Published papers

76. Cuadros, A.; Cuestas, J.C.; Mourelle, E. (2022). Clusters in foreign-born vs. native self-employment in Europe: Do we look alike?. Applied Economics Letters, In press DOI: 10.1080/13504851.2022.2130861 JCR: Q4 SJR: Q3

75. Cuestas, J.C.; Monfort, M; Shimbov, B. (2022). Has the relationship between the real exchange rate and its fundamentals changed over time?. Baltic Journal of Economics, 22, 68-89. DOI: 10.1080/1406099X.2022.2096732 JCR: Q3 SJR: Q3

74. Cuestas, J.C.; Kukk, M.; Levenko, N. (2022). Misalignments in house prices and economic growth in Europe. Applied Economics, In press DOI: 10.1080/00036846.2022.2110212. JCR: Q3 SJR: Q2

73. Cuestas, J.C.; Gil-Alana, L.A.; Malmierca, M. (2022). Credit-to-GDPratios. Non-linear trends and persistence: Evidence from 44 OECDeconomies. Journal of Economic Studies, forthcoming. DOI: 10.1108/JES-12-2021-0637. SJR: Q1

72. Cuestas, J. C.; Lucotte, Y.; Reigl, N. (2022). Evolution and heterogeneity of credit procyclicality in Central and Eastern Europe. International Journal of Finance & Economics. 27, 911-942 DOI: 10.1002/ijfe.2183. JCR: Q2 SJR: Q2

71. Cuestas, J. C.; Monfort, M.; Ordóñez, J. (2021). Stochastic convergence in real personal income. International Journal of Finance and Economics. 26, 6390-6394 DOI: 10.1002/ijfe.2125. JCR:Q4 SJR: Q2

70. Cuadros, A. M.; Cuestas, J.C.; Martín-Montaner, J.A. (2021). Self-employment convergence in Europe: the role of migration. Plos One, 16(4), 1-14. DOI: 10.1371/journal.pone.0250182. JCR: Q2 SJR: Q1

69. Cuestas, J. C.; Monfort, M. (2021). Current account sustainability in Central and Eastern Europe: Structural change and crisis. Empirica, 48, 141−153. DOI: 10.1007/s10663-020-09473-7. JCR: Q3 SJR: Q2

68. Abu Asab, N.; Cuestas, J. C. (2021). Towards Adopting Inflation Targeting: The Credibility and Limitations of Monetary Policy Under The Fixed Exchange System: The Case of Jordan. World Economy, 44 (1), 262−285. DOI: 10.1111/twec.12964. JCR: Q3 SJR: Q1

67. Cuestas, J. C.; Coleman, S. (2021). Panel Cointegration, Quantile Regressions, Asymmetric Adjustments and Crises: The Case of EU Current Accounts. Economic Systems, 45 (4, 100870). DOI: 10.1016/j.ecosys.2021.100870. JCR: Q2 SJR: Q2

66. Cuestas, J. C.; Monfort, M.; Ordonez, J. (2021). The education pillar of the Europe 2020 strategy: a convergence analysis. Empirica, 48, 1113-1129 DOI: 10.1007/s10663-021-09504-x. JCR: Q3 SJR: Q2

65. Cuestas, J. C.; Tang, B. (2021). A Markov Switching SVAR analysis on the relationship between exchange rate changes and stock returns in China. International Journal of Emerging Markets, 16(3), 625-642 DOI: 10.1108/IJOEM-06-2019-0463. JCR: Q2 SJR: Q2

64. Cuestas, J. C.; Monfort, M.; Ordóñez, J. (2021). Measuring the cost of Covid-19 in the rise in the unemployment rate: the case of Spain Economics. Economics, 15, 112-114 DOI: 10.1515/econ-2021-0009. JCR: Q4 SJR: Q2

63. Faria, J. R.; Cuestas, J. C.; Gil-Alana, L.; Mourelle, E. (2021). Self-employment by gender in the EU: convergence and clusters. Empirica, 48, 717-741 DOI: 10.1007/s10663-020-09494-2.JCR: Q3 SJR: Q2

62. Cuestas, J. C.; Gil-Alana, L. A.; Saucí, L. (2020). Public finances in the EU-27: Are they sustainable? Empirica, 47 (1), 181−204. DOI: 10.1007/s10663-018-9411-0. JCR: Q3 SJR: Q2

