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Details about Juncal Cuñado

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Workplace:Facultad de Ciencias Económicas y Empresariales (School of Economics and Business Administration), Universidad de Navarra (University of Navarra), (more information at EDIRC)

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Last updated 2019-08-06. Update your information in the RePEc Author Service.

Short-id: pcu62


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Working Papers

2018

  1. Oil volatility, oil and gas firms and portfolio diversification
    BAFES Working Papers, Department of Accounting, Finance & Economic, Bournemouth University Downloads View citations (2)
    See also Journal Article in Energy Economics (2018)

2016

  1. Convergence Patterns in Sovereign Bond Yield Spreads: Evidence from the Euro Area
    Working Papers, University of Pretoria, Department of Economics
    See also Journal Article in Journal of International Financial Markets, Institutions and Money (2017)
  2. Economic Policy Uncertainty and Stock Market Returns in Pacific-Rim Countries: Evidence based on a Bayesian Panel VAR Model
    Working Papers, University of Pretoria, Department of Economics
  3. Is Inflation Persistence Different in Reality?
    Working Papers, University of Pretoria, Department of Economics View citations (3)
    See also Journal Article in Economics Letters (2016)
  4. Revisiting the Twin Deficits Hypothesis: A Quantile Cointegration Analysis over the Period of 1791-2013
    Working Papers, University of Pretoria, Department of Economics
  5. The Relationship between Commodity Markets and Commodity Mutual Funds: A Wavelet-Based Analysis
    Working Papers, University of Pretoria, Department of Economics
    See also Journal Article in Finance Research Letters (2018)

2015

  1. Are Health Care Expenditures and Personal Disposable Income Characterised by Asymmetric Behaviour? Evidence from US State-Level Data
    Working Papers, University of Pretoria, Department of Economics View citations (1)
  2. Evidence of Persistence in U.S. Short and Long-Term Interest Rates Using Long-Span Monthly and Annual Data
    Working Papers, University of Pretoria, Department of Economics
  3. Persistence, Mean-Reversion and Non-Linearities in Infant Mortality Rates
    Working Papers, University of Pretoria, Department of Economics
  4. Revisiting the Macroeconomic Impact of Oil Shocks in Asian Economies
    Staff Working Papers, Bank of Canada Downloads View citations (7)
  5. The Relationship between Healthcare Expenditure and Disposable Personal Income in the US States: A Fractional Integration and Cointegration Analysis
    Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research Downloads View citations (4)
    Also in Working Papers, University of Pretoria, Department of Economics (2015) View citations (4)
  6. The Resource Curse Hypothesis Revisited: Evidence from a Panel VAR
    MPRA Paper, University Library of Munich, Germany Downloads

2013

  1. Life Satisfaction and Air Quality in Europe
    Stirling Economics Discussion Papers, University of Stirling, Division of Economics Downloads View citations (40)
    Also in IZA Discussion Papers, Institute of Labor Economics (IZA) (2012) Downloads View citations (3)

    See also Journal Article in Ecological Economics (2013)

2012

  1. Modelling Long Run Trends and Cycles in Financial Time Series Data
    Faculty Working Papers, School of Economics and Business Administration, University of Navarra Downloads View citations (1)
    Also in CESifo Working Paper Series, CESifo Group Munich (2008) Downloads View citations (1)

    See also Journal Article in Journal of Time Series Analysis (2013)

2011

  1. The Macroeconomic Impacts of Natural Disasters: New Evidence from Floods
    2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania, Agricultural and Applied Economics Association Downloads View citations (3)

2009

  1. AK growth models: new evidence based on fractional integration and breaking trends
    Discussion Papers (REL - Recherches Economiques de Louvain), Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES) Downloads View citations (1)
    See also Journal Article in Recherches économiques de Louvain (2009)

