Details about Simon Sosvilla-Rivero

Access statistics for papers by Simon Sosvilla-Rivero.

Last updated 2009-11-13. Update your information in the RePEc Author Service.

Short-id: pso34

Working Papers

2008

1. El Impacto de los Fondos Europeos en la Economía Andaluza: 1989-2013
   Economic Reports, FEDEA
2. Un Análisis Estratégico del Sistema para la Autonomía y Atención a la Dependencia
   Economic Reports, FEDEA

2007

3. Political and institutional factors in regime change in the ERM: An application of duration analysis
   Working Papers, Spanish Chapter of the International Economics and Finance Society
   See also Journal Article in The World Economy (2008)
4. Proyecciones de tablas de mortalidad dinámicas de España y sus comunidades autónomas
   Working Papers, FEDEA

2006

5. Efectos de las Ayudas Europeas sobre la Economía Madrileña 2007-2013:Un análisis basado en el Modelo Hermin
   Working Papers, FEDEA
6. Efectos de las ayudas europeas sobre la economía Española, 2000-2006:Un análisis basado en el Modelo Hermin
   Working Papers, FEDEA View citations
7. Forecasting Stock Price Changes: Is it Possible?
   Working Papers, FEDEA
8. Implicit Bands in the Yen/Dollar Exchange Rate
   Working Papers, FEDEA
9. Macroeconomic Instability in the European Monetary System?
   Economic Working Papers at Centro de Estudios Andaluces, Centro de Estudios Andaluces
   See also Journal Article in Applied Financial Economics (2008)
10. Understanding and Forecasting Stock Price Changes
    Working Papers, FEDEA
11. Using machine learning algorithms to find patterns in stock prices
    Working Papers, FEDEA

2005

12. Structural Breaks in Volatility: Evidence for the OECD Real Exchange Rates
    Economic Working Papers at Centro de Estudios Andaluces, Centro de Estudios Andaluces
    Also in Working Papers, FEDEA View citations

2004

13. Assessing the effectiveness of EU’s regional policies: a new approach
    ERSA conference papers, European Regional Science Association
    Also in Economic Working Papers at Centro de Estudios Andaluces, Centro de Estudios Andaluces (2004)

2003

14. Convergence in Social Protection Across EU Countries, 1970-1999
    Economics Working Papers, European Network of Economic Policy Research Institutes
    Also in Working Papers, FEDEA
15. Efectos a largo plazo sobre la economia andaluza de las ayudas procedentes de los fondos estructurales: el Marco de Apoyo Comunitario 1994-1999
    Economic Working Papers at Centro de Estudios Andaluces, Centro de Estudios Andaluces
    Also in Working Papers, FEDEA
16. On the Credibility of a Target Zone: Evidence from the EMS
    Economic Working Papers at Centro de Estudios Andaluces, Centro de Estudios Andaluces View citations

2000

17. ASYMMETRY IN THE EMS: NEW EVIDENCE BASED ON NON-LINEAR FORECASTS
    Documentos de Trabajo - Lan Gaiak Departamento de Economía - Universidad Pública de Navarra, Departamento de Economía - Universidad Pública de Navarra View citations
    Also in Working Papers, FEDEA View citations
    See also Journal Article in European Economic Review (2001)

1992

18. Efficiency in the Peseta Forward Exchange Rate Market
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations

1991

19. An Empirical Examination of Absolute Purchasing Power Parity: Spain 1977- 1988
    Discussion Papers, Department of Economics, University of Birmingham

