Alfredo Garcia-Hiernaux
Personal Details
First Name: | Alfredo |
Middle Name: | |
Last Name: | Garcia-Hiernaux |
Suffix: | |
RePEc Short-ID: | phi35 |
[This author has chosen not to make the email address public] | |
https://www.ucm.es/fundamentos-analisis-economico2/garcia-hiernaux,-alfredo | |
Terminal Degree: | Facultad de Ciencias Económicas y Empresariales; Universidad Complutense de Madrid (from RePEc Genealogy) |
Affiliation
Instituto Complutense de Analisis Economico (ICAE)
Facultad de Ciencias Económicas y Empresariales
Universidad Complutense de Madrid
Madrid, Spainhttp://www.ucm.es/icae/
RePEc:edi:icucmes (more details at EDIRC)
Research output
Jump to: Working papers Articles Chapters BooksWorking papers
- Alfredo García-Hiernaux & María T. González-Pérez & David E. Guerrero, 2023. "How to measure inFLAtion volatility. A note," Working Papers 2314, Banco de España.
- Conrado Brum Civelli & Alejandro Fried Gindel & Alfredo Garcia-Hiernaux, 2023.
"IFCI-SA. An International Financial Conditions Index for South American Economies,"
Documentos de trabajo
2023006, Banco Central del Uruguay.
- Brum-Civelli, Conrado & Fried-Gindel, Alejandro & Garcia-Hiernaux, Alfredo, 2024. "IFCI-SA: International financial conditions index for South American economies," Research in International Business and Finance, Elsevier, vol. 72(PA).
- Alfredo García-Hiernaux & María T. González-Pérez & David E. Guerrero, 2020.
"Eurozone prices: a tale of convergence and divergence,"
Working Papers
2010, Banco de España.
- Garcia-Hiernaux, Alfredo & Gonzalez-Perez, Maria T. & Guerrero, David E., 2023. "Eurozone prices: A tale of convergence and divergence," Economic Modelling, Elsevier, vol. 126(C).
- Conrado Brum Civelli & Alfredo García-Hiernaux, 2020. "An indicator of monetary bias for emerging and dollarized economies The case of Uruguay," Documentos de trabajo 2020007, Banco Central del Uruguay.
- Bonino-Gayoso, Nicolás & García-Hiernaux, Alfredo, 2019. "TF-MIDAS: a new mixed-frequency model to forecast macroeconomic variables," MPRA Paper 93366, University Library of Munich, Germany.
- Barge-Gil, Andrés & García-Hiernaux, Alfredo, 2019. "Staking plans in sports betting under unknown true probabilities of the event," MPRA Paper 92196, University Library of Munich, Germany.
- García-Hiernaux, A. & Guerrero, D.E. & McAleer, M.J., 2015.
"Market Integration Dynamics and Asymptotic Price Convergence in Distribution,"
Econometric Institute Research Papers
EI2015-30, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- García-Hiernaux, Alfredo & Guerrero, David E. & McAleer, Michael, 2016. "Market integration dynamics and asymptotic price convergence in distribution," Economic Modelling, Elsevier, vol. 52(PB), pages 913-925.
- Alfredo Garcia Hiernaux & David Esteban Guerrero Burbano & Michael McAleer, 2015. "Market Integration Dynamics and Asymptotic Price Convergence in Distribution," Documentos de Trabajo del ICAE 2015-18, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
- Alfredo García Hiernaux & Guerrero David E. & Michael McAleer, 2013. "Market Integration Dynamics and Asymptotic Price Convergence in Distribution," Documentos de Trabajo del ICAE 2013-28, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, revised Aug 2013.
- Alfredo García-Hiernaux & David E. Guerrero & Michael McAleer, 2013. "Market Integration Dynamics and Asymptotic Price Convergence in Distribution," Tinbergen Institute Discussion Papers 13-128/III, Tinbergen Institute.
- Alfredo García Hiernaux & David Esteban Guerrero Burbano, 2015. "Price-Level Convergence in the Eurozone," Documentos de Trabajo del ICAE 2015-05, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
- Marcos Bujosa Brun & Alfredo García Hiernaux, 2013. "Identifymg series with common trends to improve forecats of their aggregate [Identificación de series con tendencias comunes para mejorar las previsiones de agregados]," Documentos de trabajo de la Facultad de Ciencias Económicas y Empresariales 13-02, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales.
- Rafael, Dobado-González & Alfredo, García-Hiernaux & David, Guerrero-Burbano, 2013.
"West versus East: Early Globalization and the Great Divergence,"
MPRA Paper
48773, University Library of Munich, Germany.
- Rafael Dobado González & Alfredo García Hiernaux & David Guerrero Burbano, 2013. "West versus East: Early globalization and thr great divergence [Oeste frente a Este: Globalización temprana y gran divergencia]," Documentos de trabajo de la Facultad de Ciencias Económicas y Empresariales 13-08, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales.
