The data shown for the Universidad Carlos III de Madrid are partial, as they are intended to answer 2 questions:
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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
- Articles 10
- Books 0
- Book chapters 3
- Conferences 10
- Working papers 20
- Technical reports 0
- Research projects 16
- Supervised theses 4
- Patent or software license 0
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
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
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
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
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
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
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
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
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
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
This researcher has no books.
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
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
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
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
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
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
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
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
Simple Wald test of the Fractional Integration Parameter: An Overview of New Results
- Dolado Lobregad, Juan Jose
- Gonzalo Muñoz, Jesus
- Albarran Perez, Pedro
XXXIII Simposio de análisis económico - 2008
Editor: UNIVERSIDAD CARLOS III DE MADRID
Testing Downside Risk Efficiency Under Market Distress
- Gonzalo Muñoz, Jesus
- Olmo Badenas, Jose
Simposium of The Spanish Economic Association<br/> - 2008
Editor: CITY UNIVERSITY LONDON
Downside Risk Efficiency under Market Distress
- Gonzalo Muñoz, Jesus
- Olmo, Jose
2009
Editor: UNIVERSIDAD CARLOS III DE MADRID
Conditional Stochastic Dominance Tests in Dynamic Settings
- Gonzalo Muñoz, Jesus
- Olmo Badenas, Jose
INTERNATIONAL ECONOMIC REVIEW (p. 819-838) - 8/2010
Editor: UNIVERSIDAD CARLOS III DE MADRID
https://doi.org/10.1111/iere.12072 View at source
- EISSN 1468-2354
- ISSN 0020-6598
Detecting big structural breaks in large factor models
- Chen, Liang
- Dolado Lobregad, Juan Jose
- Gonzalo Muñoz, Jesus
Journal of Econometrics (p. 30-48) - 5/2011
Editor: UNIVERSIDAD CARLOS III DE MADRID
https://doi.org/10.1016/j.jeconom.2014.01.006 View at source
- EISSN 1872-6895
- ISSN 0304-4076
Summability of stochastic processes: a generalization of integration and co-integration valid for non-linear processes
- Berenguer Rico, Vanessa
- Gonzalo Muñoz, Jesus
2011
Editor: Universidad Carlos III de Madrid. Departamento de Economía
The reaction of stock market returns to anticipated unemployment
- Gonzalo Muñoz, Jesus
- Taamouti, Abderrahim
XXI Finance Forum.<br/>Segovia. Spain, 14-15 november 2013 - 2012
Editor: Universidad Carlos III de Madrid. Departamento de Economía
Estimation and inference in threshold type regime switching models
- Gonzalo Muñoz, Jesus
- Pitarakis, Jean-yves
2012
Editor: Universidad Carlos III de Madrid. Departamento de Economía
Revisiting Granger Causality of CO2 on Global Warming: a Quantile Factor Approach
- Chen, Liang
- Dolado Lobregad, Juan Jose
- Gonzalo Muñoz, Jesus
- Ramos Ramirez, Andrey David
2013
Editor: UNIVERSIDAD CARLOS III DE MADRID
This researcher has no technical reports.
SEJ2006-26811-E - Congreso homenaje al profesor Francesc Marmol: "Long memory for Francesc Marmol"
- Dolado Lobregad, Juan Jose
- Velasco Gomez, Carlos
- Gonzalo Muñoz, Jesus
Period: 01-05-2006 - 30-04-2007
Type of funding: Internal
Funding entity: MINISTERIO DE EDUCACION Y CIENCIA DIR. GRAL. INVESTIGACION
CSD2006-16 - Nuevos enfoques en investigación económica (neinvecon)
- Tribo Gine, Jose Antonio
- Carmona Pidal, Juan Antonio
- Dolado Lobregad, Juan Jose
- Ibañez Rodriguez, Alfredo
- Fosfuri, Andrea
- Diaz Rodriguez, Antonia
- Tena Junguito, Antonio
- Romero Medina, Antonio
- Velasco Gomez, Carlos
- Alvarez Nogal, Carlos
- Alonso Borrego, Cesar
- Cardone Riportella, Clara Laura
- Camino Blasco, David
- Moreno Ruiz, Diego
- Martinez Ros, Ester
- Rivera Camino, Jaime Eduardo
- Simpson Stone, James Patrick
- Ruiz-castillo Ucelay, Javier
- Diaz Gimenez, Javier
- Gonzalo Muñoz, Jesus
- Jaumandreu Balanzo, Jorge
- Gil Bazo, Jose Javier
- Ferreira Garcia, Jose Luis
- Vidal Sanz, Jose Manuel
- Roses Vendoiro, Juan Ramon
- Desmet, Klaus
- Prados De La Escosura, Leandro
- Corchon Diaz, Luis Carlos
- Frutos Casado, Maria Angeles De
- Jansen, Marcel
- Celentani, Marco
- Samartin Saenz, Margarita
- Sanz Villarroya, Maria Isabel
- Macias Dorissa, Marta Pilar
- Cardoso-marta Pinto-machado, Matilde
- Esteban Bravo, Mercedes
- Boldrin, Michele
- Delgado Gonzalez, Miguel Angel
- Tapia Torres, Miguel Angel
- Alvarez Gil, Maria Josefa
- Lado Couste, Nora Rita
- Kujal, Praveen
- Carrasco Perea, Raquel
- Mora Villarrubia, Ricardo
- Brusco, Sandro
- Houpt, Stefan Oliver
- Sperlich, Stefan
- Battilossi, Stefano
- Perez Fructuoso, Maria Jose
- Ruiz Verdu, Pablo
- Gago Rodriguez, Susana
- Iannantuoni, Giovanna
- Sinopoli, Francesco De
- Fabra Portela, Natalia
- Jerez Garcia-vaquero, Maria Belen
- Albarran Perez, Pedro
- Surroca Aguilar, Jorge
- Meza Goiz, Felipe
- Milliou, Chrysovalantou
- Giarratana, Marco
- Moreno Muñoz, Jesus David
- Ponce, Carlos Alberto Jose
- Flores Zendejas, Juan Huitzilihuitl
- Carro Prieto, Jesus Maria
- Giolito, Eugenio Pedro
- Hernando Veciana, Angel
- Luzzi, Alessandra
- Melero Martin, Eduardo
- Möller, Marc
- Palomeras Vilches, Neus
- Rincon Zapatero, Juan Pablo
- Smeets, Valerie
- Nicolini Alessi, Esteban Alberto
- Cabrales Goitia, Antonio
- Warzynski, Frederic
- Ferraris, Leo
- Moon, Seongman
- Watanabe Watanabe, Makoto
- Sanchez Alonso, Blanca
- Kuehn, Zoe
- Trombetta, Marco
Period: 15-09-2006 - 31-12-2019
Type of funding: National
Funding entity: MINISTERIO DE EDUCACION Y CIENCIA DIR. GRAL. INVESTIGACION
CCG06-UC3M/HUM-0834 - Asimetrías, persistencia y volatilidad de las variables económicas.
