Details about Andreu Sansó

Access statistics for papers by Andreu Sansó.

Last updated 2025-04-24. Update your information in the RePEc Author Service.

Short-id: psa78

Working Papers

2023

1. Generalized Extreme Value Approximation to the CUMSUMQ Test for Constant Unconditional Variance in Heavy-Tailed Time Series
   IREA Working Papers, University of Barcelona, Research Institute of Applied Economics
   Also in AQR Working Papers, University of Barcelona, Regional Quantitative Analysis Group (2023)

2015

2. Numerical Distribution Functions for Seasonal Unit Root Tests with OLS and GLS Detrending
   DEA Working Papers, Universitat de les Illes Balears, Departament d'Economía Aplicada
   See also Journal Article Numerical distribution functions for seasonal unit root tests with OLS and GLS detrending, Computational Statistics, Springer (2017) View citations (3) (2017)

2009

3. Detection of additive outliers in seasonal time series
   CREATES Research Papers, Department of Economics and Business Economics, Aarhus University
   See also Journal Article Detection of Additive Outliers in Seasonal Time Series, Journal of Time Series Econometrics, De Gruyter (2011) View citations (1) (2011)
4. The tourist area lifecycle and the unit roots test. A new economic perspective for a classic paradigm in tourism
   DEA Working Papers, Universitat de les Illes Balears, Departament d'Economía Aplicada

2006

5. A Note on the Vogelsang Test for Additive Outliers
   Economics Working Papers, Department of Economics and Business Economics, Aarhus University
   See also Journal Article A note on the Vogelsang test for additive outliers, Statistics & Probability Letters, Elsevier (2008) View citations (6) (2008)

2005

6. Common Periodic Correlation Features and the Interaction of Stocks and Flows in Daily Airport Data
   Economics Working Papers, Department of Economics and Business Economics, Aarhus University View citations (1)
   See also Journal Article Common Periodic Correlation Features and the Interaction of Stocks and Flows in Daily Airport Data, Journal of Business & Economic Statistics, American Statistical Association (2007) View citations (11) (2007)
7. Testing for Additive Outliers in Seasonally Integrated Time Series
   DEA Working Papers, Universitat de les Illes Balears, Departament d'Economía Aplicada View citations (2)
   Also in Economics Working Papers, Department of Economics and Business Economics, Aarhus University (2004)
8. Testing the Null of Cointegration with Structural Breaks
   DEA Working Papers, Universitat de les Illes Balears, Departament d'Economía Aplicada View citations (9)
   See also Journal Article Testing the Null of Cointegration with Structural Breaks*, Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford (2006) View citations (87) (2006)
9. The KPSS Test with Two Structural Breaks
   DEA Working Papers, Universitat de les Illes Balears, Departament d'Economía Aplicada View citations (4)
   See also Journal Article The KPSS test with two structural breaks, Spanish Economic Review, Springer (2007) View citations (6) (2007)

2003

10. Testing for Changes in the Unconditional Variance of Financial Time Series
    DEA Working Papers, Universitat de les Illes Balears, Departament d'Economía Aplicada View citations (48)

2000

11. Measurement Errors and Outliers in Seasonal Unit Root Testing
    University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego View citations (2)
    Also in Economics Working Papers, Department of Economics and Business Economics, Aarhus University View citations (2)
    See also Journal Article Measurement errors and outliers in seasonal unit root testing, Journal of Econometrics, Elsevier (2005) View citations (15) (2005)

1999

12. Using different null hypotheses to test for seasonal unit roots in economic time series
    Textos para Discussão Cedeplar-UFMG, Cedeplar, Universidade Federal de Minas Gerais
    See also Journal Article Using different null hypotheses to test for seasonal unit roots in economic time series, Económica, Instituto de Investigaciones Económicas, Facultad de Ciencias Económicas, Universidad Nacional de La Plata (2002) (2002)

1998

13. Comportamiento en muestra finita de los contrastes de integracion estacional para datos mensuales
    Working Papers in Economics, Universitat de Barcelona. Espai de Recerca en Economia View citations (1)
14. Consequences of the Spanish integration in the EU on the trade of Catalonia
    ERSA conference papers, European Regional Science Association
15. Response surfaces for the dickey-fuller unit root test with structural breaks
    Working Papers in Economics, Universitat de Barcelona. Espai de Recerca en Economia View citations (1)
16. Tendencias y cambios estructurales en la economia espanola. O hasta que punto es debil la presencia de raices unitarias
    Working Papers in Economics, Universitat de Barcelona. Espai de Recerca en Economia

1997

17. Analisis del sesgo producido en los contrastes univariantes de phillips-ouliaris-joyeux por la utilizacion de ventanas espectrales
    Working Papers in Economics, Universitat de Barcelona. Espai de Recerca en Economia

1996

18. Fluctuaciones ciclicas y raices unitarias en la economia espanola, 1850-1990
    Working Papers in Economics, Universitat de Barcelona. Espai de Recerca en Economia

Journal Articles

2023

1. Autonomous and induced demand in the United States: a long-run perspective
   Journal of Evolutionary Economics, 2023, 33, (4), 1237-1257
   Also in Journal of Evolutionary Economics, 2024, 34, (4), 1019-1020 (2024)