- Alfredo García-Hiernaux & David E. Guerrero, 2011. "Convergence and Cointegration," Documentos de Trabajo del ICAE 2011-22, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
- José Casals Carro & Alfredo García-Hiernaux & Miguel Jerez, 2010.
"From general State-Space to VARMAX models,"
Documentos de Trabajo del ICAE
1002, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
- Casals, J. & García-Hiernaux, A. & Jerez, M., 2012. "From general state-space to VARMAX models," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 82(5), pages 924-936.
- Alfredo García-Hiernaux, 2009. "Diagnostic checking using subspace methods," Documentos de Trabajo del ICAE 2009-03, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
- Alfredo García-Hiernaux, 2009.
"Forecasting linear dynamical systems using subspace methods,"
Documentos de Trabajo del ICAE
2009-02, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
- Alfredo García‐Hiernaux, 2011. "Forecasting linear dynamical systems using subspace methods," Journal of Time Series Analysis, Wiley Blackwell, vol. 32(5), pages 462-468, September.
- García-Hiernaux, Alfredo & Casals, José & Jerez, Miguel, 2007.
"Estimating the system order by subspace methods,"
DES - Working Papers. Statistics and Econometrics. WS
ws070301, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
- Alfredo García-Hiernaux & José Casals & Miguel Jerez, 2012. "Estimating the system order by subspace methods," Computational Statistics, Springer, vol. 27(3), pages 411-425, September.
- Alfredo García Hiernaux & Miguel Jerez & José Casals, 2005. "Deteccióon de Raíces Unitarias y Cointegración mediante Métodos de Subespacios," Documentos de Trabajo del ICAE 0503, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
- Alfredo García Hiernaux & José Casals Carro & Miguel Jerez, 2005. "Fast estimation methods for time series models in state-space form," Documentos de Trabajo del ICAE 0504, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
- Alfredo Garcia Hiernaux & Miguel Jerez & José Casals, 2005. "Unit Roots and Cointegrating Matrix Estimation using Subspace Methods," Documentos de Trabajo del ICAE 0512, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
- Yagüe Gurucharri, Miguel & García-Hiernaux, Alfredo & Jerez, Miguel, 1974. "Rethinking Basel III and beyond: a theory model to understand credit allocation and real state bubbles," MPRA Paper 119559, University Library of Munich, Germany, revised 18 Dec 2023.
Articles
- Brum-Civelli, Conrado & Fried-Gindel, Alejandro & Garcia-Hiernaux, Alfredo, 2024.
"IFCI-SA: International financial conditions index for South American economies,"
Research in International Business and Finance, Elsevier, vol. 72(PA).
- Conrado Brum Civelli & Alejandro Fried Gindel & Alfredo Garcia-Hiernaux, 2023. "IFCI-SA. An International Financial Conditions Index for South American Economies," Documentos de trabajo 2023006, Banco Central del Uruguay.
- Alfredo Garcia-Hiernaux & Jose Casals & Miguel Jerez, 2024. "Identification of canonical models for vectors of time series: a subspace approach," Statistical Papers, Springer, vol. 65(3), pages 1493-1530, May.
- Garcia-Hiernaux, Alfredo & Gonzalez-Perez, Maria T. & Guerrero, David E., 2023.
"Eurozone prices: A tale of convergence and divergence,"
Economic Modelling, Elsevier, vol. 126(C).
- Alfredo García-Hiernaux & María T. González-Pérez & David E. Guerrero, 2020. "Eurozone prices: a tale of convergence and divergence," Working Papers 2010, Banco de España.
- Rodrigo Mulero & Alfredo Garcia-Hiernaux, 2023. "Forecasting unemployment with Google Trends: age, gender and digital divide," Empirical Economics, Springer, vol. 65(2), pages 587-605, August.
- Brum-Civelli, Conrado & Garcia-Hiernaux, Alfredo, 2023. "An indicator of monetary bias for emerging and partially dollarized economies: The case of Uruguay," International Review of Economics & Finance, Elsevier, vol. 85(C), pages 206-219.
- Miguel Jerez & Alejandra Montealegre-Luna & Alfredo Garcia-Hiernaux, 2023. "A counterfactual analysis of the impact of the 2008 and 2020 crises on Spanish employment," Applied Economic Analysis, Emerald Group Publishing Limited, vol. 31(92), pages 109-125, April.
- Garcia-Hiernaux, Alfredo & Guerrero, David E., 2021. "Price convergence: Representation and testing," Economic Modelling, Elsevier, vol. 104(C).
- Rodrigo Mulero & Alfredo García-Hiernaux, 2021. "Forecasting Spanish unemployment with Google Trends and dimension reduction techniques," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 12(3), pages 329-349, September.
