Documentos
Working papers 2011
Working Papers 2010
Documentos de trabajo 2009
Documentos de trabajo 2008
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WP06/08 Expectational Stability in Multivariate Models
Seonghoon Cho, Antonio Moreno
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WP10/08 Fractional integration and data frequency
Luis A. Gil-Alana, Guglielmo M. Caporale
Published in Journal of Statistical Computation and Simulation 80 (2), 121-132 (2010) |
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WP05/08 An index of political support for decentralization: the Spanish case.
Juan Carlos Molero, Isabel Rodriguez-Tejedo
Constitutional Political Economy, Volume 21 (1), 2010, pp. 50-79 |
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WP03/08 The accounting dimension in financial integration: International pricing under different accounting standards
Javier Gómez Biscarri, Germán López Espinosa
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WP07/08 Money Demand Accommodation: Impact on Macro-Dynamics and Policy Consequences
Javier Gómez, Antonio Moreno, Fernando Pérez de Gracia
Forthcoming, Journal of Policy Modeling |
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WP08/08 The Persistence of Earnings per Share
Luis A. Gil-Alana, Rolando Pelaez
Published in THE REVIEW OF QUANTITATIVE FINANCE AND ACCOUNTING 31 (4), 2008 |
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WP09/08 Time trend estimation with breaks in temperature time series
Luis A. Gil-Alana
CLIMATE CHANGE 9, 325-337, 2008 |
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WP11/08 Modelling the US, the UK and Japanese unemployment rates. Fractional integrationand structural breaks
Luis A. Gil-Alana , Guglielmo M. Caporale
Published in COMPUTATIONAL STATISTICS AND DATA ANALYSIS 52, 11, 4998-5013, 2008 |
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WP12/08 Regime switching models of hedge fund returns
Szabolcs Blazsek, Anna Downarowicz
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WP13/08 Influence of Baseline Fluctuation Cancellation on Automatic Measurement of Motor Unit Action Potential Duration
Ignacio Rodríguez Carreño, L. Gila Useros, A. Malanda Trigueros, J. Navallas Irujo, J. Rodríguez Falces, S. Gómez Elvira
In revision |
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WP04/08 Fundamentals and the origin of Fama-French factors
F. Javier De Peña, Carlos Forner-Rodríguez, Germán López-Espinosa
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WP14/08 New Automatic Measurement Method of the Motor Unit Action Potential Duration based on the Wavelet and Hilbert Transforms
Ignacio Rodríguez Carreño, L. Gila Useros, A. Malanda Trigueros, J. Navallas Irujo, J. Rodríguez Falces
In revision |
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WP02/08 Fundamentals and the accruals puzzle
Javier Gómez Biscarri, Germán López Espinosa
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WP01/08 The relationship between investment and large exchange rate depreciations in dollarized economies
Luis Carranza, José Enrique Galdón Sánchez, Javier Gómez Biscarri
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Documentos de Trabajo 2007
Documentos de Trabajo 2006
Documentos de Trabajo 2005
Documentos de Trabajo 2004
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WP14/04 Multibidding Game under Uncertainty
Róbert F. Veszteg
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WP13/04 Model Checks Using Residual Marked Empirical Processes
Juan Carlos Escanciano
Forthcoming, Statistica Sinica |
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WP12/04 Exchange Rate Behavior and Exchange Rate Puzzles: Why the XVIII Century Might Help
Rafael Torres Sánchez, Javier Gómez Biscarri, Fernando Pérez de Gracia
Published, Revista de Historia Economica, 2005, vol. 1: pp. 143-174 |
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WP11/04 Contractual Implications of International Trade in Tacit Knowledge
Pedro Mendi
Published, Applied Economics, 2007, vol. 39: pp. 1173-1183 |
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WP10/04 Exchange Rate and Inflation Dynamics in Dollarized Economies
Luis Carranza, José E. Galdón-Sánchez, Javier Gómez Biscarri
Published, Journal of Development Economics 89:1 (2009), 98-108. |
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WP09/04 Fractional Integration and Business Cycles Features
Luis A. Gil-Alana, Bertrand Candelon
Published, Empirical Economics, 2004, vol. 29: pp. 343-359 |
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WP08/04 Seasonal and Long Run Fractional Integration in the Industrial Production Index of Some Latin Americ
Luis A. Gil-Alana, Bertrand Candelon
Published, Journal of Policy Modelling, 2004, vol. 26: pp. 301-313 |
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WP07/04 Deterministic Seasonality versus Seasonal Fractional Integration
Luis A. Gil-Alana
Published, Journal of Statistical Planning and Inference, 2005, vol. 134, pp. 445-461 |
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WP06/04 Oil Prices, Economic Activity and Inflation: Evidence for Some Asian Countries
Juncal Cunado, Fernando Pérez de Gracia
The Quarterly Review of Economics and Finance, 2005, vol. 45: pp. 65-83 |
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WP05/04 Pay and Performance in the Spanish Soccer League: Who Gets the Expected Monopsony Rents?
