Carlos Velasco : Citation Profile


Are you Carlos Velasco?

Universidad Carlos III de Madrid

17

H index

23

i10 index

1164

Citations

RESEARCH PRODUCTION:

48

Articles

48

Papers

RESEARCH ACTIVITY:

   26 years (1996 - 2022). See details.
   Cites by year: 44
   Journals where Carlos Velasco has often published
   Relations with other researchers
   Recent citing documents: 92.    Total self citations: 37 (3.08 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pve103
   Updated: 2023-03-25    RAS profile: 2023-01-15    
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Relations with other researchers


Works with:

Rachinger, Heiko (2)

Ibáñez, Alfredo (2)

Kheifets, Igor (2)

Dolado, Juan (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Carlos Velasco.

Is cited by:

Gil-Alana, Luis (190)

Caporale, Guglielmo Maria (90)

Nielsen, Morten (59)

Plastun, Alex (28)

Phillips, Peter (26)

DE TRUCHIS, Gilles (24)

Mayoral, Laura (23)

Proietti, Tommaso (22)

Łasak, Katarzyna (20)

Gonzalo, Jesus (20)

YAYA, OLAOLUWA (19)

Cites to:

Phillips, Peter (24)

Robinson, Peter (21)

Hassler, Uwe (16)

Delgado, Miguel (16)

Lobato, Ignacio (15)

Nielsen, Morten (14)

Campbell, John (11)

Hualde, Javier (11)

Moon, Hyungsik (10)

Breitung, Jörg (10)

Chen, Xiaohong (9)

Main data


Where Carlos Velasco has published?


Journals with more than one article published# docs
Journal of Econometrics13
Journal of Time Series Analysis8
Econometric Theory6
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research3
Journal of Business & Economic Statistics2
Econometrica2
Econometrics Journal2
Economics Letters2
The Journal of Financial Econometrics2

Working Papers Series with more than one paper published# docs
UC3M Working papers. Economics / Universidad Carlos III de Madrid. Departamento de Economía5
DES - Working Papers. Statistics and Econometrics. WS / Universidad Carlos III de Madrid. Departamento de Estadística5
Working Papers / Research Institute for Market Economy, Sogang University4
Publications of Darmstadt Technical University, Institute for Business Studies (BWL) / Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL)3
Cowles Foundation Discussion Papers / Cowles Foundation for Research in Economics, Yale University2

Recent works citing Carlos Velasco (2022 and 2021)


YearTitle of citing document
2022Fractional integration and cointegration. (2022). Nielsen, Morten ; Haulde, Javier. In: CREATES Research Papers. RePEc:aah:create:2022-02.

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2022Truncated sum-of-squares estimation of fractional time series models with generalized power law trend. (2022). Nielsen, Morten ; Hualde, Javier. In: CREATES Research Papers. RePEc:aah:create:2022-07.

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2022Parametric Estimation of Long Memory in Factor Models. (2022). Ergemen, Yunus Emre. In: CREATES Research Papers. RePEc:aah:create:2022-10.

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2023A fractional Hawkes process for illiquidity modeling. (2023). Hainaut, Donatien ; Dupret, Jean-Loup. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2023001.

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2022Measuring the Time-Varying Market Efficiency in the Prewar Japanese Stock Market. (2019). Noda, Akihiko. In: Papers. RePEc:arx:papers:1911.04059.

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2022Cryptocurrency Trading: A Comprehensive Survey. (2020). Wu, Fan ; Martinez-Regoband, David ; Li, Lingbo ; Kanthan, Leslie ; Kong, Hoiliong ; Basios, Michail ; Ventre, Carmine ; Fang, Fan. In: Papers. RePEc:arx:papers:2003.11352.

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2021Simultaneous Bandwidths Determination for DK-HAC Estimators and Long-Run Variance Estimation in Nonparametric Settings. (2021). Perron, Pierre ; Grassi, Stefano ; Catania, Leopoldo ; Casini, Alessandro ; Belotti, Federico. In: Papers. RePEc:arx:papers:2103.00060.

