Details about Alfredo Garcia-Hiernaux
Access statistics for papers by Alfredo Garcia-Hiernaux.
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Short-id: phi35
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Working Papers
2023
- How to measure inFLAtion volatility. A note
Working Papers, Banco de España
- IFCI-SA. An International Financial Conditions Index for South American Economies
Documentos de trabajo, Banco Central del Uruguay 
See also Journal Article IFCI-SA: International financial conditions index for South American economies, Research in International Business and Finance, Elsevier (2024) (2024)
- Rethinking Basel III and beyond: a theory model to understand credit allocation and real state bubbles
MPRA Paper, University Library of Munich, Germany
2020
- An indicator of monetary bias for emerging and dollarized economies The case of Uruguay
Documentos de trabajo, Banco Central del Uruguay
- Eurozone prices: a tale of convergence and divergence
Working Papers, Banco de España 
See also Journal Article Eurozone prices: A tale of convergence and divergence, Economic Modelling, Elsevier (2023) View citations (2) (2023)
2019
- Staking plans in sports betting under unknown true probabilities of the event
MPRA Paper, University Library of Munich, Germany
- TF-MIDAS: a new mixed-frequency model to forecast macroeconomic variables
MPRA Paper, University Library of Munich, Germany
2015
- Market Integration Dynamics and Asymptotic Price Convergence in Distribution
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute 
Also in Tinbergen Institute Discussion Papers, Tinbergen Institute (2013)  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2013) View citations (1) Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2015) 
See also Journal Article Market integration dynamics and asymptotic price convergence in distribution, Economic Modelling, Elsevier (2016) View citations (3) (2016)
- 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
2013
- 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
- West versus East: Early Globalization and the Great Divergence
MPRA Paper, University Library of Munich, Germany 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)
2011
- Convergence and Cointegration
Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico
2010
- 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 
See also Journal Article From general state-space to VARMAX models, Mathematics and Computers in Simulation (MATCOM), Elsevier (2012) View citations (1) (2012)
2009
- 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
- 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 
See also Journal Article Forecasting linear dynamical systems using subspace methods, Journal of Time Series Analysis, Wiley Blackwell (2011) (2011)
2007
- Estimating the system order by subspace methods
DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica 
See also Journal Article Estimating the system order by subspace methods, Computational Statistics, Springer (2012) View citations (2) (2012)
2005
- 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
- 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 View citations (1)
- 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
Journal Articles
2024
- IFCI-SA: International financial conditions index for South American economies
Research in International Business and Finance, 2024, 72, (PA) 
See also Working Paper IFCI-SA. An International Financial Conditions Index for South American Economies, Documentos de trabajo (2023) (2023)
- Identification of canonical models for vectors of time series: a subspace approach
Statistical Papers, 2024, 65, (3), 1493-1530
2023
- A counterfactual analysis of the impact of the 2008 and 2020 crises on Spanish employment
Applied Economic Analysis, 2023, 31, (92), 109-125
- 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 View citations (1)
- Eurozone prices: A tale of convergence and divergence
Economic Modelling, 2023, 126, (C) View citations (2)
See also Working Paper Eurozone prices: a tale of convergence and divergence, Working Papers (2020) (2020)
- Forecasting unemployment with Google Trends: age, gender and digital divide
Empirical Economics, 2023, 65, (2), 587-605 View citations (1)
2021
- Forecasting Spanish unemployment with Google Trends and dimension reduction techniques
SERIEs: Journal of the Spanish Economic Association, 2021, 12, (3), 329-349 View citations (6)
- Price convergence: Representation and testing
Economic Modelling, 2021, 104, (C) View citations (2)
2020
- 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 View citations (1)
- Staking in Sports Betting Under Unknown Probabilities: Practical Guide for Profitable Bettors
Journal of Sports Economics, 2020, 21, (6), 593-609
2017
- Two worlds apart: Determinants of height in late 18th century central Mexico
Economics & Human Biology, 2017, 24, (C), 153-163 View citations (1)
2016
- Market integration dynamics and asymptotic price convergence in distribution
Economic Modelling, 2016, 52, (PB), 913-925 View citations (3)
See also Working Paper Market Integration Dynamics and Asymptotic Price Convergence in Distribution, Econometric Institute Research Papers (2015) (2015)
2015
- West versus Far East: early globalization and the great divergence
Cliometrica, Journal of Historical Economics and Econometric History, 2015, 9, (2), 235-264 View citations (8)
2013
- Some considerations about “Forecasting aggregates and disaggregates with common features”
International Journal of Forecasting, 2013, 29, (4), 733-735
2012
- Estimating the system order by subspace methods
Computational Statistics, 2012, 27, (3), 411-425 View citations (2)
See also Working Paper Estimating the system order by subspace methods, DES - Working Papers. Statistics and Econometrics. WS (2007) (2007)
- From general state-space to VARMAX models
Mathematics and Computers in Simulation (MATCOM), 2012, 82, (5), 924-936 View citations (1)
See also Working Paper From general State-Space to VARMAX models, Documentos de Trabajo del ICAE (2010) (2010)
- 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 View citations (20)
2011
- Forecasting linear dynamical systems using subspace methods
Journal of Time Series Analysis, 2011, 32, (5), 462-468
See also Working Paper Forecasting linear dynamical systems using subspace methods, Documentos de Trabajo del ICAE (2009) (2009)
2006
- 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) View citations (5)
2002
- Analisis Cualitativo del salario por hora en España
Regional and Sectoral Economic Studies, 2002, 2, (2)
Books
2019
- 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
Chapters
2019
- Interest Rates and Silver Production: Credit in Mexico City Between Market and Spirituality (1770–1779 and 1819–1828)
Palgrave Macmillan
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