2022

2. Price transmission between oil and gasoline and diesel: A new measure for evaluating time asymmetries
   Energy Economics, 2022, 106, (C) View citations (4)

2021

3. How Local tourism managers can benefit from national surveys: estimating tourism and restaurant expenditures for small market segments
   Current Issues in Tourism, 2021, 24, (24), 3433-3449

2020

4. Factors underlying the growth of hospital expenditure in Spain in a period of unexpected economic shocks: A dynamic analysis on administrative data
   Health Policy, 2020, 124, (4), 389-396 View citations (1)

2017

5. Numerical distribution functions for seasonal unit root tests with OLS and GLS detrending
   Computational Statistics, 2017, 32, (4), 1533-1568 View citations (3)
   See also Working Paper Numerical Distribution Functions for Seasonal Unit Root Tests with OLS and GLS Detrending, DEA Working Papers (2015) (2015)
6. Yearly, monthly and weekly seasonality of tourism demand: A decomposition analysis
   Tourism Management, 2017, 60, (C), 379-389 View citations (10)

2016

7. Subnational government’s budget deficit targets in a Monetary Union: the Spanish case 1995-2010
   EKONOMIAZ. Revista vasca de Economía, 2016, 89, (01), 280-279
8. The lag-length selection and detrending methods for HEGY seasonal unit-root tests using Stata
   Stata Journal, 2016, 16, (3), 740-760 View citations (3)

2015

9. On Augmented Franses Tests for Seasonal Unit Roots
   Communications in Statistics - Theory and Methods, 2015, 44, (24), 5204-5212 View citations (1)

2011

10. Detection of Additive Outliers in Seasonal Time Series
    Journal of Time Series Econometrics, 2011, 3, (2), 20 View citations (1)
    See also Working Paper Detection of additive outliers in seasonal time series, CREATES Research Papers (2009) (2009)

2008

11. A note on the Vogelsang test for additive outliers
    Statistics & Probability Letters, 2008, 78, (3), 296-300 View citations (6)
    See also Working Paper A Note on the Vogelsang Test for Additive Outliers, Economics Working Papers (2006) (2006)

2007

12. Common Periodic Correlation Features and the Interaction of Stocks and Flows in Daily Airport Data
    Journal of Business & Economic Statistics, 2007, 25, 21-32 View citations (11)
    See also Working Paper Common Periodic Correlation Features and the Interaction of Stocks and Flows in Daily Airport Data, Economics Working Papers (2005) View citations (1) (2005)
13. The KPSS test with two structural breaks
    Spanish Economic Review, 2007, 9, (2), 105-127 View citations (6)
    See also Working Paper The KPSS Test with Two Structural Breaks, DEA Working Papers (2005) View citations (4) (2005)

2006

14. A GENERALIZATION OF THE BURRIDGE–GUERRE NONPARAMETRIC UNIT ROOT TEST
    Econometric Theory, 2006, 22, (4), 756-761 View citations (3)
15. A guide to the computation of stationarity tests
    Empirical Economics, 2006, 31, (2), 433-448 View citations (74)
16. Joint hypothesis specification for unit root tests with a structural break &ast
    Econometrics Journal, 2006, 9, (2), 196-224 View citations (8)
17. Testing the Null of Cointegration with Structural Breaks*
    Oxford Bulletin of Economics and Statistics, 2006, 68, (5), 623-646 View citations (87)
    See also Working Paper Testing the Null of Cointegration with Structural Breaks, DEA Working Papers (2005) View citations (9) (2005)

2005

18. ESTIMATION OF COINTEGRATING VECTORS WITH TIME SERIES MEASURED AT DIFFERENT PERIODICITY
    Econometric Theory, 2005, 21, (4), 735-756 View citations (4)
19. Measurement errors and outliers in seasonal unit root testing
    Journal of Econometrics, 2005, 127, (1), 103-128 View citations (15)
    See also Working Paper Measurement Errors and Outliers in Seasonal Unit Root Testing, University of California at San Diego, Economics Working Paper Series (2000) View citations (2) (2000)

2002

20. Using different null hypotheses to test for seasonal unit roots in economic time series
    Económica, 2002, XLVIII, (1-2), 3-26
    Also in Económica, 2002, XLVIII, (1-2), 3-26 (2002)
    See also Working Paper Using different null hypotheses to test for seasonal unit roots in economic time series, Textos para Discussão Cedeplar-UFMG (1999) (1999)

2001

21. The Dickey-Fuller Test Family and Changes in the Seasonal Pattern
    Annals of Economics and Statistics, 2001, (61), 73-90 View citations (1)
22. Unit root and stationarity tests' wedding
    Economics Letters, 2001, 70, (1), 1-8 View citations (25)

1999

23. Response surfaces estimates for the Dickey-Fuller unit root test with structural breaks
    Economics Letters, 1999, 63, (3), 279-283 View citations (7)

Chapters

2004

1. Exchange-Rate Movements and the Export of Brazilian Manufactures
   Palgrave Macmillan