Concepedia

Marcelo Reyes

MR

7

Publications

1.1K

Citations

7

H-Index

1997

Active since

Affiliations

Universidad de Zaragoza(Current)

Marcelo Reyes is an author at Universidad de Zaragoza specializing in econometrics, economics, and business.

Top concepts

EconometricsBusinessEconomicsStatisticsFinanceMacroeconomicsEconomic AnalysisTradeSpanishManagement

Publications per year

1997–2017

7

Publications

7

Testing for a unit root in variables with a double change in the mean

Jesús Clemente, Antonio Montañés, Marcelo Reyes · Economics Letters · 1998 · 920 citations

Double Change, Unit Root

EFFECT OF A SHIFT IN THE TREND FUNCTION ON DICKEY–FULLER UNIT ROOT TESTS

Antonio Montañés, Marcelo Reyes · Econometric Theory · 1998 · 63 citations

Unit Root Hypothesis, Econometric Model, Economics +10

The European Union currencies and the US dollar: from post-Bretton-Woods to the Euro

María Dolores Gadea Rivas, Antonio Montañés, Marcelo Reyes · Journal of International Money and Finance · 2004 · 38 citations

Monetary Policy, Economics, International Finance +10

Testing for a Unit Root in Variables with a Double Change in the Mean

Jesús Clemente, Antonio Montañés, Marcelo Reyes · SSRN Electronic Journal · 1997 · 25 citations · Full text

Double Change, Economics, Term Structure Model +13

The asymptotic behaviour of the Dickey–Fuller tests under the crash hypothesis

Antonio Montañés, Marcelo Reyes · Statistics & Probability Letters · 1999 · 20 citations

Asymptotic Behaviour, Econometrics, Dickey–fuller Tests +2

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