Work in Progress

 

                  “What Changes Persistence of Economic Time Series? A Threshold Approach”,

                      (with Heiko Rachinger). Universidad Carlos III de Madrid (2010).

                            Working Papers

 

                  “Co-summability: From Linear to Non-linear Co-integration”, (with Jesús Gonzalo).

                      Universidad Carlos III de Madrid (2011).

 

                      “Summability of Stochastic Processes: A Generalization of

                      Integration and Co-integration valid for Non-linear Processes”, (with Jesús Gonzalo).

                      Universidad Carlos III de Madrid (2011).

 

                      “Threshold Impatient Investors: Long Run Implications for Asset Pricing”,

                      Master Thesis. Universidad Carlos III de Madrid (2011).

                            Publications

 

                  “Regime Shifts in Stock-Flow I(2)-I(1) Systems: The Case of US fiscal Sustainability”,

                      (with Josep Lluís Carrión-i-Silvestre). Journal of Applied Econometrics, Vol. 26,

                      pp. 298-321, March 2011.

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                      “Testing for Multicointegration in Panel Data with Common Factors”,

                      (with Josep Lluís Carrion-i-Silvestre). Oxford Bulletin of Economics and Statistics,

                      Vol. 68, No. S1, pp. 721-739, December 2006.