Details about Alfredo Garcia-Hiernaux

Access statistics for papers by Alfredo Garcia-Hiernaux.

Last updated 2025-03-17. Update your information in the RePEc Author Service.

Short-id: phi35

Working Papers

2023

1. How to measure inFLAtion volatility. A note
   Working Papers, Banco de España
2. 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)
3. Rethinking Basel III and beyond: a theory model to understand credit allocation and real state bubbles
   MPRA Paper, University Library of Munich, Germany

2020

4. An indicator of monetary bias for emerging and dollarized economies The case of Uruguay
   Documentos de trabajo, Banco Central del Uruguay
5. 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

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

2015

8. 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 Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2015)
   Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2013) View citations (1)
   Tinbergen Institute Discussion Papers, Tinbergen Institute (2013)
   See also Journal Article Market integration dynamics and asymptotic price convergence in distribution, Economic Modelling, Elsevier (2016) View citations (3) (2016)
9. 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

10. 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
11. 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

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

2010

13. 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 (2) (2012)

2009

14. 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
15. 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) View citations (1) (2011)

2007

16. Estimating the system order by subspace methods
    DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística
    See also Journal Article Estimating the system order by subspace methods, Computational Statistics, Springer (2012) View citations (3) (2012)

2005

17. 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
18. 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)
19. 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

1. 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)
2. Identification of canonical models for vectors of time series: a subspace approach
   Statistical Papers, 2024, 65, (3), 1493-1530

2023

3. A counterfactual analysis of the impact of the 2008 and 2020 crises on Spanish employment
   Applied Economic Analysis, 2023, 31, (92), 109-125
4. 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)
5. 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)
6. Forecasting unemployment with Google Trends: age, gender and digital divide
   Empirical Economics, 2023, 65, (2), 587-605 View citations (1)

2021

7. 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)
8. Price convergence: Representation and testing
   Economic Modelling, 2021, 104, (C) View citations (2)

2020

9. 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)
10. Staking in Sports Betting Under Unknown Probabilities: Practical Guide for Profitable Bettors
    Journal of Sports Economics, 2020, 21, (6), 593-609

2017

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

2016

12. 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

13. 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

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

2012

15. Estimating the system order by subspace methods
    Computational Statistics, 2012, 27, (3), 411-425 View citations (3)
    See also Working Paper Estimating the system order by subspace methods, DES - Working Papers. Statistics and Econometrics. WS (2007) (2007)
16. From general state-space to VARMAX models
    Mathematics and Computers in Simulation (MATCOM), 2012, 82, (5), 924-936 View citations (2)
    See also Working Paper From general State-Space to VARMAX models, Documentos de Trabajo del ICAE (2010) (2010)
17. 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

18. Forecasting linear dynamical systems using subspace methods
    Journal of Time Series Analysis, 2011, 32, (5), 462-468 View citations (1)
    See also Working Paper Forecasting linear dynamical systems using subspace methods, Documentos de Trabajo del ICAE (2009) (2009)

2006

19. 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

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

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

Chapters

2019

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