61. Cuestas, J. C.; Kukk, M. (2020). The Spanish housing market: is it fundamentally broken? Applied Economics Letters, 27 (15), 1295−1299. DOI: 10.1080/13504851.2019.1677844. JCR: Q3 SJR: Q3

60. Cuestas, J. C.; Kukk, M. (2020). The interaction between housing prices and housing credit: Evidence from a country with rapid credit accumulation. Journal of Economic Studies, 48 (1), 191−209. DOI: 10.1108/JES-11-2019-0519. SJR: Q1

59. Cuestas, J. C.; Monfort, M. (2020). Co-movement between residential and commercial housing prices: Evidence from a new database. Applied Economics Letters. DOI: 10.1080/13504851.2020.1757609. JCR: Q3 SJR: Q3

58. Coleman, S.; Cuestas, J. C. (2020). Has the Current Account Broken Up With its Fundamentals in Central and Eastern Europe? International Journal of Finance & Economics. DOI: 10.1002/ijfe.2458. JCR: Q2 SJR: Q2

57. Cuestas, J. C. (2020). Changes in sovereign debt dynamics in Central and Eastern Europe. International Journal of Finance & Economics,25(1), 63-71 DOI: 10.1002/ijfe.1728. JCR:Q2 SJR: Q2

56. Cuestas, Juan Carlos; Ordóñez Javier; Staehr, Karsten (2019). Unit Labour Costs and the Dynamics of Output and Unemployment in the South European Crisis Countries. Empirica, 46 (3), 597−616. DOI: 10.1007/s10663-018-9410-1. JCR: Q3 SJR: Q2

55. Cuestas, J. C.; Lucotte, Y.; Reigl, N. (2019). Banking sector concentration, competition and financial stability: the case of the Baltic countries. Post-Communist Economies, 32 (2), 215−249. DOI: 10.1080/14631377.2019.1640981. JCR: Q3 SJR: Q3

54. Ordóñez, J.; Monfort, M.; Cuestas, J. C. (2019). Oil prices, unemployment and the financial crisis in oil-importing countries: The case of Spain. Energy, 181, 625−634. DOI: 10.1016/j.energy.2019.05.209. JCR: Q1 SJR: Q1

53. Cuestas, J. C.; Mourelle, E.; Regis, P. J. (2019). Real exchange rate misalignments in CEECs: Have they hindered growth? Empirica. DOI:10.1007/s10663-019-09454-5. JCR: Q3 SJR: Q2

52. Cuestas, J.C. (2018). The EU real exchange rates: A structural Bayesian VAR. A note. Revista de Economía y Estadística, 56(1), 43-57. DOI:10.55444/2451.7321.2018.v56.n1.29387

51. Cuestas, J. C.; Gil-Alana, L. A. (2018). Oil price shocks and unemployment in Central and Eastern Europe. Economic Systems, 42 (1), DOI: 164−173.10.1016/j.ecosys.2017.05.005. JCR: Q2 SJR: Q2

50. Cuestas, J. C.; Regis, P. J. (2018). On the dynamics of sovereign debt in China: sustainability and structural change. Economic Modelling, 68, 356−359. DOI: 10.1016/j.econmod.2017.08.003. JCR: Q2 SJR: Q2

49. Cuestas, J. C.; Huang, Y. S.; Tang, B. (2018). Does internationalisation increase exchange rate exposure? -Evidence from Chinese financial firms. International Review of Financial Analysis, 56, 253−263. DOI: 10.1016/j.irfa.2018.01.013. JCR: Q2 SJR: Q1

48. Cuestas, J. C.; Ordóñez, J. (2018). Oil prices and unemployment in the UK before and after the crisis: A Bayesian VAR approach. A note. Physica A Statistical Mechanics and its Applications, 510, DOI: 200−207.10.1016/j.physa.2018.06.114. JCR: Q2 SJR: Q2

47. Abu Asab, N.; Cuestas, J. C.; Montagnoli, A. (2018). Inflation Targeting or Exchange Rate Targeting: Which Framework Supports The Goal of Price Stability in Emerging Market Economies? PLoS ONE, 13 (8). DOI: 10.1371/journal.pone.0201798. JCR: Q2 SJR: Q1

46. Cuestas, J. C.; Filipozzi, F.; Staehr, K. (2017). Uncovered Interest Parity in Central and Eastern Europe: Expectations and Structural Breaks. Review of International Economics, 25 (4), 695−710. DOI: 10.1111/roie.12280. JCR: Q2 SJR: Q1

