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Multicointegration and present value relations
Engsted, Tom; Gonzalo, Jesús; Haldrup, Niels - 1995
Persistent link: https://www.econbiz.de/10000915773
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Testing extreme warming and geographical heterogeneity
Gadea, María Dolores; Gonzalo, Jesús; Olmo, Jose - 2024
Persistent link: https://www.econbiz.de/10015395810
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Estimation and inference in threshold type regime switching models
Gonzalo, Jesús; Pitarakis, Jean-Yves - In: Handbook of research methods and applications in …, (pp. 189-205). 2013
Persistent link: https://www.econbiz.de/10010206806
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Detecting big structural breaks in large factor models
Chen, Liang; Dolado, Juan J.; Gonzalo, Jesús - 2013
Persistent link: https://www.econbiz.de/10010257860
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Detecting big structural breaks in large factor models
Chen, Liang; Dolado, Juan J.; Gonzalo, Jesús - In: Journal of econometrics 180 (2014) 1, pp. 30-48
Persistent link: https://www.econbiz.de/10010379487
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Estimation and inference in threshold type regime switching models
Gonzalo, Jesús; Pitarakis, Jean-Yves - 2012
Persistent link: https://www.econbiz.de/10010473009
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The reaction of stock market returns to anticipated unemployment
Gonzalo, Jesús; Taamouti, Abderrahim - 2012
Persistent link: https://www.econbiz.de/10010475009
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Inferring the predictability induced by a persistent regressor in a predictive threshold model
Gonzalo, Jesús; Pitarakis, Jean-Yves - 2015
Persistent link: https://www.econbiz.de/10010515364
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The reaction of stock market returns to unemployment
Gonzalo, Jesús; Taamouti, Abderrahim - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 21 (2017) 4, pp. 1-20
Persistent link: https://www.econbiz.de/10011755437
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The reaction of stock market returns to unemployment
Gonzalo, Jesús; Taamouti, Abderrahim - 2017
Persistent link: https://www.econbiz.de/10011800233