2007

  1. Deterministic versus Stochastic Seasonal Fractional Integration and Structural Breaks
    CESifo Working Paper Series, CESifo Group Munich Downloads View citations (4)
  2. 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) Downloads
    See also Journal Article in Recherches économiques de Louvain (2007)
  3. Tourism in the Canary Islands: Forecasting Using Several Seasonal Time Series Models
    Faculty Working Papers, School of Economics and Business Administration, University of Navarra Downloads
    See also Journal Article in Journal of Forecasting (2008)

2006

  1. 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 Downloads View citations (9)

2004

  1. Oil Prices, Economic Activity and Inflation: Evidence for Some Asian Countries
    Faculty Working Papers, School of Economics and Business Administration, University of Navarra Downloads View citations (3)
    See also Journal Article in The Quarterly Review of Economics and Finance (2005)

2003

  1. Additional Empirical Evidence on Real Convergence: A Fractionally Integrated Approach
    Faculty Working Papers, School of Economics and Business Administration, University of Navarra Downloads View citations (3)
    See also Journal Article in Review of World Economics (Weltwirtschaftliches Archiv) (2006)
  2. Structural Changes in Volatility and Stock Market Development: Evidence for Spain
    Faculty Working Papers, School of Economics and Business Administration, University of Navarra Downloads View citations (4)
    See also Journal Article in Journal of Banking & Finance (2004)

2002

  1. Is the US Fiscal Deficit Sustainable? A Fractionally Integrated and Cointegrated Approach
    Faculty Working Papers, School of Economics and Business Administration, University of Navarra Downloads
  2. Stock Market Cycles and Stock Market Development in Spain
    Faculty Working Papers, School of Economics and Business Administration, University of Navarra Downloads

2001

  1. Do oil price shocks matter? Evidence for some European countries
    Working Papers, Asociación Española de Economía y Finanzas Internacionales Downloads
    Also in Working Papers on International Economics and Finance, FEDEA Downloads

    See also Journal Article in Energy Economics (2003)
  2. INTERTEMPORAL CURRENT ACCOUNT AND PRODUCTIVITY SHOCKS: EVIDENCE FOR SOME EUROPEAN COUNTRIES
    Working Papers, Asociación Española de Economía y Finanzas Internacionales Downloads
    Also in Working Papers on International Economics and Finance, FEDEA Downloads

2000

  1. REGIONAL DISPARITIES AND ASYMMETRIC SHOCKS: THE CASE OF THE SPANISH REGIONS
    ERSA conference papers, European Regional Science Association Downloads View citations (1)

Undated

  1. Convergencia real o acercamiento cíclico? Espana y la Unión Europea
    Studies on the Spanish Economy, FEDEA Downloads
  2. Inflación y rendimientos bursátiles en el caso espanol, 1941-1999
    Studies on the Spanish Economy, FEDEA Downloads
  3. Tasa de sacrificio en la UEM: Un análisis empírico
    Studies on the Spanish Economy, FEDEA Downloads

Journal Articles

2018

  1. Oil volatility, oil and gas firms and portfolio diversification
    Energy Economics, 2018, 70, (C), 499-515 Downloads View citations (2)
    See also Working Paper (2018)
  2. The relationship between commodity markets and commodity mutual funds: A wavelet-based analysis
    Finance Research Letters, 2018, 24, (C), 1-9 Downloads
    See also Working Paper (2016)

2017

  1. Convergence patterns in sovereign bond yield spreads: Evidence from the Euro Area
    Journal of International Financial Markets, Institutions and Money, 2017, 49, (C), 129-139 Downloads View citations (4)
    See also Working Paper (2016)
  2. Evidence of persistence in U.S. short and long-term interest rates
    Journal of Policy Modeling, 2017, 39, (5), 775-789 Downloads
  3. Oil dependence, quality of political institutions and economic growth: A panel VAR approach
    Resources Policy, 2017, 53, (C), 147-163 Downloads View citations (1)
  4. Persistence, Mean-Reversion and Non-linearities in $$\hbox {CO2}$$ CO2 Emissions: Evidence from the BRICS and G7 Countries
    Environmental & Resource Economics, 2017, 67, (4), 869-883 Downloads View citations (1)

