Antonio E. Noriega
Personal Details
First Name: | Antonio |
Middle Name: | E. |
Last Name: | Noriega |
Suffix: | |
RePEc Short-ID: | pno110 |
| |
+52 55 52372581 |
Affiliation
(50%) Banco de México
México, Mexicohttp://www.banxico.org.mx/
RePEc:edi:bangvmx (more details at EDIRC)
(50%) Departamento de Economía y Finanzas
Universidad de Guanajuato
Guanajuato, Mexicohttp://economia.ugto.org/
RePEc:edi:eeugtmx (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Noriega Antonio E. & Ramos Francia Manuel & Rodríguez-Pérez Cid Alonso, 2015. "Money Demand Estimations in Mexico and of its Stability 1986-2010, as well as Some Examples of its Uses," Working Papers 2015-13, Banco de México.
- Ramos Francia Manuel & Noriega Antonio E. & Rodríguez-Pérez Cid Alonso, 2015. "The Use of Monetary Aggregates as Indicators of the Future Evolution of Consumer Prices: Monetary Growth and Inflation Target," Working Papers 2015-14, Banco de México.
- Robinson Kruse & Daniel Ventosa-Santaulària & Antonio E. Noriega, 2013.
"Changes in persistence, spurious regressions and the Fisher hypothesis,"
CREATES Research Papers
2013-11, Department of Economics and Business Economics, Aarhus University.
- Kruse Robinson & Ventosa-Santaulària Daniel & Noriega Antonio E., 2017. "Changes in persistence, spurious regressions and the Fisher hypothesis," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 21(3), pages 1-28, June.
- Noriega Antonio E. & Ventosa-Santaulària Daniel, 2011.
"A Simple Test for Spurious Regressions,"
Working Papers
2011-05, Banco de México.
- Antonio E. Noriega & Daniel Ventosa-Santaularia, 2011. "A Simple Test for Spurious Regressions," CREATES Research Papers 2011-15, Department of Economics and Business Economics, Aarhus University.
- Noriega Antonio E. & Rodríguez-Pérez Cid Alonso, 2011. "Stationarity, structural breaks, and economic growth in Mexico: 1895-2008," Working Papers 2011-11, Banco de México.
- Noriega Antonio E. & Ventosa-Santaulària Daniel, 2010. "Spurious Long-Horizon Regression in Econometrics," Working Papers 2010-06, Banco de México.
- Noriega Antonio E. & Ramos Francia Manuel, 2009.
"On the dynamics of inflation persistence around the world,"
Working Papers
2009-02, Banco de México.
- Antonio Noriega & Carlos Capistrán & Manuel Ramos-Francia, 2013. "On the dynamics of inflation persistence around the world," Empirical Economics, Springer, vol. 44(3), pages 1243-1265, June.
- Noriega Antonio E. & Ramos Francia Manuel, 2008. "A Note on the Dynamics of Persistence in US Inflation," Working Papers 2008-12, Banco de México.
- Noriega Antonio E. & Soria Luis M. & Velázquez Ramón, 2008.
"International Evidence on Stochastic and Deterministic Monetary Neutrality,"
Working Papers
2008-04, Banco de México.
- Noriega, Antonio E. & Soria, Luis M. & Velázquez, Ramón, 2008. "International evidence on stochastic and deterministic monetary neutrality," Economic Modelling, Elsevier, vol. 25(6), pages 1261-1275, November.
- Noriega, Antonio E. & Ventosa-Santaulària, Daniel, 2007.
"Spurious Regression and Trending Variables,"
MPRA Paper
58775, University Library of Munich, Germany.
- Antonio E. Noriega & Daniel Ventosa‐Santaulària, 2007. "Spurious Regression and Trending Variables," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 69(3), pages 439-444, June.
- Antonio E. Noriega & Daniel Ventosa-Santaularia, 2006. "Spurious Regression and Trending Variables," Department of Economics and Finance Working Papers EM200701, Universidad de Guanajuato, Department of Economics and Finance, revised Jan 2007.
- Chiquiar Daniel & Noriega Antonio E. & Ramos Francia Manuel, 2007.
"A Time Series Approach to Test a Change in Inflation Persistence: The Mexican Experience,"
Working Papers
2007-01, Banco de México.
- Daniel Chiquiar & Antonio Noriega & Manuel Ramos-Francia, 2010. "A time-series approach to test a change in inflation persistence: the Mexican experience," Applied Economics, Taylor & Francis Journals, vol. 42(24), pages 3067-3075.
- Noriega Antonio E. & Ventosa-Santaulària Daniel, 2006. "Spurious Cointegration: The Engle-Granger Test in the Presence of Structural Breaks," Working Papers 2006-12, Banco de México.
- Antonio E. Noriega & School of Economics, University of Guanajuato & Daniel Ventosa-Santaulà ria & School of Economics, University of Guanajuato, 2006.
"Spurious regression and econometric trends,"
Computing in Economics and Finance 2006
151, Society for Computational Economics.
- Noriega Antonio E. & Ventosa-Santaulària Daniel, 2006. "Spurious Regression and Econometric Trends," Working Papers 2006-05, Banco de México.