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2021Theory of Low Frequency Contamination from Nonstationarity and Misspecification: Consequences for HAR Inference. (2021). Perron, Pierre ; Deng, Taosong ; Casini, Alessandro. In: Papers. RePEc:arx:papers:2103.01604.

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2021Theory of Evolutionary Spectra for Heteroskedasticity and Autocorrelation Robust Inference in Possibly Misspecified and Nonstationary Models. (2021). Casini, Alessandro. In: Papers. RePEc:arx:papers:2103.02981.

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2021Fast and Robust Online Inference with Stochastic Gradient Descent via Random Scaling. (2021). Lee, Sokbae (Simon) ; Liao, Yuan ; Shin, Youngki ; Seo, Myung Hwan. In: Papers. RePEc:arx:papers:2106.03156.

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2021Nonparametric Tests of Conditional Independence for Time Series. (2021). Wei, Haoyu ; Song, Xiaojun. In: Papers. RePEc:arx:papers:2110.04847.

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2022An Agent-Based Model With Realistic Financial Time Series: A Method for Agent-Based Models Validation. (2022). de Faria, Luis Goncalves. In: Papers. RePEc:arx:papers:2206.09772.

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2022Fractional integration and cointegration. (2022). Nielsen, Morten ; Hualde, Javier. In: Papers. RePEc:arx:papers:2211.10235.

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2022Spectral estimation for mixed causal-noncausal autoregressive models. (2022). Hecq, Alain ; Velasquez-Gaviria, Daniel. In: Papers. RePEc:arx:papers:2211.13830.

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2023Quantile Autoregression-based Non-causality Testing. (2023). Jin, Weifeng. In: Papers. RePEc:arx:papers:2301.02937.

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2022Private sector debt and financial stability. (2022). Bank for International Settlements, . In: CGFS Papers. RePEc:bis:biscgf:67.

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2021WHERE DO WE STAND IN CRYPTOCURRENCIES ECONOMIC RESEARCH? A SURVEY BASED ON HYBRID ANALYSIS. (2021). Fernandez Bariviera, Aurelio ; Meredizsola, Ignasi. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:35:y:2021:i:2:p:377-407.

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2021Financial market spillovers of U.S. monetary policy shocks. (2021). Ha, Jongrim. In: Review of International Economics. RePEc:bla:reviec:v:29:y:2021:i:5:p:1221-1274.

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2021Real Exchange Rate Dynamics in Model with Habit Formation. (2021). Mr, Yusuf. In: Bogazici Journal, Review of Social, Economic and Administrative Studies. RePEc:boz:journl:v:35:y:2021:i:1:p:26-49.

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2022Do consumption-based asset pricing models explain own-history predictability in stock market returns?. (2022). Ashby, M ; Linton, O B. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2259.

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2022.

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2021Discrete Fourier Transforms of Fractional Processes with Econometric Applications. (2021). PEter, . In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2303.

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2022Weak Identification of Long Memory with Implications for Inference. (2022). Yu, Jun ; Phillips, Peter ; Shi, Shuping. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2334.

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2021Remittances at record highs in Latin America: Time to revisit the Dutch disease. (2021). Ventosa-Santaulària, Daniel ; Ventosa-Santaulria, Daniel ; Rodrguez-Caballero, Carlos Vladimir ; Lpez-Marmolejo, Arnoldo. In: Economics Bulletin. RePEc:ebl:ecbull:eb-21-00615.

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2022A simple and efficient numerical method for pricing discretely monitored early-exercise options. (2022). Luo, Guo ; Huang, Min. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:422:y:2022:i:c:s0096300322000716.

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2022On the semi-varying coefficient dynamic panel data model with autocorrelated errors. (2022). Huang, Lei ; Jiang, Hui ; Zhang, Hongfan ; Wei, Honglei. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:173:y:2022:i:c:s016794732200038x.

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2021Oil price shocks and inflation rate persistence: A Fractional Cointegration VAR approach. (2021). Ogbonna, Ahamuefula ; Lakhani, Noman ; Adedeji, Abdulfatai A ; Oloko, Tirimisiyu F. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:70:y:2021:i:c:p:259-275.