2016

  1. Is inflation persistence different in reality?
    Economics Letters, 2016, 148, (C), 55-58 Downloads View citations (3)
    See also Working Paper (2016)
  2. Regime-switching purchasing power parity in Latin America: Monte Carlo unit root tests with dynamic conditional score
    Applied Economics, 2016, 48, (29), 2675-2696 Downloads

2015

  1. Macroeconomic impacts of oil price shocks in Asian economies
    Energy Policy, 2015, 86, (C), 867-879 Downloads View citations (25)

2014

  1. Oil price shocks and stock market returns: Evidence for some European countries
    Energy Economics, 2014, 42, (C), 365-377 Downloads View citations (89)
  2. The Macroeconomic Impacts of Natural Disasters: The Case of Floods
    Land Economics, 2014, 90, (1), 149-168 Downloads View citations (3)

2013

  1. Environment and Happiness: New Evidence for Spain
    Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, 2013, 112, (3), 549-567 Downloads View citations (15)
  2. Life satisfaction and air quality in Europe
    Ecological Economics, 2013, 88, (C), 1-10 Downloads View citations (45)
    See also Working Paper (2013)
  3. Modelling long-run trends and cycles in financial time series data
    Journal of Time Series Analysis, 2013, 34, (3), 405-421 Downloads View citations (1)
    See also Working Paper (2012)
  4. Real convergence: empirical evidence for Latin America
    Applied Economics, 2013, 45, (22), 3220-3229 Downloads View citations (2)
  5. Salient features of dependence in daily US stock market indices
    Physica A: Statistical Mechanics and its Applications, 2013, 392, (15), 3198-3212 Downloads View citations (1)

2012

  1. Does Education Affect Happiness? Evidence for Spain
    Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, 2012, 108, (1), 185-196 Downloads View citations (34)
  2. Does Media Consumption Make Us Happy? Evidence for Spain
    Journal of Media Economics, 2012, 25, (1), 8-34 Downloads View citations (7)
  3. Persistence, Long Memory, and Unit Roots in Commodity Prices
    Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie, 2012, 60, (4), 451-468 Downloads
  4. Real convergence in Latin America: a fractionally integrated approach
    Applied Financial Economics, 2012, 22, (20), 1713-1717 Downloads
  5. Testing for persistent deviations of stock prices to dividends in the Nasdaq index
    Physica A: Statistical Mechanics and its Applications, 2012, 391, (20), 4675-4685 Downloads
  6. Unemployment hysteresis: empirical evidence for Latin America
    Journal of Applied Economics, 2012, 15, 213-233 Downloads View citations (7)

2011

  1. La diversificación del riesgo en los mercados de deuda pública de la zona euro
    Cuadernos de Economía - Spanish Journal of Economics and Finance, 2011, 34, (94), 1-8 Downloads
  2. Modelling International Monthly Tourist in Spain/Modelización de llegadas mensuales de turistas a España
    Estudios de Economia Aplicada, 2011, 29, 723-736 Downloads
  3. Structural breaks and real convergence in OPEC countries
    Journal of Applied Economics, 2011, 14, 101-117 Downloads View citations (8)

2010

  1. European Current Account Sustainability: New Evidence Based On Unit Roots and Fractional Integration
    Eastern Economic Journal, 2010, 36, (2), 177-187 Downloads View citations (6)
  2. Mean reversion in stock market prices: New evidence based on bull and bear markets
    Research in International Business and Finance, 2010, 24, (2), 113-122 Downloads View citations (3)
  3. Persistence in some energy futures markets
    Journal of Futures Markets, 2010, 30, (5), 490-507 Downloads View citations (10)