- Andrés Barge-Gil & Alfredo Garcia-Hiernaux, 2020. "Staking in Sports Betting Under Unknown Probabilities: Practical Guide for Profitable Bettors," Journal of Sports Economics, , vol. 21(6), pages 593-609, August.
- Calderón-Fernández, Andrés & Dobado-González, Rafael & García-Hiernaux, Alfredo, 2020. "Numeracy In Central New Spain During The Enlightenment," Revista de Historia Económica / Journal of Iberian and Latin American Economic History, Cambridge University Press, vol. 38(2), pages 369-403, September.
- Dobado-González, Rafael & Garcia-Hiernaux, Alfredo, 2017. "Two worlds apart: Determinants of height in late 18th century central Mexico," Economics & Human Biology, Elsevier, vol. 24(C), pages 153-163.
- García-Hiernaux, Alfredo & Guerrero, David E. & McAleer, Michael, 2016.
"Market integration dynamics and asymptotic price convergence in distribution,"
Economic Modelling, Elsevier, vol. 52(PB), pages 913-925.
- García-Hiernaux, A. & Guerrero, D.E. & McAleer, M.J., 2015. "Market Integration Dynamics and Asymptotic Price Convergence in Distribution," Econometric Institute Research Papers EI2015-30, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Alfredo Garcia Hiernaux & David Esteban Guerrero Burbano & Michael McAleer, 2015. "Market Integration Dynamics and Asymptotic Price Convergence in Distribution," Documentos de Trabajo del ICAE 2015-18, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
- Alfredo García Hiernaux & Guerrero David E. & Michael McAleer, 2013. "Market Integration Dynamics and Asymptotic Price Convergence in Distribution," Documentos de Trabajo del ICAE 2013-28, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, revised Aug 2013.
- Alfredo García-Hiernaux & David E. Guerrero & Michael McAleer, 2013. "Market Integration Dynamics and Asymptotic Price Convergence in Distribution," Tinbergen Institute Discussion Papers 13-128/III, Tinbergen Institute.
- Rafael Dobado-González & Alfredo García-Hiernaux & David E. Guerrero, 2015. "West versus Far East: early globalization and the great divergence," Cliometrica, Journal of Historical Economics and Econometric History, Association Française de Cliométrie (AFC), vol. 9(2), pages 235-264, May.
- Bujosa, Marcos & García-Hiernaux, Alfredo, 2013. "Some considerations about “Forecasting aggregates and disaggregates with common features”," International Journal of Forecasting, Elsevier, vol. 29(4), pages 733-735.
- Alfredo García-Hiernaux & José Casals & Miguel Jerez, 2012.
"Estimating the system order by subspace methods,"
Computational Statistics, Springer, vol. 27(3), pages 411-425, September.
- García-Hiernaux, Alfredo & Casals, José & Jerez, Miguel, 2007. "Estimating the system order by subspace methods," DES - Working Papers. Statistics and Econometrics. WS ws070301, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
- Casals, J. & García-Hiernaux, A. & Jerez, M., 2012.
"From general state-space to VARMAX models,"
Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 82(5), pages 924-936.
- José Casals Carro & Alfredo García-Hiernaux & Miguel Jerez, 2010. "From general State-Space to VARMAX models," Documentos de Trabajo del ICAE 1002, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
- Dobado-González, Rafael & García-Hiernaux, Alfredo & Guerrero, David E., 2012. "The Integration of Grain Markets in the Eighteenth Century: Early Rise of Globalization in the West," The Journal of Economic History, Cambridge University Press, vol. 72(3), pages 671-707, August.
- Alfredo García‐Hiernaux, 2011.
"Forecasting linear dynamical systems using subspace methods,"
Journal of Time Series Analysis, Wiley Blackwell, vol. 32(5), pages 462-468, September.
- Alfredo García-Hiernaux, 2009. "Forecasting linear dynamical systems using subspace methods," Documentos de Trabajo del ICAE 2009-02, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
- GARCIA-HIERNAUX, Alfredo & CERNO, Leonel, 2006. "Empirical Evidence For A Money Demand Function: A Panel Data Analysis Of 27 Countries In 1988-98," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 6(1).
- Garcia Hiernaux, Alfredo, 2002. "Analisis Cualitativo del salario por hora en España," Regional and Sectoral Economic Studies, Euro-American Association of Economic Development, vol. 2(2).
Chapters
- Andrés Calderón Fernández & Rafael Dobado González & Alfredo Garcia-Hiernaux, 2019. "Interest Rates and Silver Production: Credit in Mexico City Between Market and Spirituality (1770–1779 and 1819–1828)," Palgrave Studies in Economic History, in: Renate Pieper & Claudia de Lozanne Jefferies & Markus Denzel (ed.), Mining, Money and Markets in the Early Modern Atlantic, chapter 0, pages 313-347, Palgrave Macmillan.