- Antonio E. Noriega & Daniel Ventosa-Santaularia, 2005.
"Spurious regression under deterministic and stochastic trends,"
Department of Economics and Finance Working Papers
EM200503, Universidad de Guanajuato, Department of Economics and Finance.
- Noriega, Antonio E. & Ventosa-Santaulària, Daniel, 2005. "Spurious regression under deterministic and stochastic trends," MPRA Paper 58772, University Library of Munich, Germany.
- Antonio Noriega & Matias Fontenla, 2005. "Public Infrastructure and Economic Growth in Mexico," DEGIT Conference Papers c010_058, DEGIT, Dynamics, Economic Growth, and International Trade.
- Daniel Ventosa-Santaularia & Antonio E. Noriega, 2005.
"Spurious regression under broken trend stationarity,"
Computing in Economics and Finance 2005
186, Society for Computational Economics.
- Antonio E. Noriega & Daniel Ventosa‐Santaulària, 2006. "Spurious Regression Under Broken‐Trend Stationarity," Journal of Time Series Analysis, Wiley Blackwell, vol. 27(5), pages 671-684, September.
- Noriega, Antonio E. & Ventosa Santaulària, Daniel, 2005. "Spurious regression under broken trend stationarity," MPRA Paper 58768, University Library of Munich, Germany.
- Antonio E. Noriega & Daniel Ventosa-Santaularia, 2005. "Spurious regression under broken trend stationarity," Department of Economics and Finance Working Papers EM200501, Universidad de Guanajuato, Department of Economics and Finance.
- R. Velazquez & A.E. Noriega & L.M. Soria, 2004.
"International Evidence on Monetary Neutrality Under Broken Trend Stationary Models,"
Econometric Society 2004 Latin American Meetings
57, Econometric Society.
- R. Velazquez & Noriega & A., 2004. "International evidence on monetary neutrality under broken trend stationary models," Computing in Economics and Finance 2004 282, Society for Computational Economics.
- Noriega, A., & L.M. Soria, 2002. "Structural Breaks, Orders of Integration, and the Neutrality Hypothesis: Further Evidence," Computing in Economics and Finance 2002 353, Society for Computational Economics.
- Antonio E. Noriega, 2000. "Unit Roots And Multiple Structural Breaks In Real Ouput: How Long Does An Economy Remain Stationary?," Computing in Economics and Finance 2000 155, Society for Computational Economics.
Articles
- Kruse Robinson & Ventosa-Santaulària Daniel & Noriega Antonio E., 2017.
"Changes in persistence, spurious regressions and the Fisher hypothesis,"
Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 21(3), pages 1-28, June.
- Robinson Kruse & Daniel Ventosa-Santaulària & Antonio E. Noriega, 2013. "Changes in persistence, spurious regressions and the Fisher hypothesis," CREATES Research Papers 2013-11, Department of Economics and Business Economics, Aarhus University.
- Ramos-Francia, Manuel & Noriega, Antonio E. & Rodríguez-Pérez, Cid Alonso, 2017. "Uso de agregados monetarios como indicadores de la evolución futura de los precios al consumidor: crecimiento monetario y meta de inflación," El Trimestre Económico, Fondo de Cultura Económica, vol. 0(333), pages .5-70, enero-mar.
- Daniel Ventosa-Santaulària & Antonio E. Noriega, 2016. "A simple solution for spurious regressions," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 45(19), pages 5561-5583, October.
- Ventosa-Santaulària, Daniel & Noriega, Antonio E., 2015. "Long-run monetary neutrality under stochastic and deterministic trends," Economic Modelling, Elsevier, vol. 47(C), pages 372-382.
- Antonio Noriega & Carlos Capistrán & Manuel Ramos-Francia, 2013.
"On the dynamics of inflation persistence around the world,"
Empirical Economics, Springer, vol. 44(3), pages 1243-1265, June.
- Noriega Antonio E. & Ramos Francia Manuel, 2009. "On the dynamics of inflation persistence around the world," Working Papers 2009-02, Banco de México.
- Antonio E. Noriega & Daniel Ventosa-Santaularia, 2012. "The effect of structural breaks on the Engle-Granger test for cointegration," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, vol. 27(1), pages 99-132.
- Noriega, Antonio E. & Rodríguez, Cid Alonso, 2012. "Estacionariedad, cambios estructurales y crecimiento económico en México (1895-2008)," El Trimestre Económico, Fondo de Cultura Económica, vol. 0(314), pages 333-378, abril-jun.
- Noriega, Antonio E. & Ramos-Francia, Manuel & Rodríguez-Pérez, Cid Alonso, 2011. "Demanda por dinero en México (1986-2010)," El Trimestre Económico, Fondo de Cultura Económica, vol. 78(312), pages 699-749, octubre-d.
- Daniel Chiquiar & Antonio Noriega & Manuel Ramos-Francia, 2010.
"A time-series approach to test a change in inflation persistence: the Mexican experience,"
Applied Economics, Taylor & Francis Journals, vol. 42(24), pages 3067-3075.
