Jesús Gonzalo

Catedrático
Time Series Econometrics (Persistence, non-linearities and dynamic uncertainty) and Quantitative Climate Change
+34 91 624 9853 Despacho: 15.1.15
Jesus.gonzalo@uc3m.es
Web Personal

Biografía

Jesús Gonzalo es Doctor por la U. California, San Diego, 1991 (con Profs. Clive Granger y Robert Engel).Profesor en la Universidad de Boston de 1991 a 1996. Profesor Titular en la UC3M de 1996 al 2003. Catedrático del área de Fundamentos del Análisis Económico desde el 2003. Mas de 7.700 citas en Google Scholar y en el top 3% y 5% del mundo en  la mayoría de los indicadores de impacto por publicaciones de REPEC. Dos artículos en el top 1% de los artículos más citados en Economía. Fellow del Journal of Econometrics y de la International Association of Applied Econometrics.

Publicaciones Destacadas

Cheng, L., Dolado, J., and Gonzalo, J. "Quantile Factor Models". Econometrica, 2021.

Gadea, L., and Gonzalo, J. “Trends in Distributional Characteristics; Existence of Global Warming”, Journal of Econometrics 2020.

Gonzalo, J. , and Pitarakis, J. “Inferring the Predictability Induced by a Persistent Regressor in a Predictive Threshold Model". Journal of Business and Economic Statistics  2017

Berenguer-Rico, V., and Gonzalo, J. "Summability of Stochastic Processes (A Generalization of Integration and Co-integration valid for Non-linear Processes)" Journal of Econometrics, 178  2014

Figuerola-Ferreti, I., and Gonzalo, J. "Modelling and Measuring Price Discovery in Commodity Markets" Journal of Econometrics, 2010

 Dolado, J., Gonzalo, .J., and Mayoral, L. "A Fractional Dickey-Fuller Test" Econometrica  2002

 Gonzálo, J., and Granger, C. "Estimation of Common Long Memory Components in Cointegrated Systems". Journal of Business & Economic Statistics ,1995

Investigación Reciente

Gadea, L and Gonzalo, J. "Climate Change Heterogeneity: A New Quantitative Approach", PLOS ONE (2025)
Alloza, M., Gonzalo, J, and C. Sanz, "Dynamic Effects of Persistent Shocks", Journal of Applied Econometrics (2025)
Gadea, L., Gonzalo, J. and A.Ramos, "Trends in Temperature Data. Micro-foundations of Their Nature", Economic Letters (2024)
Gonzalo, J., and Pitarakis, J-Y, "Out of Sample Predictability in Predictive Regressions", International Journal of Forecasting (2024)
Chen, l., Dolado, J, and J. Gonzalo, "Heterogeneous Predictive Association of CO2 with Global Warming", Economica (2023)
Gadea, L., and Gonzalo, J. “Long-Term Climate Forecasts: A Heterogenous Future"
Gadea, L., and Gonzalo, J. " Warming Dominance in the Planet".
 

Docencia

Undergraduate level: Econometric Tecniques.

Master level: Econometrics III (Economic Analysis); Econometrics I (Development Economics) and Econometrics I (Finance).

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