45. Cuestas, J. C.; Tang, B. (2017). Asymmetric Exchange Rate Exposure of Stock Returns: Empirical Evidence from Chinese Industries. Studies in Nonlinear Dynamics & Econometrics, 21 (4). DOI: 10.1515/snde-2016-0042. JCR: Q3, SJR: Q1

44. Cuestas, J. C. (2017). House prices and capital inflows in Spain during the boom: evidence from a cointegrated VAR and a Structural Bayesian VAR. Journal of Housing Economics, 37, 22−28. DOI: 10.1016/j.jhe.2017.04.002. JCR: Q3 SJR: Q2

43. Cuestas, J. C.; Ordonez, J. (2017). Fiscal consolidation in Europe: has it worked? Applied Economics Letters. DOI: 10.1080/13504851.2017.1406650. JCR: Q4 SJR: Q3

42. Cuestas, J. C.; Staehr, K. (2017). The Great Leveraging in the European Crisis Countries: Domestic Credit and Net Foreign Liabilities. Journal of Economic Studies, 44 (6), 895−910. DOI: 10.1108/JES-12-2016-0268. SJR: Q1

41. Abu Asab, N.; Cuestas, J. C. (2017). The Credibility of a Soft Pegged Exchange Rate in Emerging Market Economies: Evidence from a Panel Data Study. Annals of Economics and Finance, 18 (1), 29−51. http://aeconf.com/Articles/May2017/aef180102.pdf JCR: Q4 SJR: Q3

40. Cuestas, J. C.; Gil-Alana, L. A. (2017). Unemployment cycles in Europe. Applied Economics Letters, 24 (2), 136−139. DOI: 10.1080/13504851.2016.1170926. JCR: Q4 SJR: Q3

39. Cepparulo, A.; Cuestas, J. C.; Intartaglia, M. (2017). Financial Development, Institutions and Poverty Alleviation: An Empirical Analysis. Applied Economics, 49 (36), 3611−3622. DOI: 10.1080/00036846.2016.1265074. JCR: Q3 SJR: Q2

38. Cuestas, J. C.; Gil-Alana, L. A.; Taylor, K. (2016). Inflation convergence in Central and Eastern Europe vs. the Eurozone: Non-linearities and long memory. Scottish Journal of Political Economy, 63 (5), 519−538.DOI: 10.1111/sjpe.12114. JCR: Q3 SJR: Q2

37. Cuestas, J. C.; Intartaglia, M. (2016). Do institutions alleviate poverty? New Empirical Evidence. Economics Bulletin, 36 (1), 145−154. http://www.accessecon.com/Pubs/EB/2016/Volume36/EB-16-V36-I1-P16.pdf SJR: Q3

36. Chen, Y.; Cuestas, J. C.; Regis, P. J. (2016). Convergence in Corporate Statutory Tax Rates in the Asian and Pacific Economies. International Journal of Finance & Economics, 21 (3), 266−278. DOI: 10.1002/ijfe.1546. JCR: Q4 SJR: Q3

35. Cuestas, J.C.; Gil-Alana, L. A. (2016). Testing for long memory in the presence of non-linear deterministic trends with Chebishev polynomials.Studies in Nonlinear Dynamics and Econometrics, 23, 445−468. DOI: 10.1515/snde-2014-0005. JCR: Q3 SJR: Q2

34. Cuestas, J. C.; Regis, P. J. (2016). On the relationship between exchange rates and external imbalances: Should we learn from East and South-East Asia? Annals of Economics and Finance, 17, 255−280. http://aefweb.net/AefArticles/aef170202Cuestas.pdf JCR:Q3 SJR: Q3

33. Coleman, S.; Cuestas, J. C.; Mourelle, E. (2016). Investigating the oil price-exchange rate nexus: evidence from Africa 1970-2004. Economic Issues, 21, 53−79. https://ideas.repec.org/a/eis/articl/216coleman.html

32. Cuestas, J. C.; Monfort, M.; Ordonez, J. (2015). Unemployment convergence in Central and Eastern European countries: driving forces and cluster behaviour. Emerging Markets Finance and Trade, 51, 253−279. DOI: 10.1080/1540496X.2015.1011537. JCR: Q4 SJR: Q2

