19
H index
32
i10 index
3219
Citations
Universidad Carlos III de Madrid | 19 H index 32 i10 index 3219 Citations RESEARCH PRODUCTION: 42 Articles 87 Papers 1 Chapters RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Jesus Gonzalo. | Is cited by: | Cites to: |
Year | Title of citing document | |
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2024 | Risks of heterogeneously persistent higher moments. (2024). Kurka, Josef ; Baruník, Jozef. In: Papers. RePEc:arx:papers:2104.04264. Full description at Econpapers || Download paper | |
2024 | Quantile Random-Coefficient Regression with Interactive Fixed Effects: Heterogeneous Group-Level Policy Evaluation. (2024). Whang, Yoon-Jae ; Oka, Tatsushi ; GAO, Jiti ; Xu, Ruofan. In: Papers. RePEc:arx:papers:2208.03632. Full description at Econpapers || Download paper | |
2024 | Matrix Quantile Factor Model. (2024). Liu, Yong-Xin ; Kong, Xin-Bing ; Zhao, Peng ; Yu, Long. In: Papers. RePEc:arx:papers:2208.08693. Full description at Econpapers || Download paper | |
2024 | Common Idiosyncratic Quantile Risk. (2024). Baruník, Jozef ; Nevrla, Matej ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2208.14267. Full description at Econpapers || Download paper | |
2025 | Cointegration with Occasionally Binding Constraints. (2025). Wycherley, Sam ; Mavroeidis, Sophocles ; Duffy, James A. In: Papers. RePEc:arx:papers:2211.09604. Full description at Econpapers || Download paper | |
2024 | Composite Quantile Factor Model. (2024). Huang, Xiao. In: Papers. RePEc:arx:papers:2308.02450. Full description at Econpapers || Download paper | |
2024 | The Inflation Attention Threshold and Inflation Surges. (2024). Pfäuti, Oliver ; Pfauti, Oliver. In: Papers. RePEc:arx:papers:2308.09480. Full description at Econpapers || Download paper | |
2024 | Dynamic Factor Models: a Genealogy. (2024). Hallin, Marc ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2310.17278. Full description at Econpapers || Download paper | |
2024 | Inference on common trends in functional time series. (2024). Seong, Dakyung ; Nielsen, Morten. In: Papers. RePEc:arx:papers:2312.00590. Full description at Econpapers || Download paper | |
2024 | Covariance Function Estimation for High-Dimensional Functional Time Series with Dual Factor Structures. (2024). Li, Degui ; Xia, Yingcun ; Shang, Han Lin ; Leng, Chenlei. In: Papers. RePEc:arx:papers:2401.05784. Full description at Econpapers || Download paper | |
2024 | The impact of geopolitical risk on the international agricultural market: Empirical analysis based on the GJR-GARCH-MIDAS model. (2024). Zhou, Wei-Xing ; Dai, Yun-Shi. In: Papers. RePEc:arx:papers:2404.01641. Full description at Econpapers || Download paper | |
2024 | A sequential test procedure for the choice of the number of regimes in multivariate nonlinear models. (2024). Bucci, Andrea. In: Papers. RePEc:arx:papers:2406.02152. Full description at Econpapers || Download paper | |
2024 | The test of investors behavioral bias through the price discovery process in cryptoasset exchange Transactional-level evidence from Thailand. (2024). Nakavachara, Voraprapa ; Amonthumniyom, Thitiphong ; Ratanabanchuen, Roongkiat ; Parinyavuttichai, Pongsathon ; Vinaibodee, Polpatt ; Saengchote, Kanis. In: Papers. RePEc:arx:papers:2406.02878. Full description at Econpapers || Download paper | |
2024 | Identification of structural shocks in Bayesian VEC models with two-state Markov-switching heteroskedasticity. (2024). Kwiatkowski, Lukasz ; Wr, Justyna. In: Papers. RePEc:arx:papers:2406.03053. Full description at Econpapers || Download paper | |
2024 | Temperature in the Iberian Peninsula: Trend, seasonality, and heterogeneity. (2024). Ruiz, Esther ; Rodriguez Caballero, Carlos. In: Papers. RePEc:arx:papers:2406.14145. Full description at Econpapers || Download paper | |
2024 | When can weak latent factors be statistically inferred?. (2024). Fan, Jianqing ; Yan, Yuling ; Zheng, Yuheng. In: Papers. RePEc:arx:papers:2407.03616. Full description at Econpapers || Download paper | |
2024 | Momentum Informed Inflation-at-Risk. (2024). Szendrei, Tibor ; Bhattacharjee, Arnab. In: Papers. RePEc:arx:papers:2408.12286. Full description at Econpapers || Download paper | |
2024 | Improving Estimation of Portfolio Risk Using New Statistical Factors. (2024). Tsay, Ruey ; Chen, Rong ; Guerard, John ; Liu, Xialu. In: Papers. RePEc:arx:papers:2409.17182. Full description at Econpapers || Download paper | |
2024 | Factors in Fashion: Factor Analysis towards the Mode. (2024). Tu, Yundong ; Sun, Zhe. In: Papers. RePEc:arx:papers:2409.19287. Full description at Econpapers || Download paper | |
2024 | A new GARCH model with a deterministic time-varying intercept. (2024). Teräsvirta, Timo ; Terasvirta, Timo ; Back, Alexander ; Ahlgren, Niklas. In: Papers. RePEc:arx:papers:2410.03239. Full description at Econpapers || Download paper | |
2025 | Inference after discretizing unobserved heterogeneity. (2024). Mugnier, Martin ; Beyhum, Jad. In: Papers. RePEc:arx:papers:2412.07352. Full description at Econpapers || Download paper | |
2025 | Robust Quantile Factor Analysis. (2025). Feng, Junlong ; Chen, Songnian. In: Papers. RePEc:arx:papers:2501.15761. Full description at Econpapers || Download paper | |
2025 | Bayesian inference for dynamic spatial quantile models with interactive effects. (2025). Bai, Jushan ; Ando, Tomohiro ; Song, Yong ; Li, Kunpeng. In: Papers. RePEc:arx:papers:2503.00772. Full description at Econpapers || Download paper | |
