Name:	Jesús Gonzalo Muñoz
		E-mail:	jgonzalo@est-econ.uc3m.es
		Phone:	+34 91 624-9853
		Fax:	+34 91 6249849
		Office:	10.1.26
		Curriculum ||	Publications|| Working Papers
			Personal || Teaching

Jesús Gonzalo  was born in El Burgo de Osma(Soria).
B.A. from Universidad Complutense of Madrid and Ph.D. from University of California, San Diego (1991).
Sloan Ph.D. Fellowship (1990-91). Who's Who Among Students in American Universities (1991). Who's Who in the World (edition year 2000).
Associate Professor in Boston University (1991-1996). Associate Editor of  Journal of Applied Econometrics (2002-...). Research on: Econometrics, Time Series, Applied Macro and Finance.
Recent Research Interests: Persistence-Long Memory, Asymmetries-Non Linearities, Extremes, Explosive Processes.
University Carlos III de Madrid Research Award (1999-2001) and (2001-2003).
On the TOP 10  tallest econometricians (196 cm) and
maybe the guy who first ever ordered an "Ice-Capuchino" (Summer 1990, California) (w.c= who cares!!).
On the TOP 250 most cited Worldwide Economists in the 90´s (see below).

The most convenient Ranking of Econ Depts (pdf)
WorldWide Ranking of Economists in the 90´s (pdf)

Recent Publications: (please let me know it if you have any problems downloading any of them!!!)

• "Pitfalls in Testing for Long Run relationships"  (con Tae Lee), Journal of Econometrics  (1998), 86, 129-154. In the TOP 10 Most Requested Articles of the JEC (unto and including Nov'99).
• "A Systematic Framework for Analyzing the Dynamic Effects of Permanent and Transitory Shocks" (with Serena Ng),  Journal of Economic Dynamics & Control, (2001),  25, 1527-1546.
• "On the Robutness of Cointegration Tests when Series are Fractionally Integrated" (with Tae Lee), Journal of Applied Statistics (2000),vol 27, No 7, 821-827.
• "A Primer in Cointegration"  (with Juan Jose Dolado and Francesc Marmol), chapter 30  in Baltagui, A Companion to Theoretical Econometrics, 2001, edited by B.H. Baltagui, Blackwell, New York.
• "Long Memory in the Spanish Political Opinion Polls" (with Juan J. Dolado and Laura Mayoral), forthcoming in Journal of Applied Econometrics (2002).
• "Lag Lenth Estimation in Large Dimensional Systems"  (with Jean-Yves Pitarakis), Journal of Time Series Analysis (2002), Vol 23, No. 4, 401-423.
• "Estimation and Model Selection Based Inference in Single and Multiple Threshold Models" (with Jean-Yves Pitarakis), Journal of Econometrics (2002), 110, 319-352.
• "A Fractional Dickey-Fuller Test" (with Juan Jose Dolado and Laura Mayoral) , Econometrica (2002), vol 70, No5, 1963-2006.

(starting October 1999)