The data shown for the Universidad Carlos III de Madrid are partial, as they are intended to answer 2 questions:

  • Who is researching a specific topic?
  • What is an expert, group or particular department researching?

The search results will adhere to the following limits: active Researchers at Carlos III University of Madrid, Projects since 2006 and Publications, Theses, Patents and Software since 2008.

Gonzalo Muñoz, Jesus jgonzalo@est-econ.uc3m.es

Publications

Open Access

A tale of three cities: climate heterogeneity

  • Gadea Rivas, Maria Dolores
  • Gonzalo Muñoz, Jesus

SERIEs (p. 475-511) - 5/2022

https://doi.org/10.1007/s13209-021-00254-4 View at source

  • EISSN 1869-4195
  • ISSN 1869-4187
Open Access

Nonparametric estimation of functional dynamic factor model

  • Martínez Hernández, Israel
  • Gonzalo Muñoz, Jesus
  • Gonzalez Farias ., Graciela

JOURNAL OF NONPARAMETRIC STATISTICS (p. 1-22) - 5/2022

https://doi.org/10.1080/10485252.2022.2080825 View at source

  • EISSN 1029-0311
  • ISSN 1048-5252
Open Access

Uncovering Regimes in Out of Sample Forecast Errors from Predictive Regressions*

  • Da Silva Neto, Anibal Emiliano
  • Gonzalo Muñoz, Jesus
  • Pitarakis, Jean-yves

OXFORD BULLETIN OF ECONOMICS AND STATISTICS (p. 713-741) - 6/2021

Editor: UNIVERSIDAD CARLOS III DE MADRID

https://doi.org/10.1111/obes.12418 View at source

  • EISSN 1468-0084
  • ISSN 0305-9049
Open Access

Trends in distributional characteristics: existence of global warming

  • Gadea Rivas, Maria Dolores
  • Gonzalo Muñoz, Jesus

Journal of Econometrics (p. 153-174) - 1/2020

https://doi.org/10.1016/j.jeconom.2019.05.009 View at source

  • EISSN 1872-6895
  • ISSN 0304-4076

Differences Between Short- and Long-Term Risk Aversion: An Optimal Asset Allocation Perspective

  • Gonzalo Muñoz, Jesus
  • Olmo Badenas, Jose

OXFORD BULLETIN OF ECONOMICS AND STATISTICS (p. 42-61) - 2/2019

https://doi.org/10.1111/obes.12247 View at source

  • EISSN 1468-0084
  • ISSN 0305-9049
Open Access

Summability of stochastic processes: a generalization of integration for non-linear processes

  • Berenguer Rico, Vanessa
  • Gonzalo Muñoz, Jesus

Journal of Econometrics (p. 331-341) - 1/2014

https://doi.org/10.1016/j.jeconom.2013.08.031 View at source

  • EISSN 1872-6895
  • ISSN 0304-4076

Regime-specific predictability in predictive regressions

  • Gonzalo Muñoz, Jesus
  • Pitarakis, Jean-yves

JOURNAL OF BUSINESS & ECONOMIC STATISTICS (p. 229-241) - 5/2012

Editor: UNIVERSIDAD CARLOS III DE MADRID

https://doi.org/10.1080/07350015.2011.652053 View at source

  • EISSN 1537-2707
  • ISSN 0735-0015

The Making of "Estimation of Common Long Memory Components in Cointegrated Systems"

  • Gonzalo Muñoz, Jesus

Journal of Financial Econometrics (p. 174-176) - 6/2010

https://doi.org/10.1093/jjfinec/nbq014 View at source

  • EISSN 1479-8417
  • ISSN 1479-8409

Wald Tests of I(1) against I(d) Alternatives: Some New Properties and an Extension to Processes with Trending Components

  • Dolado Lobregad, Juan Jose
  • Gonzalo Muñoz, Jesus
  • Mayoral Santamaria, Laura

STUDIES IN NONLINEAR DYNAMICS AND ECONOMETRICS (p. 1-32) - 6/2008

  • EISSN 1558-3708
  • ISSN 1081-1826

Permanent and Transitory Components of GDP and Stock Prices: Further Analysis

  • Gonzalo Muñoz, Jesus
  • Lee, Tae-hwy
  • Yang, Weiping

Macroeconomics and Finance in Emerging Market Economies (Macroeconomics and Finance in Emerging Market Economies) (p. 105-120) - 3/2008

https://doi.org/10.1080/17520840701864955 View at source

  • ISSN 1752-0843

This researcher has no books.

