JC picJuan Carlos Cuestas's web

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Juan Carlos Cuestas, PhD

Senior Research Economist

Eesti Pank (Central Bank of Estonia)

Email: cuestas.juancarlos[at]gmail.com

'Aut inveniam viam aut faciam'

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See my profile at:

Estonian Research Portal (ETIS)

Published papers

  1. "Oil price shocks and unemployment in Central and Eastern Europe" (2017), Economic Sytems, forthcoming. (Working Paper) [With Luis Gil-Alana]
  2. "House prices and capital inflows in Spain during the boom: evidence from a cointegrated VAR and a Structural Bayesian VAR" (2017), Journal of Housing Economics, forthcoming. (Working Paper)
  3. "Asymmetric Exchange Rate Exposure of Stock Returns: Empirical Evidence from Chinese Industries" (2017), Studies in Nonlinear Dynamics and Econometrics, forthcoming. (Working Paper) [With Bo Tang]
  4. "The Great Leveraging in the European Crisis Countries: Domestic Credit and Net Foreign Liabilities" (2017), Journal of Economic Studies, forthcoming. (Working Paper) [With Karsten Staehr]
  5. "Uncovered Interest Parity in Central and Eastern Europe: Expectations and Structural Breaks" (2017), Review of International Economics, forthcoming. (Working Paper) [With Fabio Filipozzi and Karsten Staehr]
  6. "Financial Development, Institutions and Poverty Alleviation: An Empirical Analysis" (2016), Applied Economics, forthcoming. (Working Paper) [With Alessandra Cepparulo and Maurizio Intartaglia]
  7. "The Credibility of a Soft Pegged Exchange Rate in Emerging Market Economies: Evidence from a Panel Data Study" (2016), Annals of Economics and Finance, forthcoming. (Uncorrected version) [With Nora Abu Asab]
  8. "Convergence in Corporate Statutory Tax Rates in the Asian and Pacific Economies" (2016), International Journal of Finance and Economics, vol. 21, pp. 266-278. (Working Paper) [With Yang Chen and Paulo Regis]
  9. "On the relationship between exchange rates and external imbalances: Should we learn from East and South-East Asia?" (2016), Annals of Economics and Finance, vol. 17, pp. 255-280. (Working Paper) [With Paulo Jose Regis]
  10. "Do institutions alleviate poverty? New Empirical Evidence" (2016), Economics Bulletin, vol. 36, pp. 145-154. [With Maurizio Intartaglia]
  11. "Testing for long memory in the presence of non-linear deterministic trends with Chebishev polynomials" (2016), Studies in Nonlinear Dynamics and Econometrics, vol. 23, pp. 445-468. (Working Paper) [With Luis A. Gil-Alana]
  12. "Inflation convergence in Central and Eastern Europe vs the Eurozone: non-linearities and long memory" (2016), Scottish Journal of Political Economy, vol. 63, pp. 519-538. (Working Paper) [With Luis A. Gil-Alana and Karl Taylor]
  13. "Investigating the oil price-exchange rate nexus: evidence from Africa 1970-2004" (2016), Economic Issues, forthcoming. (Working Paper) [With With Simeon Coleman and Estefani­a Mourelle]
  14. "The impact of supply shocks on unemployment in Spain" (2016), Economics and Business Letters, forthcoming. (Working Paper)
  15. "Introduction" (2016), Economics and Business Letters, vol. 124, pp. 129-130. [With Karsten Staehr]
  16. "Unemployment rate cycles in Europe" (2016), Applied Economics Letters, forthcoming. [With Luis A. Gil-ALana]
  17. "Corporate tax in Europe: Towards convergence?" (2015), Economics Letters, vol. 134, pp. 9-12. [With Paulo J. Regis and Yang Chen].
  18. "Do foreign exchange forecasters believe in UIP?" (2015), Economics Letters , vol. 133, pp. 92-95. [With Fabio Filipozzi and Karsten Staehr]
  19. "The sustainability of European external debt: What have we learned?" (2015), Review of International Economics, vol 23, pp. 445-468. (Working Paper Version) [With Luis A. Gil-Alana and Paulo J. Regis].
  20. "Unemployment convergence in Central and Eastern European countries: driving forces and cluster behaviour" (2015), Emerging Markets Finance and Trade, vol. 51, pp. 253-279 (Working Paper Version) [With Javier Ordonez and Mercedes Monfort].
  21. "Government debt dynamics and the global financial crisis: Has anything changed in the EA12?" (2014), Economics Letters, vol. 124, pp. 64-66. [With Karsten Staehr].
  22. "Unemployment hysteresis in the EU15: Has anything changed?" (2014), Economics Bulletin, vol. 34, pp. 2308-2314. [With Barry Harrison].
  23. "Smooth transitions, symmetric adjustment and unit roots"(2014), Applied Economics Letters, vol. 21, pp. 969-972. [with Javier Ordonez].
  24. "Real convergence in Europe: A cluster analysis" (2013), Economic Modelling, vol. 33, pp. 689-694 (Working Paper Version) [With Mercedes Monfort and Javier Ordonez]