2009

  1. AK growth models: new evidence based on fractional integration and breaking trends
    Recherches économiques de Louvain, 2009, 75, (2), 131-149 Downloads View citations (1)
    See also Working Paper (2009)
  2. Financial liberalization, stock market volatility and outliers in emerging economies
    Applied Financial Economics, 2009, 19, (10), 809-823 Downloads View citations (2)
  3. New evidence on long-run monetary neutrality
    Journal of Applied Economics, 2009, 12, 229-248 Downloads

2008

  1. New Evidence on US Current Account Sustainability
    International Journal of Business and Economics, 2008, 7, (1), 1-21 Downloads View citations (1)
  2. Stochastic volatility in the Spanish stock market: a long memory model with a structural break
    The European Journal of Finance, 2008, 14, (1), 23-31 Downloads View citations (1)
  3. Tourism in the Canary Islands: forecasting using several seasonal time series models
    Journal of Forecasting, 2008, 27, (7), 621-636 Downloads View citations (10)
    See also Working Paper (2007)
  4. 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 Downloads View citations (2)

2007

  1. Real convergence in some emerging countries: a fractionally integrated approach
    Recherches économiques de Louvain, 2007, 73, (3), 293-310 Downloads
    See also Working Paper (2007)
  2. Testing for stock market bubbles using nonlinear models and fractional integration
    Applied Financial Economics, 2007, 17, (16), 1313-1321 Downloads View citations (13)

2006

  1. Additional Empirical Evidence on Real Convergence: A Fractionally Integrated Approach
    Review of World Economics (Weltwirtschaftliches Archiv), 2006, 142, (1), 67-91 Downloads View citations (8)
    See also Working Paper (2003)
  2. Changes in the dynamic behavior of emerging market volatility: Revisiting the effects of financial liberalization
    Emerging Markets Review, 2006, 7, (3), 261-278 Downloads View citations (25)
  3. Real convergence in Africa in the second-half of the 20th century
    Journal of Economics and Business, 2006, 58, (2), 153-167 Downloads View citations (22)
  4. Real convergence in some Central and Eastern European countries
    Applied Economics, 2006, 38, (20), 2433-2441 Downloads View citations (3)

2005

  1. A test for rational bubbles in the NASDAQ stock index: A fractionally integrated approach
    Journal of Banking & Finance, 2005, 29, (10), 2633-2654 Downloads View citations (49)
  2. Current account and productivity: evidence for some European countries
    Journal of Policy Modeling, 2005, 27, (1), 75-89 Downloads
  3. Oil prices, economic activity and inflation: evidence for some Asian countries
    The Quarterly Review of Economics and Finance, 2005, 45, (1), 65-83 Downloads View citations (192)
    See also Working Paper (2004)

2004

  1. Is the US fiscal deficit sustainable?: A fractionally integrated approach
    Journal of Economics and Business, 2004, 56, (6), 501-526 Downloads View citations (28)
  2. Real convergence in Taiwan: a fractionally integrated approach
    Journal of Asian Economics, 2004, 15, (3), 529-547 Downloads View citations (2)
  3. Structural changes in volatility and stock market development: Evidence for Spain
    Journal of Banking & Finance, 2004, 28, (7), 1745-1773 Downloads View citations (3)
    See also Working Paper (2003)

2003

  1. Do oil price shocks matter? Evidence for some European countries
    Energy Economics, 2003, 25, (2), 137-154 Downloads View citations (142)
    See also Working Paper (2001)
  2. Empirical evidence on real convergence in some OECD countries
    Applied Economics Letters, 2003, 10, (3), 173-176 Downloads View citations (8)

2000

  1. Sectoral structure and real convergence among Spanish regions
    International Advances in Economic Research, 2000, 6, (2), 259-270 Downloads

Chapters

2010

  1. Education and happiness in Spain
    Chapter 10 in Investigaciones de Economía de la Educación 5, 2010, vol. 5, pp 206-222 Downloads
 
Page updated 2019-10-19