Vanessa Berenguer-Rico
Personal Details
First Name: | Vanessa |
Middle Name: | |
Last Name: | Berenguer-Rico |
Suffix: | |
RePEc Short-ID: | pbe663 |
Affiliation
(50%) Department of Economics
Oxford University
Oxford, United Kingdomhttp://www.economics.ox.ac.uk/
Manor Rd. Building, Oxford, OX1 3UQ
RePEc:edi:sfeixuk (more details at EDIRC)
(50%) Economics Group, Nuffield College
Department of Economics
Oxford University
Oxford, United Kingdomhttp://www.nuffield.ox.ac.uk/Research/Economics-Group/Pages/Economics.aspx
RePEc:edi:egpoxuk (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Vanessa Berenguer-Rico & Søren Johansen & Bent Nielsen, 2019.
"The analysis of marked and weighted empirical processes of estimated residuals,"
CREATES Research Papers
2019-06, Department of Economics and Business Economics, Aarhus University.
- Vanessa Berenguer-Rico & Soeren Johansen & Bent Nielsen, 2019. "The analysis of marked and weighted empirical processes of estimated residuals," Discussion Papers 19-05, University of Copenhagen. Department of Economics.
- Vanessa Berenguer Rico & Bent Nielsen & Søren Johansen, 2019. "The analysis of marked and weighted empirical processes of estimated residuals," Economics Series Working Papers 870, University of Oxford, Department of Economics.
- Vanessa Berenguer-Rico & Søren Johansen & Bent Nielsen, 2019. "The analysis of marked and weighted empirical processes of estimated residuals," Economics Papers 2019-W03, Economics Group, Nuffield College, University of Oxford.
- Vanessa Berenguer-Rico & Søren Johansen & Bent Nielsen, 2019.
"Models where the Least Trimmed Squares and Least Median of Squares estimators are maximum likelihood,"
CREATES Research Papers
2019-15, Department of Economics and Business Economics, Aarhus University.
- Vanessa Berenguer-Rico & Søren Johansen & Bent Nielsen, 2019. "Models where the Least Trimmed Squares and Least Median of Squares estimators are maximum likelihood," Economics Papers 2019-W05, Economics Group, Nuffield College, University of Oxford.
- Vanessa Berenguer-Rico & Søren Johansen & Bent Nielsen, 2019. "Models where the Least Trimmed Squares and Least Median of Squares estimators are maximum likelihood," Discussion Papers 19-11, University of Copenhagen. Department of Economics.
- Vanessa Berenguer Rico & Bent Nielsen & Søren Johansen, 2019. "Models where the Least Trimmed Squares and Least Median of Squares estimators are maximum likelihood," Economics Series Working Papers 879, University of Oxford, Department of Economics.
- Vanessa Berenguer-Rico & Soeren Johansen & Bent Nielsen, 2019.
"Uniform Consistency of Marked and Weighted Empirical Distributions of Residuals,"
Discussion Papers
19-09, University of Copenhagen. Department of Economics.
- Vanessa Berenguer-Rico & Søren Johansen & Bent Nielsen, 2019. "Uniform Consistency of Marked and Weighted Empirical Distributions of Residuals," Economics Papers 2019-W04, Economics Group, Nuffield College, University of Oxford.
- Vanessa Berenguer-Rico & Søren Johansen & Bent Nielsen, 2019. "Uniform Consistency of Marked and Weighted Empirical Distributions of Residuals," CREATES Research Papers 2019-12, Department of Economics and Business Economics, Aarhus University.
- Vanessa Berenguer Rico & Bent Nielsen & Søren Johansen, 2019. "Uniform Consistency of Marked and Weighted Empirical Distributions of Residuals," Economics Series Working Papers 871, University of Oxford, Department of Economics.
- Vanessa Berenguer Rico & Ines Wilms, 2018. "White heteroscedasticty testing after outlier removal," Economics Series Working Papers 853, University of Oxford, Department of Economics.
- Vanessa Berenguer Rico & Bent Nielsen, 2017. "Marked and Weighted Empirical Processes of Residuals with Applications to Robust Regressions," Economics Series Working Papers 841, University of Oxford, Department of Economics.
- Vanessa Berenguer-Rico & Bent Nielsen, 2015.
"Cumulated sum of squares statistics for non-linear and non-stationary regressions,"
Economics Papers
2015-W09, Economics Group, Nuffield College, University of Oxford.
- Berenguer-Rico, Vanessa & Nielsen, Bent, 2020. "Cumulated Sum Of Squares Statistics For Nonlinear And Nonstationary Regressions," Econometric Theory, Cambridge University Press, vol. 36(1), pages 1-47, February.
- Berenguer Rico, Vanessa & Gonzalo, Jesús, 2013. "Co-summability from linear to non-linear cointegration," UC3M Working papers. Economics we1312, Universidad Carlos III de Madrid. Departamento de Economía.
- Berenguer Rico, Vanessa & Gonzalo, Jesús, 2011. "Summability of stochastic processes: a generalization of integration and co-integration valid for non-linear processes," UC3M Working papers. Economics we1115, Universidad Carlos III de Madrid. Departamento de Economía.
- Vanessa Berenguer-Rico & Josep Lluís Carrion-i-Silvestre, 2007. "Multicointegration, polynomial cointegration and I(2) cointegration with structural breaks. An application to the sustainability of the US external deficit," IREA Working Papers 200709, University of Barcelona, Research Institute of Applied Economics, revised May 2007.
- Vanessa Berenguer Rico & Josep Lluis Carrion Silvestre, 2006.
