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 8.000 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. Galardonado con el Premio de Investigación Julián Marías 2025, otorgado por la Comunidad de Madrid en reconocimiento a su distinguida trayectoria científica en el área de las Ciencias Sociales.

Publicaciones Destacadas

Gadea, L. and Gonzalo, J., "Climate Change Heterogeneity: A New Quantitative Approach", PLOS ONE, 2025.

Alloza, M., Gonzalo, J. and Sanz, C., "Dynamic Effects of Persistent Shocks", Journal of Applied Econometrics, 2025.

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. "Regional Heterogeneity and Warning Dominance in the United States", PLOS CLIMATE, (2026).

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" (2026).

Gadea, L., and Gonzalo, J. " Warming Dominance in the Planet". Gadea, L., Gonzalo, J., and Ramos, A. "Macroeconomic Effects of Temperature Distributional Shocks" (2026).

Docencia

Undergraduate level: Econometric Tecniques.

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

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