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2022Testing for no cointegration in vector autoregressions with estimated degree of fractional integration. (2022). Demetrescu, Matei ; Salish, Nazarii ; Kusin, Vladimir. In: Economic Modelling. RePEc:eee:ecmode:v:108:y:2022:i:c:s0264999321002832.

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2021Adaptive market hypothesis: The story of the stock markets and COVID-19 pandemic. (2021). Lin, Boqiang ; Okorie, David. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000322.

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2021Delayed overshooting can still be a puzzle after the 1980s. (2021). Kim, Soyoung ; Ahn, Jihye. In: Economics Letters. RePEc:eee:ecolet:v:199:y:2021:i:c:s0165176520304663.

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2022Adaptive testing using data-driven method selecting smoothing parameters. (2022). Wang, Luya. In: Economics Letters. RePEc:eee:ecolet:v:215:y:2022:i:c:s0165176522001495.

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2021Testing constancy in varying coefficient models. (2021). Arteaga-Molina, Luis A ; Delgado, Miguel A. In: Journal of Econometrics. RePEc:eee:econom:v:222:y:2021:i:1:p:625-644.

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2021Consistent inference for predictive regressions in persistent economic systems. (2021). Andersen, Torben ; Varneskov, Rasmus T. In: Journal of Econometrics. RePEc:eee:econom:v:224:y:2021:i:1:p:215-244.

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2021Permutation test for heterogeneous treatment effects with a nuisance parameter. (2021). Olivares, Mauricio ; Chung, Eunyi. In: Journal of Econometrics. RePEc:eee:econom:v:225:y:2021:i:2:p:148-174.

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2022Quantile regression methods for first-price auctions. (2022). Guerre, Emmanuel ; Gimenes, Nathalie. In: Journal of Econometrics. RePEc:eee:econom:v:226:y:2022:i:2:p:224-247.

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2022Energy consumption and GDP: a panel data analysis with multi-level cross-sectional dependence. (2022). Rodríguez Caballero, Carlos ; Rodríguez Caballero, Carlos ; Rodríguez Caballero, Carlos ; Rodriguez-Caballero, Carlos Vladimir. In: Econometrics and Statistics. RePEc:eee:ecosta:v:23:y:2022:i:c:p:128-146.

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2021How puzzling is the forward premium puzzle? A meta-analysis. (2021). Zigraiova, Diana ; Novak, Jiri ; Irsova, Zuzana ; Havranek, Tomas. In: European Economic Review. RePEc:eee:eecrev:v:134:y:2021:i:c:s0014292121000672.

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2022Overnight rate and signalling effects of central bank bills. (2022). Kaufmann, Daniel ; Canetg, Fabio. In: European Economic Review. RePEc:eee:eecrev:v:143:y:2022:i:c:s0014292122000216.

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2022Generic improvements to least squares monte carlo methods with applications to optimal stopping problems. (2022). Zhu, Dan ; Wei, Wei. In: European Journal of Operational Research. RePEc:eee:ejores:v:298:y:2022:i:3:p:1132-1144.

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2021Fundamental pricing laws and long memory effects in the day-ahead power market. (2021). Biskas, Pandelis N ; Thomaidis, Nikolaos S. In: Energy Economics. RePEc:eee:eneeco:v:100:y:2021:i:c:s014098832100116x.

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2021Dynamic efficiency and arbitrage potential in Bitcoin: A long-memory approach. (2021). Ye, Jinqiang ; Urquhart, Andrew ; Li, Zeming ; Duan, Kun. In: International Review of Financial Analysis. RePEc:eee:finana:v:75:y:2021:i:c:s1057521921000685.

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2022Which cryptocurrency data sources should scholars use?. (2022). Vidal-Tomas, David. In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000369.

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2021Effects of monetary policy on the exchange rates: A Time-varying analysis. (2021). Zhang, Jiqiang ; Yang, Yang. In: Finance Research Letters. RePEc:eee:finlet:v:43:y:2021:i:c:s1544612321001951.

