Jesús Gonzalo

5.2k total citations · 2 hit papers
53 papers, 3.4k citations indexed

About

Jesús Gonzalo is a scholar working on General Economics, Econometrics and Finance, Economics and Econometrics and Finance. According to data from OpenAlex, Jesús Gonzalo has authored 53 papers receiving a total of 3.4k indexed citations (citations by other indexed papers that have themselves been cited), including 31 papers in General Economics, Econometrics and Finance, 31 papers in Economics and Econometrics and 23 papers in Finance. Recurrent topics in Jesús Gonzalo's work include Monetary Policy and Economic Impact (31 papers), Financial Risk and Volatility Modeling (19 papers) and Market Dynamics and Volatility (18 papers). Jesús Gonzalo is often cited by papers focused on Monetary Policy and Economic Impact (31 papers), Financial Risk and Volatility Modeling (19 papers) and Market Dynamics and Volatility (18 papers). Jesús Gonzalo collaborates with scholars based in Spain, United Kingdom and United States. Jesús Gonzalo's co-authors include Clive W. J. Granger, Jean‐Yves Pitarakis, Tae‐Hwy Lee, Juan J. Dolado, Isabel Figuerola–Ferretti, Serena Ng, Laura Mayoral, Michael Wolf, Chen Liang and Tom Engsted and has published in prestigious journals such as PLoS ONE, Econometrica and Journal of Econometrics.

In The Last Decade

Jesús Gonzalo

47 papers receiving 3.0k citations

Hit Papers

Estimation of Common Long-Memory Components in Cointegrat... 1994 2026 2004 2015 1995 1994 250 500 750
What are hit papers?

Hit papers significantly outperform the citation benchmark for their cohort. A paper qualifies if it has ≥500 total citations, achieves ≥1.5× the top-1% citation threshold for papers in the same subfield and year (this is the minimum needed to enter the top 1%, not the average within it), or reaches the top citation threshold in at least one of its specific research topics.

  1. Estimation of Common Long-Memory Components in Cointegrated Systems
    1995 910 citations Jesús Gonzalo, Clive W. J. Granger Journal of Business and Economic Statistics profile →
  2. Five alternative methods of estimating long-run equilibrium relationships
    1994 821 citations Jesús Gonzalo Journal of Econometrics profile →

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Jesús Gonzalo Spain 19 2.5k 2.1k 1.7k 254 180 53 3.4k
Robin L. Lumsdaine United States 19 2.8k 1.1× 2.3k 1.1× 2.2k 1.3× 397 1.6× 209 1.2× 46 4.0k
Kon S. Lai United States 27 3.2k 1.3× 2.5k 1.2× 1.7k 1.0× 159 0.6× 206 1.1× 55 4.0k
Neil R. Ericsson United States 29 2.5k 1.0× 2.5k 1.2× 1.1k 0.6× 152 0.6× 214 1.2× 101 3.5k
Simone Manganelli Germany 23 2.0k 0.8× 1.1k 0.5× 2.3k 1.4× 243 1.0× 108 0.6× 65 3.1k
Allan W. Gregory Canada 21 3.1k 1.2× 2.5k 1.2× 1.6k 0.9× 226 0.9× 475 2.6× 62 4.0k
Giorgio E. Primiceri United States 22 4.1k 1.6× 3.7k 1.8× 2.0k 1.2× 319 1.3× 371 2.1× 45 5.2k
Pentti Saikkonen Finland 33 3.5k 1.4× 2.9k 1.4× 1.9k 1.2× 150 0.6× 432 2.4× 94 4.7k
Charles H. Whiteman United States 25 2.4k 0.9× 2.4k 1.2× 1.5k 0.9× 138 0.5× 115 0.6× 57 3.2k
Tao Zha United States 33 4.7k 1.8× 4.9k 2.3× 2.7k 1.6× 397 1.6× 326 1.8× 98 6.3k
Helmut Herwartz Germany 28 1.8k 0.7× 772 0.4× 787 0.5× 225 0.9× 213 1.2× 159 2.4k

Countries citing papers authored by Jesús Gonzalo

Since Specialization
Citations

This map shows the geographic impact of Jesús Gonzalo's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Jesús Gonzalo with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Jesús Gonzalo more than expected).

Fields of papers citing papers by Jesús Gonzalo

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Jesús Gonzalo. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Jesús Gonzalo. The network helps show where Jesús Gonzalo may publish in the future.

