3
H index
1
i10 index
40
Citations
J Eduardo Vera-Valdés : Citation Profile
Aarhus Universitet (1% share) | RESEARCH PRODUCTION: 15 Articles 6 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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16 years (2008 - 2024). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with J Eduardo Vera-Valdés. | Is cited by:
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Main data
Where J Eduardo Vera-Valdés has published?
| Journals with more than one article published | # docs |
|---|---|
| Econometrics | 4 |
| Journal of Forecasting | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Papers / arXiv.org | 2 |
Recent works citing J Eduardo Vera-Valdés (2025 and 2024)
Year  | Title of citing document |
|---|---|
| 2024 | Testing for coefficient distortion due to outliers with an application to the economic impacts of climate change. (2024). Pretis, Felix ; Jiao, Xiyu ; Schwarz, Moritz. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:1:s0304407623002634. Full description at Econpapers || Download paper |
| 2024 | Does digital innovation help firms navigate the COVID-19 pandemic? Evidence from China. (2024). Zhao, Ling ; Huang, Hao. In: Emerging Markets Review. RePEc:eee:ememar:v:62:y:2024:i:c:s1566014124000669. Full description at Econpapers || Download paper |
| 2024 | Volatility persistence in metal prices. (2024). Gil-Alana, Luis ; Poza, Carlos. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723011984. Full description at Econpapers || Download paper |
| 2024 | Does Islamic investing modify portfolio performance? Time-varying optimization strategies for conventional and Shariah energy-ESG-utilities portfolio. (2024). Rezgui, Hichem ; Tavakkoli, Hamid Raza ; Rashidi, Muhammad Mahdi ; Asl, Mahdi Ghaemi. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:94:y:2024:i:c:p:37-57. Full description at Econpapers || Download paper |
| 2024 | Bayesian Inference for Long Memory Stochastic Volatility Models. (2024). Laurini, Márcio ; Chaim, Pedro. In: Econometrics. RePEc:gam:jecnmx:v:12:y:2024:i:4:p:35-:d:1530826. Full description at Econpapers || Download paper |
| 2024 | Effect of franchising on the reliability of financial analysts’ earnings forecasts: Evidence from publicly traded US restaurant firms. (2024). Shin, Hyejo Hailey ; Gim, Jaehee. In: Tourism Economics. RePEc:sae:toueco:v:30:y:2024:i:7:p:1857-1879. Full description at Econpapers || Download paper |
Works by J Eduardo Vera-Valdés:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2015 | Unbalanced Regressions and the Predictive Equation In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2015 | Long Memory, Fractional Integration, and Cross-Sectional Aggregation In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 9 |
| 2017 | Long memory, fractional integration, and cross-sectional aggregation.(2017) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | article | |
| 2020 | Air pollution and mobility in the Mexico City Metropolitan Area, what drives the COVID-19 death toll? In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 1 |
| 2020 | Temperature Anomalies, Long Memory, and Aggregation In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 2 |
| 2021 | Temperature Anomalies, Long Memory, and Aggregation.(2021) In: Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
| 2017 | On Long Memory Origins and Forecast Horizons In: Papers. [Full Text][Citation analysis] | paper | 1 |
| 2020 | On long memory origins and forecast horizons.(2020) In: Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2018 | Nonfractional Memory: Filtering, Antipersistence, and Forecasting In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2008 | Granger-Causality in the presence of structural breaks In: Economics Bulletin. [Full Text][Citation analysis] | article | 11 |
| 2024 | Exploring smart heat meter data: A co-clustering driven approach to analyse the energy use of single-family houses In: Applied Energy. [Full Text][Citation analysis] | article | 0 |
| 2024 | Disaggregation of total energy use into space heating and domestic hot water: A city-scale suited approach In: Energy. [Full Text][Citation analysis] | article | 0 |
| 2022 | The persistence of financial volatility after COVID-19 In: Finance Research Letters. [Full Text][Citation analysis] | article | 2 |
| 2020 | Long-Lasting Economic Effects of Pandemics:Evidence on Growth and Unemployment In: Econometrics. [Full Text][Citation analysis] | article | 5 |
| 2021 | Air Pollution and Mobility, What Carries COVID-19? In: Econometrics. [Full Text][Citation analysis] | article | 3 |
| 2021 | Nonfractional Long-Range Dependence: Long Memory, Antipersistence, and Aggregation In: Econometrics. [Full Text][Citation analysis] | article | 1 |
| 2019 | The VIX, the Variance Premium, and Expected Returns In: Journal of Financial Econometrics. [Full Text][Citation analysis] | article | 3 |
| 2016 | A comment on ‘resolving spurious regressions and serially correlated errors’ In: Empirical Economics. [Full Text][Citation analysis] | article | 0 |
| 2021 | The political risk factors of COVID-19 In: International Review of Applied Economics. [Full Text][Citation analysis] | article | 2 |
| 2022 | Spurious multivariate regressions under fractionally integrated processes In: Communications in Statistics - Theory and Methods. [Full Text][Citation analysis] | article | 0 |
| 2012 | Spurious Forecasts? In: Journal of Forecasting. [Citation analysis] | article | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated April, 14 2025. Contact: CitEc Team