Books
- Andrés Calderón Fernández & Rafael Dobado González & Alfredo García-Hiernaux, 2019. "Del "Real de a ocho" a los muchos pesos: plata, precios y tipos de interés en Hispanoamérica y el resto del mundo, 1750-1850," Estudios de Historia Económica, Banco de España, number 75, November.
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Blog mentions
As found by EconAcademics.org, the blog aggregator for Economics research:- Rafael, Dobado-González & Alfredo, García-Hiernaux & David, Guerrero-Burbano, 2013.
"West versus East: Early Globalization and the Great Divergence,"
MPRA Paper
48773, University Library of Munich, Germany.
- Rafael Dobado González & Alfredo García Hiernaux & David Guerrero Burbano, 2013. "West versus East: Early globalization and thr great divergence [Oeste frente a Este: Globalización temprana y gran divergencia]," Documentos de trabajo de la Facultad de Ciencias Económicas y Empresariales 13-08, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales.
Mentioned in:
- When did Globalization Actually Start?
by bbatiz in NEP-HIS blog on 2014-04-21 23:13:04
Working papers
- Alfredo García-Hiernaux & María T. González-Pérez & David E. Guerrero, 2020.
"Eurozone prices: a tale of convergence and divergence,"
Working Papers
2010, Banco de España.
- Garcia-Hiernaux, Alfredo & Gonzalez-Perez, Maria T. & Guerrero, David E., 2023. "Eurozone prices: A tale of convergence and divergence," Economic Modelling, Elsevier, vol. 126(C).
Cited by:
- Moritz Pfeifer & Gunther Schnabl, 2024. "Monetary Policy, Divergence, and the Euro," CESifo Working Paper Series 11442, CESifo.
- García-Hiernaux, A. & Guerrero, D.E. & McAleer, M.J., 2015.
"Market Integration Dynamics and Asymptotic Price Convergence in Distribution,"
Econometric Institute Research Papers
EI2015-30, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- García-Hiernaux, Alfredo & Guerrero, David E. & McAleer, Michael, 2016. "Market integration dynamics and asymptotic price convergence in distribution," Economic Modelling, Elsevier, vol. 52(PB), pages 913-925.
- Alfredo Garcia Hiernaux & David Esteban Guerrero Burbano & Michael McAleer, 2015. "Market Integration Dynamics and Asymptotic Price Convergence in Distribution," Documentos de Trabajo del ICAE 2015-18, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
- Alfredo García Hiernaux & Guerrero David E. & Michael McAleer, 2013. "Market Integration Dynamics and Asymptotic Price Convergence in Distribution," Documentos de Trabajo del ICAE 2013-28, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, revised Aug 2013.
- Alfredo García-Hiernaux & David E. Guerrero & Michael McAleer, 2013. "Market Integration Dynamics and Asymptotic Price Convergence in Distribution," Tinbergen Institute Discussion Papers 13-128/III, Tinbergen Institute.
Cited by:
- Garcia-Hiernaux, Alfredo & Gonzalez-Perez, Maria T. & Guerrero, David E., 2023.
"Eurozone prices: A tale of convergence and divergence,"
Economic Modelling, Elsevier, vol. 126(C).
- Alfredo García-Hiernaux & María T. González-Pérez & David E. Guerrero, 2020. "Eurozone prices: a tale of convergence and divergence," Working Papers 2010, Banco de España.
- Zhao, Xin & Calvin, Katherine V. & Wise, Marshall A. & Iyer, Gokul, 2021. "The role of global agricultural market integration in multiregional economic modeling: Using hindcast experiments to validate an Armington model," Economic Analysis and Policy, Elsevier, vol. 72(C), pages 1-17.
- David Gray, 2021. "A simple measure of beta-convergence revisited," Urban Studies, Urban Studies Journal Limited, vol. 58(12), pages 2569-2583, September.
- Rafael, Dobado-González & Alfredo, García-Hiernaux & David, Guerrero-Burbano, 2013.
"West versus East: Early Globalization and the Great Divergence,"
MPRA Paper
48773, University Library of Munich, Germany.
- Rafael Dobado González & Alfredo García Hiernaux & David Guerrero Burbano, 2013. "West versus East: Early globalization and thr great divergence [Oeste frente a Este: Globalización temprana y gran divergencia]," Documentos de trabajo de la Facultad de Ciencias Económicas y Empresariales 13-08, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales.
Cited by:
- Alfredo García-Hiernaux & David E. Guerrero & Michael McAleer, 2013.
"Market Integration Dynamics and Asymptotic Price Convergence in Distribution,"
Tinbergen Institute Discussion Papers
13-128/III, Tinbergen Institute.
