Daniel Ventosa-Santaulària : Citation Profile


Are you Daniel Ventosa-Santaulària?

Centro de Investigación y Docencia Económicas (CIDE)

6

H index

2

i10 index

109

Citations

RESEARCH PRODUCTION:

49

Articles

36

Papers

RESEARCH ACTIVITY:

   22 years (2002 - 2024). See details.
   Cites by year: 4
   Journals where Daniel Ventosa-Santaulària has often published
   Relations with other researchers
   Recent citing documents: 9.    Total self citations: 37 (25.34 %)

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: 2024-11-04    RAS profile: 2024-08-09    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Lopez Marmolejo, Arnoldo (3)

Vera-Valdés, J. Eduardo (2)

Hernandez, Juan (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:

Vera-Valdés, J. Eduardo (6)

Nazlioglu, Saban (6)

Travaglini, Guido (4)

GUPTA, RANGAN (4)

Shahbaz, Muhammad (4)

Soytas, Ugur (4)

Süssmuth, Bernd (3)

Stewart, Chris (3)

Rodriguez Caballero, Carlos (3)

Fricke, Hans (3)

Wallace, Frederick (3)

Cites to:

Perron, Pierre (55)

Noriega, Antonio (53)

Phillips, Peter (45)

Piketty, Thomas (19)

Kim, Tae-Hwan (18)

Kapetanios, George (17)

Papell, David (16)

Gómez-Zaldívar, Manuel (16)

Campbell, John (15)

Heckman, James (15)

Bollerslev, Tim (15)

Main data


Where Daniel Ventosa-Santaulària has published?


Journals with more than one article published# docs
Economics Bulletin5
Estudios Econmicos4
Empirical Economics4
Ensayos Revista de Economia3
Economic Modelling2
Journal of Probability and Statistics2
El Trimestre Econmico2
Applied Economics2
Communications in Statistics - Theory and Methods2
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, Germany12
Department of Economics and Finance Working Papers / Universidad de Guanajuato, Department of Economics and Finance9
Working Papers / Banco de Mxico4
Working Papers / CIDE, Divisin de Economa2

Recent works citing Daniel Ventosa-Santaulària (2024 and 2023)


YearTitle of citing document
2023Modelling 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

2023Tax evasion policies and the demand for cash. (2023). Rainone, Edoardo. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:76:y:2023:i:c:s0164070423000204.

Full description at Econpapers || Download paper

2024How much a dollar cost: Currency hierarchy as a driver of ecologically unequal exchange. (2024). Olk, Christopher. In: World Development. RePEc:eee:wdevel:v:180:y:2024:i:c:s0305750x24001190.

Full description at Econpapers || Download paper

2023Is 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

2023Convergence 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:


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 nother version. Agregated cites: 1
paper
2013Changes in persistence, spurious regressions and the Fisher hypothesis In: CREATES Research Papers.
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paper0
2017Changes in persistence, spurious regressions and the Fisher hypothesis.(2017) In: Studies in Nonlinear Dynamics & Econometrics.
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This paper has nother version. Agregated cites: 0
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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This paper has nother version. Agregated cites: 0
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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paper1
2006Spurious regression and econometric trends.(2006) In: Computing in Economics and Finance 2006.
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This paper has nother version. Agregated cites: 1
paper
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
2007Spurious Regression and Trending Variables* In: Oxford Bulletin of Economics and Statistics.
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article9
2007Spurious Regression and Trending Variables.(2007) In: Department of Economics and Finance Working Papers.
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paper
2007Spurious Regression and Trending Variables.(2007) In: MPRA Paper.
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This paper has nother version. Agregated cites: 9
paper
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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article0
2008Granger-Causality in the presence of structural breaks In: Economics Bulletin.
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article8
2010Testing for an irrelevant regressor in a simple cointegration analysis In: Economics Bulletin.
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article0
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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article3
2012Is the real effective exchange rate biased against the PPP hypothesis?.(2012) In: MPRA Paper.
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paper
2021Remittances at record highs in Latin America: Time to revisit the Dutch disease In: Economics Bulletin.
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article1
2015Long-run monetary neutrality under stochastic and deterministic trends In: Economic Modelling.
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article3
2019Why does the peso-dollar exchange rate show a depreciation trend? The role of productivity differentials In: Economic Modelling.
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article0
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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paper
2024Inflation dynamics under different weather regimes: Evidence from Mexico In: Ecological Economics.
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article0
2012A comment on ‘Is the spurious regression problem spurious?’ In: Economics Letters.
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article2
2024Global supply chain inflationary pressures and monetary policy in Mexico In: Emerging Markets Review.
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article0
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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article13
2021(In)Effective tax enforcement and demand for cash In: Journal of Macroeconomics.
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article2
2011Spurious regression and lurking variables In: Statistics & Probability Letters.
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article1
2008Elasticidad ingreso de los impuestos federales en México. Efectos en la recaudación federal participable In: El Trimestre Económico.
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article5
2009Liberación comercial y convergencia regional del ingreso en México In: El Trimestre Económico.
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article7
2013The Real Exchange Rate, Regime Changes and Volatility Shifts In: Working Papers.
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paper1
2015The real exchange rate, regime changes and volatility shifts.(2015) In: Applied Economics.
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2024Monetary Policy in Emerging Markets under Global Uncertainty In: Working Papers.
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paper0
2011Paradoja Feldstein-Horioka: el caso de México (1950-2007) In: Estudios Económicos.
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article0
2012The effect of structural breaks on the Engle-Granger test for cointegration In: Estudios Económicos.
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article0
2020Saturation levels of mobile telecommunications markets and optimal termination rates In: Estudios Económicos.
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article0
2023Does 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.
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article0
2008Varianza condicional de medias móviles no-lineales. In: Ensayos Revista de Economia.
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article0
2009Regresión espuria en especificaciones dinámicas. In: Ensayos Revista de Economia.
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article0
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 personali In: Ensayos Revista de Economia.
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article0
2023The Effect of Financial Policies Implemented during COVID-19 on Bank Credit in the Central American Region In: IJFS.
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article0
2005Spurious regression under broken trend stationarity In: Department of Economics and Finance Working Papers.
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paper3
2005Spurious regression under broken trend stationarity.(2005) In: MPRA Paper.
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This paper has nother version. Agregated cites: 3
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2005Spurious regression under broken trend stationarity.(2005) In: Computing in Economics and Finance 2005.
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This paper has nother version. Agregated cites: 3
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2005Non Linear Moving-Average Conditional Heteroskedasticity In: Department of Economics and Finance Working Papers.
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paper0
2005Spurious regression under deterministic and stochastic trends In: Department of Economics and Finance Working Papers.
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paper2
2005Spurious regression under deterministic and stochastic trends.(2005) In: MPRA Paper.
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This paper has nother version. Agregated cites: 2
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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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article2
2012Appendix for the PPP hypothesis and structural breaks: the case of Mexico 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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2023Inverse Balassa–Samuelson effect in Mexico: the role of the oil sector In: Empirical Economics.
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2014Granger Causality and Unit Roots In: Journal of Statistical and Econometric Methods.
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article2
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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2022Spurious multivariate regressions under fractionally integrated processes 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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