Hector Carcel

University of Navarra - School of Economics

Faculty of Economics

Universidad de Navarra

Campus Universitario

Pamplona, 31009

Spain

SCHOLARLY PAPERS

6

DOWNLOADS

206

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (6)

1.

Term Premium in a Fractionally Cointegrated Yield Curve

Number of pages: 43 Posted: 13 Dec 2017 Last Revised: 18 May 2020
University of Navarra, University of Navarra - School of Economics, University of Navarra - Department of Economics and School of Economics and Business, University of Navarra
Downloads 97 (324,610)

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U.S. yield curve, stochastic trend, fractional cointegration, term premium, international yield curves

Central Bank Policy Rates: Are They Cointegrated?

CESifo Working Paper Series No. 6389
Number of pages: 18 Posted: 12 Apr 2017
Brunel University London - Department of Economics and Finance, University of Navarra - School of Economics and University of Navarra - Department of Economics
Downloads 36 (537,671)

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interest rates, long memory, fractional integration and cointegration

Central Bank Policy Rates: Are They Cointegrated?

DIW Berlin Discussion Paper No. 1648
Number of pages: 20 Posted: 17 Mar 2017
Brunel University London - Department of Economics and Finance, University of Navarra - School of Economics and University of Navarra - Department of Economics
Downloads 14 (688,234)

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Interest Rates, long memory, fractional integration and cointegration

3.

Prospects for a Monetary Union in the East Africa Community: Some Empirical Evidence

CESifo Working Paper Series No. 7073
Number of pages: 22 Posted: 21 Jul 2018
Brunel University London - Department of Economics and Finance, University of Navarra - School of Economics and University of Navarra - Department of Economics
Downloads 23 (600,663)

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East Africa Community, monetary union, optimal currency areas, fractional integration and cointegration, business cycle synchronization, Hodrick-Prescott filter

4.

The EMBI in Latin America: Fractional Integration, Non-Linearities and Breaks

CESifo Working Paper Series No. 5630
Number of pages: 21 Posted: 22 Dec 2015
Brunel University London - Department of Economics and Finance, University of Navarra - School of Economics and University of Navarra - Department of Economics
Downloads 14 (663,380)

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emerging markets, EMBI, fractional integration, non-linearities

5.

The EMBI in Latin America: Fractional Integration, Non-Linearities and Breaks

DIW Berlin Discussion Paper No. 1524
Number of pages: 22 Posted: 02 Dec 2015
Brunel University London - Department of Economics and Finance, University of Navarra - School of Economics and University of Navarra - Department of Economics
Downloads 13 (670,887)
Citation 1

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Emerging markets, EMBI, fractional integration, non-linearities

6.

The Empirical Properties of Euro Area M3, 1980–2017

Quarterly Review of Economics and Finance, 2020
Number of pages: 41 Posted: 15 Oct 2020
Alexander Jung and Hector Carcel
European Central Bank and University of Navarra - School of Economics
Downloads 9 (701,232)

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Financial Crisis, Euro Area, Housing Wealth, Stock Prices, I(2) Analysis, M3 Properties