"Testing for multicointegration in panel data with common factors,"
Working Papers in Economics
160, Universitat de Barcelona. Espai de Recerca en Economia.
- Vanessa Berenguer‐Rico & Josep Lluís Carrion‐i‐Silvestre, 2006. "Testing for Multicointegration in Panel Data with Common Factors," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 68(s1), pages 721-739, December.
Articles
- Berenguer-Rico, Vanessa & Nielsen, Bent, 2020.
"Cumulated Sum Of Squares Statistics For Nonlinear And Nonstationary Regressions,"
Econometric Theory, Cambridge University Press, vol. 36(1), pages 1-47, February.
- Vanessa Berenguer-Rico & Bent Nielsen, 2015. "Cumulated sum of squares statistics for non-linear and non-stationary regressions," Economics Papers 2015-W09, Economics Group, Nuffield College, University of Oxford.
- Berenguer-Rico, Vanessa & Gonzalo, Jesús, 2014. "Summability of stochastic processes—A generalization of integration for non-linear processes," Journal of Econometrics, Elsevier, vol. 178(P2), pages 331-341.
- Vanessa Berenguer‐Rico & Josep Lluís Carrion‐i‐Silvestre, 2011. "Regime shifts in stock–flow I(2)–I(1) systems: the case of US fiscal sustainability," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 26(2), pages 298-321, March.
- Vanessa Berenguer‐Rico & Josep Lluís Carrion‐i‐Silvestre, 2006.
"Testing for Multicointegration in Panel Data with Common Factors,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 68(s1), pages 721-739, December.
- Vanessa Berenguer Rico & Josep Lluis Carrion Silvestre, 2006. "Testing for multicointegration in panel data with common factors," Working Papers in Economics 160, Universitat de Barcelona. Espai de Recerca en Economia.
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.Working papers
- Vanessa Berenguer-Rico & Søren Johansen & Bent Nielsen, 2019.
"The analysis of marked and weighted empirical processes of estimated residuals,"
CREATES Research Papers
2019-06, Department of Economics and Business Economics, Aarhus University.
- Vanessa Berenguer-Rico & Soeren Johansen & Bent Nielsen, 2019. "The analysis of marked and weighted empirical processes of estimated residuals," Discussion Papers 19-05, University of Copenhagen. Department of Economics.
- Vanessa Berenguer Rico & Bent Nielsen & Søren Johansen, 2019. "The analysis of marked and weighted empirical processes of estimated residuals," Economics Series Working Papers 870, University of Oxford, Department of Economics.
- Vanessa Berenguer-Rico & Søren Johansen & Bent Nielsen, 2019. "The analysis of marked and weighted empirical processes of estimated residuals," Economics Papers 2019-W03, Economics Group, Nuffield College, University of Oxford.
Cited by:
- Vanessa Berenguer-Rico & Soeren Johansen & Bent Nielsen, 2019.
"Uniform Consistency of Marked and Weighted Empirical Distributions of Residuals,"
Discussion Papers
19-09, University of Copenhagen. Department of Economics.
- Vanessa Berenguer-Rico & Søren Johansen & Bent Nielsen, 2019. "Uniform Consistency of Marked and Weighted Empirical Distributions of Residuals," Economics Papers 2019-W04, Economics Group, Nuffield College, University of Oxford.
- Vanessa Berenguer-Rico & Søren Johansen & Bent Nielsen, 2019. "Uniform Consistency of Marked and Weighted Empirical Distributions of Residuals," CREATES Research Papers 2019-12, Department of Economics and Business Economics, Aarhus University.
- Vanessa Berenguer Rico & Bent Nielsen & Søren Johansen, 2019. "Uniform Consistency of Marked and Weighted Empirical Distributions of Residuals," Economics Series Working Papers 871, University of Oxford, Department of Economics.
- Vanessa Berenguer-Rico & Soeren Johansen & Bent Nielsen, 2019.
"Uniform Consistency of Marked and Weighted Empirical Distributions of Residuals,"
Discussion Papers
19-09, University of Copenhagen. Department of Economics.
- Vanessa Berenguer-Rico & Søren Johansen & Bent Nielsen, 2019. "Uniform Consistency of Marked and Weighted Empirical Distributions of Residuals," Economics Papers 2019-W04, Economics Group, Nuffield College, University of Oxford.
- Vanessa Berenguer-Rico & Søren Johansen & Bent Nielsen, 2019. "Uniform Consistency of Marked and Weighted Empirical Distributions of Residuals," CREATES Research Papers 2019-12, Department of Economics and Business Economics, Aarhus University.
- Vanessa Berenguer Rico & Bent Nielsen & Søren Johansen, 2019. "Uniform Consistency of Marked and Weighted Empirical Distributions of Residuals," Economics Series Working Papers 871, University of Oxford, Department of Economics.
Cited by:
- Vanessa Berenguer-Rico & Søren Johansen & Bent Nielsen, 2019.
"Models where the Least Trimmed Squares and Least Median of Squares estimators are maximum likelihood,"
Economics Papers
2019-W05, Economics Group, Nuffield College, University of Oxford.
- Vanessa Berenguer-Rico & Søren Johansen & Bent Nielsen, 2019. "Models where the Least Trimmed Squares and Least Median of Squares estimators are maximum likelihood," Discussion Papers 19-11, University of Copenhagen. Department of Economics.
- Vanessa Berenguer Rico & Bent Nielsen & Søren Johansen, 2019. "Models where the Least Trimmed Squares and Least Median of Squares estimators are maximum likelihood," Economics Series Working Papers 879, University of Oxford, Department of Economics.
