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A real time leading economic indicator based on text mining for the Spanish economy : fractional cointegration VAR and Continuous Wavelet Transform analysis

Poza, Carlos; Monge González, Manuel - In: International economics : a journal published by CEPII … 163 (2020), pp. 163-175

Persistent link: https://www.econbiz.de/10012642576

Chinese economic behavior in times of COVID-19 : a new leading economic indicator based on Google trends

Monge González, Manuel; Claudio-Quiroga, Gloria; Poza, … - In: International economics : the quarterly journal in … 177 (2024), pp. 1-15

Persistent link: https://www.econbiz.de/10014534629

Forecasting Spanish economic activity in times of COVID-19 by means of the RT-LEI and machine learning techniques

Poza, Carlos; Monge González, Manuel - In: Applied economics letters 30 (2023) 4, pp. 472-477

Persistent link: https://www.econbiz.de/10013553654

Bunker fuel, commodity prices and shipping market indices following the COVID-19 pandemic : a time-frequency analysis

Monge González, Manuel - In: International economics : a journal published by CEPII … 172 (2022), pp. 29-39

Persistent link: https://www.econbiz.de/10014339394

Persistence, Non-Linearities and Structural Breaks in European Stock Market Indices

Caporale, Guglielmo Maria - 2019

This paper examines persistence, structural breaks and non-linearities in the case of five European stock market indices, namely the FTSE100 (UK), DAX30 (Germany), CAC40 (France), IBEX35 (Spain) and FTSE MIB40 (Italy), using fractional integration methods. The empirical results provide no...

Persistent link: https://www.econbiz.de/10012866377