Instituto Cultura y Sociedad (ICS)
Centro / Instituto de investigación de la Universidad de Navarra
Antonio
Moreno Ibáñez
Catedrático de Universidad
Antonio Moreno Ibáñez-rekin lankidetzan egindako argitalpenak (11)
2024
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Downturns and changes in the yield slope
Journal of Forecasting, Vol. 43, Núm. 3, pp. 673-701
2023
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Term premium in a fractionally cointegrated yield curve
Journal of Banking and Finance, Vol. 149
2018
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Global factors in the term structure of interest rates
International Journal of Central Banking, Vol. 14, Núm. 2, pp. 301-339
2016
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Term structure persistence
Journal of Financial Econometrics, Vol. 14, Núm. 2, pp. 331-352
2012
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Exploring survey-based inflation forecasts
Journal of Forecasting, Vol. 31, Núm. 6, pp. 524-539
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Fractional integration and structural breaks in U.S. macro dynamics
Empirical Economics, Vol. 43, Núm. 1, pp. 427-446
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The deaton paradox in a long memory context with structural breaks
Applied Economics, Vol. 44, Núm. 25, pp. 3309-3322
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Uncovering the US term premium: An alternative route
Journal of Banking and Finance, Vol. 36, Núm. 4, pp. 1181-1193
2009
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Fractional Integration and Structural Breaks in U.S. Macro Dynamics
Working Papers ( Universidad de Navarra. Facultad de Ciencias Económicas y Empresariales )
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Technology shocks and hours worked: A fractional integration perspective
Macroeconomic Dynamics, Vol. 13, Núm. 5, pp. 580-604
2006
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Technology Shocks and Hours Worked: A Fractional Integration Perspective
Working Papers ( Universidad de Navarra. Facultad de Ciencias Económicas y Empresariales )