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Details about Laura Mayoral

Homepage:http://mayoral.iae-csic.org
Workplace:Institut d'Anàlisi Econòmica CSIC (IAE-CSIC) (Institute of Economic Analysis), Barcelona Graduate School of Economics (Barcelona GSE), (more information at EDIRC)

Access statistics for papers by Laura Mayoral.

Last updated 2015-09-08. Update your information in the RePEc Author Service.

Short-id: pma448


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Working Papers

2013

  1. Inequality, Ethnicity and Civil Conflict
    Working Papers, Barcelona Graduate School of Economics Downloads

2009

  1. Heterogeneous dynamics, aggregation and the persistence of economic shocks
    UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC) Downloads
    Also in Working Papers, Barcelona Graduate School of Economics (2009) Downloads

    See also Journal Article in International Economic Review (2013)

2008

  1. Simple Wald tests of the fractional integration parameter: an overview of new results
    UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía Downloads

2007

  1. Wald Tests of I(1) against I(d) alternatives: some new properties and an extension to processes with trending components
    UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía Downloads View citations (2)
    See also Journal Article in Studies in Nonlinear Dynamics & Econometrics (2008)

2006

  1. Further evidence on the statistical properties of real GNP
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra Downloads View citations (9)
    See also Journal Article in Oxford Bulletin of Economics and Statistics (2006)
  2. Is the Observed Persistence Spurious? A Test for Fractional Integration versus Short Memory and Structural Breaks
    Working Papers, Barcelona Graduate School of Economics Downloads
    Also in Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2005) Downloads View citations (9)
  3. Minimum distance estimation of stationary and non-stationary ARFIMA processes
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra Downloads View citations (2)
    See also Journal Article in Econometrics Journal (2007)
  4. Testing I(1) against I(d) alternatives with Wald Tests in the presence of deterministic components
    UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía Downloads View citations (2)

2005

  1. Testing I(1) against I(d) alternatives in the presence of deteministic components
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra Downloads View citations (8)
  2. The Persistence of Inflation in OECD Countries: A Fractionally Integrated Approach
    MPRA Paper, University Library of Munich, Germany Downloads View citations (2)
    Also in Working Papers, Barcelona Graduate School of Economics (2005) Downloads
    Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2005) Downloads

    See also Journal Article in International Journal of Central Banking (2006)
  3. What is What? A Simple Time-Domain Test of Long-memory vs. Structural Breaks
    Working Papers, Barcelona Graduate School of Economics Downloads View citations (1)
    Also in Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2005) Downloads View citations (16)

2003

  1. Testing for a Unit Root Against Fractional Alternatives in the Presence of a Maintained Trend
    Working Papers, Barcelona Graduate School of Economics Downloads View citations (5)

Journal Articles

2015

  1. Uncertainty, model selection, and the PPP puzzle
    Oxford Economic Papers, 2015, 67, (3), 614-633 Downloads

2013

  1. HETEROGENEOUS DYNAMICS, AGGREGATION, AND THE PERSISTENCE OF ECONOMIC SHOCKS
    International Economic Review, 2013, 54, 1295-1307 Downloads View citations (4)
    See also Working Paper (2009)

2012

  1. Testing for Fractional Integration Versus Short Memory with Structural Breaks
    Oxford Bulletin of Economics and Statistics, 2012, 74, (2), 278-305 Downloads View citations (3)

2008

  1. Wald Tests of I(1) against I(d) Alternatives: Some New Properties and an Extension to Processes with Trending Components
    Studies in Nonlinear Dynamics & Econometrics, 2008, 12, (4), 1-35 Downloads
    See also Working Paper (2007)

2007

  1. Minimum distance estimation of stationary and non-stationary ARFIMA processes
    Econometrics Journal, 2007, 10, (1), 124-148 Downloads View citations (6)
    See also Working Paper (2006)

2006

  1. Further Evidence on the Statistical Properties of Real GNP
    Oxford Bulletin of Economics and Statistics, 2006, 68, (s1), 901-920 Downloads View citations (8)
    See also Working Paper (2006)
  2. The Persistence of Inflation in OECD Countries: A Fractionally Integrated Approach
    International Journal of Central Banking, 2006, 2, (1) Downloads View citations (36)
    See also Working Paper (2005)

2003

  1. Long-range dependence in Spanish political opinion poll series
    Journal of Applied Econometrics, 2003, 18, (2), 137-155 Downloads View citations (14)

2002

  1. A Fractional Dickey-Fuller Test for Unit Roots
    Econometrica, 2002, 70, (5), 1963-2006 Downloads View citations (38)
 
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