7
H index
2
i10 index
107
Citations
Daniel Ventosa-Santaulària : Citation Profile
Centro de Investigación y Docencia Económicas (CIDE) | RESEARCH PRODUCTION: 47 Articles 35 Papers RESEARCH ACTIVITY:
EXPERT IN:
MORE DETAILS IN: ABOUT THIS REPORT:
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21 years (2002 - 2023). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Daniel Ventosa-Santaulària. | Is cited by:
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Main data
Where Daniel Ventosa-Santaulària has published?
| Working Papers Series with more than one paper published | # docs |
|---|---|
| MPRA Paper / University Library of Munich, Germany | 12 |
| Department of Economics and Finance Working Papers / Universidad de Guanajuato, Department of Economics and Finance | 9 |
| Working Papers / Banco de Mxico | 4 |
Recent works citing Daniel Ventosa-Santaulària (2023 and 2022)
| Year | Title of citing document |
|---|---|
| 2023 | Modelling intervals of minimum/maximum temperatures in the Iberian Peninsula. (2023). Ortega, Esther Ruiz ; Rodriguez, Carlos Vladimir ; Gonzalez-Rivera, Gloria. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:37968. Full description at Econpapers || Download paper |
| 2022 | Testing 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 |
| 2022 | The persistence of financial volatility after COVID-19. (2022). Vera-Valdes, Eduardo J. In: Finance Research Letters. RePEc:eee:finlet:v:44:y:2022:i:c:s1544612321001379. Full description at Econpapers || Download paper |
| 2022 | La hipótesis de convergencia en México: un enfoque de sigma-convergencia débil. (2022). Climent, Jose Antonio ; Mendoza, Miguel Angel ; Benavides, Domingo Rodriguez. In: Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance). RePEc:imx:journl:v:17:y:2022:i:2:a:10. Full description at Econpapers || Download paper |
| 2023 | Is the research agenda for calendar anomalies “much do about nothing”?. (2023). Gosselin, Gabriel ; Sproule, Robert. In: MPRA Paper. RePEc:pra:mprapa:117001. Full description at Econpapers || Download paper |
| 2023 | Convergence of Income Inequality in OECD Countries Since 1870: A Multi-Method Approach with Structural Changes. (2023). PATA, Uğur ; Erdogan, Sinan ; Solarin, Sakiru Adebola. In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. RePEc:spr:soinre:v:166:y:2023:i:3:d:10.1007_s11205-023-03080-2. Full description at Econpapers || Download paper |
Works by Daniel Ventosa-Santaulària:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2011 | A Simple Test for Spurious Regressions In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 1 |
| 2011 | A Simple Test for Spurious Regressions..(2011) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2013 | Changes in persistence, spurious regressions and the Fisher hypothesis In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2017 | Changes in persistence, spurious regressions and the Fisher hypothesis.(2017) In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2013 | Polynomial Regressions and Nonsense Inference In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2013 | Polynomial Regressions and Nonsense Inference.(2013) In: Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2015 | Unbalanced Regressions and the Predictive Equation In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 1 |
| 2010 | Per Capita Output Convergence : The Dickey-Fuller Test Under the Simultaneous Presence of Stochastic and Deterministic Trends In: Annals of Economics and Statistics. [Full Text][Citation analysis] | article | 2 |
| 2002 | A 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. [Full Text][Citation analysis] | paper | 1 |
| 2006 | Spurious Regression and Econometric Trends In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2006 | Spurious regression and econometric trends.(2006) In: Computing in Economics and Finance 2006. [Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2006 | Spurious Cointegration: The Engle-Granger Test in the Presence of Structural Breaks In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2010 | Spurious Long-Horizon Regression in Econometrics In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2021 | Recessions and potential GDP: The case of Mexico In: Bulletin of Economic Research. [Full Text][Citation analysis] | article | 0 |
| 2006 | Spurious Regression Under Broken?Trend Stationarity In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 8 |
| 2005 | Spurious regression under broken trend stationarity.(2005) In: Department of Economics and Finance Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
| 2005 | Spurious regression under broken trend stationarity.(2005) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
| 2005 | Spurious regression under broken trend stationarity.(2005) In: Computing in Economics and Finance 2005. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