2025 | Testing Conditional Stochastic Dominance at Target Points. (2025). Kim, Deborah ; Canay, Ivan A ; Bugni, Federico A. In: Papers. RePEc:arx:papers:2503.14747. Full description at Econpapers || Download paper | |
2025 | Quantile Treatment Effects in High Dimensional Panel Data. (2025). Zheng, LI ; Xu, Yihong. In: Papers. RePEc:arx:papers:2504.00785. Full description at Econpapers || Download paper | |
2025 | Robust Tests for Factor-Augmented Regressions with an Application to the novel EA-MD Dataset. (2025). Stauskas, Ovidijus ; Morico, Alessandro. In: Papers. RePEc:arx:papers:2504.08455. Full description at Econpapers || Download paper | |
2024 | Inference after discretizing unobserved heterogeneity. (2024). Mugnier, Martin ; Beyhum, Jad. In: CeMMAP working papers. RePEc:azt:cemmap:29/24. Full description at Econpapers || Download paper | |
2025 | The Interrelation Between the Carbon Trading Systems and Energy Markets and Economic Outlook: A Comparative Analysis Using VECM and ARDL. (2025). Unal, Pinar. In: Economic Studies journal. RePEc:bas:econst:y:2025:i:3:p:145-169. Full description at Econpapers || Download paper | |
2025 | Fraud Prevention in the Public Sector: The Role of Internal Audit. (2025). Tjakrawala, Kurniawan ; Supriadi, Taufiq ; Marota, Rochman ; Enyke, Juska Meidy ; Suryadnyana, Nyoman Adhi. In: Economic Studies journal. RePEc:bas:econst:y:2025:i:3:p:170-183. Full description at Econpapers || Download paper | |
2025 | A high-dimensional GDP-at-risk and Inflation-at-risk for the euro area. (2025). Santi, Matteo. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1484_25. Full description at Econpapers || Download paper | |
2024 | The asymmetric and persistent effects of Fed policy on global bond yields. (2024). Moench, Emanuel ; Gelos, R. Gaston ; Adrian, Tobias ; Lamersdorf, Nora. In: BIS Working Papers. RePEc:bis:biswps:1195. Full description at Econpapers || Download paper | |
2025 | Covariance Function Estimation for High-Dimensional Functional Time Series with Dual Factor Structures. (2025). Li, Degui ; Xia, Yingcun ; Shang, Han Lin ; Leng, Chenlei. In: Working Papers. RePEc:boa:wpaper:202524. Full description at Econpapers || Download paper | |
2024 | Drivers of COVID-19 in U.S. counties: A wave-level analysis. (2024). Otero, Jesus ; HENRY, MIGUEL ; Garcia-Suaza, Andres ; Baum, Christopher. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:1067. Full description at Econpapers || Download paper | |
2024 | A new test of fiscal dominance and central bank independence. (2024). Hoddenbagh, Jonathan. In: French Stata Users' Group Meetings 2024. RePEc:boc:fsug24:20. Full description at Econpapers || Download paper | |
2025 | Central banks, climate risks, and energy transition—a dynamic macro model and econometric evidence. (2025). Chen, PU ; Braga, Joao Paulo ; Semmler, Willi. In: Macroeconomic Dynamics. RePEc:cup:macdyn:v:29:y:2025:i::p:-_88. Full description at Econpapers || Download paper | |
2024 | Heteroskedastic Structural Vector Autoregressions Identified via Long-run Restrictions. (2024). Lütkepohl, Helmut ; Ltkepohl, Helmut ; Bruns, Martin. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2103. Full description at Econpapers || Download paper | |
2025 | The regulatory precondition to sovereign risk transmission. (2025). Cuijpers, Eric. In: Working Papers. RePEc:dnb:dnbwpp:834. Full description at Econpapers || Download paper | |
2024 | Asymmetries in the transmission of monetary policy shocks over the business cycle: a Bayesian Quantile Factor Augmented VAR. (2024). Velasco, Sofia. In: Working Paper Series. RePEc:ecb:ecbwps:20242983. Full description at Econpapers || Download paper | |
2025 | Is U.S. real output growth non-normal? A tale of time-varying location and scale. (2025). Demetrescu, Matei ; Kruse-Becher, Robinson. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:171:y:2025:i:c:s0165188924002240. Full description at Econpapers || Download paper | |
2025 | Modelling dynamic interdependence in nonstationary variances with an application to carbon markets. (2025). Amado, Cristina ; Campos-Martins, Susana. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:173:y:2025:i:c:s0165188925000284. Full description at Econpapers || Download paper | |
2024 | High-dimensional IV cointegration estimation and inference. (2024). Phillips, Peter ; Kheifets, Igor L. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s030440762300338x. Full description at Econpapers || Download paper | |
2024 | The likelihood ratio test for structural changes in factor models. (2024). Bai, Jushan ; Han, XU ; Duan, Jiangtao. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s0304407623003470. Full description at Econpapers || Download paper | |
2024 | Testing for sparse idiosyncratic components in factor-augmented regression models. (2024). Striaukas, Jonas ; Beyhum, Jad. In: Journal of Econometrics. RePEc:eee:econom:v:244:y:2024:i:1:s0304407624001908. Full description at Econpapers || Download paper | |
2024 | Reprint of: The likelihood ratio test for structural changes in factor models. (2024). Bai, Jushan ; Duan, Jiangtao ; Han, XU. In: Journal of Econometrics. RePEc:eee:econom:v:244:y:2024:i:2:s0304407624000915. Full description at Econpapers || Download paper | |
2024 | Polar amplification in a moist energy balance model: A structural econometric approach to estimation and testing. (2024). Miller, J. ; Brock, William A. In: Journal of Econometrics. RePEc:eee:econom:v:245:y:2024:i:1:s0304407624002306. Full description at Econpapers || Download paper | |
