Details about Juncal Cuñado

Access statistics for papers by Juncal Cuñado.

Last updated 2009-08-10. Update your information in the RePEc Author Service.

Short-id: pcu62

Working Papers

2008

1. Modelling Long-Run Trends and Cycles in Financial Time Series Data
   CESifo Working Paper Series, CESifo Group Munich

2007

2. Deterministic versus Stochastic Seasonal Fractional Integration and Structural Breaks
   CESifo Working Paper Series, CESifo Group Munich
3. Real convergence in some emerging countries: a fractionally integrated approach
   Discussion Papers (REL - Recherches Economiques de Louvain), Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES)
   See also Journal Article in Recherches économiques de Louvain (2007)

2006

4. Changes in the Dynamic Behavior of Emerging Market Volatility: Revisiting the Effects of Financial L
   Faculty Working Papers, School of Economics and Business Administration, University of Navarra

2004

5. Oil Prices, Economic Activity and Inflation: Evidence for Some Asian Countries
   Faculty Working Papers, School of Economics and Business Administration, University of Navarra
   See also Journal Article in The Quarterly Review of Economics and Finance (2005)

2003

6. Additional Empirical Evidence on Real Convergence: A Fractionally Integrated Approach
   Faculty Working Papers, School of Economics and Business Administration, University of Navarra
   See also Journal Article in Review of World Economics (Weltwirtschaftliches Archiv) (2006)
7. Structural Changes in Volatility and Stock Market Development: Evidence for Spain
   Faculty Working Papers, School of Economics and Business Administration, University of Navarra
   See also Journal Article in Journal of Banking & Finance (2004)

2002

8. Is the US Fiscal Deficit Sustainable? A Fractionally Integrated and Cointegrated Approach
   Faculty Working Papers, School of Economics and Business Administration, University of Navarra

Undated

9. Convergencia real o acercamiento cíclico? España y la Unión Europea
   Studies on the Spanish Economy, FEDEA
10. Do Oil Price Shocks Matter? Evidence For Some Europesan Countries
    Working Papers on International Economics and Finance, FEDEA
    See also Journal Article in Energy Economics (2003)
11. Inflación y rendimientos bursátiles en el caso español, 1941-1999
    Studies on the Spanish Economy, FEDEA
12. Intertemporal Current Account and Productivity Shocks: Evidence for Some European Countries
    Working Papers on International Economics and Finance, FEDEA
13. Tasa de sacrificio en la UEM: Un análisis empírico
    Studies on the Spanish Economy, FEDEA
14. Tourism in the Canary Islands: Forecasting Using Several Seasonal Time Series Models
    Faculty Working Papers, School of Economics and Business Administration, University of Navarra
    See also Journal Article in Journal of Forecasting (2008)

Journal Articles

2009

1. AK growth models: new evidence based on fractional integration and breaking trends
   Recherches économiques de Louvain, 2009, 75, (2), 131-149
2. Financial liberalization, stock market volatility and outliers in emerging economies
   Applied Financial Economics, 2009, 19, (10), 809-823

2008

3. Stochastic volatility in the Spanish stock market: a long memory model with a structural break
   European Journal of Finance, 2008, 14, (1), 23-31
4. Tourism in the Canary Islands: forecasting using several seasonal time series models
   Journal of Forecasting, 2008, 27, (7), 621-636 View citations
   See also Working Paper
5. Trade Balance and Exchange Rate: Unit Roots, Co-integration and Long Memory in the US and the UK
   Economic Notes, 2008, 37, (1), 59-74

2007

6. Real convergence in some emerging countries: a fractionally integrated approach
   Recherches économiques de Louvain, 2007, 73, (3), 293-310
   See also Working Paper (2007)

2006

7. Additional Empirical Evidence on Real Convergence: A Fractionally Integrated Approach
   Review of World Economics (Weltwirtschaftliches Archiv), 2006, 142, (1), 67-91 View citations
   See also Working Paper (2003)
8. Changes in the dynamic behavior of emerging market volatility: Revisiting the effects of financial liberalization
   Emerging Markets Review, 2006, 7, (3), 261-278 View citations
9. Real convergence in Africa in the second-half of the 20th century
   Journal of Economics and Business, 2006, 58, (2), 153-167 View citations
10. Real convergence in some Central and Eastern European countries
    Applied Economics, 2006, 38, (20), 2433-2441

2005

11. A test for rational bubbles in the NASDAQ stock index: A fractionally integrated approach
    Journal of Banking & Finance, 2005, 29, (10), 2633-2654 View citations
12. Current account and productivity: evidence for some European countries
    Journal of Policy Modeling, 2005, 27, (1), 75-89
13. Oil prices, economic activity and inflation: evidence for some Asian countries
    The Quarterly Review of Economics and Finance, 2005, 45, (1), 65-83 View citations
    See also Working Paper (2004)

2004

14. Is the US fiscal deficit sustainable?: A fractionally integrated approach
    Journal of Economics and Business, 2004, 56, (6), 501-526 View citations
15. Real convergence in Taiwan: a fractionally integrated approach
    Journal of Asian Economics, 2004, 15, (3), 529-547
16. Structural changes in volatility and stock market development: Evidence for Spain
    Journal of Banking & Finance, 2004, 28, (7), 1745-1773 View citations
    See also Working Paper (2003)

2003

17. Do oil price shocks matter? Evidence for some European countries
    Energy Economics, 2003, 25, (2), 137-154 View citations
    See also Working Paper
18. Empirical evidence on real convergence in some OECD countries
    Applied Economics Letters, 2003, 10, (3), 173-176 View citations