- Dolado Lobregad, Juan Jose
- Gonzalo Muñoz, Jesus
- Macias Dorissa, Marta Pilar
- Figuerola-ferretti Garrigues, Isabel
- Berenguer Rico, Vanessa
- Moon, Seongman
- Elejalde, Ramiro De
- Perez Gonzalez, Carlos Jose
Period: 01-01-2007 - 31-12-2007
Type of funding: Regional
Funding entity: COMUNIDAD DE MADRID-UC3M
SEJ2007-63098 - Persistencia, asimetrías y riesgo en modelos economicos: una economía de tipo Threshold.
- Gonzalo Muñoz, Jesus
- Olmo Badenas, Jose
- Dolado Lobregad, Juan Jose
- Annisette, Marcia
- Macias Dorissa, Marta Pilar
- Martinez Ibañez, Oscar
- Albarran Perez, Pedro
- Figuerola-ferretti Garrigues, Isabel
- Berenguer Rico, Vanessa
- Stucchi, Rodolfo Mario
- Moon, Seongman
- Pitakaris, Jean Yves
- Gonzalez Farias ., Graciela
- Lee, Tae-hwy
- Jorda, Oscar
- García Peñalosa, Cecilia
- Chen, Xiaohong
- Taamouti, Abderrahim
- Fernandez Blanco, Javier
- Chen, Liang
Period: 01-10-2007 - 31-01-2011
Type of funding: National
Funding entity: MINISTERIO DE EDUCACION Y CIENCIA SEC. DE ESTADO DE UNIVERSIDADES E INVEST.
S2007/HUM-0444 - EXCELECOM-CM: INVESTIGACIÓN ECONÓMICA DE EXCELENCIA EN MADRID: Econometría y economía aplicada
- Delgado Gonzalez, Miguel Angel
- Escribano Saez, Alvaro
- San Juan Mesonada, Carlos
- Velasco Gomez, Carlos
- Alonso Borrego, Cesar
- Gonzalo Muñoz, Jesus
- Cardoso-marta Pinto-machado, Matilde
- Carrasco Perea, Raquel
- Mora Villarrubia, Ricardo
- Albarran Perez, Pedro
- Caceres Delpiano, Julio
- Carro Prieto, Jesus Maria
- Bottino, Eleonora
- Gomes, Joseph Flavian
- Kirkby, Robert Dieter
- Risi, Francesco
Period: 01-01-2008 - 30-06-2012
Type of funding: Regional
Funding entity: Dirección General de Universidades de la Comunidad de Madrid (DGUCM)
ECO2010-19357 - Persistencia y no linealidades en economía : una economía tipo threshold.
- Gonzalo Muñoz, Jesus
- Olmo Badenas, Jose
- Dolado Lobregad, Juan Jose
- Annisette, Marcia
- Macias Dorissa, Marta Pilar
- Martinez Ibañez, Oscar
- Figuerola-ferretti Garrigues, Isabel
- Berenguer Rico, Vanessa
- Moon, Seongman
- Pitakaris, Jean Yves
- Gonzalez Farias ., Graciela
- Lee, Tae-hwy
- Jorda, Oscar
- García Peñalosa, Cecilia
- Chen, Xiaohong
- Taamouti, Abderrahim
- Fernandez Blanco, Javier
- Rinnen ., Fabian
- Chen, Liang
- Muriel Torrero, Nelson Omar
- Corradi, Valentino
- Valdesogo Robles, Alfonso
Period: 01-01-2011 - 30-09-2014
Type of funding: National
Funding entity: MINISTERIO DE CIENCIA E INNOVACION
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
Period: 01-09-2011 - 31-08-2014
Type of funding: National
Funding entity: BANCO DE ESPANA
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
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
Period: 01-07-2015 - 31-03-2020
Type of funding: National
Funding entity: MINISTERIO DE ASUNTOS ECONOMICOS Y TRANSFORMACION DIGITAL
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
This researcher has no patents or software licenses.
Research groups
Researcher profiles
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ORCID
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Scopus Author ID
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