- Vanessa Berenguer-Rico & Søren Johansen & Bent Nielsen, 2019. "Models where the Least Trimmed Squares and Least Median of Squares estimators are maximum likelihood," CREATES Research Papers 2019-15, Department of Economics and Business Economics, Aarhus University.
- Vanessa Berenguer Rico & Ines Wilms, 2018.
"White heteroscedasticty testing after outlier removal,"
Economics Series Working Papers
853, University of Oxford, Department of Economics.
Cited by:
- Vanessa Berenguer-Rico & Søren Johansen & Bent Nielsen, 2019.
"Models where the Least Trimmed Squares and Least Median of Squares estimators are maximum likelihood,"
Economics Papers
2019-W05, Economics Group, Nuffield College, University of Oxford.
- Vanessa Berenguer-Rico & Søren Johansen & Bent Nielsen, 2019. "Models where the Least Trimmed Squares and Least Median of Squares estimators are maximum likelihood," Discussion Papers 19-11, University of Copenhagen. Department of Economics.
- Vanessa Berenguer Rico & Bent Nielsen & Søren Johansen, 2019. "Models where the Least Trimmed Squares and Least Median of Squares estimators are maximum likelihood," Economics Series Working Papers 879, University of Oxford, Department of Economics.
- Vanessa Berenguer-Rico & Søren Johansen & Bent Nielsen, 2019. "Models where the Least Trimmed Squares and Least Median of Squares estimators are maximum likelihood," CREATES Research Papers 2019-15, Department of Economics and Business Economics, Aarhus University.
- Takamitsu Kurita & B. Nielsen, 2018. "Partial cointegrated vector autoregressive models with structural breaks in deterministic terms," Economics Papers 2018-W03, Economics Group, Nuffield College, University of Oxford.
- Vanessa Berenguer-Rico & Søren Johansen & Bent Nielsen, 2019.
"Models where the Least Trimmed Squares and Least Median of Squares estimators are maximum likelihood,"
Economics Papers
2019-W05, Economics Group, Nuffield College, University of Oxford.
- Vanessa Berenguer Rico & Bent Nielsen, 2017.
"Marked and Weighted Empirical Processes of Residuals with Applications to Robust Regressions,"
Economics Series Working Papers
841, University of Oxford, Department of Economics.
Cited by:
- Vanessa Berenguer-Rico & Søren Johansen & Bent Nielsen, 2019.
"Models where the Least Trimmed Squares and Least Median of Squares estimators are maximum likelihood,"
Economics Papers
2019-W05, Economics Group, Nuffield College, University of Oxford.
- Vanessa Berenguer-Rico & Søren Johansen & Bent Nielsen, 2019. "Models where the Least Trimmed Squares and Least Median of Squares estimators are maximum likelihood," Discussion Papers 19-11, University of Copenhagen. Department of Economics.
- Vanessa Berenguer Rico & Bent Nielsen & Søren Johansen, 2019. "Models where the Least Trimmed Squares and Least Median of Squares estimators are maximum likelihood," Economics Series Working Papers 879, University of Oxford, Department of Economics.
- Vanessa Berenguer-Rico & Søren Johansen & Bent Nielsen, 2019. "Models where the Least Trimmed Squares and Least Median of Squares estimators are maximum likelihood," CREATES Research Papers 2019-15, Department of Economics and Business Economics, Aarhus University.
- Takamitsu Kurita & Bent Nielsen, 2019. "Partial Cointegrated Vector Autoregressive Models with Structural Breaks in Deterministic Terms," Econometrics, MDPI, Open Access Journal, vol. 7(4), pages 1-35, October.
- David H. Bernstein & Bent Nielsen, 2019.
"Asymptotic Theory for Cointegration Analysis When the Cointegration Rank Is Deficient,"
Econometrics, MDPI, Open Access Journal, vol. 7(1), pages 1-24, January.
- David Bernstein & Bent Nielsen, 2014. "Asymptotic theory for cointegration analysis when the cointegration rank is deficient," Economics Papers 2014-W06, Economics Group, Nuffield College, University of Oxford.
- Takamitsu Kurita & B. Nielsen, 2018. "Partial cointegrated vector autoregressive models with structural breaks in deterministic terms," Economics Papers 2018-W03, Economics Group, Nuffield College, University of Oxford.
- Vanessa Berenguer-Rico & Søren Johansen & Bent Nielsen, 2019.
"Models where the Least Trimmed Squares and Least Median of Squares estimators are maximum likelihood,"
Economics Papers
2019-W05, Economics Group, Nuffield College, University of Oxford.
- Vanessa Berenguer-Rico & Bent Nielsen, 2015.
"Cumulated sum of squares statistics for non-linear and non-stationary regressions,"
Economics Papers
2015-W09, Economics Group, Nuffield College, University of Oxford.
- Berenguer-Rico, Vanessa & Nielsen, Bent, 2020. "Cumulated Sum Of Squares Statistics For Nonlinear And Nonstationary Regressions," Econometric Theory, Cambridge University Press, vol. 36(1), pages 1-47, February.
Cited by:
- Jean-Yves Pitarakis, 2017. "A Simple Approach for Diagnosing Instabilities in Predictive Regressions," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 79(5), pages 851-874, October.
- Pitarakis, Jean-Yves & Gonzalo, Jesús, 2020. "Out of sample predictability in predictive regressions with many predictor candidates," UC3M Working papers. Economics 31554, Universidad Carlos III de Madrid. Departamento de Economía.
- Jean-Yves Pitarakis, 2020. "A Novel Approach to Predictive Accuracy Testing in Nested Environments," Papers 2008.08387, arXiv.org.
- Berenguer Rico, Vanessa & Gonzalo, Jesús, 2013.
