Producción científica

PM 2.5 air quality index in major cities. long memory analysis with fractional integration

2026-10-14T08:32:42Z

PM 2.5 air quality index in major cities. long memory analysis with fractional integration Martín Valmayor, Miguel Ángel; Infante, Juan; Carmona-González, Nieves; Gil Alana, Luis A. This article presents new evidence on the persistence, seasonality, and trends of fine particulate matter (PM2.5) Air Quality Index (AQI) across twenty global megacities from January 2014 to January 2026. The research applies a fractional integration approach to model the long-memory dynamics using high-frequency daily data. Rather than relying on standard binary unit root tests, we adopt the fractional integration framework, which provides a continuous measure of the degree of persistence. Robustness checks include the evaluation of both parametric and semiparametric estimators, analysis of structural breaks, potential impacts of interpolation and the effects of outliers. The results reveal that air quality dynamics follow an I(d) fractional behaviour in all cases, with higher persistence (0.50 < d < 0.65) in cities with wet/dry seasons; and lower levels (0.15 < d < 0.30) in cities with a more distributed pattern of precipitation across the year. Furthermore, cities with lower quality levels (e.g. Mumbai, New Delhi, Kolkata, and Dhaka) also exhibit the highest levels of persistence and, as a result, prolonged risk of extreme episodes. Extensive robustness checks confirm these results, though they reveal a localized sensitivity linked to large data gaps combined with internal outliers.

Wattpad y la cultura de la violación: la romantización del agresor en la ficción adolescente femenina.

2026-10-14T02:00:24Z

Wattpad y la cultura de la violación: la romantización del agresor en la ficción adolescente femenina. Antropova, Svetlana; García Mingo, Elisa Wattpad es una plataforma digital de lectura y escritura sumamente popular entre las mujeres adolescentes, que desempeña un papel relevante en la construcción de la subjetividad del público juvenil, especialmente en lo relativo a las relaciones románticas y los encuentros sexuales. El presente estudio analiza cómo las adolescentes utilizan las plataformas, y en particular Wattpad, para participar en la reproducción de la cultura de la violación y en la reformulación de la figura del agresor sexual. Desde un enfoque cualitativo se examinan las seis «novelas de violación» más populares publicadas en español por usuarias con perfiles femeninos en la plataforma. Los resultados revelan que los temas más recurrentes en estas narrativas de ficción juvenil escrita por mujeres son: las prerrogativas masculinas, la normalización del deseo sexual masculino, la naturaliza- ción de la violación y la erotización de los agresores. Se plantea, por tanto, que estas ficciones contemporáneas no solo reproducen estereotipos de género profundamente enraizados en las normas patriarcales, sino que además contribuyen a la difusión de discursos que perpetúan la cultura de la violación.; Wattpad is an extremely popular digital reading and writing platform among adolescent girls, playing a significant role in shaping the subjectivity of young readers, particularly regarding romantic relationships and sexual encounters. This study examines how teenage girls use digital media, particularly Wattpad, to participate in the reproduction of rape culture and the reconfiguration of the figure of the sexual aggressor. Using a qualitative approach, it analyzes the six most popular «rape novels» published in Spanish by female-profiled users on the platform. The findings reveal that the most recurrent themes in these works of young adult fiction written by women are: male prerogatives, the normalization of male sexual desire, the naturalization of rape, and the eroticization of aggressors. It is therefore argued that these contemporary fictional narratives not only reproduce gender stereotypes deeply rooted in patriarchal norms but also contribute to the dissemination of discourses that perpetuate rape culture..

Long memory in consumer sentiment and consumer dollar purchasing power in the United States from 1978 to 2025

2026-10-10T02:00:28Z

Long memory in consumer sentiment and consumer dollar purchasing power in the United States from 1978 to 2025 Monge, Manuel; Aracil Jordá, Jorge; Infante, Juan Among the available macroeconomic series, consumer expectations and price levels are two of the most closely tracked and studied series. Despite their high frequency, there is a wide range of descriptions of their time-series properties in the applied literature. This study uses the monthly values of the University of Michigan Index of Consumer Sentiment and the purchasing power of the consumer dollar, the latter series being the inverse of the CPI of all items for urban consumers, between January 1978 and March 2025. Inflation and general consumer confidence indicators are maintained as context series. The empirical strategy is designed to be unitary rather than a typical multivariate study. To produce the integer-order classification, the Dickey-Fuller and Kwiatkowski-Phillips-Schmidt-Shin procedures are augmented for explicit deterministic specifications, after which the order of persistence is estimated as a fractional differencing parameter for which the memory of each series resides along a continuum, rather than being categorized as stationary or non-stationary. Among the variables, the indices of consumer sentiment, purchasing power, and consumer confidence are first-order integrated, whereas inflation is level stationary. All three fractional estimates indicated values of consumer sentiment, purchasing power, and consumer confidence slightly below (or slightly above) 1, suggesting that their processes are non-stationary and can slowly recover toward their means rather than being permanently affected by shocks. The consumer price index is not easily differentiated from unit roots. This implies that purchasing power is the most mean-reverting among the mean-reverting series, contrary to most expectations, which hold that mean-reverting data have the longest memory. Each series was specifically characterized through the results. There is no relationship between the estimated sentiment levels and affordability conditions, nor is one asserted in this study.

Macroprudential policy, debt and social sustainability: Evidence from Spanish firms

2026-10-10T02:00:23Z

Macroprudential policy, debt and social sustainability: Evidence from Spanish firms Infante, Juan; Curto González, Tomás The need for a resilient financial system post-Great Recession led to the incorporation of macroprudential tools to the policy mix. While these policies aim to achieve financial stability, their potential impact on social sustainability deserves examination. This paper pursues two related objectives. First, it analyses the effects of macroprudential policy on firm-level credit growth in Spain. Second, it examines whether these credit effects are associated with changes in employment-based gender inequality within firms. The analysis uses panel regressions with data for more than 900,000 Spanish firms over the period 2010 to 2021, combined with a database on the loosening or tightening use of macroprudential measures in Spain during that period. We find that tightening macroprudential measures reduce firm-level debt growth and are associated with a narrowing of the gender gap in firms’ workforces, while loosening measures have the opposite effects. These results suggest that macroprudential policy may have indirect effects on social sustainability through its impact on corporate debt.