Common and Idiosyncratic Factors of Real Interest Rates in Emerging Economies. In: The Natural Interest Rates in Emerging Economies

  • Gonzalo Muñoz, Jesus
  • Estrada, Ángel
  • Kataryniuk, Iván

The Natural Interest Rates in Emerging Economies (p. 277-301) - 10/2020

Editor: Center for Latin American Monetary Studies

  • ISBN 978-607-7734-84-0

Estimation and inference in threshold type regime switching models. In: Handbook of research methods and applications in empirical macroeconomics

  • Gonzalo Muñoz, Jesus
  • Pitarakis, Jean-yves

Handbook of research methods and applications in empirical macroeconomics (p. 189-205) - 4/2012

Editor: Edward Elgar Publishing, Ltd

  • ISBN 9780857931016

Simple Wald Tests of the Fractional Integration Parameter: An Overview of New Results. In: The Methodology and Practice in Econometrics: A Festschrift in Honour of David F. Hendry

  • Dolado Lobregad, Juan Jose
  • Gonzalo Muñoz, Jesus
  • Mayoral Santamaria, Laura

The Methodology and Practice in Econometrics: A Festschrift in Honour of David F. Hendry (p. 300-321) - 9/2009

Editor: UNIVERSITY OF OXFORD

  • ISBN 9780199237197

Pairs strategies and hedging properties of gold and silver markets

  • Figuerola-ferretti Garrigues, Isabel
  • Gonzalo Muñoz, Jesus
  • Paraskevopoulos, Ioannis

SIRE Conference on \"Finance and Commodities\" - 2014

Trend or not trend in distribution characteristics: the case of global warming

  • Gonzalo Muñoz, Jesus
  • Gadea, Dolores

VIt Workshop in Time Series Econometric - 2014

Trends in distributional characteristics: the case of global warming

  • Gonzalo Muñoz, Jesus
  • Gadea, Dolores

IAAE 2014 Annual Conference - 2014

Trends in distributional characteristics: the case of global warming

  • Gonzalo Muñoz, Jesus

Modelling Macroeconomic and Financial Time Series Conference - 2014

Co-summability: from linear to non-linear co-integration

  • Berenguer Rico, Vanessa
  • Gonzalo Muñoz, Jesus

North American Winter Meeting - 2013

Looking for a trend in distribution characteristics: the case of global warming

  • Gonzalo Muñoz, Jesus
  • Gadea, Dolores

7th International Conference on Computational and Financial Econometrics (CFE 2013) - 2013

Open Access

Inferring the predictability induced by a persistent regressor in a predictive threshold models

  • Gonzalo Muñoz, Jesus
  • Pitarakis, Jean-yves

North American Winter Meeting (p. 202-217) - 4/2013

https://doi.org/10.1080/07350015.2016.1164054 View at source

  • EISSN 1537-2707
  • ISSN 0735-0015

Testing for I(d) Against I(1) with Wald Tests: Some New Properties and an Extension to Processes with Trending Components ?

  • Mayoral Santamaria, Laura
  • Gonzalo Muñoz, Jesus
  • Dolado Lobregad, Juan Jose

2008

Shocks Do You Want to Identify Them?

  • Gonzalo Muñoz, Jesus
  • Martinez Ibañez, Oscar

Far Eastern and South Asian Meeting - 2008

Modelling and Measuring Price Discovery in Commodity Markets

  • Gonzalo Muñoz, Jesus
  • Figuerola-ferretti Garrigues, Isabel

11 th Conference of the Swiss Society for Financial Market Research (SGF) (p. 95-107) - 9/2008

https://doi.org/10.1016/j.jeconom.2010.03.013 View at source

  • EISSN 1872-6895
  • ISSN 0304-4076

Estimation of characteristics-based quantile factor models

  • Chen, Liang
  • Dolado Lobregad, Juan Jose
  • Gonzalo Muñoz, Jesus
  • Pan, Haozi

2023

Editor: UNIVERSIDAD CARLOS III DE MADRID

Open Access

Trends in temperature data: micro-foundations of their nature

  • Gadea Rivas, Maria Dolores
  • Gonzalo Muñoz, Jesus
  • Ramos, Andrey

2023

Editor: UNIVERSIDAD CARLOS III DE MADRID

Open Access

Heterogeneous Predictive Association of CO2 with Global Warming

  • Chen, Liang
  • Dolado Lobregad, Juan Jose
  • Gonzalo Muñoz, Jesus
  • Ramos, Andrey