2025 | Modelling large dimensional datasets with Markov switching factor models. (2025). Barigozzi, Matteo ; Massacci, Daniele. In: Journal of Econometrics. RePEc:eee:econom:v:247:y:2025:i:c:s0304407624002707. Full description at Econpapers || Download paper | |
2025 | Spanning latent and observable factors. (2025). Gagliardini, P ; Ghysels, E ; Rubin, M ; Andreou, E. In: Journal of Econometrics. RePEc:eee:econom:v:248:y:2025:i:c:s0304407624000897. Full description at Econpapers || Download paper | |
2024 | Estimation of Large Dynamic Covariance Matrices: A Selective Review. (2024). Li, Degui. In: Econometrics and Statistics. RePEc:eee:ecosta:v:29:y:2024:i:c:p:16-30. Full description at Econpapers || Download paper | |
2024 | Partially one-sided semiparametric inference for trending persistent and antipersistent processes. (2024). Distaso, Walter ; Giraitis, Liudas ; Abadir, Karim M. In: Econometrics and Statistics. RePEc:eee:ecosta:v:30:y:2024:i:c:p:1-14. Full description at Econpapers || Download paper | |
2024 | Consistency and asymptotic normality of maximum likelihood estimators of a multiplicative time-varying smooth transition correlation GARCH model. (2024). Teräsvirta, Timo ; Terasvirta, Timo ; Silvennoinen, Annastiina. In: Econometrics and Statistics. RePEc:eee:ecosta:v:32:y:2024:i:c:p:57-72. Full description at Econpapers || Download paper | |
2025 | Multiplicative Error Models: 20 years on. (2025). Gallo, Giampiero ; Cipollini, Fabrizio. In: Econometrics and Statistics. RePEc:eee:ecosta:v:33:y:2025:i:c:p:209-229. Full description at Econpapers || Download paper | |
2025 | Time-varying stock return correlation, news shocks, and business cycles. (2025). Metiu, Norbert ; Prieto, Esteban. In: European Economic Review. RePEc:eee:eecrev:v:172:y:2025:i:c:s0014292124002459. Full description at Econpapers || Download paper | |
2024 | An adaptive long memory conditional correlation model. (2024). Dark, Jonathan. In: Journal of Empirical Finance. RePEc:eee:empfin:v:75:y:2024:i:c:s0927539823001305. Full description at Econpapers || Download paper | |
2024 | Option valuation via nonaffine dynamics with realized volatility. (2024). Wang, Zerong ; Zhang, Yuanyuan. In: Journal of Empirical Finance. RePEc:eee:empfin:v:77:y:2024:i:c:s0927539824000215. Full description at Econpapers || Download paper | |
2024 | Big portfolio selection by graph-based conditional moments method. (2024). Zhu, Zhoufan ; Zhang, Ningning. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000689. Full description at Econpapers || Download paper | |
2024 | Pooling and winsorizing machine learning forecasts to predict stock returns with high-dimensional data. (2024). Strauss, Jack ; Mekelburg, Erik. In: Journal of Empirical Finance. RePEc:eee:empfin:v:79:y:2024:i:c:s0927539824000732. Full description at Econpapers || Download paper | |
2024 | Technological shocks and stock market volatility over a century. (2024). Salisu, Afees ; GUPTA, RANGAN ; Demirer, Riza. In: Journal of Empirical Finance. RePEc:eee:empfin:v:79:y:2024:i:c:s0927539824000951. Full description at Econpapers || Download paper | |
2024 | Can inflation predict energy price volatility?. (2024). Batten, Jonathan ; Mo, DI ; Pourkhanali, Armin. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323006564. Full description at Econpapers || Download paper | |
2024 | Predicting tail risks and the evolution of temperatures. (2024). Martins, Luis ; Gabriel, Vasco ; Phella, Anthoulla. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988323007843. Full description at Econpapers || Download paper | |
2024 | Crude oil prices in times of crisis: The role of Covid-19 and historical events. (2024). Bouazizi, Tarek ; Vigne, Samuel A ; Guesmi, Khaled ; Galariotis, Emilios. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004714. Full description at Econpapers || Download paper | |
2024 | Evolving energies: Analyzing stability amidst recent challenges in the natural gas market. (2024). Bouazizi, Tarek ; Makrychoriti, Panagiota ; Guesmi, Khaled ; Abid, Ilyes. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pa:s1057521924002783. Full description at Econpapers || Download paper | |
2024 | The price discovery in the renminbi/USD market: Two spot, two swap, and three forward FX rates. (2024). Kitamura, Yoshihiro. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pa:s1057521924002941. Full description at Econpapers || Download paper | |
2024 | Risks of heterogeneously persistent higher moments. (2024). Baruník, Jozef ; Kurka, Josef ; Barunk, Jozef. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005052. Full description at Econpapers || Download paper | |
2024 | Price discovery of the Chinese crude oil options and futures markets. (2024). Yang, Zhini ; Zou, MI ; Han, Lin. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323011819. Full description at Econpapers || Download paper | |
2024 | Transportation sector and Chinese stock volatility forecasting: Evidence from freight and passenger traffic. (2024). Zhang, Lili ; Zhong, Juandan. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s154461232301334x. Full description at Econpapers || Download paper | |
2024 | Price discovery of climate risk and green bonds: A dynamic information leadership share approach. (2024). Goodell, John W ; Hou, Yang ; Oxley, Les ; Xu, Danyang. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pb:s1544612324011279. Full description at Econpapers || Download paper | |
2024 | Deep learning enhanced volatility modeling with covariates. (2024). Nguyen, Hoang ; Tran, Minh-Ngoc. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pb:s1544612324011747. Full description at Econpapers || Download paper | |