Undated

20. A New Test for Chaotic Dynamics Using Lyapunov Exponents
    Working Papers, FEDEA View citations
21. A Quantitative Analysis of the Effects of Capital Controls: Spain, 1986-1990
    Working Papers on International Economics and Finance, FEDEA
    See also Journal Article in International Economic Journal (2001)
22. A time-series examination of convergence in social protection across EU countries
    Working Papers, FEDEA View citations
23. An Eclectic Approach to Currency Crises: Drawing Lessons from the EMS Experience
    Working Papers, FEDEA View citations
    See also Journal Article in Applied Financial Economics (2008)
24. An Empirical Evaluation of Non-Linear Trading Rules
    Working Papers, FEDEA View citations
    See also Journal Article in Studies in Nonlinear Dynamics & Econometrics (2003)
25. An empirical examination of exchange-rate credibility determinants in the EMS
    Working Papers on International Economics and Finance, FEDEA
    See also Journal Article in Applied Economics Letters (2006)
26. Assensing the Credibility of the Irish Pound in the European Monetary System
    Working Papers, FEDEA
27. Assesing the Economic Value of Nearest-neighbour Exchange-Rate Forecasts
    Working Papers, FEDEA View citations
28. Assessing the credibility of a target zone: Evidence from the EMS
    Working Papers, FEDEA View citations
    See also Journal Article in Applied Economics (2005)
29. Canarias y losFondos Estructurales Europeos
    Working Papers, FEDEA
30. Capital humano en España: Una estimación del nivel de estudios alcanzado
    Working Papers, FEDEA View citations
31. Convergence in fiscal pressure across EU countries
    Working Papers, FEDEA
    See also Journal Article in Applied Economics Letters (2000)
32. Convergence in social protection benefits across EU countries
    Working Papers, FEDEA
    See also Journal Article in Applied Economics Letters (1998)
33. Convergencia en precios en las provincias españolas
    Working Papers, FEDEA View citations
34. Convergencia en tasas de inflación en la Unión Europea
    Working Papers, FEDEA
35. Credibility and Duration in Target Zones: Evidence from the EMS
    Working Papers, FEDEA View citations
36. Credibility in the EMS: New evidence using nonlinear forecastability tests
    Working Papers, FEDEA View citations
37. Currency Crises and Political Factors: Drawing Lessons from the EMS Experience
    Working Papers, FEDEA View citations
38. EL NO-MAGREB. Implicaciones económicas para (y más allá de) la región
    Working Papers, FEDEA View citations
39. Efectos Económicos de las Inversiones Ferroviarias, 1991-2007
    Working Papers, FEDEA
40. Efectos de las ayudas europeas sobre la economía madrileña, 1990-2006: Un análisis basado en el modelo Hermin
    Working Papers, FEDEA View citations
41. Efectos del Programa Operativo Integrado de Castilla-La Mancha, 2000-2006: Un análisis basado en el modelo Hermin
    Working Papers, FEDEA
42. Efectos macroeconómicos del mercado único europeo: Un análisis basado en el modelo HERMIN
    Working Papers, FEDEA
43. El efecto del capital humano sobre el crecimiento: ¿ Importa el periodo muestral?
    Working Papers, FEDEA View citations
44. Estimación de una función de producción MRW para la Economía Española, 1910-1995
    Studies on the Spanish Economy, FEDEA
    See also Journal Article in Investigaciones Economicas (2005)
45. Exchange-rate forecasts with simultaneous nearest-neighbour methods: Evidence from the EMS
    Working Papers, FEDEA
    See also Journal Article in International Journal of Forecasting (1999)
46. Expectations, Learning and Credibility: Monetary Policy in Spain
    Working Papers, FEDEA
47. Export Market Integration in the European Union
    Working Papers, FEDEA
    See also Journal Article in Journal of Applied Economics (2004)
48. Forecasting the Dollar/Euro Exchange Rate: Can International Parities Help?
    Working Papers, FEDEA View citations
49. Further evidence on technical analysis and profitability of foreign exchange intervention
    Working Papers, FEDEA View citations
50. Growth and the Welfare State in the EU: A causality analysis
    Working Papers, FEDEA View citations
