Details about J Eduardo Vera-Valdés

Access statistics for papers by J Eduardo Vera-Valdés.

Last updated 2024-09-09. Update your information in the RePEc Author Service.

Short-id: pve268

Working Papers

2020

1. Air pollution and mobility in the Mexico City Metropolitan Area, what drives the COVID-19 death toll?
   CREATES Research Papers, Department of Economics and Business Economics, Aarhus University View citations (1)
2. Temperature Anomalies, Long Memory, and Aggregation
   CREATES Research Papers, Department of Economics and Business Economics, Aarhus University View citations (1)
   See also Journal Article Temperature Anomalies, Long Memory, and Aggregation, Econometrics, MDPI (2021) View citations (2) (2021)

2018

3. Nonfractional Memory: Filtering, Antipersistence, and Forecasting
   Papers, arXiv.org

2017

4. On Long Memory Origins and Forecast Horizons
   Papers, arXiv.org
   See also Journal Article On long memory origins and forecast horizons, Journal of Forecasting, John Wiley & Sons, Ltd. (2020) View citations (3) (2020)

2015

5. Long Memory, Fractional Integration, and Cross-Sectional Aggregation
   CREATES Research Papers, Department of Economics and Business Economics, Aarhus University
   See also Journal Article Long memory, fractional integration, and cross-sectional aggregation, Journal of Econometrics, Elsevier (2017) View citations (13) (2017)
6. Unbalanced Regressions and the Predictive Equation
   CREATES Research Papers, Department of Economics and Business Economics, Aarhus University View citations (1)

Journal Articles

2024

1. Disaggregation of total energy use into space heating and domestic hot water: A city-scale suited approach
   Energy, 2024, 291, (C)
2. Exploring smart heat meter data: A co-clustering driven approach to analyse the energy use of single-family houses
   Applied Energy, 2024, 371, (C)

2022

3. Spurious multivariate regressions under fractionally integrated processes
   Communications in Statistics - Theory and Methods, 2022, 51, (7), 2034-2056
4. The persistence of financial volatility after COVID-19
   Finance Research Letters, 2022, 44, (C) View citations (3)

2021

5. Air Pollution and Mobility, What Carries COVID-19?
   Econometrics, 2021, 9, (4), 1-17 View citations (4)
6. Nonfractional Long-Range Dependence: Long Memory, Antipersistence, and Aggregation
   Econometrics, 2021, 9, (4), 1-18 View citations (1)
7. Temperature Anomalies, Long Memory, and Aggregation
   Econometrics, 2021, 9, (1), 1-22 View citations (2)
   See also Working Paper Temperature Anomalies, Long Memory, and Aggregation, CREATES Research Papers (2020) View citations (1) (2020)
8. The political risk factors of COVID-19
   International Review of Applied Economics, 2021, 35, (2), 269-287 View citations (4)

2020

9. Long-Lasting Economic Effects of Pandemics:Evidence on Growth and Unemployment
   Econometrics, 2020, 8, (3), 1-16 View citations (4)
10. On long memory origins and forecast horizons
    Journal of Forecasting, 2020, 39, (5), 811-826 View citations (3)
    See also Working Paper On Long Memory Origins and Forecast Horizons, Papers (2017) (2017)

2019

11. The VIX, the Variance Premium, and Expected Returns
    Journal of Financial Econometrics, 2019, 17, (4), 517-558 View citations (6)

2017

12. Long memory, fractional integration, and cross-sectional aggregation
    Journal of Econometrics, 2017, 199, (1), 1-11 View citations (13)
    See also Working Paper Long Memory, Fractional Integration, and Cross-Sectional Aggregation, CREATES Research Papers (2015) (2015)

2016

13. A comment on ‘resolving spurious regressions and serially correlated errors’
    Empirical Economics, 2016, 51, (3), 1289-1298

2012

14. Spurious Forecasts?
    Journal of Forecasting, 2012, 31, (3), 245-259

2008

15. Granger-Causality in the presence of structural breaks
    Economics Bulletin, 2008, 3, (61), 1-14 View citations (10)