2024 | The lead–lag relation between VIX futures and SPX futures. (2024). Kokholm, Thomas ; Bangsgaard, Christine. In: Journal of Financial Markets. RePEc:eee:finmar:v:67:y:2024:i:c:s1386418123000496. Full description at Econpapers || Download paper | |
2024 | Unlocking the black box of sentiment and cryptocurrency: What, which, why, when and how?. (2024). Williams, T H ; Strauss, Jack ; Mekelburg, Erik ; Bennett, Donyetta. In: Global Finance Journal. RePEc:eee:glofin:v:60:y:2024:i:c:s1044028324000176. Full description at Econpapers || Download paper | |
2024 | Information content of the limit order book: A cross-sectional analysis in Borsa Istanbul. (2024). Karahan, Cenk C ; Alayan-Gm, Aye. In: Global Finance Journal. RePEc:eee:glofin:v:62:y:2024:i:c:s1044028324000929. Full description at Econpapers || Download paper | |
2024 | Contagion effects of permissionless, worthless cryptocurrency tokens: Evidence from the collapse of FTX. (2024). Conlon, Thomas ; Corbet, Shaen ; Hou, Yang. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443124000064. Full description at Econpapers || Download paper | |
2024 | Forecasting exchange rate volatility: An amalgamation approach. (2024). Souropanis, Ioannis ; Alexandridis, Antonios K ; Panopoulou, Ekaterini. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:97:y:2024:i:c:s1042443124001331. Full description at Econpapers || Download paper | |
2024 | Forecasting stock market volatility with regime-switching GARCH-MIDAS: The role of geopolitical risks. (2024). Wilfling, Bernd ; GUPTA, RANGAN ; Segnon, Mawuli. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:29-43. Full description at Econpapers || Download paper | |
2024 | Forecasting in factor augmented regressions under structural change. (2024). Kapetanios, George ; Massacci, Daniele. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:62-76. Full description at Econpapers || Download paper | |
2024 | The profitability of lead–lag arbitrage at high frequency. (2024). Dionne, Georges ; Yergeau, Gabriel ; Poutre, Cedric. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:3:p:1002-1021. Full description at Econpapers || Download paper | |
2025 | Return predictability, dividend growth, and the persistence of the price–dividend ratio. (2025). Rambaccussing, Dooruj ; Madeira, Joao ; Golinski, Adam ; Goliski, Adam. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:1:p:92-110. Full description at Econpapers || Download paper | |
2025 | Efficiency of poll-based multi-period forecasting systems for German state elections. (2025). Schnurbus, Joachim ; Haupt, Harry ; Fritsch, Markus. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:2:p:670-688. Full description at Econpapers || Download paper | |
2024 | Reconciling interest rates evidence with theory: Rejecting unit roots when the HD(1) is a competing alternative. (2024). Palandri, Alessandro. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:161:y:2024:i:c:s0378426624000335. Full description at Econpapers || Download paper | |
2024 | Financial market information flows when counteracting rogue states: The indirect effects of targeted sanction packages. (2024). Conlon, Thomas ; Corbet, Shaen ; Hou, Yang ; Oxley, Les ; Goodell, John W. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:217:y:2024:i:c:p:32-62. Full description at Econpapers || Download paper | |
2024 | Wage – price dynamics and financial market in a disequilibrium macro model: A Keynes – Kaldor – Minsky modeling of recession and inflation using VECM. (2024). Semmler, Willi ; Chen, PU. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:220:y:2024:i:c:p:433-452. Full description at Econpapers || Download paper | |
2025 | Fires and local labor markets. (2025). Rao, Akhil ; Coulombe, Raphaelle G. In: Journal of Environmental Economics and Management. RePEc:eee:jeeman:v:130:y:2025:i:c:s0095069624001839. Full description at Econpapers || Download paper | |
2024 | Autopsy of a futures market failure: Japan’s Dojima rice futures in the early 21st century. (2024). Yamamoto, Shuhei ; Janzen, Joseph P ; Serra, Teresa. In: Food Policy. RePEc:eee:jfpoli:v:128:y:2024:i:c:s0306919224001283. Full description at Econpapers || Download paper | |
2024 | The volatility of capital flows in emerging markets: Measures and determinants. (2024). Pagliari, Maria Sole ; Hannan, Swarnali Ahmed. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:145:y:2024:i:c:s0261560624000822. Full description at Econpapers || Download paper | |
2024 | Exchange rate dynamics and the central banks balance sheet. (2024). Granados, Camilo ; Mann, Janelle ; Gallacher, Guillermo. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:148:y:2024:i:c:s0261560624001438. Full description at Econpapers || Download paper | |
2024 | The effects of monetary policy across fiscal regimes. (2024). Kloosterman, Roben ; van der Veer, Koen ; Bonam, Dennis. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:81:y:2024:i:c:s0164070424000314. Full description at Econpapers || Download paper | |
2024 | The relationship between Chinese and FOB prices of rare earth elements – Evidence in the time and frequency domain. (2024). Seiler, Volker. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:95:y:2024:i:c:p:160-179. Full description at Econpapers || Download paper | |
