large Systems 0 0 0 16 0 3 12 55
Comovements in large systems 0 0 2 5 2 3 15 44
Conditional stochastic dominance tests in dynamic settings 0 0 0 45 0 4 9 127
Conditional stochastic dominance tests in dynamic settings 0 0 1 12 2 2 7 99
Contagion versus flight to quality in financial markets 0 1 1 382 3 9 17 940
Detecting Big Structural Breaks in Large Factor Models 0 0 0 33 3 20 48 155
Detecting Sparse Cointegration 1 4 18 28 4 8 32 43
Detecting big structural breaks in large factor models 0 0 1 98 4 6 14 256
Detecting big structural breaks in large factor models 0 2 2 49 2 8 18 208
Detecting sparse cointegration 0 0 3 20 2 4 18 32
Downside Risk Efficiency Under Market Distress 0 0 0 47 3 7 20 174
Dynamic Effects of Persistent Shocks 0 0 0 115 1 2 8 152
Dynamic Effects of Persistent Shocks 0 1 2 27 3 9 24 97
Dynamic effects of persistent shocks 1 2 4 127 6 10 94 295
Dynamic effects of persistent shocks 0 1 4 5 0 1 21 27
Econometric implications of non-exact present value models 0 1 1 4 4 6 9 40
Estimation and inference in threshold type regime switching models 0 2 2 124 1 6 16 193
Estimation of Characteristics-based Quantile Factor Models 0 1 1 40 3 4 11 51
Estimation of Characteristics-based Quantile Factor Models 0 0 0 14 0 3 9 31
Estimation of Common Long-Memory Components in Cointegrated Systems 0 0 0 6 6 10 28 1,866
Estimation of characteristics-based quantile factor models 0 0 2 38 0 2 14 42
Global and regional long-term climate forecasts: a heterogeneous future 1 4 11 24 5 9 27 47
Heterogeneous Polar Amplification 1 4 8 8 3 7 14 14
Heterogeneous Predictive Association of CO2 with Global Warming 0 1 2 29 0 4 13 49
Heterogeneous Predictive Association of CO2 with Global Warming 0 0 0 64 3 7 14 49
Lag Length Estimation in Large Dimensional Systems 0 0 0 103 2 5 16 249
Lag Length Estimation in Large Dimensional Systems 0 0 2 237 2 3 10 674
Long-term optimal portfolio allocation under dynamic horizon-specific risk aversion 0 0 0 54 7 17 28 139
Modelling and Measuring Price Discovery in Commodity Markets 1 1 1 13 4 8 13 76
Modelling and measuring price discovery in commodity markets 0 0 0 242 2 4 18 692
Multicointegration and present value relations 0 1 2 7 1 6 16 54
No lack of relative power of the Dickey-Fuller tests for unit roots 0 1 1 4 2 5 14 36
Non-exact present value relations 0 0 0 0 2 4 10 30
On the Exact Moments of Non-Standard Asymptotic Distributions in Non Stationary Autoregressions with Dependant Errors 0 0 0 0 3 3 7 262
On the Exact Moments of Non-Standard Asymptotic Distributions in Non Stationary Autoregressions with Dependent Errors 0 0 0 9 1 3 7 146
On the Robustness of Cointegration Tests when Series Are Fractionally Integrated 0 0 0 0 2 3 12 114
On the exact moments of non-standard asymptotic distributions in non stationary autoregressions with dependent errors 0 1 1 3 2 5 10 21
On the robustness of cointegration tests when series are fractionally integrated 0 0 0 4 2 5 10 38
Out of Sample Predictability in Predictive Regressions with Many Predictor Candidates 1 3 8 74 3 9 23 74
Out of sample predictability in predictive regressions with many predictor candidates 1 1 3 132 5 11 25 160
P-Values for Non-Standard Distributions with an Application to the DF Test 0 0 0 0 2 4 8 455
P-values for non-standard distributions with an application to the DF test 0 0 0 2 1 2 8 46
Permanent and transitory components of GDP and stock prices: further analysis 0 0 0 161 4 7 14 692
Pitfalls in Testing for Long Run Relationships 0 0 0 3 3 7 19 637