- García-Hiernaux, A. & Guerrero, D.E. & McAleer, M.J., 2015. "Market Integration Dynamics and Asymptotic Price Convergence in Distribution," Econometric Institute Research Papers EI2015-30, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Alfredo Garcia Hiernaux & David Esteban Guerrero Burbano & Michael McAleer, 2015. "Market Integration Dynamics and Asymptotic Price Convergence in Distribution," Documentos de Trabajo del ICAE 2015-18, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
- Alfredo García Hiernaux & Guerrero David E. & Michael McAleer, 2013. "Market Integration Dynamics and Asymptotic Price Convergence in Distribution," Documentos de Trabajo del ICAE 2013-28, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, revised Aug 2013.
- García-Hiernaux, Alfredo & Guerrero, David E. & McAleer, Michael, 2016. "Market integration dynamics and asymptotic price convergence in distribution," Economic Modelling, Elsevier, vol. 52(PB), pages 913-925.
- Dobado-González, Rafael, 2013. "La globalización hispana del comercio y el arte en la Edad Moderna [The hispanic globalization of commerce and art in the early modern era]," MPRA Paper 51112, University Library of Munich, Germany.
- José Casals Carro & Alfredo García-Hiernaux & Miguel Jerez, 2010.
"From general State-Space to VARMAX models,"
Documentos de Trabajo del ICAE
1002, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
- Casals, J. & García-Hiernaux, A. & Jerez, M., 2012. "From general state-space to VARMAX models," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 82(5), pages 924-936.
Cited by:
- Eidenberger, Judith & Neudorfer, Benjamin & Sigmund, Michael & Stein, Ingrid, 2014. "What predicts financial (in)stability? A Bayesian approach," Discussion Papers 36/2014, Deutsche Bundesbank.
- García-Hiernaux, Alfredo & Casals, José & Jerez, Miguel, 2007.
"Estimating the system order by subspace methods,"
DES - Working Papers. Statistics and Econometrics. WS
ws070301, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
- Alfredo García-Hiernaux & José Casals & Miguel Jerez, 2012. "Estimating the system order by subspace methods," Computational Statistics, Springer, vol. 27(3), pages 411-425, September.
Cited by:
- Brum-Civelli, Conrado & Garcia-Hiernaux, Alfredo, 2023. "An indicator of monetary bias for emerging and partially dollarized economies: The case of Uruguay," International Review of Economics & Finance, Elsevier, vol. 85(C), pages 206-219.
- Rodrigo Mulero & Alfredo Garcia-Hiernaux, 2023. "Forecasting unemployment with Google Trends: age, gender and digital divide," Empirical Economics, Springer, vol. 65(2), pages 587-605, August.
- Alfredo García Hiernaux & José Casals Carro & Miguel Jerez, 2005.
"Fast estimation methods for time series models in state-space form,"
Documentos de Trabajo del ICAE
0504, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
Cited by:
- Rodrigo Mulero & Alfredo García-Hiernaux, 2021. "Forecasting Spanish unemployment with Google Trends and dimension reduction techniques," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 12(3), pages 329-349, September.
Articles
- Garcia-Hiernaux, Alfredo & Gonzalez-Perez, Maria T. & Guerrero, David E., 2023.
"Eurozone prices: A tale of convergence and divergence,"
Economic Modelling, Elsevier, vol. 126(C).
See citations under working paper version above.
- Alfredo García-Hiernaux & María T. González-Pérez & David E. Guerrero, 2020. "Eurozone prices: a tale of convergence and divergence," Working Papers 2010, Banco de España.
- Garcia-Hiernaux, Alfredo & Guerrero, David E., 2021.
"Price convergence: Representation and testing,"
Economic Modelling, Elsevier, vol. 104(C).
Cited by:
- Garcia-Hiernaux, Alfredo & Gonzalez-Perez, Maria T. & Guerrero, David E., 2023.
"Eurozone prices: A tale of convergence and divergence,"
Economic Modelling, Elsevier, vol. 126(C).
- Alfredo García-Hiernaux & María T. González-Pérez & David E. Guerrero, 2020. "Eurozone prices: a tale of convergence and divergence," Working Papers 2010, Banco de España.
- Vicente German‐Soto & Konstantin Gluschenko, 2023. "Long‐term regional convergence in Mexico: A new look," Review of Development Economics, Wiley Blackwell, vol. 27(2), pages 963-991, May.
- Garcia-Hiernaux, Alfredo & Gonzalez-Perez, Maria T. & Guerrero, David E., 2023.
"Eurozone prices: A tale of convergence and divergence,"
Economic Modelling, Elsevier, vol. 126(C).
- Rodrigo Mulero & Alfredo García-Hiernaux, 2021.
"Forecasting Spanish unemployment with Google Trends and dimension reduction techniques,"
SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 12(3), pages 329-349, September.
Cited by:
- Mihaela Simionescu & Javier Cifuentes-Faura, 2022. "Forecasting National and Regional Youth Unemployment in Spain Using Google Trends," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 164(3), pages 1187-1216, December.