    See also Journal Article in Public Choice (2001)
51. Implicit regimes for the Spanish Peseta/Deutschmark exchange rate
    Working Papers, FEDEA View citations
52. Instability in cointegration regressions:Evidence from inflation rate convergence in EU countries
    Studies on the Spanish Economy, FEDEA
53. La Unión Económica y Monetaria en Europa: Una encuesta entre expertos academicos y de mercados
    Working Papers, FEDEA
54. La política macroeconómica en economías interdependientes
    Working Papers, FEDEA View citations
55. Linkages in international stock markets: Evidence from a classification procedure
    Working Papers, FEDEA View citations
56. Modelling evolving long-run relationships: the linkages between stock markets in asia
    Working Papers, FEDEA View citations
    See also Journal Article in Japan and the World Economy (2001)
57. Modelling the linkages between US and Latin American stock markets
    Working Papers, FEDEA View citations
    See also Journal Article in Applied Economics (2003)
58. Nearest-Neighbour Predictions in Foreign Exchange Markets
    Working Papers, FEDEA View citations
59. Non-Linear Forecasting Methods: Some Applications to the Analysis of Financial Series
    Working Papers, FEDEA
60. On the profitability of technical trading rules based on arifitial neural networks: evidence from the Madrid stock market
    Working Papers, FEDEA View citations
    See also Journal Article in Economics Letters (2000)
61. Optimisation of Technical Rules by Genetic Algorithms: Evidence from the Madrid Stock Market
    Working Papers, FEDEA View citations
    See also Journal Article in Applied Financial Economics (2005)
62. Paridad del poder adquisitivo: Una reconsideración
    Working Papers, FEDEA
63. Price Convergence in the European Car Market
    Working Papers, FEDEA View citations
    See also Journal Article in Applied Economics (2008)
64. Price Convergence in the European Union
    Working Papers, FEDEA View citations
    See also Journal Article in Applied Economics Letters (2004)
65. Proyecciones del sistema educativo español ante el boom inmigratorio
    Working Papers, FEDEA View citations
66. Purchasing Power Parity Revisited
    Working Papers, FEDEA View citations
67. Purchasing Power Parity and Spanish Provinces, 1940-1992
    Working Papers, FEDEA
68. Regimen Changes and Duration in the European Monetary System
    Working Papers on International Economics and Finance, FEDEA
    See also Journal Article in Applied Economics (2003)
69. Regimen duration in the EMR
    Working Papers, FEDEA
70. Regímenes cambiarios de facto y de iure. Una aplicación al tipo de cambio yen/dólar
    Working Papers, FEDEA View citations
71. Regímenes cambiarios de iure y de facto. El caso de la Peseta/Dólar, 1965-1998
    Working Papers on International Economics and Finance, FEDEA
72. Sobre la efectividad de la política regional comunitaria: El caso de Castilla-la Mancha
    Working Papers, FEDEA
    Also in Studies on the Spanish Economy, FEDEA View citations
73. Social protection benefits and growth: Evidence from the European Union
    Working Papers, FEDEA View citations
    See also Journal Article in Applied Economics Letters (2000)
74. Structural Funds and Spain’s Objective 1 Regions: An Analysis Based on the Hermin Model
    Working Papers, FEDEA
75. Tax-burden convergence in Europe
    Working Papers, FEDEA View citations
    See also Journal Article in Estudios de Economía Aplicada (2001)
76. Technical Analysis in Foreign Exchange Markets: Linear Versus Nonlinear Trading Rules
    Working Papers on International Economics and Finance, FEDEA
77. Technical analysis in the Madrid stock exchange
    Working Papers, FEDEA View citations
    Also in Studies on the Spanish Economy, FEDEA View citations
78. Testing Chaotic Dynamics via Lyapunov Exponents
    Working Papers, FEDEA View citations
    See also Journal Article in Journal of Applied Econometrics (2005)
79. The Credibility of the European Monetary System: A Review
    Studies on the Spanish Economy, FEDEA View citations
80. The real picture: Industry specific exchange rates for the euro area
    Working Papers, FEDEA View citations