2024 | Condition monitoring based on corrupted multiple time series with common trends. (2024). Ye, Zhi-Sheng ; Wei, Yujie ; Pan, Ershun. In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:251:y:2024:i:c:s095183202400396x. Full description at Econpapers || Download paper | |
2024 | Pricing VIX futures with mixed frequency macroeconomic information. (2024). Shang, Yuhuang ; Yang, Xinglin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pa:p:847-857. Full description at Econpapers || Download paper | |
2024 | Crude oil volatility forecasting: Insights from a novel time-varying parameter GARCH-MIDAS model. (2024). Wang, LU ; Peng, Lijuan ; Liang, Chao ; Yang, Baoying. In: International Review of Economics & Finance. RePEc:eee:reveco:v:94:y:2024:i:c:s1059056024004052. Full description at Econpapers || Download paper | |
2024 | Natural resources and sustainable development: Evidence from the dynamic correlation between crude oil and gold market. (2024). Zhang, Xincheng ; Wu, Shaojiang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pb:s1059056024006579. Full description at Econpapers || Download paper | |
2024 | Exploring the use of emotional sentiment to understanding market response to unexpected corporate pivots. (2024). HU, YANG ; Corbet, Shaen ; Hou, Yang ; Taffler, Richard ; Cioroianu, Iulia ; Larkin, Charles. In: Research in International Business and Finance. RePEc:eee:riibaf:v:70:y:2024:i:pa:s0275531924000977. Full description at Econpapers || Download paper | |
2025 | State-dependent pricing of monetary policy nonlinearities and inflation at risk for China. (2025). Xiao, Qiang ; Cao, Honghong ; He, Yongda ; Oxley, Les. In: Research in International Business and Finance. RePEc:eee:riibaf:v:75:y:2025:i:c:s0275531925000170. Full description at Econpapers || Download paper | |
2024 | Doubly multiplicative error models with long- and short-run components. (2024). Gallo, Giampiero ; Amendola, Alessandra ; Candila, V ; Cipollini, F. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:91:y:2024:i:c:s0038012123002768. Full description at Econpapers || Download paper | |
2024 | How do e-governance and e-business drive sustainable development goals?. (2024). Lyulyov, Oleksii ; Pimonenko, Tetyana ; Saura, Jose Ramon ; Barbosa, Belem. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:199:y:2024:i:c:s0040162523007679. Full description at Econpapers || Download paper | |
2024 | Policy incentives and electric vehicle adoption in China: From a perspective of policy mixes. (2024). Liu, Guanyi ; Sun, Jingxiao ; Mao, Yumeng ; Jiao, Dehan ; Zhao, Xiaolei. In: Transportation Research Part A: Policy and Practice. RePEc:eee:transa:v:190:y:2024:i:c:s0965856424002830. Full description at Econpapers || Download paper | |
2024 | The role of air pollution in electric vehicle adoption: Evidence from China. (2024). Zhao, Ziyao ; Mao, Yumeng ; Li, Xuemei. In: Transport Policy. RePEc:eee:trapol:v:154:y:2024:i:c:p:26-39. Full description at Econpapers || Download paper | |
2024 | Examining the influence mechanisms of gateway ports on inland ports in the context of Port regionalization - A case study of the Yangtze River Port system. (2024). Wu, Zhen. In: Transport Policy. RePEc:eee:trapol:v:157:y:2024:i:c:p:10-19. Full description at Econpapers || Download paper | |
2024 | Current account and real effective exchange rate dynamics: the role of non-linear dynamics in Brazil. (2024). Marçal, Emerson ; Simes, Oscar Rodrigues ; Maral, Emerson. In: Textos para discussão. RePEc:fgv:eesptd:571. Full description at Econpapers || Download paper | |
2024 | Study of Volatility Spillover from Crude Oil Futures to Grain Futures Across Multiple Cycles Based on the EEMD-BEKK-GARCH Model. (2024). Pu, Mingzhe ; Wang, Xizhao ; Zhong, YU ; Sun, Shengxuan. In: Agriculture. RePEc:gam:jagris:v:15:y:2024:i:1:p:67-:d:1556205. Full description at Econpapers || Download paper | |
2024 | Bayesian Inference for Long Memory Stochastic Volatility Models. (2024). Laurini, Márcio ; Chaim, Pedro. In: Econometrics. RePEc:gam:jecnmx:v:12:y:2024:i:4:p:35-:d:1530826. Full description at Econpapers || Download paper | |
2024 | A Commentary on US Sovereign Debt Persistence and Nonlinear Fiscal Adjustment. (2024). Andric, Vladimir ; Djukic, Mihajlo ; Bodroza, Dusko. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:20:p:3250-:d:1500675. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
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2018 | Quantile Factor Models.(2018) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 49 | paper | |
2017 | Quantile Factor Models.(2017) In: UC3M Working papers. Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 49 | paper | |
2020 | Quantile Factor Models.(2020) In: IZA Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 49 | paper | |
2021 | Quantile Factor Models.(2021) In: Econometrica. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 49 | article | |
2020 | Dynamic Effects of Persistent Shocks In: Papers. [Full Text][Citation analysis] | paper | 15 |
2019 | Dynamic effects of persistent shocks.(2019) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | paper | |
2019 | Dynamic Effects of Persistent Shocks.(2019) In: UC3M Working papers. Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | paper | |
2025 | Dynamic effects of persistent shocks.(2025) In: UC3M Working papers. Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | paper | |
2025 | Dynamic Effects of Persistent Shocks.(2025) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | article | |
2023 | Climate change heterogeneity: A new quantitative approach In: Papers. [Full Text][Citation analysis] | paper | 1 |
