Currently on leave.
Economic Developments Department
DG Economics, Statistics and Research
Información de contacto
- Calle Alcalá 48, 28014 Madrid, España
- Contact form
- Curriculum Vitae (62 KB)
International Journal of Forecasting - (forthcoming)
Journal of Applied Econometrics - (forthcoming)
Studies in Nonlinear Dynamics and Econometrics - 19 (3), pp. 377-391
JEL Codes: E32, C22, E27-
Supplementary files: Banco de España Working Paper #1235

Journal of Empirical Finance - 32, pp. 165-179
JEL Codes: C32, G01, G15-
Supplementary files: Banco de España Working Paper #1314

Journal of the European Economic Association - 13 (3), pp.534-559
JEL Codes: C22, E32Journal of Applied Econometrics - 25 (4), pp. 663-694
JEL Codes: E32, C22, E27-
Supplementary files: Banco de España Working Paper #0807

Journal of Econometrics - 103 (1-2), pp. 259-306
JEL Codes: C22, C52The Journal of Finance - 55(3), pp. 1229-1262
American Economic Review - 90(5), pp.1464-1476
JEL Codes: E32, E22, E23