Jesús Gonzalo
Catedrático
Econometria de Series Temporales: Persistencia, Nolinealidades e Incertidumbre Dinámica.
+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 6000 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. 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. “Long-Term Climate Forecasts: A Heterogenous Future".
Gadea, L and Gonzalo, J. "Climate Change Heterogeneity: A New Quantitative Approach".
Gadea, L., and Gonzalo, J. " Warming Dominance in the Planet".
Alloza, M., Gonzalo, J, and C. Sanz, "Dynamic Effects of Persistent Shocks".
Chen, L., Dolado, J., Gonzalo, J, and P. Haozi, " Estimation of Characteristics-based Quantile Factor Models".
Gonzalo, J., and Pitarakis, J-Y. "Out of Sample Predictability in Predictive Regressions".
Docencia
Undergraduate level: Econometric Tecniques.
Master level: Econometrics III (Economic Analysis); Econometrics I (Development Economics) and Econometrics I (Finance).