Daniel Ventosa-Santaulària : Citation Profile


Are you Daniel Ventosa-Santaulària?

Banco de México (99% share)
Centro de Investigación y Docencia Económicas (CIDE) (1% share)

5

H index

0

i10 index

78

Citations

RESEARCH PRODUCTION:

39

Articles

36

Papers

RESEARCH ACTIVITY:

   18 years (2002 - 2020). See details.
   Cites by year: 4
   Journals where Daniel Ventosa-Santaulària has often published
   Relations with other researchers
   Recent citing documents: 15.    Total self citations: 38 (32.76 %)

EXPERT IN:

   Hypothesis Testing: General
   Estimation: General
   Statistical Simulation Methods: General
   Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
   Instrumental Variables (IV) Estimation

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pve35
   Updated: 2020-09-26    RAS profile: 2020-09-17    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Rodríguez Caballero, Carlos (3)

Vera-Valdés, J. Eduardo (3)

Lopez Marmolejo, Arnoldo (2)

Noriega, Antonio (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Daniel Ventosa-Santaulària.

Is cited by:

Travaglini, Guido (4)

Shahbaz, Muhammad (3)

Rottmann, Horst (3)

Stewart, Chris (3)

Wallace, Frederick (3)

Fricke, Hans (2)

Ogbonna, Ahamuefula (2)

Kane, Gilles Quentin (2)

Vierke, Hauke (2)

Salisu, Afees (2)

German-Soto, Vicente (2)

Cites to:

Noriega, Antonio (42)

Perron, Pierre (36)

Phillips, Peter (34)

Granger, Clive (21)

Bollerslev, Tim (17)

Gómez-Zaldívar, Manuel (15)

Heckman, James (14)

Kim, Tae-Hwan (14)

Campbell, John (14)

Engle, Robert (13)

Leybourne, Stephen (13)

Main data


Where Daniel Ventosa-Santaulària has published?


Journals with more than one article published# docs
Economics Bulletin4
Empirical Economics3
Ensayos Revista de Economia3
Estudios Econmicos2
Applied Economics2
El Trimestre Econmico2
Economic Modelling2
Journal of Probability and Statistics2
Latin American Journal of Economics-formerly Cuadernos de Economa2

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany13
Department of Economics and Finance Working Papers / Universidad de Guanajuato, Department of Economics and Finance9
Working Papers / Banco de Mxico4

Recent works citing Daniel Ventosa-Santaulària (2020 and 2019)


YearTitle of citing document
2019Canton growth in Ecuador and the role of spatial heterogeneity. (2019). Pontarollo, Nicola ; Ontaneda, Diego ; Mendieta, Rodrigo. In: Revista CEPAL. RePEc:ecr:col070:45413.

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2019Oil price and automobile stock return co-movement: A wavelet coherence analysis. (2019). Pal, Debdatta ; Mitra, Subrata K. In: Economic Modelling. RePEc:eee:ecmode:v:76:y:2019:i:c:p:172-181.

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2019Another look at the energy-growth nexus: New insights from MIDAS regressions. (2019). Salisu, Afees ; Ogbonna, Ahamuefula. In: Energy. RePEc:eee:energy:v:174:y:2019:i:c:p:69-84.

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2019Have capital market anomalies worldwide attenuated in the recent era of high liquidity and trading activity?. (2019). Rottmann, Horst ; Auer, Benjamin R. In: Journal of Economics and Business. RePEc:eee:jebusi:v:103:y:2019:i:c:p:61-79.

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2019Optimization of combined time series methods to forecast the demand for coffee in Brazil: A new approach using Normal Boundary Intersection coupled with mixture designs of experiments and rotated fact. (2019). Mello, Luiz Gustavo ; Bacci, Livio Agnew ; Balestrassi, Pedro Paulo ; de Paiva, Anderson Paulo ; Incerti, Taynara. In: International Journal of Production Economics. RePEc:eee:proeco:v:212:y:2019:i:c:p:186-211.

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2019Complejidad económica de las zonas económicas especiales en México: Oportunidades de diversificación y sofisticación industrial. (Economic Complexity of the Special Economic Zones in Mexico: Oppo. (2019). Flores, Miguel ; de Jesus, Manuel ; Molina, Edmundo ; Zaldivar, Fernando Gomez. In: Ensayos Revista de Economia. RePEc:ere:journl:v:xxxviii:y:2019:i:1:p:1-40.

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2019Cambio tecnológico y eficiencia logística del transporte de carga internacional a través del modelo DEA. (Technological change and efficiency of the logistics system of international freight throug. (2019). Zamora, America Ivonne. In: Ensayos Revista de Economia. RePEc:ere:journl:v:xxxviii:y:2019:i:2:p:183-204.

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2019Classification of Renewable Sources of Electricity in the Context of Sustainable Development of the New EU Member States. (2019). Sorokin, Gennadii ; Ivanova, Eva ; Mentel, Grzegorz ; Broyna, Jacek. In: Energies. RePEc:gam:jeners:v:12:y:2019:i:12:p:2271-:d:239592.