- Simionescu, Mihaela & Cifuentes-Faura, Javier, 2022. "Can unemployment forecasts based on Google Trends help government design better policies? An investigation based on Spain and Portugal," Journal of Policy Modeling, Elsevier, vol. 44(1), pages 1-21.
- Rodrigo Mulero & Alfredo Garcia-Hiernaux, 2023. "Forecasting unemployment with Google Trends: age, gender and digital divide," Empirical Economics, Springer, vol. 65(2), pages 587-605, August.
- Nakamura, Nobuyuki & Suzuki, Aya, 2021. "COVID-19 and the intentions to migrate from developing countries: Evidence from online search activities in Southeast Asia," Journal of Asian Economics, Elsevier, vol. 76(C).
- Nirmalya Thakur & Shuqi Cui & Kesha A. Patel & Isabella Hall & Yuvraj Nihal Duggal, 2023. "A Large-Scale Dataset of Search Interests Related to Disease X Originating from Different Geographic Regions," Data, MDPI, vol. 8(11), pages 1-24, October.
- Calderón-Fernández, Andrés & Dobado-González, Rafael & García-Hiernaux, Alfredo, 2020.
"Numeracy In Central New Spain During The Enlightenment,"
Revista de Historia Económica / Journal of Iberian and Latin American Economic History, Cambridge University Press, vol. 38(2), pages 369-403, September.
Cited by:
- Èric Gómez-i-Aznar, 2020. "Ad maiorem Dei gloriam. Numeracy levels in the Guarani Jesuit missions," Working Papers 0181, European Historical Economics Society (EHES).
- Dobado-González, Rafael & Garcia-Hiernaux, Alfredo, 2017.
"Two worlds apart: Determinants of height in late 18th century central Mexico,"
Economics & Human Biology, Elsevier, vol. 24(C), pages 153-163.
Cited by:
- Llorca-Jaña, Manuel & Navarrete-Montalvo, Juan & Droller, Federico & Araya-Valenzuela, Roberto, 2018. "Height in eighteenth-century Chilean men: Evidence from military records, 1730–1800s," Economics & Human Biology, Elsevier, vol. 29(C), pages 168-178.
- García-Hiernaux, Alfredo & Guerrero, David E. & McAleer, Michael, 2016.
"Market integration dynamics and asymptotic price convergence in distribution,"
Economic Modelling, Elsevier, vol. 52(PB), pages 913-925.
See citations under working paper version above.
- García-Hiernaux, A. & Guerrero, D.E. & McAleer, M.J., 2015. "Market Integration Dynamics and Asymptotic Price Convergence in Distribution," Econometric Institute Research Papers EI2015-30, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Alfredo Garcia Hiernaux & David Esteban Guerrero Burbano & Michael McAleer, 2015. "Market Integration Dynamics and Asymptotic Price Convergence in Distribution," Documentos de Trabajo del ICAE 2015-18, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
- Alfredo García Hiernaux & Guerrero David E. & Michael McAleer, 2013. "Market Integration Dynamics and Asymptotic Price Convergence in Distribution," Documentos de Trabajo del ICAE 2013-28, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, revised Aug 2013.
- Alfredo García-Hiernaux & David E. Guerrero & Michael McAleer, 2013. "Market Integration Dynamics and Asymptotic Price Convergence in Distribution," Tinbergen Institute Discussion Papers 13-128/III, Tinbergen Institute.
- Rafael Dobado-González & Alfredo García-Hiernaux & David E. Guerrero, 2015.
"West versus Far East: early globalization and the great divergence,"
Cliometrica, Journal of Historical Economics and Econometric History, Association Française de Cliométrie (AFC), vol. 9(2), pages 235-264, May.
Cited by:
- Garcia-Hiernaux, Alfredo & Guerrero, David E., 2021. "Price convergence: Representation and testing," Economic Modelling, Elsevier, vol. 104(C).
- Alfredo García-Hiernaux & David E. Guerrero & Michael McAleer, 2013.
"Market Integration Dynamics and Asymptotic Price Convergence in Distribution,"
Tinbergen Institute Discussion Papers
13-128/III, Tinbergen Institute.
- García-Hiernaux, A. & Guerrero, D.E. & McAleer, M.J., 2015. "Market Integration Dynamics and Asymptotic Price Convergence in Distribution," Econometric Institute Research Papers EI2015-30, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Alfredo Garcia Hiernaux & David Esteban Guerrero Burbano & Michael McAleer, 2015. "Market Integration Dynamics and Asymptotic Price Convergence in Distribution," Documentos de Trabajo del ICAE 2015-18, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
- Alfredo García Hiernaux & Guerrero David E. & Michael McAleer, 2013. "Market Integration Dynamics and Asymptotic Price Convergence in Distribution," Documentos de Trabajo del ICAE 2013-28, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, revised Aug 2013.