"Co-summability from linear to non-linear cointegration,"
UC3M Working papers. Economics
we1312, Universidad Carlos III de Madrid. Departamento de Economía.
Cited by:
- Eberhardt, Markus & Presbitero, Andrea F., 2015. "Public debt and growth: Heterogeneity and non-linearity," Journal of International Economics, Elsevier, vol. 97(1), pages 45-58.
- Markus Eberhardt, 2013. "Nonlinearities in the Relationship between Debt and Growth: Evidence from Co-Summability Testing," Discussion Papers 2013/06, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
- Nicholas Apergis & Christina Christou & Rangan Gupta, 2014.
"Are there Environmental Kuznets Curves for US State-Level CO2 Emissions?,"
Working Papers
201474, University of Pretoria, Department of Economics.
- Apergis, Nicholas & Christou, Christina & Gupta, Rangan, 2017. "Are there Environmental Kuznets Curves for US state-level CO2 emissions?," Renewable and Sustainable Energy Reviews, Elsevier, vol. 69(C), pages 551-558.
- David F. Hendry, 2020. "First in, First out: Econometric Modelling of UK Annual CO_2 Emissions, 1860–2017," Economics Papers 2020-W02, Economics Group, Nuffield College, University of Oxford.
- Adnen Ben Nasr & Mehmet Balcilar & Seyi Saint Akadiri & Rangan Gupta, 2019.
"Kuznets Curve for the US: A Reconsideration Using Cosummability,"
Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 142(2), pages 827-843, April.
- Adnen Ben Nasr & Mehmet Balcilar & Seyi Saint Akadiri & Rangan Gupta, 2017. "Kuznets Curve for the US: A Reconsideration Using Cosummability," Working Papers 201763, University of Pretoria, Department of Economics.
- Markus Eberhardt & Andrea F Presbitero, 2013.
"This Time They Are Different; Heterogeneity and Nonlinearity in the Relationship Between Debt and Growth,"
IMF Working Papers
2013/248, International Monetary Fund.
- Markus Eberhardt & Andrea Filippo Presbitero, 2013. "This Time They're Different: Heterogeneity;and Nonlinearity in the Relationship;between Debt and Growth," Mo.Fi.R. Working Papers 92, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences.
- Markus Eberhardt & Andrea F. Presbitero, 2013. "This Time They’re Different: Heterogeneity and Nonlinearity in the Relationship between Debt and Growth," Discussion Papers 2013/10, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
- Niels Haldrup & Robinson Kruse, 2014. "Discriminating between fractional integration and spurious long memory," CREATES Research Papers 2014-19, Department of Economics and Business Economics, Aarhus University.
- Seref Bozoklu & A. Oguz Demir & Sinan Ataer, 2020. "Reassessing the environmental Kuznets curve: a summability approach for emerging market economies," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 10(3), pages 513-531, September.
- Pitarakis, Jean-Yves, 2012.
"Functional cointegration: definition and nonparametric estimation,"
MPRA Paper
38846, University Library of Munich, Germany.
- Banerjee Anurag & Pitarakis Jean-Yves, 2014. "Functional cointegration: definition and nonparametric estimation," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 18(5), pages 1-14, December.
- Adnen Ben Nasr & Rangan Gupta & Joao Ricardo Sato, 2014.
"Is there an Environmental Kuznets Curve for South Africa? A Co-Summability Approach Using a Century of Data,"
Working Papers
201466, University of Pretoria, Department of Economics.
- Ben Nasr, Adnen & Gupta, Rangan & Sato, João Ricardo, 2015. "Is there an Environmental Kuznets Curve for South Africa? A co-summability approach using a century of data," Energy Economics, Elsevier, vol. 52(PA), pages 136-141.
- Berenguer Rico, Vanessa & Gonzalo, Jesús, 2011. "Summability of stochastic processes: a generalization of integration and co-integration valid for non-linear processes," UC3M Working papers. Economics we1115, Universidad Carlos III de Madrid. Departamento de Economía.
- Berenguer-Rico, Vanessa & Gonzalo, Jesús, 2014. "Summability of stochastic processes—A generalization of integration for non-linear processes," Journal of Econometrics, Elsevier, vol. 178(P2), pages 331-341.
- Berenguer-Rico, Vanessa & Nielsen, Bent, 2020.
"Cumulated Sum Of Squares Statistics For Nonlinear And Nonstationary Regressions,"
Econometric Theory, Cambridge University Press, vol. 36(1), pages 1-47, February.
- Vanessa Berenguer-Rico & Bent Nielsen, 2015. "Cumulated sum of squares statistics for non-linear and non-stationary regressions," Economics Papers 2015-W09, Economics Group, Nuffield College, University of Oxford.
- Shinhye Chang & Matthew W. Clance & Giray Gozgor & Rangan Gupta, 2019. "A Reconsideration of Kuznets Curve across Countries: Evidence from the Co-summability Approach," Working Papers 201970, University of Pretoria, Department of Economics.
- Berenguer Rico, Vanessa & Gonzalo, Jesús, 2011.
"Summability of stochastic processes: a generalization of integration and co-integration valid for non-linear processes,"
UC3M Working papers. Economics
we1115, Universidad Carlos III de Madrid. Departamento de Economía.
Cited by:
- Andreou, Elena & Kasparis, Ioannis & Phillips, Peter C. B., 2013.
"Nonparametric Predictive Regression,"
CEPR Discussion Papers
9570, C.E.P.R. Discussion Papers.
- Ioannis Kasparis & Elena Andreou & Peter C.B. Phillips, 2012. "Nonparametric Predictive Regression," Cowles Foundation Discussion Papers 1878, Cowles Foundation for Research in Economics, Yale University.