Co-authorship network of co-authors of Jesús Gonzalo

This figure shows the co-authorship network connecting the top 25 collaborators of Jesús Gonzalo. A scholar is included among the top collaborators of Jesús Gonzalo based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Jesús Gonzalo. Jesús Gonzalo is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Rivas, María Dolores Gadea & Jesús Gonzalo. (2025). Climate change heterogeneity: A new quantitative approach. PLoS ONE. 20(1). e0317208–e0317208. 1 indexed citations
2.
Rivas, María Dolores Gadea, et al.. (2024). Trends in temperature data: Micro-foundations of their nature. Economics Letters. 244. 111992–111992. 1 indexed citations
3.
Gonzalo, Jesús, et al.. (2024). Efficient computation of the geopotential gradient in graphic processing units. Advances in Space Research. 74(1). 332–347.
4.
Rivas, María Dolores Gadea & Jesús Gonzalo. (2021). A tale of three cities: climate heterogeneity. SERIEs. 13(1-2). 475–511. 2 indexed citations
5.
Rivas, María Dolores Gadea & Jesús Gonzalo. (2019). Trends in distributional characteristics: Existence of global warming. Journal of Econometrics. 214(1). 153–174. 17 indexed citations
6.
Gonzalo, Jesús, et al.. (2019). Dynamic Effects of Persistent Shocks. RePEc: Research Papers in Economics. 3 indexed citations
7.
Gonzalo, Jesús & Abderrahim Taamouti. (2017). The reaction of stock market returns to unemployment. Studies in Nonlinear Dynamics and Econometrics. 21(4). 8 indexed citations
8.
Gonzalo, Jesús & Jean‐Yves Pitarakis. (2011). Regime-Specific Predictability in Predictive Regressions. 3 indexed citations
9.
Gonzalo, Jesús & José Olmo. (2009). Downside Risk Efficiency Under Market Distress. e-Archivo (Carlos III University of Madrid). 1. 1 indexed citations
10.
Gonzalo, Jesús, et al.. (2008). Permanent and transitory components of GDP and stock prices: further analysis. Macroeconomics and Finance in Emerging Market Economies. 1(1). 105–120. 2 indexed citations
11.
Gonzalo, Jesús & Isabel Figuerola–Ferretti. (2007). Modelling and Measuring Price Discovery in Commodity Markets. SSRN Electronic Journal. 17 indexed citations
12.
Figuerola–Ferretti, Isabel & Jesús Gonzalo. (2006). Price Discovery in Commodity Markets: The Case of Metals. SSRN Electronic Journal. 2 indexed citations
13.
Swanson, Norman R., Graham Elliott, Éric Ghysels, & Jesús Gonzalo. (2005). Predictive methodology and application in economics and finance: Volume in honor of the accomplishments of Clive W.J. Granger. Journal of Econometrics. 135(1-2). 1–9. 7 indexed citations
14.
Gonzalo, Jesús, et al.. (2005). Large shocks vs. small shocks. (Or does size matter? May be so.). Journal of Econometrics. 135(1-2). 311–347. 12 indexed citations
15.
Gonzalo, Jesús & José Olmo. (2004). Which Extreme Values are Really Extreme. LA Referencia (Red Federada de Repositorios Institucionales de Publicaciones Científicas).
16.
Martín, Óscar Martín & Jesús Gonzalo. (2004). Threshold Integrated Moving Average Models (Does Size Matter? Maybe So). RePEc: Research Papers in Economics. 1 indexed citations
17.
Gonzalo, Jesús & Jean‐Yves Pitarakis. (1998). Specification via model selection in vector error correction models. Economics Letters. 60(3). 321–328. 46 indexed citations
18.
Adda, Jérôme & Jesús Gonzalo. (1996). P-Values for non-standard distributions with an application to the DF test. Economics Letters. 50(2). 155–160. 6 indexed citations
19.
Gonzalo, Jesús & Clive W. J. Granger. (1995). Estimation of Common Long-Memory Components in Cointegrated Systems. Journal of Business and Economic Statistics. 13(1). 27–35. 910 indexed citations breakdown →
20.
Gonzalo, Jesús. (1994). Five alternative methods of estimating long-run equilibrium relationships. Journal of Econometrics. 60(1-2). 203–233. 821 indexed citations breakdown →

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

Explore authors with similar magnitude of impact

Breakdown of academic impact, for papers by Robin L. Lumsdaine Breakdown of academic impact, for papers by Kon S. Lai Breakdown of academic impact, for papers by Neil R. Ericsson Breakdown of academic impact, for papers by Simone Manganelli Breakdown of academic impact, for papers by Allan W. Gregory Breakdown of academic impact, for papers by Giorgio E. Primiceri Breakdown of academic impact, for papers by Pentti Saikkonen Breakdown of academic impact, for papers by Charles H. Whiteman Breakdown of academic impact, for papers by Tao Zha Breakdown of academic impact, for papers by Helmut Herwartz
Rankless by CCL
2026