Predictive Regressions 0 2 5 174 5 12 23 237
Quantile Factor Models 0 0 0 27 1 4 18 92
Quantile Factor Models 0 1 1 258 4 6 20 561
Quantile Factor Models 0 0 0 44 1 2 13 181
Quantile Factor Models 0 2 3 30 1 4 31 115
Regime Specific Predictability in Predictive Regressions 0 0 0 36 3 3 8 92
Regime specific predictability in predictive regressions 0 0 0 36 0 3 7 145
Regional Heterogeneity and Warming Dominance in the contiguous United States 2 8 17 17 4 12 28 28
Regional heterogeneity and warming dominance in the United States 2 4 12 19 4 10 25 40
Relative Power of t Type Tests of Stationary and Unit Root Processes 0 0 0 0 1 2 13 685
Revisiting Granger Causality of CO2 on Global Warming: a Quantile Factor Approach 0 0 0 0 3 6 8 8
Simple Wald tests of the fractional integration parameter: an overview of new results 0 0 1 91 2 5 16 263
Spurious relationships in high dimensional systems with strong or mild persistence 0 1 2 106 5 6 10 120
Subsampling inference in threshold autoregressive models 0 1 1 211 1 4 11 621
Summability of stochastic processes: a generalization of integration and co-integration valid for non-linear processes 0 0 0 86 3 3 17 282
Testing Downside Risk Efficiency Under Market Distress 0 0 0 4 2 4 7 56
Testing I(1) against I(d) alternatives in the presence of deteministic components 0 0 0 74 1 5 15 311
Testing I(1) against I(d) alternatives with Wald Tests in the presence of deterministic components 0 0 1 83 3 6 11 156
Testing downside risk efficiency under market distress 0 1 1 61 3 7 16 192
Testing extreme warming and geographical heterogeneity 1 2 7 18 4 9 31 48
The Reaction of Stock Market Returns to Unemployment 0 0 3 430 23 53 192 3,880
The Spline GARCH Model for Unconditional Volatility and its Global Macroeconomic Causes 0 0 1 632 1 5 20 1,531
The impact of heavy tails and comovements in downside-risk diversification 0 0 0 90 2 4 9 219
The impact of heavy tails and comovements in downside-risk diversification 0 0 0 4 1 3 7 55
The reaction of stock market returns to anticipated unemployment 0 0 1 124 5 6 13 639
The reaction of stock market returns to anticipated unemployment 0 1 1 74 4 11 27 451
Threshold Integrated Moving Average Models (Does Size Matter? Maybe So) 0 0 0 1 2 3 9 1,085
Threshold effects in cointegrating relationships 0 0 0 147 1 9 24 352
Threshold integrated moving average models: does size matter? maybe so 1 1 1 9 3 5 11 60
Threshold unit root models 0 0 0 32 0 3 10 103
Trends in Temperature Data: Micro-foundations of Their Nature 1 4 8 37 3 14 27 59
Trends in distributional characteristics: Existence of global warming 0 1 1 89 5 9 17 272
Trends in temperature data: micro-foundations of their nature 0 0 1 23 3 3 12 38
Uncovering regimes in out of sample forecast errors from predictive regressions 0 0 0 84 2 5 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 6 16 196
What is what?: A simple time-domain test of long-memory vs. structural breaks 0 0 0 205 0 0 11 745
Which Extreme Values are Really Extremes? 0 0 0 143 4 8 12 486
Total Working Papers 16 68 167 6,563 245 571 1,669 26,711
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 2 5 13 1,685
A systematic framework for analyzing the dynamic effects of permanent and transitory shocks 0 1 4 350 4 8 27 786
A tale of three cities: climate heterogeneity 0 1 1 4 1 2 12 24
CONDITIONAL STOCHASTIC DOMINANCE TESTS IN DYNAMIC SETTINGS 0 0 0 3 1 2 11 23
Cointegration and aggregation 0 1 1 98 2 5 10 204
