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Details about Daniel Ventosa-Santaulària

E-mail:
Homepage:http://www.ventosa-santaularia.com
Workplace:Centro de Investigación y Docencia Económicas (CIDE) (Center for Research and Teaching of Economics), (more information at EDIRC)

Access statistics for papers by Daniel Ventosa-Santaulària.

Last updated 2014-03-21. Update your information in the RePEc Author Service.

Short-id: pve35


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Working Papers

2013

  1. Changes in persistence, spurious regressions and the Fisher hypothesis
    CREATES Research Papers, School of Economics and Management, University of Aarhus Downloads
  2. Polynomial Regressions and Nonsense Inference
    CREATES Research Papers, School of Economics and Management, University of Aarhus Downloads
    See also Journal Article in Econometrics (2013)
  3. The Real Exchange Rate, Regime Changes and Volatility Shifts
    Documentos de Trabajo, CIDE, Division de Economia Downloads

2012

  1. Appendix for the PPP hypothesis and structural breaks: the case of Mexico
    MPRA Paper, University Library of Munich, Germany Downloads
  2. Is the real effective exchange rate biased against the PPP hypothesis?
    MPRA Paper, University Library of Munich, Germany Downloads
    See also Journal Article in Economics Bulletin (2014)

2011

  1. A Simple Test for Spurious Regressions
    Working Papers, Banco de México Downloads
    Also in CREATES Research Papers, School of Economics and Management, University of Aarhus (2011) Downloads

2010

  1. Spurious Long-Horizon Regression in Econometrics
    Working Papers, Banco de México Downloads
  2. Testing for a Deterministic Trend when there is Evidence of Unit-Root
    Department of Economics and Finance Working Papers, Universidad de Guanajuato, Department of Economics and Finance Downloads View citations (4)
    See also Journal Article in Journal of Time Series Econometrics (2011)

2009

  1. Spurious Instrumental Variables
    Department of Economics and Finance Working Papers, Universidad de Guanajuato, Department of Economics and Finance Downloads

2007

  1. Income Convergence: The Dickey-Fuller Test under the Simultaneous Presence of Stochastic and Deterministic Trends
    Department of Economics and Finance Working Papers, Universidad de Guanajuato, Department of Economics and Finance Downloads View citations (1)
  2. Inflation and breaks: the validity of the Dickey-Fuller test
    Department of Economics and Finance Working Papers, Universidad de Guanajuato, Department of Economics and Finance Downloads View citations (2)
  3. Spurious Regression and Trending Variables
    Department of Economics and Finance Working Papers, Universidad de Guanajuato, Department of Economics and Finance Downloads View citations (3)
    See also Journal Article in Oxford Bulletin of Economics and Statistics (2007)
  4. Trade Liberalization and Regional Income Convergence in Mexico: a Time-Series Analysis
    Department of Economics and Finance Working Papers, Universidad de Guanajuato, Department of Economics and Finance Downloads View citations (1)

2006

  1. Spurious Cointegration: The Engle-Granger Test in the Presence of Structural Breaks
    Working Papers, Banco de México Downloads View citations (1)
  2. Spurious Regression and Econometric Trends
    Working Papers, Banco de México Downloads
    Also in Computing in Economics and Finance 2006, Society for Computational Economics (2006) View citations (1)

2005

  1. Non Linear Moving-Average Conditional Heteroskedasticity
    Department of Economics and Finance Working Papers, Universidad de Guanajuato, Department of Economics and Finance Downloads
  2. Spurious regression under broken trend stationarity
    Department of Economics and Finance Working Papers, Universidad de Guanajuato, Department of Economics and Finance Downloads View citations (6)
    Also in Computing in Economics and Finance 2005, Society for Computational Economics (2005) Downloads View citations (6)

    See also Journal Article in Journal of Time Series Analysis (2006)
  3. Spurious regression under deterministic and stochastic trends
    Department of Economics and Finance Working Papers, Universidad de Guanajuato, Department of Economics and Finance Downloads