Journal Articles

2009

1. Implicit exchange regimes in Central and Eastern Europe: a first exploration
   International Economics and Economic Policy, 2009, 6, (2), 179-206

2008

2. An eclectic approach to currency crises: drawing lessons from the EMS experience
   Applied Financial Economics, 2008, 18, (6), 503-519
   See also Working Paper
3. European cohesion policy and the Spanish economy: A policy discussion case
   Journal of Policy Modeling, 2008, 30, (3), 559-570 View citations
4. Human capital in Spain: an estimate of educational attainment
   Applied Economics, 2008, 40, (8), 1005-1013
5. Macroeconomic instability in the European monetary system?
   Applied Financial Economics, 2008, 18, (12), 965-983
   See also Working Paper (2006)
6. Political and Institutional Factors in Regime Changes in the ERM: An Application of Duration Analysis
   The World Economy, 2008, 31, (8), 1049-1077
   See also Working Paper (2007)
7. Price convergence in the European car market
   Applied Economics, 2008, 40, (2), 241-250 View citations
   See also Working Paper

2007

8. Implicit bands in the Spanish peseta/Deutschmark exchange rate, 1965-1998
   Applied Financial Economics, 2007, 17, (11), 921-932

2006

9. An empirical examination of exchange-rate credibility determinants in the EMS
   Applied Economics Letters, 2006, 13, (13), 847-850
   See also Working Paper

2005

10. Assessing the credibility of a target zone: evidence from the EMS
    Applied Economics, 2005, 37, (19), 2265-2287 View citations
    See also Working Paper
11. Estimación de una función de producción MRW para la economía española, 1910-1995
    Investigaciones Economicas, 2005, 29, (3), 609-624
    See also Working Paper
12. Forecasting the dollar|euro exchange rate: are international parities useful?
    Journal of Forecasting, 2005, 24, (5), 369-377
13. Optimization of technical rules by genetic algorithms: evidence from the Madrid stock market
    Applied Financial Economics, 2005, 15, (11), 773-775 View citations
    See also Working Paper
14. Testing chaotic dynamics via Lyapunov exponents
    Journal of Applied Econometrics, 2005, 20, (7), 911-930
    See also Working Paper

2004

15. Export market integration in the European Union
    Journal of Applied Economics, 2004, VII, 271-301 View citations
    See also Working Paper
16. Price convergence in the European Union
    Applied Economics Letters, 2004, 11, (1), 39-47 View citations
    See also Working Paper

2003

17. An Empirical Evaluation of Non-Linear Trading Rules
    Studies in Nonlinear Dynamics & Econometrics, 2003, 7, (3) View citations
    See also Working Paper
18. Modelling the linkages between US and Latin American stock markets
    Applied Economics, 2003, 35, (12), 1423-1434
    See also Working Paper
19. Regimen changes and duration in the European Monetary System
    Applied Economics, 2003, 35, (18), 1923-1933 View citations
    See also Working Paper
20. Technical analysis in foreign exchange markets: evidence from the EMS
    Applied Financial Economics, 2003, 13, (2), 113-122 View citations

2002

21. Further Evidence on Technical Trade Profitability and Foreign Exchange Intervention
    Applied Economics Letters, 2002, 9, (12), 827-32 View citations