Detecting big structural breaks in large factor models 0 0 0 55 1 2 14 198
Differences Between Short‐ and Long‐Term Risk Aversion: An Optimal Asset Allocation Perspective 0 1 1 11 0 2 7 33
Dynamic Effects of Persistent Shocks 0 1 5 5 5 15 49 49
Estimation and model selection based inference in single and multiple threshold models 0 1 2 268 2 4 14 628
Estimation of Common Long-Memory Components in Cointegrated Systems 0 0 0 0 7 18 56 2,437
Five alternative methods of estimating long-run equilibrium relationships 1 3 6 967 15 21 35 2,435
Heterogeneous predictive association of CO2 with global warming 0 1 1 14 0 1 12 28
Inferring the Predictability Induced by a Persistent Regressor in a Predictive Threshold Model 0 1 1 9 3 6 11 50
Lag length estimation in large dimensional systems 0 0 0 2 3 5 18 29
Large shocks vs. small shocks. (Or does size matter? May be so.) 0 1 1 78 0 1 7 225
Long-range dependence in Spanish political opinion poll series 0 0 0 78 3 9 17 617
Modelling and measuring price discovery in commodity markets 0 0 0 116 2 6 19 426
Nonparametric estimation of functional dynamic factor model 0 0 0 1 0 2 7 8
On the Exact Moments of Asymptotic Distributions in an Unstable AR(1) with Dependent Errors 0 0 0 1 3 5 13 223
On the robustness of cointegration tests when series are fractionally intergrated 0 0 0 42 1 8 14 168
Out-of-sample predictability in predictive regressions with many predictor candidates 1 3 4 10 2 5 15 26
P-Values for non-standard distributions with an application to the DF test 0 2 2 43 1 4 11 180
Permanent and transitory components of GDP and stock prices: further analysis 0 1 2 23 2 4 18 132
Pitfalls in testing for long run relationships 0 0 2 247 1 7 21 547
Predictive methodology and application in economics and finance: Volume in honor of the accomplishments of Clive W.J. Granger 0 0 0 43 3 3 5 181
Quantile Factor Models 0 1 5 41 4 7 28 158
RELATIVE POWER OF t TYPE TESTS FOR STATIONARY AND UNIT ROOT PROCESSES 0 1 1 1 1 4 10 16
Regime-Specific Predictability in Predictive Regressions 0 1 1 26 5 6 13 76
Regional heterogeneity and warming dominance in the United States 0 1 1 1 2 5 5 5
Specification via model selection in vector error correction models 0 0 1 74 0 1 8 280
Spurious relationships in high-dimensional systems with strong or mild persistence 0 1 1 11 1 6 12 28
Subsampling inference in threshold autoregressive models 0 0 1 87 3 15 33 225
Summability of stochastic processes—A generalization of integration for non-linear processes 0 1 2 44 1 2 7 166
Testing for multicointegration 0 0 0 72 0 0 4 190
The Making of "Estimation of Common Long-Memory Components in Cointegrated Systems" 0 0 0 20 2 4 6 60
The Spline-GARCH Model for Low-Frequency Volatility and Its Global Macroeconomic Causes 2 5 35 628 8 21 113 1,660
The reaction of stock market returns to unemployment 0 1 5 47 5 8 30 236
Threshold Effects in Cointegrating Relationships* 0 1 3 127 1 6 23 847
Trends in distributional characteristics: Existence of global warming 0 1 1 21 4 8 21 110
Trends in temperature data: Micro-foundations of their nature 1 2 5 5 6 9 20 21
Uncovering Regimes in Out of Sample Forecast Errors from Predictive Regressions 0 1 1 8 2 3 8 26
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 2 12 148
Which Extreme Values Are Really Extreme? 0 0 0 92 3 5 15 260
Total Journal Articles 5 35 96 4,063 112 262 804 15,854

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 3 12 68
Total Chapters 0 0 1 18 1 3 12 68

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