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2019Wavelet Multiresolution Analysis of the Liquidity Effect and Monetary Neutrality. (2019). Habimana, Olivier. In: Computational Economics. RePEc:kap:compec:v:53:y:2019:i:1:d:10.1007_s10614-017-9725-1.

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2020CONSIDERATIONS REGARDING THE HORECA INDUSTRY IN BIHOR COUNTY. AN ECONOMETRIC APPROACH. (2020). Dinu, Mihai ; Constantin, Marius ; Patarlageanu, Simona Roxana. In: Oradea Journal of Business and Economics. RePEc:ora:jrojbe:v:5:y:2020:i:1:p:7-17.

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2019 Perus Regional Growth and Convergence in 1979-2017: An Empirical Spatial Panel Data Analysis. (2019). Rodríguez, Gabriel ; Palomino, Juan ; Rodriguez, Gabriel. In: Documentos de Trabajo / Working Papers. RePEc:pcp:pucwps:wp00478.

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2019Movements in International Bond Markets: The Role of Oil Prices. (2019). GUPTA, RANGAN ; Bouri, Elie ; Nazlioglu, Saban. In: Working Papers. RePEc:pre:wpaper:201935.

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2019Price and Volatility Linkages between International REITs and Oil Markets. (2019). Soytas, Ugur ; GUPTA, RANGAN ; Gormus, Alper ; Nazlioglu, Saban. In: Working Papers. RePEc:pre:wpaper:201954.

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2020The Priority of Exploiting Fiscal Revenue or Lessening Public Expenditure: Evidence from China. (2020). Wang, Yukun ; Ho, We-Me ; Zhang, LI. In: Applied Finance and Accounting. RePEc:rfa:afajnl:v:6:y:2020:i:1:p:54-65.

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Works by Daniel Ventosa-Santaulària:


