7
H index
4
i10 index
130
Citations
Daniel Ventosa-Santaulària : Citation Profile
Centro de Investigación y Docencia Económicas (CIDE) | RESEARCH PRODUCTION: 52 Articles 37 Papers RESEARCH ACTIVITY:
EXPERT IN:
MORE DETAILS IN: ABOUT THIS REPORT:
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23 years (2002 - 2025). 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 |
| Working Papers / CIDE, Divisin de Economa | 2 |
Recent works citing Daniel Ventosa-Santaulària (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2024 | Temperature in the Iberian Peninsula: Trend, seasonality, and heterogeneity. (2024). Ruiz, Esther ; Rodriguez Caballero, Carlos. In: Papers. RePEc:arx:papers:2406.14145. Full description at Econpapers || Download paper |
| 2025 | Energy commodities and U.S. housing: Long-run Price and volatility integration with comparative evidence from non-energy markets. (2025). Soytas, Ugur ; Nazlioglu, Saban ; Salvino, Robert ; Gormus, Alper. In: Energy Economics. RePEc:eee:eneeco:v:152:y:2025:i:c:s0140988325008370. Full description at Econpapers || Download paper |
| 2025 | Leverage effects, volatility innovation spillovers, and inter- and intra-market asymmetric dependencies in cryptocurrencies and CFDs on equity indices: Evidence from high-frequency around-the-clock data. (2025). Ali, Fahad ; Khurram, Muhammad Usman. In: International Review of Financial Analysis. RePEc:eee:finana:v:107:y:2025:i:c:s1057521925007239. Full description at Econpapers || Download paper |
| 2025 | Assessing dynamic connectedness in global supply chain infrastructure portfolios: The impact of risk factors and extreme events. (2025). Wang, Haibo. In: Global Finance Journal. RePEc:eee:glofin:v:67:y:2025:i:c:s1044028325000936. Full description at Econpapers || Download paper |
| 2025 | Energy prices and stock markets: Does energy supply security matter?. (2025). Soyta, Uur ; Kk, Dndar ; Nazliolu, Elif Hilal. In: International Review of Economics & Finance. RePEc:eee:reveco:v:103:y:2025:i:c:s1059056025007051. Full description at Econpapers || Download paper |
| 2025 | Global supply chain pressure and Chinese business and consumer confidence. (2025). Ather, Waqar Ali ; Bouri, Elie ; Ullah, Assad. In: Research in International Business and Finance. RePEc:eee:riibaf:v:77:y:2025:i:pb:s0275531925002223. Full description at Econpapers || Download paper |
| 2024 | How 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 |
| 2026 | Climate change impacts on commodity price stability through changing ENSO patterns. (2026). Ginn, William ; Pourroy, Marc ; Dufrnot, Gilles. In: World Development. RePEc:eee:wdevel:v:197:y:2026:i:c:s0305750x25002517. Full description at Econpapers || Download paper |
| 2024 | The case for adaptive inflation targeting: monetary policy in a hot and volatile world. (2024). Pereira da Silva, Luiz Awazu ; Dikau, Simon ; Claeys, Irene ; Barmes, David. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:129331. Full description at Econpapers || Download paper |
| 2024 | On the evolution over time of Financial Inclusion: A new multivariate index for Mexican municipalities. (2024). Tortosa-Ausina, Emili ; HERNANDEZ-TRILLO, FAUSTO ; Cruz-Garcia, Paula ; del Carmen, Maria. In: Working Papers. RePEc:jau:wpaper:2024/06. Full description at Econpapers || Download paper |
| 2024 | Determinants of Inflation Rate Fluctuations in Five ASEAN Nations. (2024). Aqilah, Siti Nur ; Bin, Muhammad Hazdaniel ; Bt, Fauziana ; Yahya, Norliza Che ; Zaki, Bushra Mohd. In: Information Management and Business Review. RePEc:rnd:arimbr:v:16:y:2024:i:3:p:817-830. Full description at Econpapers || Download paper |
| 2025 | Monetary Policy Reaction to COVID-19 and Their Economic Impact in Central America and the Dominican Republic. (2025). López Cabrera, Jesús ; Wu, Juan Quiaonez ; Laopez, Jesaus Antonio ; Mata, Enrique Gonzaalez. In: Journal of Emerging Market Finance. RePEc:sae:emffin:v:24:y:2025:i:1:p:7-36. Full description at Econpapers || Download paper |
| 2024 | Effect of franchising on the reliability of financial analysts€™ earnings forecasts: Evidence from publicly traded US restaurant firms. (2024). Shin, Hyejo Hailey ; Gim, Jaehee. In: Tourism Economics. RePEc:sae:toueco:v:30:y:2024:i:7:p:1857-1879. Full description at Econpapers || Download paper |
| 2026 | The Impact of Climate Variability on Food Price Inflation in East Africa. (2026). Mwakalila, Enock. In: Economics of Disasters and Climate Change. RePEc:spr:ediscc:v:10:y:2026:i:1:d:10.1007_s41885-026-00190-2. Full description at Econpapers || Download paper |
| 2024 | A joint test of predictability and structural break in predictive regressions. (2024). Fei, Yijie. In: Empirical Economics. RePEc:spr:empeco:v:67:y:2024:i:3:d:10.1007_s00181-024-02572-5. Full description at Econpapers || Download paper |
| 2026 | Spurious significance under shifted mean. (2026). Fei, Yijie. In: Empirical Economics. RePEc:spr:empeco:v:70:y:2026:i:2:d:10.1007_s00181-026-02899-1. Full description at Econpapers || Download paper |
| 2025 | Climate shocks and economic resilience: a DSGE analysis of Morocco’s monetary policy adjustments. (2025). Ouakil, Hicham ; MOUSTABCHIR, Abdelhamid ; Sharif, Ilma ; el Ouazzani, Hicham ; Jawaid, Syed Tehseen. In: Indian Economic Review. RePEc:spr:inecre:v:60:y:2025:i:1:d:10.1007_s41775-025-00250-6. Full description at Econpapers || Download paper |
