Details about J Eduardo Vera-Valdés

Access statistics for papers by J Eduardo Vera-Valdés.

Last updated 2022-04-05. 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
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 in Econometrics (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 in Journal of Forecasting (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 in Journal of Econometrics (2017)
6. Unbalanced Regressions and the Predictive Equation
   CREATES Research Papers, Department of Economics and Business Economics, Aarhus University View citations (1)

Journal Articles

2022

1. Spurious multivariate regressions under fractionally integrated processes
   Communications in Statistics - Theory and Methods, 2022, 51, (7), 2034-2056
2. The persistence of financial volatility after COVID-19
   Finance Research Letters, 2022, 44, (C) View citations (1)

2021

3. Air Pollution and Mobility, What Carries COVID-19?
   Econometrics, 2021, 9, (4), 1-0
4. Nonfractional Long-Range Dependence: Long Memory, Antipersistence, and Aggregation
   Econometrics, 2021, 9, (4), 1-0
5. Temperature Anomalies, Long Memory, and Aggregation
   Econometrics, 2021, 9, (1), 1-22 View citations (1)
   See also Working Paper (2020)
6. The political risk factors of COVID-19
   International Review of Applied Economics, 2021, 35, (2), 269-287 View citations (4)

2020

7. Long-Lasting Economic Effects of Pandemics:Evidence on Growth and Unemployment
   Econometrics, 2020, 8, (3), 1-16 View citations (2)
8. On long memory origins and forecast horizons
   Journal of Forecasting, 2020, 39, (5), 811-826 View citations (3)
   See also Working Paper (2017)

2019

9. The VIX, the Variance Premium, and Expected Returns
   The Journal of Financial Econometrics, 2019, 17, (4), 517-558 View citations (7)

2017

10. Long memory, fractional integration, and cross-sectional aggregation
    Journal of Econometrics, 2017, 199, (1), 1-11 View citations (14)
    See also Working Paper (2015)

2016

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

2012

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

2008

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