2022 | Climate change heterogeneity: a new quantitative approach.(2022) In: UC3M Working papers. Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2023 | Out of Sample Predictability in Predictive Regressions with Many Predictor Candidates In: Papers. [Full Text][Citation analysis] | paper | 1 |
2020 | Out of sample predictability in predictive regressions with many predictor candidates.(2020) In: UC3M Working papers. Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2024 | Out-of-sample predictability in predictive regressions with many predictor candidates.(2024) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
2023 | Estimation of Characteristics-based Quantile Factor Models In: Papers. [Full Text][Citation analysis] | paper | 0 |
2023 | Estimation of characteristics-based quantile factor models.(2023) In: UC3M Working papers. Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2023 | Trends in Temperature Data: Micro-foundations of Their Nature In: Papers. [Full Text][Citation analysis] | paper | 1 |
2023 | Trends in temperature data: micro-foundations of their nature.(2023) In: UC3M Working papers. Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2024 | Trends in temperature data: Micro-foundations of their nature.(2024) In: Economics Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
2025 | Detecting Sparse Cointegration In: Papers. [Full Text][Citation analysis] | paper | 0 |
2025 | Detecting sparse cointegration.(2025) In: UC3M Working papers. Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
1995 | Estimation of Common Long-Memory Components in Cointegrated Systems. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 712 |
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1996 | RELATIVE POWER OF t TYPE TESTS FOR STATIONARY AND UNIT ROOT PROCESSES In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 7 |
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2001 | Lag Length Estimation in Large Dimensional Systems.(2001) In: Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 20 | paper | |
2006 | Threshold Effects in Cointegrating Relationships* In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 54 |
2006 | Threshold effects in cointegrating relationships.(2006) In: UC3M Working papers. Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 54 | paper | |
2019 | Differences Between Short‐ and Long‐Term Risk Aversion: An Optimal Asset Allocation Perspective In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 0 |
2021 | Uncovering Regimes in Out of Sample Forecast Errors from Predictive Regressions In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 0 |
2020 | Uncovering regimes in out of sample forecast errors from predictive regressions.(2020) In: UC3M Working papers. Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2008 | Wald Tests of I(1) against I(d) Alternatives: Some New Properties and an Extension to Processes with Trending Components In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 10 |
2007 | Wald Tests of I(1) against I(d) alternatives : some new properties and an extension to processes with trending components.(2007) In: UC3M Working papers. Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
2017 | The reaction of stock market returns to unemployment In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 0 |
2017 | The Reaction of Stock Market Returns to Unemployment.(2017) In: UC3M Working papers. Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2005 | The Spline GARCH Model for Unconditional Volatility and its Global Macroeconomic Causes In: Working Papers. [Full Text][Citation analysis] | paper | 38 |
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1995 | Comovements in large systems.(1995) In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
1995 | On the Exact Moments of Non-Standard Asymptotic Distributions in Non Stationary Autoregressions with Dependent Errors In: LIDAM Discussion Papers CORE. [Full Text][Citation analysis] | paper | 0 |
1995 | On the exact moments of non-standard asymptotic distributions in non stationary autoregressions with dependent errors.(1995) In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
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2003 | Threshold integrated moving average models: does size matter? maybe so In: DE - Documentos de Trabajo. EconomÃa. DE. [Full Text][Citation analysis] | paper | 4 |
2004 | Threshold Integrated Moving Average Models (Does Size Matter? Maybe So).(2004) In: Econometric Society 2004 North American Winter Meetings. [Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
2000 | Econometric implications of non-exact present value models In: DE - Documentos de Trabajo. EconomÃa. DE. [Full Text][Citation analysis] | paper | 0 |
2008 | Modelling and Measuring Price Discovery in Commodity Markets In: DEE - Working Papers. Business Economics. WB. [Full Text][Citation analysis] | paper | 96 |
2007 | Modelling and measuring price discovery in commodity markets.(2007) In: DEE - Working Papers. Business Economics. WB. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 96 | paper | |
2010 | Modelling and measuring price discovery in commodity markets.(2010) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 96 | article | |
2016 | Long-term optimal portfolio allocation under dynamic horizon-specific risk aversion In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 3 |
2017 | Trends in distributional characteristics : Existence of global warming In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 9 |
