Juan
Sapena Bolufer
Publicaciones en las que colabora con Juan Sapena Bolufer (6)
2025
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A time-varying estimation of an external reaction function for European Monetary Union countries: The role of risk-aversion and financial openness
Macroeconomic Dynamics, Vol. 29
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Introducing sspaneltvp: A Code to Estimating State-Space Time-Varying Parameter Models in Panels. An Application to Okun's Law
Studies in Nonlinear Dynamics and Econometrics, Vol. 29, Núm. 4, pp. 511-539
2021
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An Analysis of the Time-Varying Behavior of the Equilibrium Velocity of Money in the Euro Area
Dynamic Modeling and Econometrics in Economics and Finance (Springer Science and Business Media Deutschland GmbH), pp. 113-146
2020
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Modelling Time-Varying Parameters in Panel Data State-Space Frameworks: An Application to the Feldstein–Horioka Puzzle
Computational Economics, Vol. 56, Núm. 1, pp. 87-114
2017
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Fiscal sustainability in EMU countries: A continued fiscal commitment?
Journal of International Financial Markets, Institutions and Money, Vol. 50, pp. 85-97
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Sovereign debt spreads in EMU: The time-varying role of fundamentals and market distrust
Journal of Financial Stability, Vol. 33, pp. 187-206