Publications by the researcher in collaboration with Luis Alberiko Gil Alaña (9)

2023

  1. Term premium in a fractionally cointegrated yield curve

    Journal of Banking and Finance, Vol. 149

2016

  1. Term structure persistence

    Journal of Financial Econometrics, Vol. 14, Núm. 2, pp. 331-352

2012

  1. Exploring survey-based inflation forecasts

    Journal of Forecasting, Vol. 31, Núm. 6, pp. 524-539

  2. Fractional integration and structural breaks in U.S. macro dynamics

    Empirical Economics, Vol. 43, Núm. 1, pp. 427-446

  3. The deaton paradox in a long memory context with structural breaks

    Applied Economics, Vol. 44, Núm. 25, pp. 3309-3322

  4. Uncovering the US term premium: An alternative route

    Journal of Banking and Finance, Vol. 36, Núm. 4, pp. 1181-1193

2009

  1. Fractional Integration and Structural Breaks in U.S. Macro Dynamics

    Working Papers ( Universidad de Navarra. Facultad de Ciencias Económicas y Empresariales )

  2. Technology shocks and hours worked: A fractional integration perspective

    Macroeconomic Dynamics, Vol. 13, Núm. 5, pp. 580-604

2006

  1. Technology Shocks and Hours Worked: A Fractional Integration Perspective

    Working Papers ( Universidad de Navarra. Facultad de Ciencias Económicas y Empresariales )