Details about Marcelo Reyes

This author is deceased (2015-07-27).

Access statistics for papers by Marcelo Reyes.

Last updated 2023-03-10. Update your information in the RePEc Author Service.

Short-id: pre152

Working Papers

2016

1. Does crisis affect convergence process? The case of the Spanish provinces
   MPRA Paper, University Library of Munich, Germany

2004

2. Structural Breaks, Inflation and Interest Rates: Evidence for the G7 countries
   Econometrics, University Library of Munich, Germany View citations (1)
   See also Journal Article Structural Breaks, Inflation and Interest Rates: Evidence from the G7 Countries, Econometrics, MDPI (2017) View citations (10) (2017)

2002

3. Level shifts, unit roots and the purchasing power parity
   Computing in Economics and Finance 2002, Society for Computational Economics

Journal Articles

2018

1. Has the Great Recession affected the convergence process? The case of Spanish provinces
   Economic Modelling, 2018, 68, (C), 360-371 View citations (7)

2017

2. Structural Breaks, Inflation and Interest Rates: Evidence from the G7 Countries
   Econometrics, 2017, 5, (1), 1-17 View citations (10)
   See also Working Paper Structural Breaks, Inflation and Interest Rates: Evidence for the G7 countries, Econometrics (2004) View citations (1) (2004)

2004

3. The European Union currencies and the US dollar: from post-Bretton-Woods to the Euro
   Journal of International Money and Finance, 2004, 23, (7-8), 1109-1136 View citations (24)

2000

4. Structural breaks, unit roots and methods for removing the autocorrelation pattern
   Statistics & Probability Letters, 2000, 48, (4), 401-409 View citations (8)

1999

5. The asymptotic behaviour of the Dickey-Fuller tests under the crash hypothesis
   Statistics & Probability Letters, 1999, 42, (1), 81-89 View citations (15)

1998

6. EFFECT OF A SHIFT IN THE TREND FUNCTION ON DICKEY–FULLER UNIT ROOT TESTS
   Econometric Theory, 1998, 14, (3), 355-363 View citations (41)
7. Testing for a unit root in variables with a double change in the mean
   Economics Letters, 1998, 59, (2), 175-182 View citations (468)