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jesus gonzalo
jesus gonzalo
Professor of Economics, U. Carlos III de Madrid
Verified email at uc3m.es - Homepage
Title
Cited by
Cited by
Year
Five alternative methods of estimating long-run equilibrium relationships
J Gonzalo
Journal of econometrics 60 (1-2), 203-233, 1994
17941994
Estimation of common long-memory components in cointegrated systems
J Gonzalo, C Granger
Journal of Business & Economic Statistics 13 (1), 27-35, 1995
17101995
Pitfalls in testing for long run relationships
J Gonzalo, TH Lee
Journal of Econometrics 86 (1), 129-154, 1998
2781998
A systematic framework for analyzing the dynamic effects of permanent and transitory shocks
J Gonzalo, S Ng
Journal of Economic dynamics and Control 25 (10), 1527-1546, 2001
2552001
Estimation and model selection based inference in single and multiple threshold models
J Gonzalo, JY Pitarakis
Journal of Econometrics 110 (2), 319-352, 2002
2532002
Modelling and measuring price discovery in commodity markets
I Figuerola-Ferretti, J Gonzalo
Journal of Econometrics 158 (1), 95-107, 2010
2362010
A fractional Dickey–Fuller test for unit roots
JJ Dolado, J Gonzalo, L Mayoral
Econometrica 70 (5), 1963-2006, 2002
1912002
Threshold effects in cointegrating relationships
J Gonzalo, JY Pitarakis
Oxford Bulletin of Economics and Statistics 68, 813-833, 2006
1212006
Detecting big structural breaks in large factor models
L Chen, JJ Dolado, J Gonzalo
Journal of Econometrics 180 (1), 30-48, 2014
1112014
Testing for multicointegration
T Engsted, J Gonzalo, N Haldrup
Economics Letters 56 (3), 259-266, 1997
1031997
Subsampling inference in threshold autoregressive models
J Gonzalo, M Wolf
Journal of Econometrics 127 (2), 201-224, 2005
1022005
Dimensionality effect in cointegration analysis
J Gonzalo, JY Pitarakis
Cointegration, Causality, and Forecasting. A Festschrift in Honour of Clive …, 1999
851999
Specification via model selection in vector error correction models
J Gonzalo, JY Pitarakis
Economics Letters 60 (3), 321-328, 1998
841998
Lag length estimation in large dimensional systems
J Gonzalo, JY Pitarakis
Journal of Time Series Analysis 23 (4), 401-423, 2002
812002
Contact geometry and complex surfaces
H Geiges, J Gonzalo
Inventiones mathematicae 121 (1), 147-209, 1995
641995
Contagion versus flight to quality in financial markets
J Gonzalo, J Olmo
592005
Which extreme values are really extreme?
J Gonzalo, J Olmo
Journal of Financial Econometrics 2 (3), 349-369, 2004
582004
Icidencia de la violencia y victimización escolar en estudiantes de Educación Secundaria Obligatoria en la región de Murcia
EP Ruiz, JJA Gonzalo, JJL Espín, AMT Cantero
Revista de Investigación Educativa 32 (1), 223-241, 2014
552014
Regime-specific predictability in predictive regressions
J Gonzalo, JY Pitarakis
Journal of Business & Economic Statistics 30 (2), 229-241, 2012
492012
Threshold effects in multivariate error correction models
J Gonzalo, JY Pitarakis
Palgrave Macmillan, 2006
482006
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