Details about Tomás del Barrio Castro

Access statistics for papers by Tomás del Barrio Castro.

Last updated 2024-07-04. Update your information in the RePEc Author Service.

Short-id: pde300

Working Papers

2024

1. Modeling and Forecasting the Long Memory of Cyclical Trends in Paleoclimate Data
   Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät

2023

2. Periodic Integration and Seasonal Unit Roots
   MPRA Paper, University Library of Munich, Germany

2022

3. Testing for the cointegration rank between Periodically Integrated processes
   MPRA Paper, University Library of Munich, Germany
   Also in MPRA Paper, University Library of Munich, Germany (2021)

2020

4. Aggregation of Seasonal Long-Memory Processes
   MPRA Paper, University Library of Munich, Germany
   See also Journal Article Aggregation of Seasonal Long-Memory Processes, Econometrics and Statistics, Elsevier (2021) View citations (1) (2021)
5. On Cointegration for Processes Integrated at Different Frequencies
   CEIS Research Paper, Tor Vergata University, CEIS View citations (2)
   Also in MPRA Paper, University Library of Munich, Germany (2020) View citations (2)
   See also Journal Article On cointegration for processes integrated at different frequencies, Journal of Time Series Analysis, Wiley Blackwell (2022) View citations (3) (2022)

2019

6. Temporal aggregation of seasonally near-integrated processes
   Essex Finance Centre Working Papers, University of Essex, Essex Business School View citations (4)
   Also in DEA Working Papers, Universitat de les Illes Balears, Departament d'Economía Aplicada (2018)
   See also Journal Article Temporal Aggregation of Seasonally Near‐Integrated Processes, Journal of Time Series Analysis, Wiley Blackwell (2019) View citations (4) (2019)

2016

7. Testing for Deterministic Seasonality in Mixed-Frequency VARs
   DEA Working Papers, Universitat de les Illes Balears, Departament d'Economía Aplicada View citations (1)
   See also Journal Article Testing for deterministic seasonality in mixed-frequency VARs, Economics Letters, Elsevier (2016) View citations (1) (2016)

2015

8. Numerical Distribution Functions for Seasonal Unit Root Tests with OLS and GLS Detrending
   DEA Working Papers, Universitat de les Illes Balears, Departament d'Economía Aplicada
   See also Journal Article Numerical distribution functions for seasonal unit root tests with OLS and GLS detrending, Computational Statistics, Springer (2017) View citations (3) (2017)
9. Semi-Parametric Seasonal Unit Root Tests
   DEA Working Papers, Universitat de les Illes Balears, Departament d'Economía Aplicada View citations (2)
   Also in Essex Finance Centre Working Papers, University of Essex, Essex Business School (2015) View citations (2)
   See also Journal Article SEMI-PARAMETRIC SEASONAL UNIT ROOT TESTS, Econometric Theory, Cambridge University Press (2018) View citations (5) (2018)

2013

10. An analysis of the trade balance for OECD countries using periodic integration and cointegration
    Working Papers, Department of Applied Economics II, Universidad de Valencia View citations (1)
    See also Journal Article An analysis of the trade balance for OECD countries using periodic integration and cointegration, Empirical Economics, Springer (2015) View citations (2) (2015)
11. How wrong can you be, without noticing? Further evidence on speci?cation errors in the Conditional Logit
    Working Papers, Department of Applied Economics II, Universidad de Valencia
12. On the Behaviour of Phillips-Perron Tests in the Presence of Persistent Cycles
    CEFAGE-UE Working Papers, University of Evora, CEFAGE-UE (Portugal) View citations (1)
    See also Journal Article On the Behaviour of Phillips–Perron Tests in the Presence of Persistent Cycles, Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford (2015) View citations (5) (2015)
13. Simulation Assisted Learning in Statistics: How Important are Students’ Characteristics?
    DEA Working Papers, Universitat de les Illes Balears, Departament d'Economía Aplicada
14. The trade balance in euro countries: a natural case study of periodic integration with a changing mean
    Working Papers, Department of Applied Economics II, Universidad de Valencia