YearTitleTypeCited
2011A Simple Test for Spurious Regressions In: CREATES Research Papers.
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2011A Simple Test for Spurious Regressions.(2011) In: Working Papers.
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2013Changes in persistence, spurious regressions and the Fisher hypothesis In: CREATES Research Papers.
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2017Changes in persistence, spurious regressions and the Fisher hypothesis.(2017) In: Studies in Nonlinear Dynamics & Econometrics.
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2013Polynomial Regressions and Nonsense Inference In: CREATES Research Papers.
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2013Polynomial Regressions and Nonsense Inference.(2013) In: Econometrics.
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2015Unbalanced Regressions and the Predictive Equation In: CREATES Research Papers.
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paper1
2010Per Capita Output Convergence : The Dickey-Fuller Test Under the Simultaneous Presence of Stochastic and Deterministic Trends In: Annals of Economics and Statistics.
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article2
2002A proposal for a new specification for a conditionally heteroskedastic variance model: the Quadratic Moving-Average Conditional Heteroskedasticity and an application to the D. Mark-U.S. dollar Exchang In: UFAE and IAE Working Papers.
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2006Spurious Regression and Econometric Trends In: Working Papers.
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2006Spurious regression and econometric trends.(2006) In: Computing in Economics and Finance 2006.
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2006Spurious Cointegration: The Engle-Granger Test in the Presence of Structural Breaks In: Working Papers.
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2010Spurious Long-Horizon Regression in Econometrics In: Working Papers.
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2006Spurious Regression Under Broken‐Trend Stationarity In: Journal of Time Series Analysis.
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article8
2005Spurious regression under broken trend stationarity.(2005) In: Department of Economics and Finance Working Papers.
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2005Spurious regression under broken trend stationarity.(2005) In: MPRA Paper.
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2005Spurious regression under broken trend stationarity.(2005) In: Computing in Economics and Finance 2005.
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2007Spurious Regression and Trending Variables* In: Oxford Bulletin of Economics and Statistics.
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2007Spurious Regression and Trending Variables.(2007) In: Department of Economics and Finance Working Papers.
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2007Spurious Regression and Trending Variables.(2007) In: MPRA Paper.
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2011Testing for a Deterministic Trend When There is Evidence of Unit Root In: Journal of Time Series Econometrics.
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2010Testing for a Deterministic Trend when there is Evidence of Unit-Root.(2010) In: Department of Economics and Finance Working Papers.
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2010Testing for a Deterministic Trend when there is Evidence of Unit-Root.(2010) In: MPRA Paper.
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2009Bilateral Relationship between Consumption and GDP in Mexico and the USA: A Comment In: Applied Econometrics and International Development.
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2008Granger-Causality in the presence of structural breaks In: Economics Bulletin.
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article4
2010Testing for an irrelevant regressor in a simple cointegration analysis In: Economics Bulletin.
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2013Long-run relationship with shifts between Mexican current account revenues and expenditures In: Economics Bulletin.
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article2
2014Is The Real Effective Exchange Rate Biased Against the PPP Hypothesis? In: Economics Bulletin.
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2012Is the real effective exchange rate biased against the PPP hypothesis?.(2012) In: MPRA Paper.
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2015Long-run monetary neutrality under stochastic and deterministic trends In: Economic Modelling.
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2019Why does the peso-dollar exchange rate show a depreciation trend? The role of productivity differentials In: Economic Modelling.
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2020Why Does the Peso-Dollar Exchange Rate Show a Depreciation Trend?: The Role of Productivity Differentials.(2020) In: IDB Publications (Working Papers).
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2012A comment on ‘Is the spurious regression problem spurious?’ In: Economics Letters.
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2017Energy-growth long-term relationship under structural breaks. Evidence from Canada, 17 Latin American economies and the USA In: Energy Economics.
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2011Spurious regression and lurking variables In: Statistics & Probability Letters.
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2008Elasticidad ingreso de los impuestos federales en México. Efectos en la recaudación federal participable In: El Trimestre Económico.
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2009Liberación comercial y convergencia regional del ingreso en México In: El Trimestre Económico.
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article5
2013The Real Exchange Rate, Regime Changes and Volatility Shifts In: Working papers.
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2015The real exchange rate, regime changes and volatility shifts.(2015) In: Applied Economics.
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2011Paradoja Feldstein-Horioka: el caso de México (1950-2007) In: Estudios Económicos.
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2012The effect of structural breaks on the Engle-Granger test for cointegration In: Estudios Económicos.
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2008Varianza condicional de medias móviles no-lineales. In: Ensayos Revista de Economia.
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2009Regresión espuria en especificaciones dinámicas. In: Ensayos Revista de Economia.
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2020The Role of Cognitive and Personality Characteristics in Timely Microcredit Repayment: Evidence from a Survey Conducted by Provident, Mexico. (El papel de las características cognitivas y de personal In: Ensayos Revista de Economia.
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2005Non Linear Moving-Average Conditional Heteroskedasticity In: Department of Economics and Finance Working Papers.
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2005Spurious regression under deterministic and stochastic trends In: Department of Economics and Finance Working Papers.
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2005Spurious regression under deterministic and stochastic trends.(2005) In: MPRA Paper.
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2007Inflation and breaks: the validity of the Dickey-Fuller test In: Department of Economics and Finance Working Papers.
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2006Inflation and Breaks: the validity of the Dickey-Fuller test.(2006) In: MPRA Paper.
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2007Trade Liberalization and Regional Income Convergence in Mexico: a Time-Series Analysis In: Department of Economics and Finance Working Papers.
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2007Trade liberalization and regional income convergence in Mexico: a time-series analysis.(2007) In: MPRA Paper.
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2007Income Convergence: The Dickey-Fuller Test under the Simultaneous Presence of Stochastic and Deterministic Trends In: Department of Economics and Finance Working Papers.
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2007Income convergence: the Dickey-Fuller test under the simultaneous presence of stochastic and deterministic trends.(2007) In: MPRA Paper.
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2009Spurious Instrumental Variables In: Department of Economics and Finance Working Papers.
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2007Spurious Instrumental Variables.(2007) In: MPRA Paper.
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2008Spurious Instrumental Variables.(2008) In: MPRA Paper.
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2011The Failure of Orthogonality under Nonstationarity: Should We Care About It? In: Journal of Probability and Statistics.
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2009Spurious Regression In: Journal of Probability and Statistics.
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2008Spurious Regression.(2008) In: MPRA Paper.
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2011Revenue Elasticity of the Main federal Taxes in Mexico In: Latin American Journal of Economics-formerly Cuadernos de Economía.
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2012Regional Output Convergence in Mexico In: Latin American Journal of Economics-formerly Cuadernos de Economía.
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2019The VIX, the Variance Premium, and Expected Returns In: Journal of Financial Econometrics.
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2014Long-Memory and the Sea Level-Temperature Relationship: A Fractional Cointegration Approach In: PLOS ONE.
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2012Appendix for the PPP hypothesis and structural breaks: the case of Mexico In: MPRA Paper.
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2005Non Linear Moving-Average Conditional Heteroskedasticity In: MPRA Paper.
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2009Broken mean stationarity and the validity of the Dickey-Fuller test: the case of controlled inflation In: Brazilian Review of Econometrics.
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2013The PPP hypothesis and structural breaks: the case of Mexico In: Empirical Economics.
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2016A comment on ‘resolving spurious regressions and serially correlated errors’ In: Empirical Economics.
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2019Mexico’s inter-regional inequality: a convergent process? In: Empirical Economics.
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2014Granger Causality and Unit Roots In: Journal of Statistical and Econometric Methods.
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2013A comment on ‘Testing the validity of quasi-PPP hypothesis: evidence from a recent panel unit-root test with structural breaks’ In: Applied Economics Letters.
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2017On the persistence of prices in Mexico: a fractional integration approach In: Applied Economics.
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2012Spurious Forecasts? In: Journal of Forecasting.
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2019Public investment and economic activity in Mexico, 1925-1981 In: Economics Discussion Papers.
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2020Public investment and economic activity in Mexico, 1925-1981.(2020) In: Economics - The Open-Access, Open-Assessment E-Journal.
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