Publications dans lesquelles il/elle collabore avec Juncal Cuñado Eizaguirre (46)

2020

  1. Global crises and gold as a safe haven: Evidence from over seven and a half centuries of data

    Physica A: Statistical Mechanics and its Applications, Vol. 540

2019

  1. Persistence in trends and cycles of gold and silver prices: Evidence from historical data

    Physica A: Statistical Mechanics and its Applications, Vol. 514, pp. 345-354

2018

  1. The relationship between healthcare expenditure and disposable personal income in the US states: a fractional integration and cointegration analysis

    Empirical Economics, Vol. 55, Núm. 3, pp. 913-935

2017

  1. Evidence of persistence in U.S. short and long-term interest rates

    Journal of Policy Modeling, Vol. 39, Núm. 5, pp. 775-789

  2. Persistence, Mean-Reversion and Non-linearities in CO2 Emissions: Evidence from the BRICS and G7 Countries

    Environmental and Resource Economics, Vol. 67, Núm. 4, pp. 869-883

  3. Persistence, Mean-Reversion and Non-linearities in Infant Mortality Rates

    Social Indicators Research, Vol. 131, Núm. 1, pp. 393-405

2016

  1. Is inflation persistence different in reality?

    Economics Letters, Vol. 148, pp. 55-58

  2. Regime-switching purchasing power parity in Latin America: Monte Carlo unit root tests with dynamic conditional score

    Applied Economics, Vol. 48, Núm. 29, pp. 2675-2696

2013

  1. Modelling long-run trends and cycles in financial time series data

    Journal of Time Series Analysis, Vol. 34, Núm. 3, pp. 405-421

  2. Real convergence: Empirical evidence for Latin America

    Applied Economics, Vol. 45, Núm. 22, pp. 3220-3229

  3. Salient features of dependence in daily US stock market indices

    Physica A: Statistical Mechanics and its Applications, Vol. 392, Núm. 15, pp. 3198-3212

2012

  1. Deterministic versus stochastic seasonal fractional integration and structural breaks

    Statistics and Computing, Vol. 22, Núm. 2, pp. 349-358

  2. Persistence, Long Memory, and Unit Roots in Commodity Prices

    Canadian Journal of Agricultural Economics, Vol. 60, Núm. 4, pp. 451-468

  3. Real convergence in Latin America: A fractionally integrated approach

    Applied Financial Economics, Vol. 22, Núm. 20, pp. 1713-1717

  4. Real convergence in Latin America: a fractionally integrated approach

    Applied financial economics, Vol. 22, Núm. 19, pp. 1713-1717

  5. Testing for persistent deviations of stock prices to dividends in the Nasdaq index

    Physica A: Statistical Mechanics and its Applications, Vol. 391, Núm. 20, pp. 4675-4685

  6. Unemployment hysteresis: Empirical evidence for latin america

    Journal of Applied Economics, Vol. 15, Núm. 2, pp. 213-233

2011

  1. Forecasting the Spanish Stock Market Returns with Fractional and Non-Fractional Models

    American Journal of Economics and Business Administration, Vol. 3, Núm. 4, pp. 586 - 588

  2. Modelling international monthly tourist in Spain

    Estudios de economía aplicada, Vol. 29, Núm. 3, pp. 723-736

2010

  1. European current account sustainability: New evidence based on unit roots and fractional integration

    Eastern Economic Journal, Vol. 36, Núm. 2, pp. 177-187