2012

15. The Performance of Lag Selection and Detrending Methods for HEGY Seasonal Unit Root Tests
    Economics Discussion Paper Series, Economics, The University of Manchester View citations (1)
    See also Journal Article The Performance of Lag Selection and Detrending Methods for HEGY Seasonal Unit Root Tests, Econometric Reviews, Taylor & Francis Journals (2016) View citations (14) (2016)

2011

16. On Augmented HEGY Tests for Seasonal Unit Roots
    Economics Discussion Paper Series, Economics, The University of Manchester
    See also Journal Article ON AUGMENTED HEGY TESTS FOR SEASONAL UNIT ROOTS, Econometric Theory, Cambridge University Press (2012) View citations (15) (2012)
17. The Impact of Persistent Cycles on Zero Frequency Unit Root Tests
    Working Papers, Banco de Portugal, Economics and Research Department View citations (3)
    See also Journal Article THE IMPACT OF PERSISTENT CYCLES ON ZERO FREQUENCY UNIT ROOT TESTS, Econometric Theory, Cambridge University Press (2013) View citations (3) (2013)

2010

18. HEGY Tests in the Presence of Moving Averages
    DEA Working Papers, Universitat de les Illes Balears, Departament d'Economía Aplicada
    See also Journal Article HEGY Tests in the Presence of Moving Averages, Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford (2011) View citations (5) (2011)

2009

19. The determinants of university patenting: Do incentives matter?
    Working Papers, Institut d'Economia de Barcelona (IEB) View citations (31)
    Also in Working Papers, Xarxa de Referència en Economia Aplicada (XREAP) (2009) View citations (4)

2007

20. Regression-based seasonal unit root tests
    Discussion Papers, University of Nottingham, Granger Centre for Time Series Econometrics
    See also Journal Article REGRESSION-BASED SEASONAL UNIT ROOT TESTS, Econometric Theory, Cambridge University Press (2009) View citations (30) (2009)
21. Using the HEGY Procedure When Not All Roots Are Present
    Working Papers in Economics, Universitat de Barcelona. Espai de Recerca en Economia View citations (6)
    See also Journal Article Using the HEGY Procedure When Not All Roots Are Present, Journal of Time Series Analysis, Wiley Blackwell (2007) View citations (4) (2007)

2006

22. A Random Walk through Seasonal Adjustment: Noninvertible Moving Averages and Unit Root Tests
    Economics Discussion Paper Series, Economics, The University of Manchester

2005

23. Cointegration for Periodically Integrated Processes
    Economics Discussion Paper Series, Economics, The University of Manchester
    See also Journal Article COINTEGRATION FOR PERIODICALLY INTEGRATED PROCESSES, Econometric Theory, Cambridge University Press (2008) View citations (8) (2008)

2004

24. The geography of innovation: the effects of university research
    Working Papers in Economics, Universitat de Barcelona. Espai de Recerca en Economia

2003

25. Breaking the panels. An application to the GDP per capita
    Working Papers in Economics, Universitat de Barcelona. Espai de Recerca en Economia View citations (17)
    See also Journal Article Breaking the panels: An application to the GDP per capita, Econometrics Journal, Royal Economic Society (2005) View citations (422) (2005)
26. Evidence on the Purchasing Power Parity in Panel of Cities
    ERSA conference papers, European Regional Science Association View citations (1)
    See also Journal Article Evidence on the purchasing power parity in a panel of cities, Applied Economics, Taylor & Francis Journals (2004) View citations (23) (2004)

2002

27. Level shifts in a panel data based unit root test. An application to the rate of unemployment
    10th International Conference on Panel Data, Berlin, July 5-6, 2002, International Conferences on Panel Data View citations (16)
    Also in Working Papers in Economics, Universitat de Barcelona. Espai de Recerca en Economia (2002) View citations (10)
28. The regional distribution of spanish unemployment. A spatial analysis
    ERSA conference papers, European Regional Science Association View citations (52)
    See also Journal Article The regional distribution of Spanish unemployment: A spatial analysis, Papers in Regional Science, Springer (2002) View citations (54) (2002)