- Chiquiar Daniel & Noriega Antonio E. & Ramos Francia Manuel, 2007. "A Time Series Approach to Test a Change in Inflation Persistence: The Mexican Experience," Working Papers 2007-01, Banco de México.
- Noriega, Antonio E. & Ramos-Francia, Manuel, 2009. "The dynamics of persistence in US inflation," Economics Letters, Elsevier, vol. 105(2), pages 168-172, November.
- Noriega, Antonio E. & Soria, Luis M. & Velázquez, Ramón, 2008.
"International evidence on stochastic and deterministic monetary neutrality,"
Economic Modelling, Elsevier, vol. 25(6), pages 1261-1275, November.
- Noriega Antonio E. & Soria Luis M. & Velázquez Ramón, 2008. "International Evidence on Stochastic and Deterministic Monetary Neutrality," Working Papers 2008-04, Banco de México.
- Antonio E. Noriega & Daniel Ventosa‐Santaulària, 2007.
"Spurious Regression and Trending Variables,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 69(3), pages 439-444, June.
- Antonio E. Noriega & Daniel Ventosa-Santaularia, 2006. "Spurious Regression and Trending Variables," Department of Economics and Finance Working Papers EM200701, Universidad de Guanajuato, Department of Economics and Finance, revised Jan 2007.
- Noriega, Antonio E. & Ventosa-Santaulària, Daniel, 2007. "Spurious Regression and Trending Variables," MPRA Paper 58775, University Library of Munich, Germany.
- Noriega, Antonio & Fontenla, Matías, 2007. "La infraestructura y el crecimiento económico en México," El Trimestre Económico, Fondo de Cultura Económica, vol. 0(296), pages 885-900, octubre-d.
- Antonio E. Noriega & Daniel Ventosa‐Santaulària, 2006.
"Spurious Regression Under Broken‐Trend Stationarity,"
Journal of Time Series Analysis, Wiley Blackwell, vol. 27(5), pages 671-684, September.
- Noriega, Antonio E. & Ventosa Santaulària, Daniel, 2005. "Spurious regression under broken trend stationarity," MPRA Paper 58768, University Library of Munich, Germany.
- Antonio E. Noriega & Daniel Ventosa-Santaularia, 2005. "Spurious regression under broken trend stationarity," Department of Economics and Finance Working Papers EM200501, Universidad de Guanajuato, Department of Economics and Finance.
- Daniel Ventosa-Santaularia & Antonio E. Noriega, 2005. "Spurious regression under broken trend stationarity," Computing in Economics and Finance 2005 186, Society for Computational Economics.
- Noriega, Antonio E., 2004. "Long-run monetary neutrality and the unit-root hypothesis: further international evidence," The North American Journal of Economics and Finance, Elsevier, vol. 15(2), pages 179-197, August.
- Antonio E. Noriega, 2004. "Sector-Level Disaggregate Stochastic Trends in Mexico’s Real Output," Economía Mexicana NUEVA ÉPOCA, CIDE, División de Economía, vol. 0(1), pages 29-42, January-J.
- Antonio E. Noriega & Lorena Medina, 2003. "Quasi purchasing power parity: Structural change in the Mexican peso/us dollar real exchange rate," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, vol. 18(2), pages 227-236.
- Noriega, Antonio E. & de Alba, Enrique, 2001. "Stationarity and structural breaks -- evidence from classical and Bayesian approaches," Economic Modelling, Elsevier, vol. 18(4), pages 503-524, December.
- Antonio E. Noriega & Araceli Ramírez-Zamora, 1999. "Unit roots and multiple structural breaks in real output," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, vol. 14(2), pages 163-188.
- Noriega-Muro, Antonio, 1995. "Asymptotic theory of statistics form unit root test regressions when the alternative is a breaking-trend-stationary model," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, vol. 10(1), pages 29-65.
More information
Research fields, statistics, top rankings, if available.Statistics
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Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 16 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-ETS: Econometric Time Series (8) 2005-03-06 2005-11-19 2007-05-26 2007-06-30 2009-03-14 2011-06-25 2011-09-16 2013-04-20. Author is listed
- NEP-CBA: Central Banking (7) 2004-10-30 2007-06-30 2009-03-07 2009-03-14 2009-03-14 2015-10-17 2015-10-17. Author is listed
- NEP-MAC: Macroeconomics (7) 2004-10-30 2007-06-30 2009-03-07 2009-03-14 2009-03-14 2015-10-17 2015-10-17. Author is listed
- NEP-MON: Monetary Economics (7) 2004-10-30 2007-06-30 2009-03-07 2009-03-14 2009-03-14 2015-10-17 2015-10-17. Author is listed
- NEP-ECM: Econometrics (6) 2005-03-06 2005-11-19 2007-05-26 2007-06-30 2011-06-25 2013-04-20. Author is listed
- NEP-CIS: Confederation of Independent States (1) 2011-10-22
- NEP-DEV: Development (1) 2006-12-01
- NEP-EFF: Efficiency and Productivity (1) 2006-12-01
- NEP-FDG: Financial Development and Growth (1) 2011-10-22
- NEP-HIS: Business, Economic and Financial History (1) 2006-12-01
- NEP-PBE: Public Economics (1) 2006-12-01
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