J Eduardo Vera-Valdés : Citation Profile


Are you J Eduardo Vera-Valdés?

Aarhus Universitet (1% share)

2

H index

1

i10 index

23

Citations

RESEARCH PRODUCTION:

13

Articles

6

Papers

RESEARCH ACTIVITY:

   14 years (2008 - 2022). See details.
   Cites by year: 1
   Journals where J Eduardo Vera-Valdés has often published
   Relations with other researchers
   Recent citing documents: 8.    Total self citations: 9 (28.13 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pve268
   Updated: 2023-03-02    RAS profile: 2022-04-05    
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Relations with other researchers


Works with:

Rodríguez Caballero, Carlos (3)

Ventosa-Santaulària, Daniel (2)

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:

Nazlioglu, Saban (6)

Soytas, Ugur (4)

GUPTA, RANGAN (4)

Ventosa-Santaulària, Daniel (3)

Bouri, Elie (2)

Hecq, Alain (2)

Rodríguez Caballero, Carlos (1)

Leschinski, Christian (1)

Chevillon, Guillaume (1)

Nielsen, Morten (1)

Sibbertsen, Philipp (1)

Cites to:

Diebold, Francis (14)

Campbell, John (13)

Bollerslev, Tim (13)

Ventosa-Santaulària, Daniel (11)

Nielsen, Morten (9)

Andersen, Torben (9)

Granger, Clive (8)

Phillips, Peter (8)

Pesaran, M (6)

Bai, Jushan (6)

Perron, Pierre (6)

Main data


Where J Eduardo Vera-Valdés has published?


Journals with more than one article published# docs
Econometrics4
Journal of Forecasting2

Working Papers Series with more than one paper published# docs
Papers / arXiv.org2

Recent works citing J Eduardo Vera-Valdés (2022 and 2021)


YearTitle of citing document
2022Fractional integration and cointegration. (2022). Nielsen, Morten ; Hualde, Javier. In: Papers. RePEc:arx:papers:2211.10235.

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2022Testing for parameter instability and structural change in persistent predictive regressions. (2022). Varneskov, Rasmus T ; Andersen, Torben G. In: Journal of Econometrics. RePEc:eee:econom:v:231:y:2022:i:2:p:361-386.

Full description at Econpapers || Download paper

2023Estimation of a dynamic multi-level factor model with possible long-range dependence. (2023). Rodriguez-Caballero, Vladimir C ; Ergemen, Yunus Emre. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:405-430.

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2022Digitalisation in Hospitals in COVID-19 Times—A Case Study of the Czech Republic. (2022). Chytilova, Ekaterina ; Pavlik, Lukas ; Zimmermannova, Jarmila. In: Economies. RePEc:gam:jecomi:v:10:y:2022:i:3:p:68-:d:773095.

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2022.

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2022Government Intervention, Human Mobility, and COVID-19: A Causal Pathway Analysis from 121 Countries. (2022). Huang, Danwen ; Ge, Xing ; Wang, Feng. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:6:p:3694-:d:776292.

Full description at Econpapers || Download paper

2021A New Test for Multiple Predictive Regression. (2021). Guo, Junjie ; Xu, Ke-Li. In: CAEPR Working Papers. RePEc:inu:caeprp:2022001.

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2021Modelling Cycles in Climate Series: the Fractional Sinusoidal Waveform Process. (2021). Proietti, Tommaso ; Maddanu, Federico. In: CEIS Research Paper. RePEc:rtv:ceisrp:518.

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Works by J Eduardo Vera-Valdés:


YearTitleTypeCited
2015Unbalanced Regressions and the Predictive Equation In: CREATES Research Papers.
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paper0
2015Long Memory, Fractional Integration, and Cross-Sectional Aggregation In: CREATES Research Papers.
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paper7
2017Long memory, fractional integration, and cross-sectional aggregation.(2017) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
article
2020Air pollution and mobility in the Mexico City Metropolitan Area, what drives the COVID-19 death toll? In: CREATES Research Papers.
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paper0
2020Temperature Anomalies, Long Memory, and Aggregation In: CREATES Research Papers.
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paper0
2021Temperature Anomalies, Long Memory, and Aggregation.(2021) In: Econometrics.
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This paper has another version. Agregated cites: 0
article
2017On Long Memory Origins and Forecast Horizons In: Papers.
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paper1
2020On long memory origins and forecast horizons.(2020) In: Journal of Forecasting.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
article
2018Nonfractional Memory: Filtering, Antipersistence, and Forecasting In: Papers.
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paper0
2008Granger-Causality in the presence of structural breaks In: Economics Bulletin.
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article10
2022The persistence of financial volatility after COVID-19 In: Finance Research Letters.
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article0
2020Long-Lasting Economic Effects of Pandemics:Evidence on Growth and Unemployment In: Econometrics.
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article1
2021Air Pollution and Mobility, What Carries COVID-19? In: Econometrics.
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article0
2021Nonfractional Long-Range Dependence: Long Memory, Antipersistence, and Aggregation In: Econometrics.
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article0
2019The VIX, the Variance Premium, and Expected Returns In: The Journal of Financial Econometrics.
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article2
2016A comment on ‘resolving spurious regressions and serially correlated errors’ In: Empirical Economics.
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article0
2021The political risk factors of COVID-19 In: International Review of Applied Economics.
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article2
2022Spurious multivariate regressions under fractionally integrated processes In: Communications in Statistics - Theory and Methods.
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article0
2012Spurious Forecasts? In: Journal of Forecasting.
[Citation analysis]
article0

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