Details about Daniel Ventosa-Santaulària

Access statistics for papers by Daniel Ventosa-Santaulària.

Last updated 2013-04-19. Update your information in the RePEc Author Service.

Short-id: pve35

Working Papers

2013

1. Changes in persistence, spurious regressions and the Fisher hypothesis
   CREATES Research Papers, School of Economics and Management, University of Aarhus

2012

2. Appendix for the PPP hypothesis and structural breaks: the case of Mexico
   MPRA Paper, University Library of Munich, Germany
3. Is the real effective exchange rate biased against the PPP hypothesis?
   MPRA Paper, University Library of Munich, Germany

2011

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

2010

5. Spurious Long-Horizon Regression in Econometrics
   Working Papers, Banco de México
6. 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 View citations (3)
   See also Journal Article in Journal of Time Series Econometrics (2011)

2009

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

2007

8. 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 View citations (1)
9. 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 View citations (1)
10. Spurious Regression and Trending Variables
    Department of Economics and Finance Working Papers, Universidad de Guanajuato, Department of Economics and Finance View citations (2)
    See also Journal Article in Oxford Bulletin of Economics and Statistics (2007)
11. 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 View citations (1)

2006

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

2005

14. Non Linear Moving-Average Conditional Heteroskedasticity
    Department of Economics and Finance Working Papers, Universidad de Guanajuato, Department of Economics and Finance
15. Spurious regression under broken trend stationarity
    Department of Economics and Finance Working Papers, Universidad de Guanajuato, Department of Economics and Finance View citations (6)
    Also in Computing in Economics and Finance 2005, Society for Computational Economics (2005) View citations (6)
    See also Journal Article in Journal of Time Series Analysis (2006)
16. Spurious regression under deterministic and stochastic trends
    Department of Economics and Finance Working Papers, Universidad de Guanajuato, Department of Economics and Finance

Undated

17. 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)

Journal Articles

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

2012

2. A comment on ‘Is the spurious regression problem spurious?’
   Economics Letters, 2012, 115, (2), 229-231
3. Regional Output Convergence in Mexico
   Latin American Journal of Economics-formerly Cuadernos de Economía, 2012, 49, (2), 217-236
4. Spurious Forecasts?
   Journal of Forecasting, 2012, 31, (3), 245-259

2011

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

2010

9. 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
10. Testing for an irrelevant regressor in a simple cointegration analysis
    Economics Bulletin, 2010, 30, (2), 1333-1345

2009

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

2008

14. 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 (3)
15. Granger-Causality in the presence of structural breaks
    Economics Bulletin, 2008, 3, (61), 1-14
16. Varianza condicional de medias móviles no-lineales
    Ensayos Revista de Economia, 2008, XXVII, (2), 29-48

2007

17. Spurious Regression and Trending Variables
    Oxford Bulletin of Economics and Statistics, 2007, 69, (3), 439-444 View citations (5)
    See also Working Paper (2007)

2006

18. Spurious Regression Under Broken-Trend Stationarity
    Journal of Time Series Analysis, 2006, 27, (5), 671-684 View citations (6)
    See also Working Paper (2005)