Undated

  1. 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 Exchange Rate
    UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC) Downloads

Journal Articles

2014

  1. Is The Real Effective Exchange Rate Biased Against the PPP Hypothesis?
    Economics Bulletin, 2014, 34, (1), 395-399 Downloads
    See also Working Paper (2012)

2013

  1. A comment on ‘Testing the validity of quasi-PPP hypothesis: evidence from a recent panel unit-root test with structural breaks’
    Applied Economics Letters, 2013, 20, (2), 111-113 Downloads
  2. Long-run relationship with shifts between Mexican current account revenues and expenditures
    Economics Bulletin, 2013, 33, (2), 1317-1327 Downloads
  3. Polynomial Regressions and Nonsense Inference
    Econometrics, 2013, 1, (3), 236-248 Downloads
    See also Working Paper (2013)

2012

  1. A comment on ‘Is the spurious regression problem spurious?’
    Economics Letters, 2012, 115, (2), 229-231 Downloads View citations (1)
  2. Regional Output Convergence in Mexico
    Latin American Journal of Economics-formerly Cuadernos de Economía, 2012, 49, (2), 217-236 Downloads
  3. Spurious Forecasts?
    Journal of Forecasting, 2012, 31, (3), 245-259
  4. The effect of structural breaks on the Engle-Granger test for cointegration
    Estudios Económicos, 2012, 27, (1), 99-132 Downloads View citations (1)

2011

  1. Paradoja Feldstein-Horioka: el caso de México (1950-2007)
    Estudios Económicos, 2011, 26, (2), 293-313 Downloads
  2. Revenue Elasticity of the Main federal Taxes in Mexico
    Latin American Journal of Economics-formerly Cuadernos de Economía, 2011, 48, (1), 89-111 Downloads
  3. Spurious regression and lurking variables
    Statistics & Probability Letters, 2011, 81, (12), 2004-2010 Downloads View citations (1)
  4. Testing for a Deterministic Trend When There is Evidence of Unit Root
    Journal of Time Series Econometrics, 2011, 2, (2), 1-26 Downloads View citations (1)
    See also Working Paper (2010)

2010

  1. Per Capita Output Convergence: The Dickey-Fuller Test Under the Simultaneous Presence of Stochastic and Deterministic Trends
    Annales d'Economie et de Statistique, 2010, (99-100), 429-445 Downloads
  2. Testing for an irrelevant regressor in a simple cointegration analysis
    Economics Bulletin, 2010, 30, (2), 1333-1345 Downloads

2009

  1. Bilateral Relationship between Consumption and GDP in Mexico and the USA: A Comment
    Applied Econometrics and International Development, 2009, 9, (1) Downloads
  2. Liberación comercial y convergencia regional del ingreso en México
    El Trimestre Económico, 2009, LXXVI (1), (301), 215-235 View citations (1)
  3. Regresión espuria en especificaciones dinámicas
    Ensayos Revista de Economia, 2009, XXVIII, (1), 1-20 Downloads

2008

  1. Elasticidad ingreso de los impuestos federales en México. Efectos en la recaudación federal participable
    El Trimestre Económico, 2008, LXXV (2), (298), 519-531 View citations (5)
  2. Granger-Causality in the presence of structural breaks
    Economics Bulletin, 2008, 3, (61), 1-14 Downloads View citations (2)
  3. Varianza condicional de medias móviles no-lineales
    Ensayos Revista de Economia, 2008, XXVII, (2), 29-48 Downloads

2007

  1. Spurious Regression and Trending Variables
    Oxford Bulletin of Economics and Statistics, 2007, 69, (3), 439-444 Downloads View citations (7)
    See also Working Paper (2007)

2006

  1. Spurious Regression Under Broken-Trend Stationarity
    Journal of Time Series Analysis, 2006, 27, (5), 671-684 Downloads View citations (9)
    See also Working Paper (2005)
 
Page updated 2014-04-18