Pedro Garcia-del-Barrio, Francesc Pujol
Published, Managerial and Decision Economics, 2007, vol. 28: pp. 57-70 |
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WP04/04 A Model for the Temporary Help Services Industry in the Presence of Unemployment: Theoretical and Em
Pedro Garcia-del-Barrio, José Miguel Sánchez Molinero
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WP03/04 Nonparametric Estimation of Convergence of Interest Rates: Effects on Bond Pricing
Teresa Corzo Santamaría, Javier Gómez Biscarri
Published, Spanish Economic Review, 2005, vol. 7(3): pp. 167-190 |
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WP02/04 The Feds Monetary Policy Rule: Past, Present and Future
Antonio Moreno
Forthcoming, James Tobin conference volume "Monetary Policy and Labor Markets: A Conference in Honor |
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WP01/04 Fron Neo-classical Entrepreneur to Socio-economic Organization
Reyes Calderón
Forthcoming, ICFAI Journal of Management Research |
Documentos de Trabajo 2003
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WP15/03 Testing of Nonstationary Cycles in Financial Time Series Data
Javier De Peña, Luis A. Gil-Alana
Published, Review of Quantitative Finance and Accounting, 2006, vol. 27(1) |
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WP14/03 A Structural Estimation and Interpretation of the New Keynesian Macro Model
Seonghoon Cho, Antonio Moreno
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WP13/03 Reaching Inflation Stability
Antonio Moreno
Forthcoming, Journal of Money, Credit and Banking |
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WP12/03 Exchange Rate Volatility and Economic Performance in Peru: A Firm Level Analysis
Luis Carranza, Juan M. Cayo, José E. Galdón-Sánchez
Published, Emerging Markets Review, 2003, vol. 4(4): pp. 472-496 |
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WP11/03 Monitoring, Operational Manager Efforts and Inventory Policy
José Antonio Alfaro, Josep Tribó
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WP10/03 Fractional Integration and the Dynamics of UK Unemployment
Luis A. Gil-Alana, S.G. Brian Henry
Published, Oxford Bulletin of Economics and Statistics, 2003, vol. 65(2): pp. 221-240 |
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WP09/03 Testing of Fractional Cointegration in Macroeconomic Time Series
Luis A. Gil-Alana
Published, Oxford Bulletin of Economics and Statistics, 2003, vol. 65(4): pp. 517-529 |
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WP08/03 Stock Market Cycles, Financial Liberalization and Volatility
Sebastian Edwards, Javier Gómez Biscarri, Fernando Pérez de Gracia
Published, Journal of International Money and Finance, 2003, vol. 22(7): pp. 925-955 |
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WP07/03 Welfare and Output in Third-Degree Price Discrimination: a Note
Francisco Galera, Jesús M. Zaratiegui
Published, International Journal of Industrial Organization, 2006, vol. 24(3): pp. 605-611 |
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WP06/03 Structural Changes in Volatility and Stock Market Development: Evidence for Spain
Juncal Cunado, Javier Gómez Biscarri, Fernando Pérez de Gracia
Published, Journal of Banking and Finance, 2004, vol. 28(7): pp. 1745-1773 |
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WP05/03 The Structure of Payments in Technology Transfer Contracts: Evidence from Spain
Pedro Mendi
Published, Journal of Economics and Management Strategy, 2005, 14(2): pp. 403-429 |
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WP04/03 Revisiting the Ability of Interest Rate Spreads to Predict Recessions: Evidence for a
Esther Fernández Galar, Javier Gómez Biscarri
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WP03/03 The explaining role of the Earning-Price Ratio in the Spanish Stock Market
Javier DePeña, Luis A. Gil-Alana
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WP02/03 Serial and cross-correlation in the Spanish Stock Market returns
Javier DePeña, Luis A. Gil-Alana
Published, Global Finance Journal, 2007, vol. 18: pp. 84-103. |
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WP01/03 Additional Empirical Evidence on Real Convergence: A Fractionally Integrated Approach
Juncal Cunado, Luis A. Gil-Alana, Fernando Pérez de Gracia
Published, Review of World Economics, 2006, vol. 142, pp. 67-91 |
Documentos de Trabajo 2002
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WP09/02 Multivariate Tests of Fractionally Integrated Hypotheses
Luis Alberiko Gil-Alana
Published, South African Statistical Journal, 2003, vol. 37(1): pp. 1-28 |
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WP08/02 Root-n-Consistent Estimation of Weak Fractional Cointegration
Javier Hualde, Peter M. Robinson
Forthcoming, Journal of Econometrics |
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WP07/02 Cointegration in Fractional Systems with Unknown Integration Orders
Peter M. Robinson, Javier Hualde
Published, Econometrica, 2003, vol. 71(6): pp. 1727-1766 |
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WP06/02 Using Unlabeled Data to Improve Classification in the Naive Bayes Approach: Application to Web Searc
Stella M. Salvatierra
Forthcoming, Journal of Computational Methods for Science and Engineering |
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WP05/02 Dating Recessions from Industrial Production Indexes: An Analysis for Europe and the US
Javier Gómez Biscarri
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WP04/02 Financial Intermediation, Variability and the Development Process
Luis Carranza, José E. Galdón-Sánchez
Published, Journal of Development Economics, 2004, vol. 73 (1), pp. 27-54 |
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WP03/02 Is the US Fiscal Deficit Sustainable? A Fractionally Integrated and Cointegrated Approach
Juncal Cunado, Luis A. Gil-Alana, Fernando Pérez de Gracia
Published, Journal of Economics and Business, 2004, vol. 56(6): pp. 501-526 |
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WP02/02 Do Spanish Stock Market Prices Follow a Random Walk?
Javier De Peña, Luis A. Gil-Alana
Published, European Review of Economics and Finance, 2004, vol. 3(1):pp. 3-13 |
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WP01/02 Stock Market Cycles and Stock Market Development in Spain
Javier Gómez Biscarri, Fernando Pérez de Gracia
Published, Spanish Economic Review, 2004, vol.6(2):pp. 127 - 151 |