ECONOMICA (p. 1397-1421) - 10/2023

Editor: UNIVERSIDAD CARLOS III DE MADRID

https://doi.org/10.1111/ecca.12491 View at source

  • EISSN 1468-0335
  • ISSN 0013-0427
Open Access

Climate change heterogeneity: a new quantitative approach

  • Gadea Rivas, Marta Dolores
  • Gonzalo Muñoz, Jesus

2022

Editor: UNIVERSIDAD CARLOS III DE MADRID

Open Access

A tale of three cities: climate heterogeneity (special issue of SERIES in homage to Juan J. Dolado)

  • Gadea Rivas, Maria Dolores
  • Gonzalo Muñoz, Jesus

2021

Editor: UNIVERSIDAD CARLOS III DE MADRID

Out of sample predictability in predictive regressions with many predictor candidates

  • Gonzalo Muñoz, Jesus
  • Pitarakis, Jean-yves

2020

Editor: UNIVERSIDAD CARLOS III DE MADRID

Open Access

Spurious relationships in high dimensional systems with strong or mild persistence

  • Gonzalo Muñoz, Jesus
  • Pitarakis, Jean-yves

INTERNATIONAL JOURNAL OF FORECASTING (p. 1480-1497) - 10/2020

Editor: UNIVERSIDAD CARLOS III DE MADRID

10.1016/j.ijforecast.2020.11.005 View at source

  • EISSN 1872-8200
  • ISSN 0169-2070

Dynamic Effects of Persistent Shocks

  • Alloza, Mario
  • Gonzalo Muñoz, Jesus
  • Sanz, Carlos

2019

Editor: UNIVERSIDAD CARLOS III DE MADRID

Open Access

Predictive Regressions

  • Gonzalo Muñoz, Jesus
  • Pitarakis, Jean-yves

Oxford Research Encyclopedia of Economics and Finance, (p. 1-19) - 11/2019

https://doi.org/10.1093/acrefore/9780190625979.013.494 View at source

Open Access

The Reaction of Stock Market Returns to Unemployment

  • Gonzalo Muñoz, Jesus
  • Taamouti, Abderrahim

STUDIES IN NONLINEAR DYNAMICS AND ECONOMETRICS - 9/2017

https://doi.org/10.1515/snde-2015-0078 View at source

  • EISSN 1558-3708
  • ISSN 1081-1826

This researcher has no technical reports.

TED2021-129784B-I00 - CAMBIO CLIMATICO HETEROGENEO

  • Gonzalo Muñoz, Jesus
  • Gadea Rivas, Maria Dolores
  • Olmo Badenas, Jose
  • Montañes Bernal, Antonio

Period: 01-12-2022 - 30-11-2024

Type of funding: National

Funding entity: AGENCIA ESTATAL DE INVESTIGACION (AEI)

PID2019-104960GB-I00 - Cambio climático, big data y predicción

  • Gonzalo Muñoz, Jesus
  • Macias Dorissa, Marta Pilar
  • Figuerola-ferretti Garrigues, Isabel

Period: 01-06-2020 - 31-05-2024

Type of funding: National

Funding entity: AGENCIA ESTATAL DE INVESTIGACION (AEI)

GCS 16/14218 - Modelling asymmetric global spillovers: A VARX approach

  • Gonzalo Muñoz, Jesus

Period: 01-09-2017 - 31-08-2020

Type of funding: National

Funding entity: BANCO DE ESPANA

Efectos y consecuencias de la gran recesión de España

  • Diaz Rodriguez, Antonia
  • Gonzalo Muñoz, Jesus
  • Carrasco Perea, Raquel

Period: 01-09-2016 - 31-08-2018

Type of funding: National

Funding entity: BANCO DE ESPANA

S2015/HUM-3444 - Madrid Economics. MADECO-CM

  • Velasco Gomez, Carlos
  • Moreno Ruiz, Diego
  • Gonzalo Muñoz, Jesus
  • Rincon Zapatero, Juan Pablo
  • Escribano Saez, Alvaro
  • Diaz Rodriguez, Antonia
  • Romero Medina, Antonio
  • Alonso Borrego, Cesar
  • Ortuño Ortin, Ignacio Isidro
  • Ruiz-castillo Ucelay, Javier
  • Desmet, Klaus
  • Corchon Diaz, Luis Carlos
  • Delgado Gonzalez, Miguel Angel
  • Carrasco Perea, Raquel
  • Fabra Portela, Natalia
  • Jerez Garcia-vaquero, Maria Belen
  • Caceres Delpiano, Julio
  • Carro Prieto, Jesus Maria
  • Hernando Veciana, Angel
  • Clots Figueras, Irma
  • Fuster Perez, Maria Luisa
  • Wagner, Ulrich J
  • Kredler, Matthias
  • Batista Maia Gomes, Pedro
  • Basco Mascaro, Sergi
  • Seoane Bernadaz, Hernan Daniel
  • Loeper, Antoine
  • Fernandez Huertas Moraga, Jesus
  • Erosa Etchebehere, Andres
  • Name Correa, Alvaro Jose
  • Wellschmied, Felix Maximilian
  • Denter, Philipp Georg
  • Smagghue, Gabriel David
  • Stuhler, Jan Leonard
  • Yurdagul, Emircan
  • Dumav, Martin
  • Ginzburg, Boris
  • Minale, Luigi
  • Fuchs Schuarzberg, William Martin
  • Kuvalekar, Aditya Vijay
  • Aragon, Nicolas
  • Robles Jimenez, Francisco Javier
... View more Collapse