| 2007 | Spurious Regression and Trending Variables* In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 8 |
| 2007 | Spurious Regression and Trending Variables.(2007) In: Department of Economics and Finance Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
| 2007 | Spurious Regression and Trending Variables.(2007) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
| 2011 | Testing for a Deterministic Trend When There is Evidence of Unit Root In: Journal of Time Series Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2010 | Testing for a Deterministic Trend when there is Evidence of Unit-Root.(2010) In: Department of Economics and Finance Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2010 | Testing for a Deterministic Trend when there is Evidence of Unit-Root.(2010) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2009 | Bilateral Relationship between Consumption and GDP in Mexico and the USA: A Comment In: Applied Econometrics and International Development. [Full Text][Citation analysis] | article | 0 |
| 2008 | Granger-Causality in the presence of structural breaks In: Economics Bulletin. [Full Text][Citation analysis] | article | 7 |
| 2010 | Testing for an irrelevant regressor in a simple cointegration analysis In: Economics Bulletin. [Full Text][Citation analysis] | article | 0 |
| 2013 | Long-run relationship with shifts between Mexican current account revenues and expenditures In: Economics Bulletin. [Full Text][Citation analysis] | article | 2 |
| 2014 | Is The Real Effective Exchange Rate Biased Against the PPP Hypothesis? In: Economics Bulletin. [Full Text][Citation analysis] | article | 3 |
| 2012 | Is the real effective exchange rate biased against the PPP hypothesis?.(2012) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2021 | Remittances at record highs in Latin America: Time to revisit the Dutch disease In: Economics Bulletin. [Full Text][Citation analysis] | article | 0 |
| 2015 | Long-run monetary neutrality under stochastic and deterministic trends In: Economic Modelling. [Full Text][Citation analysis] | article | 3 |
| 2019 | Why does the peso-dollar exchange rate show a depreciation trend? The role of productivity differentials In: Economic Modelling. [Full Text][Citation analysis] | article | 0 |
| 2018 | Why Does the Peso-Dollar Exchange Rate Show a Depreciation Trend?: The Role of Productivity Differentials.(2018) In: IDB Publications (Working Papers). [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2012 | A comment on ‘Is the spurious regression problem spurious?’ In: Economics Letters. [Full Text][Citation analysis] | article | 2 |
| 2017 | Energy-growth long-term relationship under structural breaks. Evidence from Canada, 17 Latin American economies and the USA In: Energy Economics. [Full Text][Citation analysis] | article | 12 |
| 2021 | (In)Effective tax enforcement and demand for cash In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 0 |
| 2011 | Spurious regression and lurking variables In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 1 |
| 2008 | Elasticidad ingreso de los impuestos federales en México. Efectos en la recaudación federal participable In: El Trimestre Económico. [Full Text][Citation analysis] | article | 5 |
| 2009 | Liberación comercial y convergencia regional del ingreso en México In: El Trimestre Económico. [Full Text][Citation analysis] | article | 7 |
| 2013 | The Real Exchange Rate, Regime Changes and Volatility Shifts In: Working papers. [Full Text][Citation analysis] | paper | 1 |
| 2015 | The real exchange rate, regime changes and volatility shifts.(2015) In: Applied Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
| 2011 | Paradoja Feldstein-Horioka: el caso de México (1950-2007) In: Estudios Económicos. [Full Text][Citation analysis] | article | 0 |
| 2012 | The effect of structural breaks on the Engle-Granger test for cointegration In: Estudios Económicos. [Full Text][Citation analysis] | article | 0 |
| 2020 | Saturation levels of mobile telecommunications markets and optimal termination rates In: Estudios Económicos. [Full Text][Citation analysis] | article | 0 |
| 2023 | Does r-g cause wealth inequality? The case of the United States/¿La r-g causa la desigualdad de la riqueza? El caso de Estados Unidos In: Estudios Económicos. [Full Text][Citation analysis] | article | 0 |
| 2008 | Varianza condicional de medias móviles no-lineales. In: Ensayos Revista de Economia. [Full Text][Citation analysis] | article | 0 |
| 2009 | Regresión espuria en especificaciones dinámicas. In: Ensayos Revista de Economia. [Full Text][Citation analysis] | article | 0 |
| 2020 | The 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 personali In: Ensayos Revista de Economia. [Full Text][Citation analysis] | article | 0 |