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2021Questioning the puzzle: Fiscal policy, real exchange rate and inflation. (2021). Siena, Daniele ; Natoli, Filippo ; Metelli, Luca ; Ferrara, Laurent. In: Journal of International Economics. RePEc:eee:inecon:v:133:y:2021:i:c:s0022199621001045.

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2022The effects of permanent monetary shocks on exchange rates and uncovered interest rate differentials. (2022). Uribe, Martin ; Schmitt-Grohe, Stephanie. In: Journal of International Economics. RePEc:eee:inecon:v:135:y:2022:i:c:s0022199621001409.

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2021Does all work and no play make elite students? Evidence from the China education panel survey. (2021). Zhao, Xinhui ; Yang, Juan. In: International Journal of Educational Development. RePEc:eee:injoed:v:80:y:2021:i:c:s0738059320304806.

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2021Market efficiency in the art markets using a combination of long memory, fractal dimension, and approximate entropy measures. (2021). Krištoufek, Ladislav ; Demir, Ender ; Mitra, Subrata Kumar ; Assaf, Ata. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:71:y:2021:i:c:s1042443121000317.

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2023Estimation of a dynamic multi-level factor model with possible long-range dependence. (2023). Rodriguez-Caballero, Vladimir C ; Ergemen, Yunus Emre. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:405-430.

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2021Reprint: Drawing conclusions from structural vector autoregressions identified on the basis of sign restrictions. (2021). Baumeister, Christiane ; Hamilton, James D. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:114:y:2021:i:c:s0261560621000541.

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2022The role of heterogeneity in price rigidities for delayed nominal exchange rate overshooting. (2022). Kara, Engin ; Cooke, Dudley. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:120:y:2022:i:c:s0261560621001923.

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2021The impact of the term spread in US monetary policy from 1870 to 2013. (2021). Iglesias, Jesus ; Golpe, Antonio A ; Vides, Jose Carlos. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:43:y:2021:i:1:p:230-251.

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2021Gold and silver prices, their stocks and market fear gauges: Testing fractional cointegration using a robust approach. (2021). YAYA, OLAOLUWA ; Olayinka, Hammed A ; Vo, Xuan Vinh. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721000623.

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2022Revisiting the inflation-hedging properties of precious metals in Africa. (2022). Sephton, Peter S. In: Resources Policy. RePEc:eee:jrpoli:v:77:y:2022:i:c:s0301420722001830.

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2022Multivariate rescaled range analysis. (2022). Rodriguez, E ; Alvarez-Ramirez, J ; Meraz, M. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:589:y:2022:i:c:s0378437121008815.

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2022Testing Long memory in exchange rates and its implications for the adaptive market hypothesis. (2022). Frommel, Michael ; Asif, Raheel. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:593:y:2022:i:c:s0378437122000140.

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2021GDP per capita IN SUB-SAHARAN Africa: A time series approach using long memory. (2021). Mudida, Robert ; Gil-Alana, Luis ; Zerbo, Eleazar. In: International Review of Economics & Finance. RePEc:eee:reveco:v:72:y:2021:i:c:p:175-190.

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2021Economic policy uncertainty: Persistence and cross-country linkages. (2021). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Aikins, Emmanuel Joel. In: Research in International Business and Finance. RePEc:eee:riibaf:v:58:y:2021:i:c:s0275531921000635.

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2021Gender Diversity Index. Measuring persistence. (2021). Gil-Alana, Luis ; Infante, Juan ; del Rio, Marta. In: Research in International Business and Finance. RePEc:eee:riibaf:v:58:y:2021:i:c:s0275531921000957.

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2023Asymptotic normality of wavelet covariances and multivariate wavelet Whittle estimators. (2023). Gannaz, Irene. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:155:y:2023:i:c:p:485-534.

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2021.

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2021Integration and Disintegration of EMU Government Bond Markets. (2021). Sibbertsen, Philipp ; Leschinski, Christian ; Voges, Michelle. In: Econometrics. RePEc:gam:jecnmx:v:9:y:2021:i:1:p:13-:d:517289.

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2021Temperature Anomalies, Long Memory, and Aggregation. (2021). Vera-Valdés, J. Eduardo ; Vera-Valdes, Eduardo J. In: Econometrics. RePEc:gam:jecnmx:v:9:y:2021:i:1:p:9-:d:509830.