- Ioannis Kasparis & Elena Andreou & Peter C. B. Phillips, 2012. "Nonparametric Predictive Regression," University of Cyprus Working Papers in Economics 14-2012, University of Cyprus Department of Economics.
- Kasparis, Ioannis & Andreou, Elena & Phillips, Peter C.B., 2015. "Nonparametric predictive regression," Journal of Econometrics, Elsevier, vol. 185(2), pages 468-494.
- P.A.V.B. Swamy & I-Lok Chang & Jatinder S. Mehta & William H. Greene & Stephen G. Hall & George S. Tavlas, 2016.
"Removing Specification Errors from the Usual Formulation of Binary Choice Models,"
Econometrics, MDPI, Open Access Journal, vol. 4(2), pages 1-21, June.
- P. A. V. B. Swamy & I-Lok Chang & Jatinder S. Mehta & William H. Greene & Stephen G. Hall & George S. Tavlas, 2016. "Removing Specification Errors from the Usual Formulation of Binary Choice Models," Discussion Papers in Economics 16/11, Division of Economics, School of Business, University of Leicester.
- Gadea Rivas, María Dolores & Gonzalo, Jesús, 2017.
"Trends in distributional characteristics : Existence of global warming,"
UC3M Working papers. Economics
24121, Universidad Carlos III de Madrid. Departamento de Economía.
- Gadea Rivas, María Dolores & Gonzalo, Jesús, 2020. "Trends in distributional characteristics: Existence of global warming," Journal of Econometrics, Elsevier, vol. 214(1), pages 153-174.
- Markus Eberhardt, 2013. "Nonlinearities in the Relationship between Debt and Growth: Evidence from Co-Summability Testing," Discussion Papers 2013/06, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
- Hong, Seung Hyun & Wagner, Martin, 2011. "Cointegrating Polynomial Regressions," Economics Series 264, Institute for Advanced Studies.
- Markus Eberhardt & Andrea F Presbitero, 2013.
"This Time They Are Different; Heterogeneity and Nonlinearity in the Relationship Between Debt and Growth,"
IMF Working Papers
2013/248, International Monetary Fund.
- Markus Eberhardt & Andrea Filippo Presbitero, 2013. "This Time They're Different: Heterogeneity;and Nonlinearity in the Relationship;between Debt and Growth," Mo.Fi.R. Working Papers 92, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences.
- Markus Eberhardt & Andrea F. Presbitero, 2013. "This Time They’re Different: Heterogeneity and Nonlinearity in the Relationship between Debt and Growth," Discussion Papers 2013/10, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
- Pitarakis, Jean-Yves, 2012.
"Functional cointegration: definition and nonparametric estimation,"
MPRA Paper
38846, University Library of Munich, Germany.
- Banerjee Anurag & Pitarakis Jean-Yves, 2014. "Functional cointegration: definition and nonparametric estimation," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 18(5), pages 1-14, December.
- Andreou, Elena & Kasparis, Ioannis & Phillips, Peter C. B., 2013.
"Nonparametric Predictive Regression,"
CEPR Discussion Papers
9570, C.E.P.R. Discussion Papers.
- Vanessa Berenguer Rico & Josep Lluis Carrion Silvestre, 2006.
"Testing for multicointegration in panel data with common factors,"
Working Papers in Economics
160, Universitat de Barcelona. Espai de Recerca en Economia.
- Vanessa Berenguer‐Rico & Josep Lluís Carrion‐i‐Silvestre, 2006. "Testing for Multicointegration in Panel Data with Common Factors," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 68(s1), pages 721-739, December.
Cited by:
- Karikallio, Hanna, 2015. "Cross-commodity Price Transmission and Integration of the EU Livestock Market of Pork and Beef: Panel Time-series Approach," 2015 Conference, August 9-14, 2015, Milan, Italy 211832, International Association of Agricultural Economists.
- Hlouskova, Jaroslava & Wagner, Martin, 2009.
"Finite Sample Correction Factors for Panel Cointegration Tests,"
Economics Series
244, Institute for Advanced Studies.
- Jaroslava Hlouskova & Martin Wagner, 2009. "Finite Sample Correction Factors for Panel Cointegration Tests," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 71(6), pages 851-881, December.
- António AFONSO & Christophe RAULT, 2008.
"What do we Really Know About Fiscal Sustainability in the EU? A Panel Data Diagnostic,"
EcoMod2008
23800000, EcoMod.
- Antonio Afonso & Christophe Rault, 2008. "What do we Really Know about Fiscal Sustainability in the EU? A Panel Data Diagnostic," Post-Print halshs-00363685, HAL.
- Antonio Afonso & Christophe Rault, 2008. "What do we Really Know about Fiscal Sustainability in the EU? A Panel Data Diagnostic," Post-Print halshs-00363690, HAL.
- Antonio Afonso & Christophe Rault, 2008. "What do we Really Know about Fiscal Sustainability in the EU? A Panel Data Diagnostic," Post-Print halshs-00202799, HAL.
- Christophe Rault & Antonio Alfonso, 2007. "What do we really know about fiscal sustainability in the EU? A panel data diagnostic," William Davidson Institute Working Papers Series wp893, William Davidson Institute at the University of Michigan.
- António Afonso & Christophe Rault, 2010. "What do we really know about fiscal sustainability in the EU? A panel data diagnostic," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 145(4), pages 731-755, January.
- Afonso, António & Rault, Christophe, 2007. "What do we really know about fiscal sustainability in the EU? A panel data diagnostic," Working Paper Series 820, European Central Bank.