Period: 01-01-2016 - 30-06-2019

Type of funding: Regional

Funding entity: CAM. CONSEJERÍA DE EDUCACIÓN E INVESTIGACION

ECO2016-78652-P - Nuevos metodos econometricos para el cambio climatico y big data

  • Gonzalo Muñoz, Jesus
  • Macias Dorissa, Marta Pilar
  • Cardoso-marta Pinto-machado, Matilde
  • Martinez Ibañez, Oscar
  • Figuerola-ferretti Garrigues, Isabel
  • Smagghue, Gabriel David
  • Cabello Perez, Miguel Angel
... View more Collapse

Period: 30-12-2016 - 31-12-2020

Type of funding: National

Funding entity: MINISTERIO DE ASUNTOS ECONOMICOS Y TRANSFORMACION DIGITAL

Expediente GCS 15/07620 - Modelos Econométricos para Macroeconomía Internacional

  • Gonzalo Muñoz, Jesus

Period: 07-10-2015 - 06-10-2016

Type of funding: Regional

Funding entity: BANCO DE ESPANA

MDM-2014-0431 - Unidad de Excelencia Maria de Maeztu - Departamento Economia

  • Delgado Gonzalez, Miguel Angel
  • Escribano Saez, Alvaro
  • Gonzalo Muñoz, Jesus
  • Desmet, Klaus
  • Fabra Portela, Natalia
  • Rincon Zapatero, Juan Pablo
  • Fuster Perez, Maria Luisa
  • Salazar Perez, Alvaro
  • Jin, Weifeng
... View more Collapse

Period: 01-07-2015 - 31-03-2020

Type of funding: National

Funding entity: MINISTERIO DE ASUNTOS ECONOMICOS Y TRANSFORMACION DIGITAL

ECO2013-46395-P - Métodos econométricos para economías no-lineales con persistencia y volatilidad

  • Gonzalo Muñoz, Jesus
  • Dolado Lobregad, Juan Jose
  • Macias Dorissa, Marta Pilar
  • Cardoso-marta Pinto-machado, Matilde
  • Martinez Ibañez, Oscar
  • Taamouti, Abderrahim

Period: 01-01-2014 - 30-06-2017

Type of funding: National

Funding entity: MINISTERIO DE ASUNTOS ECONOMICOS Y TRANSFORMACION DIGITAL

11/02938-ADS-0015 - Cerrando el círculo: Análisis de las interacciones entre educación, pautas de especialización y comportamiento de mercado de trabajo en España

  • Dolado Lobregad, Juan Jose
  • Diaz Rodriguez, Antonia
  • Gonzalo Muñoz, Jesus
  • Ortigueira Silva, Salvador
  • Jerez Garcia-vaquero, Maria Belen
  • Cabrales Goitia, Antonio
  • Beccuti Vazquez, Juan Ignacio
  • Visschers, Lodewijk Pieter
  • Batista Maia Gomes, Pedro
  • Basco Mascaro, Sergi
... View more Collapse

Period: 01-09-2011 - 31-08-2014

Type of funding: National

Funding entity: BANCO DE ESPANA

Essays in high dimensional factor models

  • Chen, Liang
  • Dolado Lobregad, Juan Jose
  • Gonzalo Muñoz, Jesus

Reading date: 26-09-2013

Reading institution: FACULTAD CIENCIAS SOCIALES Y JURIDICAS

Essays on Threshold Models with Unit Roots

  • Gonzalo Muñoz, Jesus
  • Peng Zhou, Jun Yi

Reading date: 25-10-2019

Co-summability: from linear to non-linear co-integration

  • Berenguer Rico, Vanessa
  • Gonzalo Muñoz, Jesus

Reading date: 30-09-2011

Reading institution: CAMPUS DE GETAFE

Dynamic Quantile Causal Inference and Forecasting

  • Gonzalo Muñoz, Jesus
  • Ruzicka, Josef

Reading date: 28-06-2021

This researcher has no patents or software licenses.

Last data update: 8/28/24 5:39 PM