| 2024 | ESG impact on oil and natural gas financialization through price transmission. (2024). Gormus, Elif ; Nazlioglu, Saban. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:48:y:2024:i:3:d:10.1007_s12197-024-09669-8. Full description at Econpapers || Download paper |
| 2025 | The Role of Credit Risk in Shaping the Profitability of the Banking Sector in the Worlds Largest Economies: Evidence from Panel Quantile Regression. (2025). Shakiru, Twahil Hemed ; Huang, Fei-Ming ; Mwanjilinji, Emmanuel Ezekiel. In: SN Business & Economics. RePEc:spr:snbeco:v:5:y:2025:i:11:d:10.1007_s43546-025-00964-y. Full description at Econpapers || Download paper |
| 2026 | On the Evolution over Time of Financial Inclusion: A New Multivariate Index for Mexican Municipalities. (2026). Tortosa-Ausina, Emili ; HERNANDEZ-TRILLO, FAUSTO ; Hernndez-Trillo, Fausto ; Cruz-Garca, Paula ; del Carmen, Mara. In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. RePEc:spr:soinre:v:181:y:2026:i:3:d:10.1007_s11205-025-03750-3. Full description at Econpapers || Download paper |
| 2025 | Introduction to the Univariate Analysis of Trends in Economic Time Series. (2025). Silva Lopes, Artur. In: EconStor Preprints. RePEc:zbw:esprep:323383. 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 nother 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 nother 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 nother 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 |
| 2025 | In Search of the Lost Exchange Rate Pass-Through in Mexico In: AMSE Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 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 nother 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 nother version. Agregated cites: 8 | paper | |
| 2005 | Spurious regression under broken trend stationarity.(2005) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother 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 nother version. Agregated cites: 8 | paper | |
| 2007 | Spurious Regression and Trending Variables* In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 10 |
| 2007 | Spurious Regression and Trending Variables.(2007) In: Department of Economics and Finance Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
| 2007 | Spurious Regression and Trending Variables.(2007) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | 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 | 1 |
| 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 nother version. Agregated cites: 1 | 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 nother version. Agregated cites: 1 | 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 | 10 |
| 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 nother 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 | 1 |
| 2025 | Income elasticity of the main taxes in Mexico and fiscal loss during the COVID-19 pandemic In: Economics Bulletin. [Full Text][Citation analysis] | article | 0 |
| 2025 | Monopoly unveiled: Telecom breakups in the US and Mexico 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 nother version. Agregated cites: 0 | paper | |
| 2024 | Inflation dynamics under different weather regimes: Evidence from Mexico In: Ecological Economics. [Full Text][Citation analysis] | article | 3 |
| 2012 | A comment on ‘Is the spurious regression problem spurious?’ In: Economics Letters. [Full Text][Citation analysis] | article | 2 |
| 2024 | Global supply chain inflationary pressures and monetary policy in Mexico In: Emerging Markets Review. [Full Text][Citation analysis] | article | 3 |
| 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 | 13 |
| 2021 | (In)Effective tax enforcement and demand for cash In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 3 |
| 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 nother version. Agregated cites: 1 | article | |
| 2024 | Monetary Policy in Emerging Markets under Global Uncertainty In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 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 | 2 |
| 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 nother 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 nother 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 nother 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 nother 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 nother version. Agregated cites: 1 | paper | |
| 2008 | Spurious Instrumental Variables.(2008) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother 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 nother 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: Journal of Financial Econometrics. [Full Text][Citation analysis] | article | 8 |
| 2014 | Long-Memory and the Sea Level-Temperature Relationship: A Fractional Cointegration Approach In: PLOS ONE. [Full Text][Citation analysis] | article | 2 |
| 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 |
| 2023 | Inverse Balassa–Samuelson effect in Mexico: the role of the oil sector 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 nother version. Agregated cites: 1 | article |
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