Juncal Cunado

University of Navarra - Faculty of Economics

Campus Universitario

Pamplona, Navarra 31009

Spain

SCHOLARLY PAPERS

6

DOWNLOADS

338

CITATIONS

0

Scholarly Papers (6)

1.

Modelling Long-Run Trends and Cycles in Financial Time Series Data

CESifo Working Paper Series No. 2330
Number of pages: 41 Posted: 13 Jun 2008
Brunel University London - Department of Economics and Finance, University of Navarra - Faculty of Economics and University of Navarra - Department of Economics
Downloads 184 (133,966)

Abstract:

fractional integration, financial time series data, trends, cycles

2.

Deterministic versus Stochastic Seasonal Fractional Integration and Structural Breaks

CESifo Working Paper Series No. 1989
Number of pages: 28 Posted: 22 May 2007
Brunel University London - Department of Economics and Finance, University of Navarra - Faculty of Economics and University of Navarra - Department of Economics
Downloads 79 (251,490)

Abstract:

deterministic and stochastic seasonality, fractional integration, structural breaks

The Relationship between Healthcare Expenditure and Disposable Personal Income in the US States: A Fractional Integration and Cointegration Analysis

CESifo Working Paper Series No. 5407
Number of pages: 34 Posted: 06 Jul 2015
Brunel University - Centre for Empirical Finance, University of Navarra - Faculty of Economics, University of Navarra - Department of Economics and University of Pretoria - Department of Economics
Downloads 19 (473,503)

Abstract:

healthcare expenditure, income elasticity, US states, fractional integration, fractional cointegration

4.

Do Leading Indicators Forecast U.S. Recessions? A Nonlinear Re-Evaluation Using Historical Data

Number of pages: 28 Posted: 24 Jul 2017
Democritus University of Thrace, University of Navarra - Faculty of Economics, University of Pretoria - Department of Economics and University of Nebraska at Omaha
Downloads 0 (499,008)

Abstract:

Dynamic Probit Models, Support Vector Machines, U.S. Recessions

5.

Institutions, Behaviour, and the Propensity to Hold Income Protection Insurance by Country of Residence

Number of pages: 21 Posted: 23 May 2017
Gordon L. Clark, Sarah McGill and Juncal Cunado
Oxford University - Smith School of Enterprise and the Environment, University of Oxford - Smith School of Enterprise and the Environment and University of Navarra - Faculty of Economics
Downloads 0 (462,578)

Abstract:

Behaviour, income protection, national institutions

6.

Labour Market Status, Self-Reliance, and the Propensity to Hold Income Protection Insurance by Country of Residence

Number of pages: 26 Posted: 23 May 2017 Last Revised: 27 Jul 2017
Gordon L. Clark, Sarah McGill and Juncal Cunado
Oxford University - Smith School of Enterprise and the Environment, University of Oxford - Smith School of Enterprise and the Environment and University of Navarra - Faculty of Economics
Downloads 0 (483,495)

Abstract:

Income protection insurance, labour market status, migrant workers