31. Chen, Yang; Cuestas, Juan Carlos; Regis, Paulo Jose. (2015). Corporate tax in Europe: Towards convergence? Economics Letters, 134, 9−12. DOI: 10.1016/j.econlet.2015.05.030 JCR: Q3 SJR: Q2

30. Cuestas, J. C.; Gil-Alana, L. A.; Regis, P. J. (2015). The sustainability of European external debt: What have we learned? Review of International Economics, 23, 445−468. DOI: 10.1111/roie.12175 JCR: Q3 SJR: Q2

29. Cuestas, J. C.; Filipozzi, F.; Staehr, K. (2015). Do foreign exchange forecasters believe in Uncovered Interest Parity? Economics Letters, 133, 92−95. DOI: 10.1016/j.econlet.2015.05.029. JCR: Q3 SJR: Q2

28. Cuestas, J. C.; Ordonez, J. (2014). Smooth transitions, asymmetric adjustment and unit roots. Applied Economics Letters, 21 (14), 969−972. DOI: 10.1080/13504851.2014.902016. JCR: Q4 SJR: Q3

27. Cuestas, J. C.; Harrison, B. (2014). Unemployment hysteresis in the EU15: Has anything changed? Economics Bulletin, 34 (4), 2308−2314. http://www.accessecon.com/Pubs/EB/2014/Volume34/EB-14-V34-I4-P210.pdf SJR: Q3

26. Cuestas, J. C.; Gil-Alana, L. A.; Staehr, K. (2014). Government debt dynamics and the global financial crisis: Has anything changed in the EA12? Economics Letters, 124 (1), 64−66. DOI: 10.1016/j.econlet.2014.04.014. JCR: Q3 SJR: Q2

25. Cuestas, J. C.; Regis, P.J. (2013). Purchasing power parity in OECD countries: Non-linear unit root tests revisited. Economic Modelling, 32, 343−346. DOI: 10.1016/j.econmod.2013.01.035 JCR: Q3 SJR: Q2

24. Cuestas, J. C. (2013). The current account sustainability of European transition economies. JCMS: Journal of Common Market Studies, 51 (2), 232−245. https://doi.org/10.1111/j.1468-5965.2012.02309.x JCR: Q1 SJR: Q1

23. Monfort, M.; Cuestas, J .C.; Ordóñez, J. (2013). Real convergence in Europe: A cluster analysis. Economic Modelling, 33, 689−694. DOI: 10.1111/j.1468-5965.2012.02309.x JCR: Q3 SJR: Q2

22. Cuestas, J. C.; Ramlogan-Dobson, C. (2013). Convergence of inflationary shocks: Evidence from the Caribbean. World Economy, 36 (9), 1229−1243. DOI: 10.1111/twec.12082 JCR: Q3 SJR: Q1

21. Cuestas, J. C.; Staehr, K. (2013). Fiscal shocks and budget balance persistence in the EU countries from Central and Eastern Europe. Applied Economics, 45 (22), 3211−3219. DOI: 10.1080/00036846.2012.703316. JCR: Q3, SJR: Q2

20. Alagidede, P., Coleman, S., Cuestas, J. C. (2012). Inflationary shocks and common economic trends: implications for West African monetary union membership. Journal of Policy Modeling, 34 (3), 460−475. DOI: 10.1016/j.jpolmod.2011.10.001 JCR: Q3 SJR: Q2

19. Cuestas, J. C.; Philp, B. (2012). Economic class and the distribution of income: A time series analysis of the UK economy,1955-2010. International Review of Applied Economics, 26 (5), 565−578. DOI: 10.1080/02692171.2011.631902. SJR: Q3

18. Mourelle, E.; Cuestas, J. C.; Gil-Alana, L. (2011). Is there an asymmetric behaviour in African inflation? A nonlinear approach. South African Journal of Economics, 79 (1), 68−90. DOI: 10.1111/j.1813-6982.2011.01266.x JCR: Q3 SJR: Q3

17. Cuestas, J.C. ; Garratt, D. (2011). Is real GDP per capita a stationary process? Smooth transitions, nonlinear trends and unit root testing. Empirical Economics, 41 (3), 555−563. DOI: 10.1007/s00181-010-0389-0 JCR: Q3 SJR: Q2

16. Cuestas, J. C.; Mourelle, E. (2011). Nonlinearities in real exchange rate determination: Do African exchange rates follow a random walk? Applied Economics, 43 (2), 243−258. DOI: 10.1080/00036840802467065. JCR: Q3 SJR:Q2