2020 | Trends in distributional characteristics: Existence of global warming.(2020) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | article | |
2019 | Predictive Regressions In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 0 |
2020 | Spurious relationships in high dimensional systems with strong or mild persistence In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 1 |
2021 | Spurious relationships in high-dimensional systems with strong or mild persistence.(2021) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
2021 | A tale of three cities: climate heterogeneity (special issue of SERIES in homage to Juan J. Dolado) In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 0 |
2024 | Regional heterogeneity and warming dominance in the United States In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 0 |
2024 | Testing extreme warming and geographical heterogeneity In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 0 |
2025 | Global and regional long-term climate forecasts: a heterogeneous future In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 0 |
2005 | Contagion versus flight to quality in financial markets In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 21 |
2008 | Testing downside risk efficiency under market distress In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 0 |
2008 | Testing Downside Risk Efficiency Under Market Distress.(2008) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2009 | Downside Risk Efficiency Under Market Distress In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 0 |
2010 | Regime specific predictability in predictive regressions In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 5 |
2010 | Regime Specific Predictability in Predictive Regressions.(2010) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
2011 | Regime-Specific Predictability in Predictive Regressions.(2011) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | article | |
2010 | Conditional stochastic dominance tests in dynamic settings In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 7 |
2013 | Conditional stochastic dominance tests in dynamic settings.(2013) In: UC3M Working papers. Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
2014 | CONDITIONAL STOCHASTIC DOMINANCE TESTS IN DYNAMIC SETTINGS.(2014) In: International Economic Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | article | |
2011 | Summability of stochastic processes: a generalization of integration and co-integration valid for non-linear processes In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 12 |
2011 | Detecting big structural breaks in large factor models In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 102 |
2014 | Detecting big structural breaks in large factor models.(2014) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 102 | article | |
2013 | Detecting Big Structural Breaks in Large Factor Models.(2013) In: Economics Series Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 102 | paper | |
2011 | Detecting big structural breaks in large factor models.(2011) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 102 | paper | |
2011 | The reaction of stock market returns to anticipated unemployment In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 2 |
2012 | The reaction of stock market returns to anticipated unemployment.(2012) In: UC3M Working papers. Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2012 | Estimation and inference in threshold type regime switching models In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 4 |
2013 | Estimation and inference in threshold type regime switching models.(2013) In: Chapters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | chapter | |
2013 | Co-summability from linear to non-linear cointegration In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 17 |
2006 | Testing I(1) against I(d) alternatives with Wald Tests in the presence of deterministic components In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 4 |
2007 | The impact of heavy tails and comovements in downside-risk diversification In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 0 |
2007 | The impact of heavy tails and comovements in downside-risk diversification.(2007) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2007 | Permanent and transitory components of GDP and stock prices: further analysis In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 2 |
2008 | Permanent and transitory components of GDP and stock prices: further analysis.(2008) In: Macroeconomics and Finance in Emerging Market Economies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
2008 | Simple Wald tests of the fractional integration parameter : an overview of new results In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 0 |
2013 | Revisiting Granger Causality of CO2 on Global Warming: a Quantile Factor Approach In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 0 |
1995 | No lack of relative power of the Dickey-Fuller tests for unit roots In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 0 |
1996 | Multicointegration and present value relations In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 0 |
1996 | P-values for non-standard distributions with an application to the DF test In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 6 |
1996 | P-Values for non-standard distributions with an application to the DF test.(1996) In: Economics Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | article | |