  25. "Convergence of inflationary shocks: Evidence from the Caribbean" (2013),The World Economy, forthcoming, (Working Paper Version) [With Carlyn Ramlogan-Dobson]
  26. "Purchasing power parity in OECD countries: Non-linear unit root tests revisited" (2013), Economic Modelling, vol. 32, pp. 343-346. (Working Paper Version) [With Paulo J. Regis]
  27. "The current account sustainability of European transition economies" (2013), Journal of Common Market Studies, vol. 51, pp. 232-245 (Working Paper Version)
  28. "Fiscal shocks and budget balance persistence in the EU countries from central and eastern Europe" (2013), Applied Economics, vol. 45, pp. 3211-3219 (Working Paper Version) [With Karsten Staehr]
  29. "Inflationary shocks and common economic trends: implications for West African monetary union membership"(2012), Journal of Policy Modeling, vol. 34, pp. 460-475 (Working Paper Version) [With Paul Alagidede and Simeon Coleman]
  30. "Economic class and the distribution of income: A time series analysis of the UK economy, 1955-2010" (2012), International Review of Applied Economics, vol. 26, pp. 565-578 (Working Paper Version) [With Bruce Philp]
  31. " further investigation of the unemployment persistence in European transition economies" (2011), Journal of Comparative Economics, vol. 39, pp. 514-532 (Working Paper Version) [With Luis A. Gil-Alana and Karsten Staehr]
  32. "Unemployment and common smooth transition trends in Central and Eastern European Countries" (2011), Economic Issues, vol.16, pp. 39-52 (Working Paper Version) [With Javier Ordonez]
  33. "Is there an asymmetric behaviour in African inflation? A non-linear approach" (2011), South African Journal of Economics, vol. 79, pp. 68-90 (Working Paper Version) . [With Estefania­ Mourelle and Luis A. Gil-Alana]
  34. "Is real GDP per capita a stationary process? Smooth transitions, nonlinear trends and unit root testing" (2011), Empirical Economics, vol.41, pp.555-563 (Working Paper Version) [With Dean Garratt].
  35. "Nonlinearities in real exchange rate determination: Do African exchange rates follow a random walk?" (2011), Applied Economics, vol. 43, pp. 243-258.  (Working Paper Version). [With Estefania Mourelle] .
  36. "Further evidence on the real interest rate parity hypothesis in Central and Eastern European Countries: unit roots and nonlinearities" (2010), Emerging Markets, Finance and Trade, vol. 46, no. 6, pp. 22-39. (Working Paper Version) [With Barry Harrison].
  37. "Nonlinearities and the order of integration of oil prices" (2010), Empirical Economics Letters, vol. 9, pp. 193-202. (Working Paper Version) [With Paulo Regis].
  38. "Entrepreneurship and unemployment: A nonlinear bidirectional causality?" (2010),  Economic Modelling, vol. 27, pp. 1282-1291,  (Working Paper Version), [With Joao Faria and Estefania Mourelle].
  39. "Inflation persistence and nonlinearities in Central and Eastern European countries?" (2010), Economics Letters, vol. 106, pp. 81-83, (Working Paper Version), [With Barry Harrison]
  40. "Unemployment and entrepreneurship: A cyclical relationship?" (2009), Economics Letters, vol. 105, pp. 318-320, (Working Paper Version) [With Joao Faria and Luis A. Gil-Alana]
  41. "Further evidence on the PPP analysis of the Australian dollar: nonlinearities, structural changes and fractional integration" (2009),  Economic Modelling, vol. 26, pp. 1184-1192.  (Working Paper Version). [With Luis A. Gil-Alana].
  42. "The media and public agendas: testing for media effects in Argentina during 2003-2008" (2009), Revista de Economia y Estadistica, vol.47, pp. 97-124 [With Sebastian freille and Patricio O'Gorman]
  43. "Nonlinearities in price convergence among Mercosur countries" (2009), Economics Bulletin, vol. 29, no. 1, pp. 150-161. [With Javier Ordonez]
  44. "Purchasing Power Parity in Central and Eastern European countries: an analysis of unit roots and nonlinearities" (2009), Applied Economics Letters, vol. 16, pp. 87-94. (Working Paper Version).
  45. "Nonlinear trend stationarity of real exchange rates: The case of the Mediterranean countries" (2008), International Journal of Banking, Accounting and Finance, vol. 1, no. 1, pp. 30-46. [With Mariam Camarero and Javier Ordonez]
  46. "Testing for PPP in Australia: Evidence from unit root tests against nonlinear trend stationarity alternatives" (2008), Economics Bulletin, vol. 3, no. 27, pp. 1-9. [With Paulo J. Regis]
  47. "The Role of Commodity Terms of Trade in the Determination of the Real Exchange Rates of the Mediterranean Countries" (2008), The Developing Economies, vol.46, pp. 188-205. [With Mariam Camarero and Javier Ordonez] (Working Paper version)
  48. "Purchasing Power Parity versus the EU in the Mediterranean countries"(2006),  Applied Financial Economics,vol. 16, pp. 157-167. [With Mariam Camarero and Javier Ordonez]