| 2023 | The Effect of Financial Policies Implemented during COVID-19 on Bank Credit in the Central American Region In: IJFS. [Full Text][Citation analysis] | article | 0 |
| 2005 | Non Linear Moving-Average Conditional Heteroskedasticity In: Department of Economics and Finance Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2005 | Spurious regression under deterministic and stochastic trends In: Department of Economics and Finance Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2005 | Spurious regression under deterministic and stochastic trends.(2005) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2007 | Inflation and breaks: the validity of the Dickey-Fuller test In: Department of Economics and Finance Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2006 | Inflation and Breaks: the validity of the Dickey-Fuller test.(2006) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2007 | Trade Liberalization and Regional Income Convergence in Mexico: a Time-Series Analysis In: Department of Economics and Finance Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2007 | Trade liberalization and regional income convergence in Mexico: a time-series analysis.(2007) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2007 | Income Convergence: The Dickey-Fuller Test under the Simultaneous Presence of Stochastic and Deterministic Trends In: Department of Economics and Finance Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2007 | Income convergence: the Dickey-Fuller test under the simultaneous presence of stochastic and deterministic trends.(2007) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2009 | Spurious Instrumental Variables In: Department of Economics and Finance Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2007 | Spurious Instrumental Variables.(2007) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2008 | Spurious Instrumental Variables.(2008) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2011 | The Failure of Orthogonality under Nonstationarity: Should We Care About It? In: Journal of Probability and Statistics. [Full Text][Citation analysis] | article | 0 |
| 2009 | Spurious Regression In: Journal of Probability and Statistics. [Full Text][Citation analysis] | article | 11 |
| 2008 | Spurious Regression.(2008) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
| 2011 | Revenue Elasticity of the Main federal Taxes in Mexico In: Latin American Journal of Economics-formerly Cuadernos de Economía. [Full Text][Citation analysis] | article | 2 |
| 2012 | Regional Output Convergence in Mexico In: Latin American Journal of Economics-formerly Cuadernos de Economía. [Full Text][Citation analysis] | article | 2 |
| 2019 | The VIX, the Variance Premium, and Expected Returns In: The Journal of Financial Econometrics. [Full Text][Citation analysis] | article | 7 |
| 2014 | Long-Memory and the Sea Level-Temperature Relationship: A Fractional Cointegration Approach In: PLOS ONE. [Full Text][Citation analysis] | article | 1 |
| 2012 | Appendix for the PPP hypothesis and structural breaks: the case of Mexico In: MPRA Paper. [Full Text][Citation analysis] | paper | 2 |
| 2009 | Broken mean stationarity and the validity of the Dickey-Fuller test: the case of controlled inflation In: Brazilian Review of Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2013 | The PPP hypothesis and structural breaks: the case of Mexico In: Empirical Economics. [Full Text][Citation analysis] | article | 4 |
| 2016 | A comment on ‘resolving spurious regressions and serially correlated errors’ In: Empirical Economics. [Full Text][Citation analysis] | article | 0 |
| 2019 | Mexico’s inter-regional inequality: a convergent process? In: Empirical Economics. [Full Text][Citation analysis] | article | 1 |
| 2014 | Granger Causality and Unit Roots In: Journal of Statistical and Econometric Methods. [Full Text][Citation analysis] | article | 2 |
| 2013 | A comment on ‘Testing the validity of quasi-PPP hypothesis: evidence from a recent panel unit-root test with structural breaks’ In: Applied Economics Letters. [Full Text][Citation analysis] | article | 2 |
| 2017 | On the persistence of prices in Mexico: a fractional integration approach In: Applied Economics. [Full Text][Citation analysis] | article | 0 |
| 2016 | A simple solution for spurious regressions In: Communications in Statistics - Theory and Methods. [Full Text][Citation analysis] | article | 0 |
| 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 |
| 2019 | Public investment and economic activity in Mexico, 1925-1981 In: Economics Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
| 2020 | Public investment and economic activity in Mexico, 1925-1981.(2020) In: Economics - The Open-Access, Open-Assessment E-Journal (2007-2020). [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article |
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