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2021Air Pollution and Mobility, What Carries COVID-19?. (2021). Vera-Valdés, J. Eduardo ; Rodríguez Caballero, Carlos ; Rodríguez Caballero, Carlos ; Rodríguez Caballero, Carlos ; Vera-Valdes, Eduardo J ; Rodriguez-Caballero, Carlos Vladimir. In: Econometrics. RePEc:gam:jecnmx:v:9:y:2021:i:4:p:37-:d:653517.

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2021.

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2021.

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2022Inferring Causal Interactions in Financial Markets Using Conditional Granger Causality Based on Quantile Regression. (2022). Yang, Tinggan ; Wang, Yihong ; Cheng, Hong. In: Computational Economics. RePEc:kap:compec:v:59:y:2022:i:2:d:10.1007_s10614-021-10107-8.

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2022Comparing Past and Present Inflation*. (2022). Summers, Lawrence H ; Bolhuis, Marijn A. In: Review of Finance. RePEc:oup:revfin:v:26:y:2022:i:5:p:1073-1100..

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2022COVID-19 and adaptive behavior of returns: evidence from commodity markets. (2022). Shahid, Muhammad Naeem. In: Palgrave Communications. RePEc:pal:palcom:v:9:y:2022:i:1:d:10.1057_s41599-022-01332-z.

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2021Gold and Silver prices, their stocks and market fear gauges: Testing fractional cointegration using a robust approach. (2021). YAYA, OLAOLUWA ; Olayinka, Hammed Abiola ; Vo, Xuan Vinh. In: MPRA Paper. RePEc:pra:mprapa:109830.

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2021Multivariate Fractional Integration Tests allowing for Conditional Heteroskedasticity with an Application to Return Volatility and Trading Volume. (2021). Taylor, Robert ; Rodrigues, Paulo ; Rubia, Antonio ; Balboa, Marina. In: Working Papers. RePEc:ptu:wpaper:w202102.

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2021Target Price Achievement and Target Price Accuracy Models: An Analysis of Advisory Firms’ Recommendation for the Indian Banking Stocks. (2021). Patel, Hiren. In: Global Business Review. RePEc:sae:globus:v:22:y:2021:i:2:p:459-473.

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2021Persistence and cyclical dynamics of US and UK house prices: Evidence from over 150 years of data. (2021). GUPTA, RANGAN ; Gil-Alana, Luis ; Miller, Stephen M ; Canarella, Giorgio. In: Urban Studies. RePEc:sae:urbstu:v:58:y:2021:i:1:p:53-72.

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2022A harmonically weighted filter for cyclical long memory processes. (2022). Maddanu, Federico. In: AStA Advances in Statistical Analysis. RePEc:spr:alstar:v:106:y:2022:i:1:d:10.1007_s10182-021-00394-9.

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2021Modeling fractional cointegration between high and low stock prices in Asian countries. (2021). Sibbertsen, Philipp ; Afzal, Alia. In: Empirical Economics. RePEc:spr:empeco:v:60:y:2021:i:2:d:10.1007_s00181-019-01784-4.

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2021Comparative evaluation of spatio-temporal attributes of precipitation and streamflow in Buffalo and Tyume Catchments, Eastern Cape, South Africa. (2021). Kalumba, Ahmed Mukalazi ; Madi, Kakaba ; Owolabi, Solomon Temidayo. In: Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development. RePEc:spr:endesu:v:23:y:2021:i:3:d:10.1007_s10668-020-00769-z.

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2021Cryptocurrencies, gold, and WTI crude oil market efficiency: a dynamic analysis based on the adaptive market hypothesis. (2021). Jafari, Mohammad Ali ; Ghazani, Majid Mirzaee. In: Financial Innovation. RePEc:spr:fininn:v:7:y:2021:i:1:d:10.1186_s40854-021-00246-0.