2000

29. THE GEOGRAPHICAL DISTRIBUTION OF UNEMPLOYMENT IN SPAIN
    ERSA conference papers, European Regional Science Association View citations (4)
    See also Journal Article Geographical distribution of unemployment in Spain, Regional Studies, Taylor & Francis Journals (2005) View citations (49) (2005)

1996

30. El filtro de lineas aereas modificadas, integrabilidad y cointegracion
    Working Papers in Economics, Universitat de Barcelona. Espai de Recerca en Economia

Journal Articles

2022

1. On cointegration for processes integrated at different frequencies
   Journal of Time Series Analysis, 2022, 43, (3), 412-435 View citations (3)
   See also Working Paper On Cointegration for Processes Integrated at Different Frequencies, CEIS Research Paper (2020) View citations (2) (2020)

2021

2. Aggregation of Seasonal Long-Memory Processes
   Econometrics and Statistics, 2021, 17, (C), 95-106 View citations (1)
   See also Working Paper Aggregation of Seasonal Long-Memory Processes, MPRA Paper (2020) (2020)

2019

3. Temporal Aggregation of Seasonally Near‐Integrated Processes
   Journal of Time Series Analysis, 2019, 40, (6), 872-886 View citations (4)
   See also Working Paper Temporal aggregation of seasonally near-integrated processes, Essex Finance Centre Working Papers (2019) View citations (4) (2019)
4. Testing for Periodic Integration with a Changing Mean
   Computational Economics, 2019, 54, (1), 45-75 View citations (1)

2018

5. SEMI-PARAMETRIC SEASONAL UNIT ROOT TESTS
   Econometric Theory, 2018, 34, (2), 447-476 View citations (5)
   See also Working Paper Semi-Parametric Seasonal Unit Root Tests, DEA Working Papers (2015) View citations (2) (2015)

2017

6. Numerical distribution functions for seasonal unit root tests with OLS and GLS detrending
   Computational Statistics, 2017, 32, (4), 1533-1568 View citations (3)
   See also Working Paper Numerical Distribution Functions for Seasonal Unit Root Tests with OLS and GLS Detrending, DEA Working Papers (2015) (2015)

2016

7. Testing for deterministic seasonality in mixed-frequency VARs
   Economics Letters, 2016, 149, (C), 20-24 View citations (1)
   See also Working Paper Testing for Deterministic Seasonality in Mixed-Frequency VARs, DEA Working Papers (2016) View citations (1) (2016)
8. The Performance of Lag Selection and Detrending Methods for HEGY Seasonal Unit Root Tests
   Econometric Reviews, 2016, 35, (1), 122-168 View citations (14)
   See also Working Paper The Performance of Lag Selection and Detrending Methods for HEGY Seasonal Unit Root Tests, Economics Discussion Paper Series (2012) View citations (1) (2012)
9. The lag-length selection and detrending methods for HEGY seasonal unit-root tests using Stata
   Stata Journal, 2016, 16, (3), 740-760 View citations (3)

2015

10. An analysis of the trade balance for OECD countries using periodic integration and cointegration
    Empirical Economics, 2015, 49, (2), 389-402 View citations (2)
    See also Working Paper An analysis of the trade balance for OECD countries using periodic integration and cointegration, Working Papers (2013) View citations (1) (2013)
11. On Augmented Franses Tests for Seasonal Unit Roots
    Communications in Statistics - Theory and Methods, 2015, 44, (24), 5204-5212 View citations (1)
12. On the Behaviour of Phillips–Perron Tests in the Presence of Persistent Cycles
    Oxford Bulletin of Economics and Statistics, 2015, 77, (4), 495-511 View citations (5)
    See also Working Paper On the Behaviour of Phillips-Perron Tests in the Presence of Persistent Cycles, CEFAGE-UE Working Papers (2013) View citations (1) (2013)

2013

13. THE IMPACT OF PERSISTENT CYCLES ON ZERO FREQUENCY UNIT ROOT TESTS
    Econometric Theory, 2013, 29, (6), 1289-1313 View citations (3)
    See also Working Paper The Impact of Persistent Cycles on Zero Frequency Unit Root Tests, Working Papers (2011) View citations (3) (2011)