- António AFONSO & Christophe RAULT, 2008. "What do we Really Know about Fiscal Sustainability in the EU ? A Panel Data Diagnostic," LEO Working Papers / DR LEO 1757, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
- António Afonso & Christophe Rault, 2007. "What do we really know about fiscal sustainability in the EU? A panel data diagnostic," Working Papers hal-00322091, HAL.
- António Afonso & Christophe Rault, 2008. "What do we really Know about Fiscal Sustainability in the EU? A Panel Data Diagnostic," CESifo Working Paper Series 2226, CESifo.
- António Afonso & Christophe Rault, 2007. "What We Really Know about Fiscal Sustainability in the EU? A Panel Data Diagnostic," Working Papers Department of Economics 2007/20, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
- Antonio Afonso & Christophe Rault, 2008. "What do we Really Know about Fiscal Sustainability in the EU? A Panel Data Diagnostic," Post-Print halshs-00363683, HAL.
- María-Dolores, Ramon, 2009. "How different is the exchange rate pass-through in new member states of the EU? Some potential explanatory factors," UMUFAE Economics Working Papers 4698, DIGITUM. Universidad de Murcia.
- Wagner, Martin & Hlouskova, Jaroslava, 2007.
"The Performance of Panel Cointegration Methods. Results from a Large Scale Simulation Study,"
Economics Series
210, Institute for Advanced Studies.
- Martin Wagner & Jaroslava Hlouskova, 2010. "The Performance of Panel Cointegration Methods: Results from a Large Scale Simulation Study," Econometric Reviews, Taylor & Francis Journals, vol. 29(2), pages 182-223, April.
- Cassim, Lucius, 2020. "A Residual-based Test For Multicointegration In Models With Structural Breaks And Threshold Adjustment To Steady State," MPRA Paper 101453, University Library of Munich, Germany.
- Piotr Krajewski & Michał Mackiewicz & Agata Szymańska, 2016. "Fiscal Sustainability in Central and Eastern European Countries - A Post-Crisis Assessment," Prague Economic Papers, Prague University of Economics and Business, vol. 2016(2), pages 175-188.
- Vanessa Berenguer‐Rico & Josep Lluís Carrion‐i‐Silvestre, 2006.
"Testing for Multicointegration in Panel Data with Common Factors,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 68(s1), pages 721-739, December.
- Vanessa Berenguer Rico & Josep Lluis Carrion Silvestre, 2006. "Testing for multicointegration in panel data with common factors," Working Papers in Economics 160, Universitat de Barcelona. Espai de Recerca en Economia.
- Afonso, António & Rault, Christophe, 2015. "Multi-step analysis of public finances sustainability," Economic Modelling, Elsevier, vol. 48(C), pages 199-209.
- Christian Gengenbach & Franz C. Palm & Jean‐Pierre Urbain, 2006. "Cointegration Testing in Panels with Common Factors," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 68(s1), pages 683-719, December.
Articles
- Berenguer-Rico, Vanessa & Nielsen, Bent, 2020.
"Cumulated Sum Of Squares Statistics For Nonlinear And Nonstationary Regressions,"
Econometric Theory, Cambridge University Press, vol. 36(1), pages 1-47, February.
See citations under working paper version above.
- Vanessa Berenguer-Rico & Bent Nielsen, 2015. "Cumulated sum of squares statistics for non-linear and non-stationary regressions," Economics Papers 2015-W09, Economics Group, Nuffield College, University of Oxford.
- Berenguer-Rico, Vanessa & Gonzalo, Jesús, 2014.
"Summability of stochastic processes—A generalization of integration for non-linear processes,"
Journal of Econometrics, Elsevier, vol. 178(P2), pages 331-341.
Cited by:
- Andreou, Elena & Kasparis, Ioannis & Phillips, Peter C. B., 2013.
"Nonparametric Predictive Regression,"
CEPR Discussion Papers
9570, C.E.P.R. Discussion Papers.
- Ioannis Kasparis & Elena Andreou & Peter C.B. Phillips, 2012. "Nonparametric Predictive Regression," Cowles Foundation Discussion Papers 1878, Cowles Foundation for Research in Economics, Yale University.
- Ioannis Kasparis & Elena Andreou & Peter C. B. Phillips, 2012. "Nonparametric Predictive Regression," University of Cyprus Working Papers in Economics 14-2012, University of Cyprus Department of Economics.
- Kasparis, Ioannis & Andreou, Elena & Phillips, Peter C.B., 2015. "Nonparametric predictive regression," Journal of Econometrics, Elsevier, vol. 185(2), pages 468-494.
- Gadea Rivas, María Dolores & Gonzalo, Jesús, 2017.
"Trends in distributional characteristics : Existence of global warming,"
UC3M Working papers. Economics
24121, Universidad Carlos III de Madrid. Departamento de Economía.
- Gadea Rivas, María Dolores & Gonzalo, Jesús, 2020. "Trends in distributional characteristics: Existence of global warming," Journal of Econometrics, Elsevier, vol. 214(1), pages 153-174.
- Davide Delle Monache & Stefano Grassi & Paolo Santucci de Magistris, 2015.
"Testing for Level Shifts in Fractionally Integrated Processes: a State Space Approach,"
CREATES Research Papers
2015-30, Department of Economics and Business Economics, Aarhus University.
- Davide Delle Monache & Stefano Grassi & Paolo Santucci, 2015. "Testing for Level Shifts in Fractionally Integrated Processes: a State Space Approach," Studies in Economics 1511, School of Economics, University of Kent.
- Nicholas Apergis & Christina Christou & Rangan Gupta, 2014.
