David Guerrero
Personal Details
First Name: | David |
Middle Name: | E. |
Last Name: | Guerrero |
Suffix: | |
RePEc Short-ID: | pgu285 |
| |
Affiliation
CUNEF Universidad
Madrid, Spainhttp://www.cunef.edu/
RePEc:edi:cunefes (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- 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, 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.
- 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.
- Rafael Dobado & David Guerrero, 2009. "The Integration of Western Hemisphere Grain Markets in the Eighteenth Century: Early Progress and Decline of Globalization," Working Papers del Instituto Complutense de Estudios Internacionales 0909, Universidad Complutense de Madrid, Instituto Complutense de Estudios Internacionales.
Articles
- 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.
- Gonzalez-Perez, Maria T. & Guerrero, David E., 2013. "Day-of-the-week effect on the VIX. A parsimonious representation," The North American Journal of Economics and Finance, Elsevier, vol. 25(C), pages 243-260.
- 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.
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 & 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, 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.
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:
- 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.
- 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.
Articles
- 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:
- 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.
- 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.
- Peter H. Lindert, 2016. "Purchasing Power Disparity before 1914," NBER Working Papers 22896, National Bureau of Economic Research, Inc.
- Gonzalez-Perez, Maria T. & Guerrero, David E., 2013.
"Day-of-the-week effect on the VIX. A parsimonious representation,"
The North American Journal of Economics and Finance, Elsevier, vol. 25(C), pages 243-260.
Cited by:
- Shawkat Hammoudeh & Michael McAleer, 2012.
"Risk Management and Financial Derivatives: An Overview,"
Working Papers in Economics
12/10, University of Canterbury, Department of Economics and Finance.
- Hammoudeh, Shawkat & McAleer, Michael, 2013. "Risk management and financial derivatives: An overview," The North American Journal of Economics and Finance, Elsevier, vol. 25(C), pages 109-115.
- Michael McAleer & Shawkat Hammoudeh, 2012. "Risk Management and Financial Derivatives:An Overview," KIER Working Papers 816, Kyoto University, Institute of Economic Research.
- Shawkat Hammoudeh & Michael McAleer, 2012. "Risk Management and Financial Derivatives: An Overview," Documentos de Trabajo del ICAE 2012-08, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
- Hammoudeh, S.M. & McAleer, M.J., 2012. "Risk Management and Financial Derivatives: An Overview," Econometric Institute Research Papers EI 2012-14, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Qadan, Mahmoud & Nisani, Doron & Eichel, Ron, 2022. "Irregularities in forward-looking volatility," The Quarterly Review of Economics and Finance, Elsevier, vol. 86(C), pages 489-501.
- Albers, Stefan & Kestner, Lars N., 2024. "The daily rise and fall of the VIX1D: Causes and solutions of its overnight bias," Finance Research Letters, Elsevier, vol. 62(PA).
- Abdelkader Derbali & Slaheddine Hallara, 2016.
"Day-of-the-week effect on the Tunisian stock market return and volatility,"
Cogent Business & Management, Taylor & Francis Journals, vol. 3(1), pages 1147111-114, December.
- Abdelkader Derbali & Slaheddine Hallara, 2016. "Day of the week effect on the Tunisian stock market return and volatility," Post-Print hal-01696003, HAL.
- Beladi, Hamid & Chao, Chi Chur & Hu, May, 2016. "The Christmas effect—Special dividend announcements," International Review of Financial Analysis, Elsevier, vol. 43(C), pages 15-30.
- Gonzalez-Perez, Maria T., 2015. "Model-free volatility indexes in the financial literature: A review," International Review of Economics & Finance, Elsevier, vol. 40(C), pages 141-159.
- Nicu MARCU & Carmen Elena DOBROTA & Raluca ANTONEAC (CALIN), 2017. "An Investigation of the Day-of-the-week Effect in Conditional Variance at the Bucharest Stock Exchange," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 124-134, June.
- Yasmeen Idilbi-Bayaa & Mahmoud Qadan, 2022. "Tell Me Why I Do Not Like Mondays," Mathematics, MDPI, vol. 10(11), pages 1-22, May.
- Shawkat Hammoudeh & Michael McAleer, 2012.
"Risk Management and Financial Derivatives: An Overview,"
Working Papers in Economics
12/10, University of Canterbury, Department of Economics and Finance.
- 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:
- 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.
- 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.
- 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.
- 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.
- 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.
- 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).
- 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 15130, Universidad Javeriana - Bogotá.
- 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.
- 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.
- 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.
- Peter H. Lindert, 2016. "Purchasing Power Disparity before 1914," NBER Working Papers 22896, National Bureau of Economic Research, Inc.
- 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.
- Mikio Ito & Kiyotaka Maeda & Akihiko Noda, 2016. "Market Integration in the Prewar Japanese Rice Markets," Papers 1604.00148, arXiv.org, revised Sep 2017.
- 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.
More information
Research fields, statistics, top rankings, if available.Statistics
Access and download statistics for all items
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 3 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-HIS: Business, Economic and Financial History (2) 2013-08-10 2014-01-17
- NEP-ECM: Econometrics (1) 2011-06-25
- NEP-ETS: Econometric Time Series (1) 2011-06-25
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