2012

14. Bootstrap confidence interval for a correlation curve
    Statistics & Probability Letters, 2012, 82, (1), 1-6 View citations (2)
15. Non‐parametric testing for seasonally and periodically integrated processes
    Journal of Time Series Analysis, 2012, 33, (3), 424-437 View citations (3)
16. ON AUGMENTED HEGY TESTS FOR SEASONAL UNIT ROOTS
    Econometric Theory, 2012, 28, (5), 1121-1143 View citations (15)
    See also Working Paper On Augmented HEGY Tests for Seasonal Unit Roots, Economics Discussion Paper Series (2011) (2011)

2011

17. HEGY Tests in the Presence of Moving Averages
    Oxford Bulletin of Economics and Statistics, 2011, 73, (5), 691-704 View citations (5)
    See also Working Paper HEGY Tests in the Presence of Moving Averages, DEA Working Papers (2010) (2010)
18. Nonparametric Tests for Periodic Integration
    Journal of Time Series Econometrics, 2011, 3, (1), 35 View citations (3)

2009

19. REGRESSION-BASED SEASONAL UNIT ROOT TESTS
    Econometric Theory, 2009, 25, (2), 527-560 View citations (30)
    See also Working Paper Regression-based seasonal unit root tests, Discussion Papers (2007) (2007)

2008

20. COINTEGRATION FOR PERIODICALLY INTEGRATED PROCESSES
    Econometric Theory, 2008, 24, (1), 109-142 View citations (8)
    See also Working Paper Cointegration for Periodically Integrated Processes, Economics Discussion Paper Series (2005) (2005)
21. TESTING FOR SEASONAL UNIT ROOTS IN PERIODIC INTEGRATED AUTOREGRESSIVE PROCESSES
    Econometric Theory, 2008, 24, (4), 1093-1129 View citations (9)

2007

22. Using the HEGY Procedure When Not All Roots Are Present
    Journal of Time Series Analysis, 2007, 28, (6), 910-922 View citations (4)
    See also Working Paper Using the HEGY Procedure When Not All Roots Are Present, Working Papers in Economics (2007) View citations (6) (2007)

2006

23. On the performance of the DHF tests against nonstationary alternatives
    Statistics & Probability Letters, 2006, 76, (3), 291-297 View citations (2)

2005

24. Breaking the panels: An application to the GDP per capita
    Econometrics Journal, 2005, 8, (2), 159-175 View citations (422)
    See also Working Paper Breaking the panels. An application to the GDP per capita, Working Papers in Economics (2003) View citations (17) (2003)
25. Effects of university research on the geography of innovation
    Regional Studies, 2005, 39, (9), 1217-1229 View citations (38)
26. Geographical distribution of unemployment in Spain
    Regional Studies, 2005, 39, (3), 305-318 View citations (49)
    See also Working Paper THE GEOGRAPHICAL DISTRIBUTION OF UNEMPLOYMENT IN SPAIN, ERSA conference papers (2000) View citations (4) (2000)

2004

27. Evidence on the purchasing power parity in a panel of cities
    Applied Economics, 2004, 36, (9), 961-966 View citations (23)
    See also Working Paper Evidence on the Purchasing Power Parity in Panel of Cities, ERSA conference papers (2003) View citations (1) (2003)
28. The consequences of seasonal adjustment for periodic autoregressive processes
    Econometrics Journal, 2004, 7, (2), 307-321 View citations (6)

2002

29. New evidence on international R&D spillovers, human capital and productivity in the OECD
    Economics Letters, 2002, 77, (1), 41-45 View citations (56)
30. The effects of working with seasonally adjusted data when testing for unit root
    Economics Letters, 2002, 75, (2), 249-256 View citations (1)
31. The regional distribution of Spanish unemployment: A spatial analysis
    Papers in Regional Science, 2002, 81, (3), 365-389 View citations (54)
    See also Working Paper The regional distribution of spanish unemployment. A spatial analysis, ERSA conference papers (2002) View citations (52) (2002)