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2022Cryptocurrency trading: a comprehensive survey. (2022). Kanthan, Leslie ; Basios, Michail ; Ventre, Carmine ; Fang, Fan ; Li, Lingbo ; Wu, Fan ; Martinez-Rego, David. In: Financial Innovation. RePEc:spr:fininn:v:8:y:2022:i:1:d:10.1186_s40854-021-00321-6.

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2021Long Memory and Fractality Among Global Equity Markets: a Multivariate Wavelet Approach. (2021). Kamaiah, Bandi ; Bhandari, Avishek. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:19:y:2021:i:1:d:10.1007_s40953-020-00220-0.

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2021Estimating FARIMA models with uncorrelated but non-independent error terms. (2021). Saussereau, Bruno ; Esstafa, Youssef ; Mainassara, Yacouba Boubacar. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:24:y:2021:i:3:d:10.1007_s11203-021-09243-7.

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2021A comparison of semiparametric tests for fractional cointegration. (2021). Sibbertsen, Philipp ; Leschinski, Christian ; Voges, Michelle. In: Statistical Papers. RePEc:spr:stpapr:v:62:y:2021:i:4:d:10.1007_s00362-020-01169-1.

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2021Two-Sample Testing for Tail Copulas with an Application to Equity Indices. (2021). Einmahl, John ; Laeven, Roger ; Can, S U. In: Discussion Paper. RePEc:tiu:tiucen:65a9e694-665d-4671-aaf1-4e2093fcec17.

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2021Two-Sample Testing for Tail Copulas with an Application to Equity Indices. (2021). Laeven, Roger ; Einmahl, John ; Can, S U. In: Other publications TiSEM. RePEc:tiu:tiutis:65a9e694-665d-4671-aaf1-4e2093fcec17.

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2021The Size?Power Tradeoff in HAR Inference. (2021). Lewis, Daniel ; Stock, James H ; Lazarus, Eben. In: Econometrica. RePEc:wly:emetrp:v:89:y:2021:i:5:p:2497-2516.

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2022A nonstationary and non?Gaussian moving average model for solar irradiance. (2022). Mather, Barry ; Hodge, Brimathias ; Kleiber, William ; Zhang, Wenqi. In: Environmetrics. RePEc:wly:envmet:v:33:y:2022:i:3:n:e2712.

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2021The role of financial stress in the economic activity: Fresh evidence from a Granger?causality in quantiles analysis for the UK and Germany. (2021). Bahramian, Pejman ; Saliminezhad, Andisheh. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:2:p:1670-1680.

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2021Mapping US presidential terms with S&P500 index: Time series analysis approach. (2021). YAYA, OLAOLUWA ; Ogbonna, Ahamuefula ; Mudida, Robert ; Osuolale, Kazeem A ; Gilalana, Luis A. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:2:p:1938-1954.

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2022On the persistence of UK inflation: A long?range dependence approach. (2022). Gil-Alana, Luis ; Trani, Tommaso ; Gilalana, Luis Alberiko ; Caporale, Guglielmo Maria. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:1:p:439-454.

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2022Generalized band spectrum estimation with an application to the New Keynesian Phillips curve. (2022). Choi, Jinho ; Guo, Junjie ; Escanciano, Juan Carlos. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:37:y:2022:i:5:p:1055-1078.

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2022Evaluating the Eurosystem/ECB staff macroeconomic projections: The first 20 years. (2022). Lambrias, Kyriacos ; Kontogeorgos, G. In: Journal of Forecasting. RePEc:wly:jforec:v:41:y:2022:i:2:p:213-229.

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2022The Term Structure of Currency Futures Risk Premia. (2022). Bernoth, Kerstin ; de Vries, Casper ; von Hagen, Jurgen ; Vonhagen, Jurgen. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:54:y:2022:i:1:p:5-38.

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2022A consistent specification test for dynamic quantile models. (2022). Patton, Andrew ; Liao, Zhipeng ; Horvath, Peter. In: Quantitative Economics. RePEc:wly:quante:v:13:y:2022:i:1:p:125-151.

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2021Generalized Spectral Tests for High Dimensional Multivariate Martingale Difference Hypotheses. (2021). Wang, Xuexin. In: Working Papers. RePEc:wyi:wpaper:002596.

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Works by Carlos Velasco:


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