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Details about Alfredo Garcia-Hiernaux

Homepage:https://www.ucm.es/fundamentos-analisis-economico2/garcia-hiernaux,-alfredo
Workplace:Instituto Complutense de Analisis Economico (ICAE) (UCM Institute for Economic Analysis), Facultad de Ciencias Económicas y Empresariales (Faculty of Economics and Business), Universidad Complutense de Madrid (Complutense University of Madrid), (more information at EDIRC)

Access statistics for papers by Alfredo Garcia-Hiernaux.

Last updated 2023-11-08. Update your information in the RePEc Author Service.

Short-id: phi35


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Working Papers

2023

  1. How to measure inFLAtion volatility. A note
    Working Papers, Banco de España Downloads

2020

  1. An indicator of monetary bias for emerging and dollarized economies The case of Uruguay
    Documentos de trabajo, Banco Central del Uruguay Downloads
  2. Eurozone prices: a tale of convergence and divergence
    Working Papers, Banco de España Downloads
    See also Journal Article in Economic Modelling (2023)

2019

  1. Staking plans in sports betting under unknown true probabilities of the event
    MPRA Paper, University Library of Munich, Germany Downloads
  2. TF-MIDAS: a new mixed-frequency model to forecast macroeconomic variables
    MPRA Paper, University Library of Munich, Germany Downloads

2015

  1. Market Integration Dynamics and Asymptotic Price Convergence in Distribution
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico Downloads
    Also in Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2013) Downloads View citations (1)
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2015) Downloads
    Tinbergen Institute Discussion Papers, Tinbergen Institute (2013) Downloads

    See also Journal Article in Economic Modelling (2016)
  2. Price-Level Convergence in the Eurozone
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico Downloads

2013

  1. Identifymg series with common trends to improve forecats of their aggregate
    (Identificación de series con tendencias comunes para mejorar las previsiones de agregados)
    Documentos de trabajo de la Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales Downloads
  2. West versus East: Early Globalization and the Great Divergence
    MPRA Paper, University Library of Munich, Germany Downloads View citations (3)
    Also in Documentos de trabajo de la Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales (2013) Downloads

2011

  1. Convergence and Cointegration
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico Downloads

2010

  1. From general State-Space to VARMAX models
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico Downloads
    See also Journal Article in Mathematics and Computers in Simulation (MATCOM) (2012)

2009

  1. Diagnostic checking using subspace methods
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico Downloads
  2. Forecasting linear dynamical systems using subspace methods
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico Downloads
    See also Journal Article in Journal of Time Series Analysis (2011)

2007

  1. Estimating the system order by subspace methods
    DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística Downloads
    See also Journal Article in Computational Statistics (2012)

2005

  1. Deteccióon de Raíces Unitarias y Cointegración mediante Métodos de Subespacios
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico Downloads
  2. Fast estimation methods for time series models in state-space form
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico Downloads View citations (1)
  3. Unit Roots and Cointegrating Matrix Estimation using Subspace Methods
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico Downloads

Journal Articles

2023

  1. A counterfactual analysis of the impact of the 2008 and 2020 crises on Spanish employment
    Applied Economic Analysis, 2023, 31, (92), 109-125 Downloads
  2. An indicator of monetary bias for emerging and partially dollarized economies: The case of Uruguay
    International Review of Economics & Finance, 2023, 85, (C), 206-219 Downloads
  3. Eurozone prices: A tale of convergence and divergence
    Economic Modelling, 2023, 126, (C) Downloads
    See also Working Paper (2020)
  4. Forecasting unemployment with Google Trends: age, gender and digital divide
    Empirical Economics, 2023, 65, (2), 587-605 Downloads

2021

  1. Forecasting Spanish unemployment with Google Trends and dimension reduction techniques
    SERIEs: Journal of the Spanish Economic Association, 2021, 12, (3), 329-349 Downloads View citations (5)
  2. Price convergence: Representation and testing
    Economic Modelling, 2021, 104, (C) Downloads View citations (2)

2020

  1. NUMERACY IN CENTRAL NEW SPAIN DURING THE ENLIGHTENMENT
    Revista de Historia Económica / Journal of Iberian and Latin American Economic History, 2020, 38, (2), 369-403 Downloads View citations (1)
  2. Staking in Sports Betting Under Unknown Probabilities: Practical Guide for Profitable Bettors
    Journal of Sports Economics, 2020, 21, (6), 593-609 Downloads

2017

  1. Two worlds apart: Determinants of height in late 18th century central Mexico
    Economics & Human Biology, 2017, 24, (C), 153-163 Downloads View citations (1)

2016

  1. Market integration dynamics and asymptotic price convergence in distribution
    Economic Modelling, 2016, 52, (PB), 913-925 Downloads View citations (3)
    See also Working Paper (2015)

2015

  1. West versus Far East: early globalization and the great divergence
    Cliometrica, Journal of Historical Economics and Econometric History, 2015, 9, (2), 235-264 Downloads View citations (7)

2013

  1. Some considerations about “Forecasting aggregates and disaggregates with common features”
    International Journal of Forecasting, 2013, 29, (4), 733-735 Downloads

2012

  1. Estimating the system order by subspace methods
    Computational Statistics, 2012, 27, (3), 411-425 Downloads View citations (2)
    See also Working Paper (2007)
  2. From general state-space to VARMAX models
    Mathematics and Computers in Simulation (MATCOM), 2012, 82, (5), 924-936 Downloads View citations (1)
    See also Working Paper (2010)
  3. The Integration of Grain Markets in the Eighteenth Century: Early Rise of Globalization in the West
    The Journal of Economic History, 2012, 72, (3), 671-707 Downloads View citations (19)

2011

  1. Forecasting linear dynamical systems using subspace methods
    Journal of Time Series Analysis, 2011, 32, (5), 462-468
    See also Working Paper (2009)

2006

  1. EMPIRICAL EVIDENCE FOR A MONEY DEMAND FUNCTION: A PANEL DATA ANALYSIS OF 27 COUNTRIES IN 1988-98
    Applied Econometrics and International Development, 2006, 6, (1) Downloads View citations (5)

2002

  1. Analisis Cualitativo del salario por hora en España
    Regional and Sectoral Economic Studies, 2002, 2, (2) Downloads

Books

2019

  1. Del "Real de a ocho" a los muchos pesos: plata, precios y tipos de interés en Hispanoamérica y el resto del mundo, 1750-1850
    Estudios de Historia Económica, Banco de España Downloads

Chapters

2019

  1. Interest Rates and Silver Production: Credit in Mexico City Between Market and Spirituality (1770–1779 and 1819–1828)
    Palgrave Macmillan
 
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