"A Fractional Dickey-Fuller Test for unit roots", (2002)
with J. Dolado and J. Gonzalo. Econometrica 70, 1963-2006.
"Long Memory in Spanish Political Poll Data", (2003)
(with J.J. Dolado and J. Gonzalo). Journal of Applied Econometrics 18, 137-155.
"The persistence of inflation in OECD countries", (2005) with Lola Gadea.
The International Journal of Central Banking, nº 4, 51-104
"Further evidence on the statistical properties of real GNP", (2006).
The Oxford Bulletin of Economics and Statistics 68, 901-920
Click here to download the Working Paper version of this paper (containing further details)
"A New Minimum Distance Estimation of ARFIMA Processes" (2007)
Econometrics Journal, 10, 1, 124-148.
Aggregation is not the solution: the PPP puzzle strikes back, 2009, with L. Gadea.
Journal of Applied Econometrics 24, 875-894.
with J. Dolado and J. Gonzalo.
Studies in Nonlinear Dynamics and Econometrics, Vol. 12: No. 4, Article 1.
An overview of new results on simple Wald Tests for Fractional Roots, This version, December 2007,
with J. Dolado and J. Gonzalo.
Fetschift volume for David F. Hendry, 2008.
Testing for fractional integration versus short memory with trends and structural breaks, This version: April, 2010
The Oxford Bulletin of Economics and Statistics, forthcoming
Ethnicity and Conflict: An empirical Study, June, 2010. With Joan Esteban and Debraj Ray
Revise and resubmit American Economic Review
Aggregate Real Exchange Rate persistence through the lens of sectoral data, December 2010, with L. Gadea
Revise and resubmit Journal of Monetary Economics
Heterogeneous dynamics, aggregation and the persistence of economics shocks, December 2008. REVISED: March, 2010.
Revise and resubmit International Economic Review
Measuring the PPP puzzle with aggregate data in the presence of sectoral heterogeneity
This version: December 2007, with L. Gadea
submitted