Details about Antonio E. Noriega

Access statistics for papers by Antonio E. Noriega.

Last updated 2022-08-18. Update your information in the RePEc Author Service.

Short-id: pno110

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
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

2013

3. Changes in persistence, spurious regressions and the Fisher hypothesis
   CREATES Research Papers, Department of Economics and Business Economics, Aarhus University View citations (1)
   See also Journal Article Changes in persistence, spurious regressions and the Fisher hypothesis, Studies in Nonlinear Dynamics & Econometrics, De Gruyter (2017) (2017)

2011

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

2010

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

2009

7. On the dynamics of inflation persistence around the world
   Working Papers, Banco de México View citations (10)
   See also Journal Article On the dynamics of inflation persistence around the world, Empirical Economics, Springer (2013) View citations (13) (2013)

2008

8. A Note on the Dynamics of Persistence in US Inflation
   Working Papers, Banco de México View citations (1)
9. International Evidence on Stochastic and Deterministic Monetary Neutrality
   Working Papers, Banco de México View citations (5)
   See also Journal Article International evidence on stochastic and deterministic monetary neutrality, Economic Modelling, Elsevier (2008) View citations (6) (2008)

2007

10. A Time Series Approach to Test a Change in Inflation Persistence: The Mexican Experience
    Working Papers, Banco de México View citations (16)
    See also Journal Article A time-series approach to test a change in inflation persistence: the Mexican experience, Applied Economics, Taylor & Francis Journals (2010) View citations (60) (2010)
11. Spurious Regression and Trending Variables
    MPRA Paper, University Library of Munich, Germany View citations (15)
    Also in Department of Economics and Finance Working Papers, Universidad de Guanajuato, Department of Economics and Finance (2007) View citations (13)
    See also Journal Article Spurious Regression and Trending Variables*, Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford (2007) View citations (15) (2007)

2006

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

2005

14. Public Infrastructure and Economic Growth in Mexico
    DEGIT Conference Papers, DEGIT, Dynamics, Economic Growth, and International Trade View citations (2)
15. Spurious regression under broken trend stationarity
    Department of Economics and Finance Working Papers, Universidad de Guanajuato, Department of Economics and Finance View citations (9)
    Also in MPRA Paper, University Library of Munich, Germany (2005) View citations (9)
    Computing in Economics and Finance 2005, Society for Computational Economics (2005) View citations (10)
    See also Journal Article Spurious Regression Under Broken‐Trend Stationarity, Journal of Time Series Analysis, Wiley Blackwell (2006) View citations (14) (2006)
16. Spurious regression under deterministic and stochastic trends
    MPRA Paper, University Library of Munich, Germany View citations (2)
    Also in Department of Economics and Finance Working Papers, Universidad de Guanajuato, Department of Economics and Finance (2005)

2004

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

2002

18. 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

19. 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

2017

1. Changes in persistence, spurious regressions and the Fisher hypothesis
   Studies in Nonlinear Dynamics & Econometrics, 2017, 21, (3), 28
   See also Working Paper Changes in persistence, spurious regressions and the Fisher hypothesis, CREATES Research Papers (2013) View citations (1) (2013)
2. Uso de agregados monetarios como indicadores de la evolución futura de los precios al consumidor: crecimiento monetario y meta de inflación
   El Trimestre Económico, 2017, vol. LXXXIV (1), (333), pp. 5-70

2016

3. A simple solution for spurious regressions
   Communications in Statistics - Theory and Methods, 2016, 45, (19), 5561-5583

2015

4. Long-run monetary neutrality under stochastic and deterministic trends
   Economic Modelling, 2015, 47, (C), 372-382 View citations (3)

2013

5. On the dynamics of inflation persistence around the world
   Empirical Economics, 2013, 44, (3), 1243-1265 View citations (13)
   See also Working Paper On the dynamics of inflation persistence around the world, Working Papers (2009) View citations (10) (2009)

2012

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

2011

8. Demanda por dinero en México (1986-2010)
   El Trimestre Económico, 2011, 78 (4), (312), 699-749

2010

9. A time-series approach to test a change in inflation persistence: the Mexican experience
   Applied Economics, 2010, 42, (24), 3067-3075 View citations (60)
   See also Working Paper A Time Series Approach to Test a Change in Inflation Persistence: The Mexican Experience, Working Papers (2007) View citations (16) (2007)

2009

10. The dynamics of persistence in US inflation
    Economics Letters, 2009, 105, (2), 168-172 View citations (23)

2008

11. International evidence on stochastic and deterministic monetary neutrality
    Economic Modelling, 2008, 25, (6), 1261-1275 View citations (6)
    See also Working Paper International Evidence on Stochastic and Deterministic Monetary Neutrality, Working Papers (2008) View citations (5) (2008)

2007

12. La infraestructura y el crecimiento económico en México
    El Trimestre Económico, 2007, LXXIV (4), (296), 885-900 View citations (8)
13. Spurious Regression and Trending Variables*
    Oxford Bulletin of Economics and Statistics, 2007, 69, (3), 439-444 View citations (15)
    See also Working Paper Spurious Regression and Trending Variables, MPRA Paper (2007) View citations (15) (2007)

2006

14. Spurious Regression Under Broken‐Trend Stationarity
    Journal of Time Series Analysis, 2006, 27, (5), 671-684 View citations (14)
    See also Working Paper Spurious regression under broken trend stationarity, Department of Economics and Finance Working Papers (2005) View citations (9) (2005)

2004

15. 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 View citations (16)
16. Sector-Level Disaggregate Stochastic Trends in Mexico’s Real Output
    Economía Mexicana NUEVA ÉPOCA, 2004, XIII, (1), 29-42

2003

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

2001

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

1999

19. Unit roots and multiple structural breaks in real output
    Estudios Económicos, 1999, 14, (2), 163-188 View citations (4)

1995

20. 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