Artículos Publicados - Published articles

ver también referencias y resúmenes en - see also references and summaries in
Journal of Economic Literature: 1988, vol XXVI, p 1516: abstract; p 1416.
Journal of Economic Literature: 1991, vol XXIX, p 1428.
Journal of Economic Literature: 1992, vol XXX, pp 1173.
Journal of Economic Literature: 1997, vol XXXV, p???.
Current Index to Statistics: 1990, vol 16, p 58; p 4??; p 620.
Current Index to Statistics: 1994, vol 20, p 68.
Current Index to Statistics: 1996, vol 22, p??; p???.

click for acknowledgments & citations 
  1. "Forecasting and Interpolation using Vector Autoregressions with Common Trends",
    (with A.C. Harvey and J.H. Stock);
    Annales d' Economie et de Statistique, vol. 6-7, INSEE: 1987; pp. 279-297.
  2. "Modelos Estructurales de Series Temporales: Una Aplicación al Análisis y Predicción de Agregados Monetarios y Fiscales",
    Revista de Economía Pública    , vol. 1, Hacienda Foral de Bizkaia: 1988; pp. 47-65.
  3. "Seemingly Unrelated Time Series Equations and a Test for Homogeneity",
    Journal of Business and Economic Statistics    , vol. 8, American Statistical Association: 1990; (with A.C. Harvey); pp. 71-82.
  4. "Estimation and Testing of a Multivariate Exponential Smoothing Model in the Frequency Domain",
    Journal of Time Series Analysis    , vol. 11, Blackwell: 1990; pp. 89-105.
  5. "Spectral maximum likelihood estimation of a signal-to-noise ratio lying in the vicinity of zero",
    Southern European Economics Discussion Series    : D.P.84, ASSET: 1990; 12 pgs.;
    (later also published in Journal of Time Series Analysis, vol. 17, Blackwell: 1996; pp. 447-459.)
  6. "Comentario invitado a `Cointegración: Una Panorámica' por Juan J. Dolado",
    Estadística Española    : vol. 32, no 124, INE: 1990; 2 pgs.
  7. "El Crecimiento Subyacente en Variables Económicas",
    artículo invitado en Estadística Española, vol. 33, no 126, INE: 1991; pp. 73-98.
  8. "Indicadores Sintéticos de Aceleraciones y Desaceleraciones en la Actividad Económica",
    Revista Española de Economía,     vol. 8, no 1, IEF: 1991; pp. 125-156.
  9. "El Crecimiento Subyacente en Variables Económicas (y 2)",
    Estadística Española,     vol. 34, no 130, INE: 1992; pp. 363-372.
  10. "Discussion of `Two Complementary Representations of Multiple Time Series in State-Space Innovation Forms' by Prof. M. Aoki",
    Journal of Forecasting,     vol. 13, no 2, Wiley: 1994; pp. 91-96.
  11. "Hausman-like and Variance-ratio Tests for Cointegrated Regressions",
    (with P. Mariel);
    en MME94: Sborník Referátu, Vysoké Skoly Ekonomické Praha: 1994; pp. 27-42.
  12. "Comments to `The Statistical Analysis of Time Series Data' (Wiley 1994) by TW Anderson",
    Journal of Applied Statistics,     vol. 22, no 4, Journals Oxford Ltd: 1995; pp. 548-550.
  13. "Spectral maximum likelihood estimation of a signal-to-noise ratio lying in the vicinity of zero",
    Journal of Time Series Analysis    , vol. 17, Blackwell: 1996; pp. 447-459;
    (previously published in SEEDS: D.P.84, ASSET: 1990)
  14. "Un Indicador Adelantado de la Inflación en España",
    (con Jorge Virto),
    Revista Española de Economía, vol. 13, no 1, IEF: 1996; pp. 1-20.
  15. "A Dynamic Factor Model for Economic Time Series",
    Kybernetika    , vol. 33, no 6, 1997; pp. 583-606.
  16. "Un contraste de estacionariedad en frecuencias estacionales",
    en I. Mauleón (ed), 30 años de las encuestas de opiniones, Ministerio de Industría y Energía: 1997 (aceptado).
  17. "Indicadores sintéticos de la actividad económica en Euskadi",
    (con Jorge Virto, Lander Ibarra, Imanol Montoya y Zurine Rosende),
    Ekonomiaz: Revista Vasca de Economía,     vol. 42, no 3, Eusko Jaurlaritza: 1998; pp. 173-183.

    Artículos en periodo de evaluación - Articles currently under evaluation:

  1. "Testing the Null of Cointegration: Hausman-Like Tests for Regressions with a Unit Root",
    (with P Mariel),22 pgs.

  2. "Cyclical Common Factors in Cointegrated Systems",
    (with Ignacio Díaz-Emparanza),
    presented at the 
    International Conference on Seasonality in Economic and Financial Variables    ,
     Faro (Portugal), October 2000,
    and ASSET 2000, Lisboa, November 2000;30 pgs.

  3. "Monitoring Convergence and Stability: the case of the European Union",
    (with Pilar González, Paz Moral and Jorge Virto),42 pgs.

 

07-11-00 01:44 a.m.