"Are there Environmental Kuznets Curves for US State-Level CO2 Emissions?,"
Working Papers
201474, University of Pretoria, Department of Economics.
- Apergis, Nicholas & Christou, Christina & Gupta, Rangan, 2017. "Are there Environmental Kuznets Curves for US state-level CO2 emissions?," Renewable and Sustainable Energy Reviews, Elsevier, vol. 69(C), pages 551-558.
- Adnen Ben Nasr & Mehmet Balcilar & Seyi Saint Akadiri & Rangan Gupta, 2019.
"Kuznets Curve for the US: A Reconsideration Using Cosummability,"
Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 142(2), pages 827-843, April.
- Adnen Ben Nasr & Mehmet Balcilar & Seyi Saint Akadiri & Rangan Gupta, 2017. "Kuznets Curve for the US: A Reconsideration Using Cosummability," Working Papers 201763, University of Pretoria, Department of Economics.
- Ding, Shusheng & Zhang, Yongmin, 2020. "Cross market predictions for commodity prices," Economic Modelling, Elsevier, vol. 91(C), pages 455-462.
- Ghoshray, A., 2018. "The Dynamic Properties of Natural Resource Prices," 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia 277210, International Association of Agricultural Economists.
- Davide Delle Monache & Stefano Grassi & Paolo Santucci de Magistris, 2017. "Does the ARFIMA really shift?," CREATES Research Papers 2017-16, Department of Economics and Business Economics, Aarhus University.
- Paulo M.M. Rodrigues & Uwe Hassler & Antonio Rubia, 2014.
"Persistence in the Banking Industry: Fractional integration and breaks in memory,"
Working Papers
w201406, Banco de Portugal, Economics and Research Department.
- Hassler, Uwe & Rodrigues, Paulo M.M. & Rubia, Antonio, 2014. "Persistence in the banking industry: Fractional integration and breaks in memory," Journal of Empirical Finance, Elsevier, vol. 29(C), pages 95-112.
- Niels Haldrup & Robinson Kruse, 2014. "Discriminating between fractional integration and spurious long memory," CREATES Research Papers 2014-19, Department of Economics and Business Economics, Aarhus University.
- Seref Bozoklu & A. Oguz Demir & Sinan Ataer, 2020. "Reassessing the environmental Kuznets curve: a summability approach for emerging market economies," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 10(3), pages 513-531, September.
- Berenguer Rico, Vanessa & Gonzalo, Jesús, 2013. "Co-summability from linear to non-linear cointegration," UC3M Working papers. Economics we1312, Universidad Carlos III de Madrid. Departamento de Economía.
- Hassler, Uwe & Hosseinkouchack, Mehdi, 2020. "Estimating the mean under strong persistence," Economics Letters, Elsevier, vol. 188(C).
- Adnen Ben Nasr & Rangan Gupta & Joao Ricardo Sato, 2014.
"Is there an Environmental Kuznets Curve for South Africa? A Co-Summability Approach Using a Century of Data,"
Working Papers
201466, University of Pretoria, Department of Economics.
- Ben Nasr, Adnen & Gupta, Rangan & Sato, João Ricardo, 2015. "Is there an Environmental Kuznets Curve for South Africa? A co-summability approach using a century of data," Energy Economics, Elsevier, vol. 52(PA), pages 136-141.
- Apergis, Nicholas, 2016. "Environmental Kuznets curves: New evidence on both panel and country-level CO2 emissions," Energy Economics, Elsevier, vol. 54(C), pages 263-271.
- Shinhye Chang & Matthew W. Clance & Giray Gozgor & Rangan Gupta, 2019. "A Reconsideration of Kuznets Curve across Countries: Evidence from the Co-summability Approach," Working Papers 201970, University of Pretoria, Department of Economics.
- Andreou, Elena & Kasparis, Ioannis & Phillips, Peter C. B., 2013.
"Nonparametric Predictive Regression,"
CEPR Discussion Papers
9570, C.E.P.R. Discussion Papers.
- Vanessa Berenguer‐Rico & Josep Lluís Carrion‐i‐Silvestre, 2011.
"Regime shifts in stock–flow I(2)–I(1) systems: the case of US fiscal sustainability,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 26(2), pages 298-321, March.
Cited by:
- Mariam Camarero & Josep Lluís Carrion-i-Silvestre & Cecilio Tamarit, 2013.
"Global imbalances and the Intertemporal External Budget Constraint: A multicointegration approach,"
Working Papers
1303, Department of Applied Economics II, Universidad de Valencia.
- Camarero, Mariam & Carrion-i-Silvestre, Josep Lluís & Tamarit, Cecilio, 2013. "Global imbalances and the intertemporal external budget constraint: A multicointegration approach," Journal of Banking & Finance, Elsevier, vol. 37(12), pages 5357-5372.
- Triches, Divanildo & Sleimann Bertussi, Luis Antônio, 2017. "Multicointegração e sustentabilidade da política fiscal no Brasil com regime de quebras estruturais (1997-2015)," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 71(3), September.
- Betty Daniel & Christos Shiamptanis, 2012.
"Pushing the Limit? Fiscal Policy in the European Monetary Union,"
Working Papers
033, Ryerson University, Department of Economics.
- Daniel, Betty C. & Shiamptanis, Christos, 2013. "Pushing the limit? Fiscal policy in the European Monetary Union," Journal of Economic Dynamics and Control, Elsevier, vol. 37(11), pages 2307-2321.
- Neto, David, 2020. "Tracking fiscal discipline. Looking for a PIIGS on the wing," International Economics, Elsevier, vol. 163(C), pages 147-154.