1995 | P-Values for Non-Standard Distributions with an Application to the DF Test.(1995) In: Boston University - Institute for Economic Development. [Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
1996 | On the robustness of cointegration tests when series are fractionally integrated In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 11 |
1995 | On the Robustness of Cointegration Tests when Series Are Fractionally Integrated..(1995) In: The A. Gary Anderson Graduate School of Management. [Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
2000 | On the robustness of cointegration tests when series are fractionally intergrated.(2000) In: Journal of Applied Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | article | |
1996 | Non-exact present value relations In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 0 |
1996 | A systematic framework for analyzing the dynamic effects of permanent and transitory shocks In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 144 |
2001 | A systematic framework for analyzing the dynamic effects of permanent and transitory shocks.(2001) In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 144 | article | |
1996 | A Systematic Framework for Analyzing the Dynamic Effects of Permanent and Transitory Shocks..(1996) In: Cahiers de recherche. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 144 | paper | |
1996 | A Systematic Framework for Analyzing the Dynamic Effects of Permanent and Transitory Shocks..(1996) In: Cahiers de recherche. [Citation analysis] This paper has nother version. Agregated cites: 144 | paper | |
1997 | Threshold unit root models In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 16 |
2002 | A Fractional Dickey-Fuller Test for Unit Roots In: Econometrica. [Citation analysis] | article | 71 |
2004 | Which Extreme Values are Really Extremes? In: Econometric Society 2004 North American Winter Meetings. [Full Text][Citation analysis] | paper | 18 |
2004 | Which Extreme Values Are Really Extreme?.(2004) In: Journal of Financial Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | article | |
1997 | Testing for multicointegration In: Economics Letters. [Full Text][Citation analysis] | article | 43 |
1998 | Specification via model selection in vector error correction models In: Economics Letters. [Full Text][Citation analysis] | article | 51 |
2002 | Estimation and model selection based inference in single and multiple threshold models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 142 |
2005 | Subsampling inference in threshold autoregressive models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 67 |
2001 | Subsampling inference in threshold autoregressive models.(2001) In: Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 67 | paper | |
2006 | Predictive methodology and application in economics and finance: Volume in honor of the accomplishments of Clive W.J. Granger In: Journal of Econometrics. [Full Text][Citation analysis] | article | 4 |
2006 | Large shocks vs. small shocks. (Or does size matter? May be so.) In: Journal of Econometrics. [Full Text][Citation analysis] | article | 10 |
2014 | Summability of stochastic processes—A generalization of integration for non-linear processes In: Journal of Econometrics. [Full Text][Citation analysis] | article | 19 |
1994 | Five alternative methods of estimating long-run equilibrium relationships In: Journal of Econometrics. [Full Text][Citation analysis] | article | 645 |
1998 | Pitfalls in testing for long run relationships In: Journal of Econometrics. [Full Text][Citation analysis] | article | 138 |
1995 | Pitfalls in Testing for Long Run Relationships..(1995) In: Boston University - Department of Economics. [Citation analysis] This paper has nother version. Agregated cites: 138 | paper | |
1993 | Cointegration and aggregation In: Ricerche Economiche. [Full Text][Citation analysis] | article | 10 |
1992 | Cointegration and Aggregation..(1992) In: Boston University - Department of Economics. [Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
1998 | On the Exact Moments of Asymptotic Distributions in an Unstable AR(1) with Dependent Errors. In: International Economic Review. [Citation analysis] | article | 11 |
2003 | Long-range dependence in Spanish political opinion poll series In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 18 |
2010 | The Making of Estimation of Common Long-Memory Components in Cointegrated Systems In: Journal of Financial Econometrics. [Full Text][Citation analysis] | article | 0 |
2008 | The Spline-GARCH Model for Low-Frequency Volatility and Its Global Macroeconomic Causes In: The Review of Financial Studies. [Full Text][Citation analysis] | article | 515 |
2022 | A tale of three cities: climate heterogeneity In: SERIEs: Journal of the Spanish Economic Association. [Full Text][Citation analysis] | article | 2 |
2022 | Nonparametric estimation of functional dynamic factor model In: Journal of Nonparametric Statistics. [Full Text][Citation analysis] | article | 4 |
2017 | Inferring the Predictability Induced by a Persistent Regressor in a Predictive Threshold Model In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 9 |
2005 | What is what?: A simple time-domain test of long-memory vs. structural breaks In: Economics Working Papers. [Full Text][Citation analysis] | paper | 23 |
2005 | Testing I(1) against I(d) alternatives in the presence of deteministic components In: Economics Working Papers. [Full Text][Citation analysis] | paper | 6 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated July, 2 2025. Contact: CitEc Team