Daniel Ventosa-Santaulària : Citation Profile


Are you Daniel Ventosa-Santaulària?

Centro de Investigación y Docencia Económicas (CIDE)

5

H index

2

i10 index

93

Citations

RESEARCH PRODUCTION:

43

Articles

36

Papers

RESEARCH ACTIVITY:

   19 years (2002 - 2021). 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: 40 (30.08 %)

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: 2021-10-16    RAS profile: 2021-10-08    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Rodríguez Caballero, Carlos (3)

Lopez Marmolejo, Arnoldo (2)

Vera-Valdés, J. Eduardo (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 (4)

Vera-Valdés, J. Eduardo (4)

Fricke, Hans (3)

Rodríguez Caballero, Carlos (3)

Stewart, Chris (3)

Süssmuth, Bernd (3)

Wallace, Frederick (3)

Nazlioglu, Saban (3)

Curran, Michael (2)

Noriega, Antonio (2)

Cites to:

Noriega, Antonio (42)

Perron, Pierre (38)

Phillips, Peter (32)

Granger, Clive (21)

Bollerslev, Tim (17)

Gómez-Zaldívar, Manuel (15)

Kim, Tae-Hwan (14)

Heckman, James (14)

Campbell, John (14)

Kapetanios, George (13)

Leybourne, Stephen (13)

Main data


Where Daniel Ventosa-Santaulària has published?


Journals with more than one article published# docs
Economics Bulletin5
Estudios Econmicos3
Empirical Economics3
Ensayos Revista de Economia3
Latin American Journal of Economics-formerly Cuadernos de Economa2
Journal of Probability and Statistics2
Economic Modelling2
Applied Economics2
El Trimestre Econmico2

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 (2021 and 2020)


YearTitle of citing document
2020Temperature Anomalies, Long Memory, and Aggregation. (2020). Vera-Valdes, Eduardo J. In: CREATES Research Papers. RePEc:aah:create:2020-16.

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2020The Energy and Gross Domestic Product Causality Nexus in Latin America 1900-2010. (2020). Leiva, Benjamin ; Rubio-Varas, Mar. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-01-54.

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2020Absolute convergence in manufacturing labour productivity in Mexico, 1993–2018: A spatial econometrics analysis at the state and municipal level. (2020). Lopez Cabrera, Jesus ; Cabral, Rene ; Perez, Ramon Padilla. In: Estudios y Perspectivas – Sede Subregional de la CEPAL en México. RePEc:ecr:col031:46492.

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2021Bayesian TVP-VARX models with time invariant long-run multipliers. (2021). Polbin, Andrey ; Krymova, Ekaterina ; Belomestny, Denis. In: Economic Modelling. RePEc:eee:ecmode:v:101:y:2021:i:c:s0264999321001206.

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2021Land clearing in south-eastern Australia: Drivers, policy effects and implications for the future. (2021). Kova, M ; Falster, D S ; Heagney, E C. In: Land Use Policy. RePEc:eee:lauspo:v:102:y:2021:i:c:s0264837720325813.

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2020Photoactivated Fe(III)/Fe(II)/WO3–Pd fuel cell for electricity generation using synthetic and real effluents under visible light. (2020). Russo, Danilo ; Andreozzi, Roberto ; Palmisano, Giovanni ; Marotta, Raffaele ; Garlisi, Corrado ; di Somma, Ilaria ; Clarizia, Laura ; Muscetta, Marica. In: Renewable Energy. RePEc:eee:renene:v:147:y:2020:i:p1:p:1070-1081.

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2020Long-Lasting Economic Effects of Pandemics:Evidence on Growth and Unemployment. (2020). Vera-Valdés, J. Eduardo ; Vera-Valdes, Eduardo J ; Rodriguez-Caballero, Vladimir C. In: Econometrics. RePEc:gam:jecnmx:v:8:y:2020:i:3:p:37-:d:414685.

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2020The real Oaxaca decomposition: convergence within Mexico’s Oaxaca region in the twenty-first century—Do types of crime and religious belief matter?. (2020). Brock, Gregory. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:53:y:2020:i:4:d:10.1007_s10644-019-09255-7.

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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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2021Contribution of Factors Affecting Crop Production in Bangladesh: An Empirical Analysis with Production Function Approach. (2021). Faruq-Uz, Muhammad. In: OSF Preprints. RePEc:osf:osfxxx:kxaym.

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2020Labour immigration, per capita income growth, and unemployment in post-apartheid South Africa. (2020). Nyagweta, David Tinashe. In: MPRA Paper. RePEc:pra:mprapa:105421.

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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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2021Modeling the Relationships Across Nigeria Inflation, Exchange Rate, and Stock Market Returns and Further Analysis. (2021). Ohakwe, J ; Ugwu, M C ; Okorie, I E ; Chikezie, D C ; Onyemachi, C U ; Akpanta, A C. In: Annals of Data Science. RePEc:spr:aodasc:v:8:y:2021:i:2:d:10.1007_s40745-019-00206-7.

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2020On the nexus among carbon dioxide emissions, energy consumption and economic growth in G-7 countries: new insights from the historical decomposition approach. (2020). Shahbaz, Muhammad ; Ozdemir, Zeynel ; Balcilar, Mehmet ; Tunsiper, Bedriye . In: Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development. RePEc:spr:endesu:v:22:y:2020:i:8:d:10.1007_s10668-019-00563-6.

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Does renewable energy efficiently spur economic growth? Evidence from Pakistan. (2021). Khan, Himayatullah ; Durrani, Shazia Farhat ; Jan, Inayatullah. In: Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development. RePEc:spr:endesu:v:23:y:2021:i:1:d:10.1007_s10668-019-00584-1.

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Works by Daniel Ventosa-Santaulària:


YearTitleTypeCited
2011A Simple Test for Spurious Regressions In: CREATES Research Papers.
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paper1
2011A Simple Test for Spurious Regressions.(2011) In: Working Papers.
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This paper has another version. Agregated cites: 1
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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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article
2013Polynomial Regressions and Nonsense Inference In: CREATES Research Papers.
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paper0
2013Polynomial Regressions and Nonsense Inference.(2013) In: Econometrics.
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article
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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paper1
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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paper3
2010Spurious Long-Horizon Regression in Econometrics In: Working Papers.
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paper0
2021Recessions and potential GDP: The case of Mexico In: Bulletin of Economic Research.
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article0
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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article8
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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2021Remittances at record highs in Latin America: Time to revisit the Dutch disease In: Economics Bulletin.
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2015Long-run monetary neutrality under stochastic and deterministic trends In: Economic Modelling.
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article2
2019Why does the peso-dollar exchange rate show a depreciation trend? The role of productivity differentials In: Economic Modelling.
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2018Why Does the Peso-Dollar Exchange Rate Show a Depreciation Trend?: The Role of Productivity Differentials.(2018) 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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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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2020Saturation levels of mobile telecommunications markets and optimal termination rates 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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2005?Non 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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2016A simple solution for spurious regressions In: Communications in Statistics - Theory and Methods.
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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 (2007-2020).
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