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Details about Antonio E. Noriega

E-mail:
Phone:+52 55 52372581
Workplace:Banco de México (Bank of Mexico), (more information at EDIRC)
Departamento de Economía y Finanzas (Department of Economics and Finance), Universidad de Guanajuato (University of Guanajuato), (more information at EDIRC)

Access statistics for papers by Antonio E. Noriega.

Last updated 2015-12-18. Update your information in the RePEc Author Service.

Short-id: pno110


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Working Papers

2015

  1. Money demand estimations in Mexico and of its stability 1986-2010, as well as some examples of its uses
    Working Papers, Banco de México Downloads
  2. The Use of Monetary Aggregates as Indicators of the Future Evolution of Consumer Prices: Monetary Growth and Inflation Target
    Working Papers, Banco de México Downloads

2013

  1. Changes in persistence, spurious regressions and the Fisher hypothesis
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University Downloads View citations (1)

2011

  1. A Simple Test for Spurious Regressions
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University Downloads
    Also in Working Papers, Banco de México (2011) Downloads
  2. Stationarity, structural breaks, and economic growth in Mexico: 1895-2008
    Working Papers, Banco de México Downloads

2010

  1. Spurious Long-Horizon Regression in Econometrics
    Working Papers, Banco de México Downloads

2009

  1. On the dynamics of inflation persistence around the world
    Working Papers, Banco de México Downloads View citations (5)
    See also Journal Article in Empirical Economics (2013)

2008

  1. A Note on the Dynamics of Persistence in US Inflation
    Working Papers, Banco de México Downloads View citations (1)
  2. International Evidence on Stochastic and Deterministic Monetary Neutrality
    Working Papers, Banco de México Downloads View citations (4)
    See also Journal Article in Economic Modelling (2008)

2007

  1. Spurious Regression and Trending Variables
    Department of Economics and Finance Working Papers, Universidad de Guanajuato, Department of Economics and Finance Downloads
    Also in MPRA Paper, University Library of Munich, Germany (2007) Downloads View citations (10)

    See also Journal Article in Oxford Bulletin of Economics and Statistics (2007)
  2. Time Series Approach to Test a Change in Inflation Persistence: The Mexican Experience
    Working Papers, Banco de México Downloads View citations (9)
    See also Journal Article in Applied Economics (2010)

2006

  1. Spurious Cointegration: The Engle-Granger Test in the Presence of Structural Breaks
    Working Papers, Banco de México Downloads View citations (5)
  2. Spurious Regression and Econometric Trends
    Working Papers, Banco de México Downloads
    Also in Computing in Economics and Finance 2006, Society for Computational Economics (2006) View citations (1)

2005

  1. Public Infrastructure and Economic Growth in Mexico
    DEGIT Conference Papers, DEGIT, Dynamics, Economic Growth, and International Trade Downloads View citations (2)
  2. Spurious regression under broken trend stationarity
    Department of Economics and Finance Working Papers, Universidad de Guanajuato, Department of Economics and Finance Downloads View citations (5)
    Also in MPRA Paper, University Library of Munich, Germany (2005) Downloads View citations (9)
    Computing in Economics and Finance 2005, Society for Computational Economics (2005) Downloads View citations (10)

    See also Journal Article in Journal of Time Series Analysis (2006)
  3. Spurious regression under deterministic and stochastic trends
    Department of Economics and Finance Working Papers, Universidad de Guanajuato, Department of Economics and Finance Downloads
    Also in MPRA Paper, University Library of Munich, Germany (2005) Downloads View citations (2)

2004

  1. International Evidence on Monetary Neutrality Under Broken Trend Stationary Models
    Econometric Society 2004 Latin American Meetings, Econometric Society Downloads
    Also in Computing in Economics and Finance 2004, Society for Computational Economics (2004) View citations (1)

2002

  1. Structural Breaks, Orders of Integration, and the Neutrality Hypothesis: Further Evidence
    Computing in Economics and Finance 2002, Society for Computational Economics View citations (1)

2000

  1. UNIT ROOTS AND MULTIPLE STRUCTURAL BREAKS IN REAL OUPUT: HOW LONG DOES AN ECONOMY REMAIN STATIONARY?
    Computing in Economics and Finance 2000, Society for Computational Economics

Journal Articles

2015

  1. Long-run monetary neutrality under stochastic and deterministic trends
    Economic Modelling, 2015, 47, (C), 372-382 Downloads View citations (1)

2013

  1. On the dynamics of inflation persistence around the world
    Empirical Economics, 2013, 44, (3), 1243-1265 Downloads View citations (9)
    See also Working Paper (2009)

2012

  1. Estacionariedad, cambios estructurales y crecimiento económico en México (1895-2008)
    El Trimestre Económico, 2012, LXXIX (2), (314), 333-378 Downloads
  2. The effect of structural breaks on the Engle-Granger test for cointegration
    Estudios Económicos, 2012, 27, (1), 99-132 Downloads View citations (1)

2011

  1. Demanda por dinero en México (1986-2010)
    El Trimestre Económico, 2011, LXXVIII (4), (312), 699-749 Downloads

2010

  1. A time-series approach to test a change in inflation persistence: the Mexican experience
    Applied Economics, 2010, 42, (24), 3067-3075 Downloads View citations (40)
    See also Working Paper (2007)

2009

  1. The dynamics of persistence in US inflation
    Economics Letters, 2009, 105, (2), 168-172 Downloads View citations (17)

2008

  1. International evidence on stochastic and deterministic monetary neutrality
    Economic Modelling, 2008, 25, (6), 1261-1275 Downloads View citations (4)
    See also Working Paper (2008)

2007

  1. La infraestructura y el crecimiento económico en México
    El Trimestre Económico, 2007, LXXIV (4), (296), 885-900 Downloads View citations (5)
  2. Spurious Regression and Trending Variables
    Oxford Bulletin of Economics and Statistics, 2007, 69, (3), 439-444 Downloads View citations (11)
    See also Working Paper (2007)

2006

  1. Spurious Regression Under Broken-Trend Stationarity
    Journal of Time Series Analysis, 2006, 27, (5), 671-684 Downloads View citations (14)
    See also Working Paper (2005)

2004

  1. Long-run monetary neutrality and the unit-root hypothesis: further international evidence
    The North American Journal of Economics and Finance, 2004, 15, (2), 179-197 Downloads View citations (14)
  2. Sector-Level Disaggregate Stochastic Trends in Mexico’s Real Output
    Economía Mexicana NUEVA ÉPOCA, 2004, XIII, (1), 29-42 Downloads

2003

  1. Quasi purchasing power parity: Structural change in the Mexican peso/us dollar real exchange rate
    Estudios Económicos, 2003, 18, (2), 227-236 Downloads View citations (9)

2001

  1. Stationarity and structural breaks -- evidence from classical and Bayesian approaches
    Economic Modelling, 2001, 18, (4), 503-524 Downloads View citations (17)

1999

  1. Unit roots and multiple structural breaks in real output
    Estudios Económicos, 1999, 14, (2), 163-188 Downloads View citations (3)

1995

  1. Asymptotic theory of statistics form unit root test regressions when the alternative is a breaking-trend-stationary model
    Estudios Económicos, 1995, 10, (1), 29-65 Downloads
 
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