- Mariam Camarero & Josep Lluís Carrion-i-Silvestre & Cecilio Tamarit, 2013.
"“The relationship between debt level and fiscal sustainability in OECD countries”,"
IREA Working Papers
201315, University of Barcelona, Research Institute of Applied Economics, revised Sep 2013.
- Mariam Camarero & Josep Lluís Carrion-i-Silvestre & Cecilio Tamarit, 2013. "The relationship between debt level and fiscal sustainability in OECD countries," Working Papers 2013/10, Economics Department, Universitat Jaume I, Castellón (Spain).
- Mariam Camarero & Josep Lluís Carrion-i-Silvestre & Cecilio Tamarit, 2013. "“The relationship between debt level and fiscal sustainability in OECD countries”," AQR Working Papers 201307, University of Barcelona, Regional Quantitative Analysis Group, revised Sep 2013.
- Mariam Camarero & Josep Lluís Carrion-i-Silvestre & Cecilio Tamarit, 2014. "The relationship between debt level and fiscal sustainability in OECD countries," Working Papers 1402, Department of Applied Economics II, Universidad de Valencia.
- Magazzino, Cosimo & Brady, Gordon L. & Forte, Francesco, 2019. "A panel data analysis of the fiscal sustainability of G-7 countries," The Journal of Economic Asymmetries, Elsevier, vol. 20(C).
- Chen, Shyh-Wei & Wu, An-Chi, 2018. "Is there a bubble component in government debt? New international evidence," International Review of Economics & Finance, Elsevier, vol. 58(C), pages 467-486.
- Christos Shiamptanis, 2012. "Risk Assessment Under a Non-linear Fiscal Rule," Working Papers 038, Ryerson University, Department of Economics.
- Stephan B. Bruns & Zsuzsanna Csereklyei & David I. Stern, 2018.
"A Multicointegration Model of Global Climate Change,"
CCEP Working Papers
1801, Centre for Climate & Energy Policy, Crawford School of Public Policy, The Australian National University.
- Bruns, Stephan B. & Csereklyei, Zsuzsanna & Stern, David I., 2020. "A multicointegration model of global climate change," Journal of Econometrics, Elsevier, vol. 214(1), pages 175-197.
- Bruns, Stephan B. & Csereklyei, Zsuzsanna & Stern, David I., 2018. "A multicointegration model of global climate change," Center for European, Governance and Economic Development Research Discussion Papers 336, University of Goettingen, Department of Economics.
- Chen, Shyh-Wei, 2014. "Testing for fiscal sustainability: New evidence from the G-7 and some European countries," Economic Modelling, Elsevier, vol. 37(C), pages 1-15.
- Yoon, Gawon, 2012. "Explosive U.S. budget deficit," Economic Modelling, Elsevier, vol. 29(4), pages 1076-1080.
- Tomás Barrio & Mariam Camarero & Cecilio Tamarit, 2019. "Testing for Periodic Integration with a Changing Mean," Computational Economics, Springer;Society for Computational Economics, vol. 54(1), pages 45-75, June.
- António Afonso & João Tovar Jalles, 2011.
"A Longer-run Perspective on Fiscal Sustainability,"
Working Papers Department of Economics
2011/17, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
- António Afonso & João Jalles, 2014. "A longer-run perspective on fiscal sustainability," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 41(4), pages 821-847, November.
- Cascio, Iolanda Lo, 2015. "A wavelet analysis of US fiscal sustainability," Economic Modelling, Elsevier, vol. 51(C), pages 33-37.
- Juan Carlos Cuestas & Luis A. Gil-Alana & Laura Sauci, 2020. "Public finances in the EU-27: Are they sustainable?," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 47(1), pages 181-204, February.
- Igor Kheifets & Peter C.B. Phillips, 2019. "Fully Modified Least Squares for Multicointegrated Systems," Cowles Foundation Discussion Papers 2210, Cowles Foundation for Research in Economics, Yale University.
- Josep Lluís Carrion-I-Silvestre, 2016. "Fiscal Deficit Sustainability of the Spanish Regions," Regional Studies, Taylor & Francis Journals, vol. 50(10), pages 1702-1713, October.
- Mariam Camarero & Josep Lluís Carrion-i-Silvestre & Cecilio Tamarit, 2013.
"Global imbalances and the Intertemporal External Budget Constraint: A multicointegration approach,"
Working Papers
1303, Department of Applied Economics II, Universidad de Valencia.
- Vanessa Berenguer‐Rico & Josep Lluís Carrion‐i‐Silvestre, 2006.
"Testing for Multicointegration in Panel Data with Common Factors,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 68(s1), pages 721-739, December.
See citations under working paper version above.
- Vanessa Berenguer Rico & Josep Lluis Carrion Silvestre, 2006. "Testing for multicointegration in panel data with common factors," Working Papers in Economics 160, Universitat de Barcelona. Espai de Recerca en Economia.
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This author is featured on the following reading lists, publication compilations, Wikipedia, or ReplicationWiki entries: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-ORE: Operations Research (11) 2011-07-21 2016-09-25 2018-06-25 2019-05-13 2019-06-24 2019-09-09 2019-09-09 2019-09-23 2019-09-23 2019-09-23 2019-09-30. Author is listed
- NEP-ECM: Econometrics (10) 2006-11-25 2007-05-12 2011-07-21 2013-07-15 2016-09-25 2018-01-22 2018-06-25 2019-05-13 2019-06-24 2019-09-23. Author is listed
- NEP-ETS: Econometric Time Series (6) 2006-11-25 2007-05-12 2013-07-15 2016-09-25 2019-05-13 2019-06-24. Author is listed
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