15. Cuestas, J.-C.; Gil-Alana, L.A.; Staehr, K. (2011). A further investigation of unemployment persistence in European transition economies. Journal of Comparative Economics, 39 (4), 514−532. DOI: 10.1016/j.jce.2011.09.002. JCR: Q2 SJR: Q1

14. Cuestas, J. C.; Ordóñez, J. (2011). Unemployment and common smooth transition trends in Central and Eastern European Countries. Economic Issues, 16 (2), 39−52. http://www.economicissues.org.uk/Files/2011/211bcuestas.pdf

13. Cuestas, J., C. ; Harrison, B. (2010). Inflation persistence and nonlinearites in Central and Eastern European countries. Economics Letters, 106 (2), 81−83. DOI: 10.1016/j.econlet.2009.10.006.JCR: Q3 SJR: Q2

12. Cuestas, J. C.; Harrison, B. (2010). Further evidence on the real interest rate parity hypothesis in Central and Eastern European Countries: unit roots and nonlinearities. Emerging Markets Finance and Trade, 46 (6), 22−39. DOI:10.2753/REE1540-496X460602. JCR: Q3 SJR: Q2

11. Faria, J. R.; Cuestas, J. C.; Mourelle, E. (2010). Entrepreneurship and Unemployment: A nonlinear bidirectional causality? Economic Modelling, 27 (5), 1282−1291. DOI: 10.1016/j.econmod.2010.01.022. JCR:Q3 SJR: Q2

10. Cuestas, J. C.; Regis, P.J. (2010). Nonlinearities and the order of integration of oil prices. Empirical Economics Letters, 9, 193−202.

9. Cuestas, J. C.; Ordóñez, J. (2009). Nonlinearities in price convergence among Mercosur countries. Economics Bulletin, 29 (1), 150−161. http://www.accessecon.com/Pubs/EB/2009/Volume29/EB-09-V29-I1-P15.pdf SJR: Q2

8. Cuestas, J.C.; Gil-Alana, L.A. (2009). Further evidence on the PPP analysis of the Australian dollar: nonlinearities, structural changes and fractional integration. Economic Modelling, 26 (6), 1184−1192. DOI: 10.1016/j.econmod.2009.05.006 JCR: Q3 SJR: Q3

7. Faria, J. R.; Cuestas, J. C.; Gil-Alana, L. A. (2009). Unemployment and Entrepreneurship: A cyclical relationship? Economics Letters, 105 (3), 318−320. DOI: 10.1016/j.econlet.2009.09.004 JCR: Q4 SJR: Q2

6. Cuestas, J. C. (2009). Purchasing Power Parity in Central and East European Countries: An analysis of Unit Roots and Nonlinearities. Applied Economics Letters, 16 (1), 87−94. DOI: 10.1080/13504850802112252 JCR: Q4 SJR: Q3

5. Cuestas, J. C ; Freille, S.; O’ Gorman, P. (2009). The media and public agendas: testing for media effects in Argentina during 2003-2008. Revista de Economía y Estadística, 47, 97−124. DOI: 10.55444/2451.7321.2009.v47.n1.3859

4. Camarero, M.; Cuestas, J. C. ; Ordóñez, J. (2008). The role of commodity terms of trade in the determination of the real exchange rates of the Mediterranean countries. The Developing Economies, 46 (2), 188−205. DOI: 10.1111/j.1746-1049.2008.00062.x JCR: Q4 SJR: Q3

3. Cuestas, J.; Regis, P.J. (2008). Testing for PPP in Australia: Evidence from unit root test against nonlinear trend stationarity alternatives. Economics Bulletin, 3 (27), 1−9. http://www.accessecon.com/pubs/EB/2008/Volume3/EB-08C20010A.pdfSJR: Q3

2. Camarero, M.; Cuestas, J.C.; Ordonez, J. (2008). Nonlinear trend stationarity of real exchange rates: The case of the Mediterranean countries. International Journal of Banking, Accounting and Finance, 1, 30−46. DOI: 10.1504/IJBAAF.2008.020241

1. Camarero, M.; Cuestas, J .C.; Ordonez, J. (2006). Purchasing Power Parity versus the EU in the Mediterranean countries. Applied Financial Economics, 16 (1-2), 157−167. 10.1080/09603100500390620 SJR: Q3