- García-Hiernaux, Alfredo & Guerrero, David E. & McAleer, Michael, 2016. "Market integration dynamics and asymptotic price convergence in distribution," Economic Modelling, Elsevier, vol. 52(PB), pages 913-925.
- Yuzuru Kumon, 2020. "The Labor Intensive Path: Wages, Incomes and the Work Year in Japan, 1610-1932," CIRJE F-Series CIRJE-F-1154, CIRJE, Faculty of Economics, University of Tokyo.
- John E. Murray & Javier Silvestre, 2020. "Integration in European coal markets, 1833–1913," Economic History Review, Economic History Society, vol. 73(3), pages 668-702, August.
- Peter H. Lindert, 2016. "Purchasing Power Disparity before 1914," NBER Working Papers 22896, National Bureau of Economic Research, Inc.
- Alfredo García-Hiernaux & José Casals & Miguel Jerez, 2012.
"Estimating the system order by subspace methods,"
Computational Statistics, Springer, vol. 27(3), pages 411-425, September.
See citations under working paper version above.
- García-Hiernaux, Alfredo & Casals, José & Jerez, Miguel, 2007. "Estimating the system order by subspace methods," DES - Working Papers. Statistics and Econometrics. WS ws070301, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
- Casals, J. & García-Hiernaux, A. & Jerez, M., 2012.
"From general state-space to VARMAX models,"
Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 82(5), pages 924-936.
See citations under working paper version above.
- José Casals Carro & Alfredo García-Hiernaux & Miguel Jerez, 2010. "From general State-Space to VARMAX models," Documentos de Trabajo del ICAE 1002, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
- Dobado-González, Rafael & García-Hiernaux, Alfredo & Guerrero, David E., 2012.
"The Integration of Grain Markets in the Eighteenth Century: Early Rise of Globalization in the West,"
The Journal of Economic History, Cambridge University Press, vol. 72(3), pages 671-707, August.
Cited by:
- Alexander Pütz & Pierre L. Siklos & Christoph Sulewski, 2019. "“Who pays the piper calls the tune” – Networks and transaction costs in commodity markets," CQE Working Papers 8819, Center for Quantitative Economics (CQE), University of Muenster.
- Garcia-Hiernaux, Alfredo & Guerrero, David E., 2021. "Price convergence: Representation and testing," Economic Modelling, Elsevier, vol. 104(C).
- Brunt, Liam & Cannon, Edmund, 2013.
"Integration in the English wheat market 1770-1820,"
Discussion Paper Series in Economics
12/2013, Norwegian School of Economics, Department of Economics.
- Cannon, Edmund & Brunt, Liam, 2013. "Integration in the English wheat market 1770-1820," CEPR Discussion Papers 9504, C.E.P.R. Discussion Papers.
- Mario J. Crucini & Gregor W. Smith, 2016.
"Distance and Time Effects in Swedish Commodity Prices, 1732–1914,"
NBER Working Papers
22175, National Bureau of Economic Research, Inc.
- Mario J. Crucini & Gregor W. Smith, 2016. "Distance And Time Effects In Swedish Commodity Prices, 1732-1914," Working Paper 1357, Economics Department, Queen's University.
- Alfredo García-Hiernaux & David E. Guerrero & Michael McAleer, 2013.
"Market Integration Dynamics and Asymptotic Price Convergence in Distribution,"
Tinbergen Institute Discussion Papers
13-128/III, Tinbergen Institute.
- García-Hiernaux, A. & Guerrero, D.E. & McAleer, M.J., 2015. "Market Integration Dynamics and Asymptotic Price Convergence in Distribution," Econometric Institute Research Papers EI2015-30, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Alfredo Garcia Hiernaux & David Esteban Guerrero Burbano & Michael McAleer, 2015. "Market Integration Dynamics and Asymptotic Price Convergence in Distribution," Documentos de Trabajo del ICAE 2015-18, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
- Alfredo García Hiernaux & Guerrero David E. & Michael McAleer, 2013. "Market Integration Dynamics and Asymptotic Price Convergence in Distribution," Documentos de Trabajo del ICAE 2013-28, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, revised Aug 2013.
- García-Hiernaux, Alfredo & Guerrero, David E. & McAleer, Michael, 2016. "Market integration dynamics and asymptotic price convergence in distribution," Economic Modelling, Elsevier, vol. 52(PB), pages 913-925.
- Rafael, Dobado-González & Alfredo, García-Hiernaux & David, Guerrero-Burbano, 2013.
"West versus East: Early Globalization and the Great Divergence,"
MPRA Paper
48773, University Library of Munich, Germany.
- Rafael Dobado González & Alfredo García Hiernaux & David Guerrero Burbano, 2013. "West versus East: Early globalization and thr great divergence [Oeste frente a Este: Globalización temprana y gran divergencia]," Documentos de trabajo de la Facultad de Ciencias Económicas y Empresariales 13-08, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales.
