Research
Publications
- (1999): “Tipo de interés real de la UME: ¿Qué país no europeo lo conduce?” (joint with J. Cuñado), Información Comercial Española - Revista de Economía 782, 99-108.
- (2003): “Empirical evidence on real convergence in some OECD countries” (joint with J. Cuñado and L.A. Gil-Alana), Applied Economics Letters 10, 173-176.
- (2003): “Does oil price shocks matter? Evidence for some European countries” (joint with J. Cuñado), Energy Economics 25, 137 - 154.
- (2003): “Sacrifice ratios: some lessons from EMU countries, 1960-2001” (joint with J. Cuñado), International Review of Applied Economics 17, 327-337.
- (2003): “Stock market cycles, financial liberalization and volatility” (joint with S. Edwards and J. Gómez), Journal of International, Money and Finance 22, 925-955.
- (2004): “Modeling monthly Spanish tourism: A seasonal fractionally integrated approach” (joint with J. Cuñado and L.A. Gil-Alana), Tourism Economics 10, 79-94.
- (2004): “Seasonal fractional integration in the Spanish tourism quarterly time series” (joint with J. Cuñado and L.A. Gil-Alana), Journal of Travel Research 42, 408-414.
- (2004): “Stock market cycles and stock market development in Spain” (joint with J. Gomez) Spanish Economic Review 6, 127-151.
- (2004): “Structural changes in volatility and stock market development: evidence for Spain” (joint with J. Cuñado and J. Gomez), Journal of Banking and Finance 28, 1745-1773.
- (2004): “Is the US fiscal deficit sustainable? A fractionally integrated approach” (joint with J. Cuñado and L.A. Gil-Alana), Journal of Economics and Business 56, 501-526.
- (2004): “Real convergence in Taiwan: A fractionally integrated approach” (joint with J. Cuñado and L.A. Gil-Alana), Journal of Asian Economics 15, 529-547.
- (2005): "Oil Prices, economic activity and inflation: Evidence for some Asian countries" (joint with J. Cuñado), The Quarterly Review of Economics and Finance 45, 65-83.
- (2005): “Current account and productivity: evidence for some European countries” (joint with J. Cuñado and L.A. Gil-Alana), Journal of Policy Modeling 27, 75-89.
- (2005): “Exchange rate behaviour and exchange rate puzzles: Why the XVIII century might help?” (joint with J. Gómez and R. Torres), Revista de Historia Económica 1, 143-174.
- (2005): “A test for rational bubbles in the NASDAQ stock index: A fractionally integrated approach” (joint with J. Cuñado and L.A. Gil-Alana), Journal of Banking and Finance 29, 2633-2654.
- (2005): "The nature of seasonality in Spanish tourism time series" (joint with J. Cuñado and L.A. Gil-Alana), Tourism Economics 11, 483-501.
- (2006): “Real convergence in Africa in the second half of the twentieth century” (joint with J. Cuñado), Journal of Economics and Business 58, 153-167
- (2006): “Additional empirical evidence on real convergence: A fractionally integrated approach" (joint with J. Cuñado and L.A. Gil-Alana), Review of World Economics 142, 67-91
- (2006): “Real convergence in some Central and Eastern European countries in the second-half of the twentieth century” (joint with J. Cuñado), Applied Economics 38, 2433-2441
- (2006): “Seasonal and non-seasonal long memory in the US interest rate and the monetary aggregates” (joint with J. Cuñado and L.A. Gil-Alana), Quarterly Journal of Business and Economics 45, 31-48
- (2007): “Real convergence in some emerging countries” (joint with J. Cuñado and L.A. Gil-Alana), Recherches Economiques de Louvain 73, 293-310
- (2008): “Testing for stock market bubbles using non-linear models and fractional integration“(joint with J. Cuñado and L.A. Gil-Alana), Applied Financial Economics, forthcoming
- (2008): “Persistence in the international monthly arrivals to the Canary Islands” (joint with J. Cuñado and L.A. Gil-Alana), Tourism Economics, forthcoming
- (2008): “Fractional integration and structural breaks. Evidence from the international monthly arrivals in the US” (joint with J. Cuñado and L.A. Gil-Alana), Tourism Economics, forthcoming
- (2008): “Stochastic volatility in the Spanish stock market. A long memory model with a structural break“(joint with J. Cuñado and L.A. Gil-Alana), European Journal of Finance, forthcoming
- (2008): "Stock market volatility in US bull and bear markets" (joint with J. Cuñado and L.A. Gil-Alana), Journal of Money, Investment and Banking, forthcoming
- (2008): “New evidence on time series tests of AK growth models" (joint with J. Cuñado and L.A. Gil-Alana), Louvain Economic Review, forthcoming