2001

22. A QUANTITATIVE ANALYSIS OF THE EFFECTS OF CAPITAL CONTROLS: SPAIN, 1986--1990 *
    International Economic Journal, 2001, 15, (3), 129-146
    See also Working Paper
23. Asymmetry in the EMS: New evidence based on non-linear forecasts
    European Economic Review, 2001, 45, (3), 451-473 View citations
    See also Working Paper (2000)
24. EFECTOS DE POLÍTICAS MACROECONÓMICAS EN UNA UNIÓN MONETARIA CON DISTINTOS GRADOS DE RIGIDEZ SALARIAL
    Hacienda Pública Española, 2001, 156, (1) View citations
25. EXPECTATIVAS, APRENDIZAJE Y CREDIBILIDAD DE LA POLÍTICA MONETARIA EN ESPAÑA
    Hacienda Pública Española, 2001, 158, (3) View citations
26. Growth and the Welfare State in the EU: A Causality Analysis
    Public Choice, 2001, 109, (1-2), 55-68 View citations
    See also Working Paper
27. Modelling evolving long-run relationships: the linkages between stock markets in Asia
    Japan and the World Economy, 2001, 13, (2), 145-160 View citations
    See also Working Paper
28. Tax burden convergence in Europe
    Estudios de Economía Aplicada, 2001, 17, 183-191
    See also Working Paper

2000

29. Convergence in Fiscal Pressure across EU Countries
    Applied Economics Letters, 2000, 7, (2), 117-23 View citations
    See also Working Paper
30. On the Credibility of the Irish Pound in the EMS
    The Economic and Social Review, 2000, 31, (2), 151-172 View citations
31. On the profitability of technical trading rules based on artificial neural networks:: Evidence from the Madrid stock market
    Economics Letters, 2000, 69, (1), 89-94 View citations
    See also Working Paper
32. Social Protection Benefits and Growth: Evidence from the European Union
    Applied Economics Letters, 2000, 7, (4), 255-58 View citations
    Also in Applied Economics Letters, 2000, 7, (6), 397-400 (2000) View citations
    See also Working Paper

1999

33. A study of the credibility of the Spanish peseta
    Estudios de Economía Aplicada, 1999, 11, 85-100 View citations
34. Environmental Consequences of the Community Support Framework 1994-99 in Spain
    Journal of Policy Modeling, 1999, 21, (7), 831-850
35. Exchange Rate Volatility in the EMS before and after the Fall
    Applied Economics Letters, 1999, 6, (11), 717-22 View citations
36. Exchange-rate forecasts with simultaneous nearest-neighbour methods: evidence from the EMS
    International Journal of Forecasting, 1999, 15, (4), 383-392 View citations
    See also Working Paper

1998

37. Convergence in Social Protection Benefits across EU Countries
    Applied Economics Letters, 1998, 5, (3), 153-55 View citations
    See also Working Paper
38. Testing nonlinear forecastability in time series: Theory and evidence from the EMS
    Economics Letters, 1998, 59, (1), 49-63 View citations

1997

39. Combining Information in Exchange Rate Forecasting: Evidence from the EMS
    Applied Economics Letters, 1997, 4, (7), 441-444 View citations
40. Do Short-Term Interest Rates Influence Long-Term Interest Rates? Empirical Evidence from Some EMS Countries
    Applied Economics Letters, 1997, 4, (7), 449-51
41. Using nearest neighbour predictors to forecast the Spanish stock market
    Investigaciones Economicas, 1997, 21, (1), 75-91 View citations

1995

42. HERMIN Spain
    Economic Modelling, 1995, 12, (3), 295-311 View citations
43. HERMIN: A macroeconometric modelling framework for the EU periphery
    Economic Modelling, 1995, 12, (3), 221-247 View citations
44. Similarity and diversity in the EU periphery: A HERMIN-based investigation
    Economic Modelling, 1995, 12, (3), 313-322 View citations

1993

45. Does public capital affect private sector performance?: An analysis of the Spanish case, 1964-1988
    Economic Modelling, 1993, 10, (3), 179-185 View citations

1992

46. Chaotic behaviour in exchange-rate series: First results for the Peseta--U.S. dollar case
    Economics Letters, 1992, 39, (2), 207-211 View citations
47. Further tests on the forward exchange rate unbiasedness hypothesis
    Economics Letters, 1992, 40, (3), 325-331 View citations

1990

48. Cointegration and Unit Roots
    Journal of Economic Surveys, 1990, 4, (3), 249-73 View citations