- Mikio Ito & Kiyotaka Maeda & Akihiko Noda, 2016. "Market Integration in the Prewar Japanese Rice Markets," Papers 1604.00148, arXiv.org, revised Sep 2017.
- Cassidy, Daniel & Hanley, Nick, 2020.
"Regional market integration and the emergence of a Scottish national grain market,"
eabh Papers
20-05, The European Association for Banking and Financial History (EABH).
- Daniel Cassidy & Nick Hanley, 2020. "Regional market integration and the emergence of a Scottish national grain market," Working Papers 0200, European Historical Economics Society (EHES).
- CERMEÑO, Alexandra L. & SANTIAGO-Caballero, Carlos, 2023. "Closing the price gap - Von Thünen applied to wheat markets in 18th century Spain," CEI Working Paper Series 2023-01, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University.
- Michel Fouquin & Jules Hugot, 2016.
"Back to the Future: International Trade Costs and the Two Globalizations,"
Working Papers
2016-13, CEPII research center.
- Michel Fouquin & Jules Hugot, 2016. "Back to the Future: International Trade Costs and the Two Globalizations," Vniversitas Económica, Universidad Javeriana - Bogotá, vol. 0(0), pages 1-35, August.
- Laura Maravall, 2020. "Factor endowments on the ‘frontier’: Algerian settler agriculture at the beginning of the 1900s," Economic History Review, Economic History Society, vol. 73(3), pages 758-784, August.
- Dobado-González, Rafael, 2013. "La globalización hispana del comercio y el arte en la Edad Moderna [The hispanic globalization of commerce and art in the early modern era]," MPRA Paper 51112, University Library of Munich, Germany.
- Peter H. Lindert, 2016. "Purchasing Power Disparity before 1914," NBER Working Papers 22896, National Bureau of Economic Research, Inc.
- GARCIA-HIERNAUX, Alfredo & CERNO, Leonel, 2006.
"Empirical Evidence For A Money Demand Function: A Panel Data Analysis Of 27 Countries In 1988-98,"
Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 6(1).
Cited by:
- BENDOB, Ali & SI MOHEMMED, Kamel, 2014. "La relation entre le taux de change parallèle et la demande de la monnaie Cas de l’Algérie durant 1980-2010: Une approche économétrique [The relationship between the parallel exchange rate and dema," MPRA Paper 76085, University Library of Munich, Germany, revised 2014.
- Muhammad Ahad, 2017.
"Financial Development and Money Demand Function: Cointegration, Causality and Variance Decomposition Analysis for Pakistan,"
Global Business Review, International Management Institute, vol. 18(4), pages 811-824, August.
- Ahad, Muhammad, 2015. "Financial Development and Money Demand Function: Cointegration, Causality and Variance Decomposition Analysis for Pakistan," MPRA Paper 70033, University Library of Munich, Germany.
- Dobnik, Frauke, 2011. "Long-run Money Demand in OECD Countries – Cross-Member Cointegration," Ruhr Economic Papers 237, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- Frauke Dobnik, 2013. "Long-run money demand in OECD countries: what role do common factors play?," Empirical Economics, Springer, vol. 45(1), pages 89-113, August.
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NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 14 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-ECM: Econometrics (7) 2006-09-16 2009-03-22 2010-12-23 2011-06-25 2014-01-17 2019-04-29 2023-09-04. Author is listed
- NEP-ETS: Econometric Time Series (4) 2006-09-16 2010-12-23 2011-06-25 2019-04-29
- NEP-MON: Monetary Economics (4) 2015-05-16 2020-05-25 2021-03-01 2023-09-04
- NEP-EEC: European Economics (3) 2015-05-16 2020-05-25 2023-09-04
- NEP-MAC: Macroeconomics (3) 2015-05-16 2020-05-25 2021-03-01
- NEP-CBA: Central Banking (2) 2006-09-16 2021-03-01
- NEP-FOR: Forecasting (2) 2009-03-22 2019-04-29
- NEP-HIS: Business, Economic and Financial History (2) 2013-08-10 2014-01-17
- NEP-ORE: Operations Research (2) 2010-12-23 2019-04-29
- NEP-CIS: Confederation of Independent States (1) 2024-05-20
- NEP-FDG: Financial Development and Growth (1) 2024-05-20
- NEP-IFN: International Finance (1) 2024-05-20
- NEP-INV: Investment (1) 2023-09-04
- NEP-KNM: Knowledge Management and Knowledge Economy (1) 2006-09-16
- NEP-OPM: Open Economy Macroeconomics (1) 2015-05-16
- NEP-RMG: Risk Management (1) 2023-09-04
- NEP-SPO: Sports and Economics (1) 2019-02-25
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