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Details about Daniel Ventosa-Santaulària

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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 2024-01-05. Update your information in the RePEc Author Service.

Short-id: pve35


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Working Papers

2019

  1. Public investment and economic activity in Mexico, 1925-1981
    Economics Discussion Papers, Kiel Institute for the World Economy (IfW Kiel) Downloads View citations (1)
    See also Journal Article Public investment and economic activity in Mexico, 1925-1981, Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel) (2020) Downloads View citations (1) (2020)

2018

  1. Why Does the Peso-Dollar Exchange Rate Show a Depreciation Trend?: The Role of Productivity Differentials
    IDB Publications (Working Papers), Inter-American Development Bank Downloads
    See also Journal Article Why does the peso-dollar exchange rate show a depreciation trend? The role of productivity differentials, Economic Modelling, Elsevier (2019) Downloads (2019)

2015

  1. Unbalanced Regressions and the Predictive Equation
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University Downloads View citations (1)

2013

  1. Changes in persistence, spurious regressions and the Fisher hypothesis
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University Downloads View citations (1)
    See also Journal Article Changes in persistence, spurious regressions and the Fisher hypothesis, Studies in Nonlinear Dynamics & Econometrics, De Gruyter (2017) Downloads (2017)
  2. Polynomial Regressions and Nonsense Inference
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University Downloads
    See also Journal Article Polynomial Regressions and Nonsense Inference, Econometrics, MDPI (2013) Downloads (2013)
  3. The Real Exchange Rate, Regime Changes and Volatility Shifts
    Working papers, CIDE, División de Economía Downloads
    See also Journal Article The real exchange rate, regime changes and volatility shifts, Applied Economics, Taylor & Francis Journals (2015) Downloads View citations (2) (2015)

2012

  1. Appendix for the PPP hypothesis and structural breaks: the case of Mexico
    MPRA Paper, University Library of Munich, Germany Downloads View citations (2)
  2. Is the real effective exchange rate biased against the PPP hypothesis?
    MPRA Paper, University Library of Munich, Germany Downloads
    See also Journal Article Is The Real Effective Exchange Rate Biased Against the PPP Hypothesis?, Economics Bulletin, AccessEcon (2014) Downloads View citations (3) (2014)

2011

  1. A Simple Test for Spurious Regressions
    Working Papers, Banco de México Downloads View citations (1)
    Also in CREATES Research Papers, Department of Economics and Business Economics, Aarhus University (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 (1)
    Also in MPRA Paper, University Library of Munich, Germany (2010) Downloads View citations (7)

    See also Journal Article Testing for a Deterministic Trend When There is Evidence of Unit Root, Journal of Time Series Econometrics, De Gruyter (2011) Downloads View citations (3) (2011)

2009

  1. Spurious Instrumental Variables
    Department of Economics and Finance Working Papers, Universidad de Guanajuato, Department of Economics and Finance Downloads View citations (2)
    Also in MPRA Paper, University Library of Munich, Germany (2008) Downloads View citations (1)
    MPRA Paper, University Library of Munich, Germany (2007) Downloads View citations (1)

2008

  1. Spurious Regression
    MPRA Paper, University Library of Munich, Germany Downloads View citations (13)
    See also Journal Article Spurious Regression, Journal of Probability and Statistics, Hindawi (2009) Downloads View citations (1) (2009)

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
    Also in MPRA Paper, University Library of Munich, Germany (2007) Downloads View citations (2)
  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
    Also in MPRA Paper, University Library of Munich, Germany (2006) Downloads View citations (1)
  3. Spurious Regression and Trending Variables
    Department of Economics and Finance Working Papers, Universidad de Guanajuato, Department of Economics and Finance Downloads View citations (13)
    Also in MPRA Paper, University Library of Munich, Germany (2007) Downloads View citations (15)

    See also Journal Article Spurious Regression and Trending Variables*, Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford (2007) Downloads View citations (15) (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)
    Also in MPRA Paper, University Library of Munich, Germany (2007) 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 (5)
  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
    MPRA Paper, University Library of Munich, Germany Downloads View citations (9)
    Also in Computing in Economics and Finance 2005, Society for Computational Economics (2005) Downloads View citations (10)
    Department of Economics and Finance Working Papers, Universidad de Guanajuato, Department of Economics and Finance (2005) Downloads View citations (9)

    See also Journal Article Spurious Regression Under Broken‐Trend Stationarity, Journal of Time Series Analysis, Wiley Blackwell (2006) Downloads View citations (14) (2006)
  3. Spurious regression under deterministic and stochastic trends
    MPRA Paper, University Library of Munich, Germany Downloads View citations (2)
    Also in Department of Economics and Finance Working Papers, Universidad de Guanajuato, Department of Economics and Finance (2005) Downloads
  4. Non Linear Moving-Average Conditional Heteroskedasticity
    MPRA Paper, University Library of Munich, Germany 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 View citations (1)

Journal Articles

2024

  1. Global supply chain inflationary pressures and monetary policy in Mexico
    Emerging Markets Review, 2024, 58, (C) Downloads

2023

  1. 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
    Estudios Económicos, 2023, 38, (2), 183-224 Downloads
  2. Inverse Balassa–Samuelson effect in Mexico: the role of the oil sector
    Empirical Economics, 2023, 65, (5), 2273-2300 Downloads
  3. The Effect of Financial Policies Implemented during COVID-19 on Bank Credit in the Central American Region
    IJFS, 2023, 11, (2), 1-19 Downloads

2022

  1. Spurious multivariate regressions under fractionally integrated processes
    Communications in Statistics - Theory and Methods, 2022, 51, (7), 2034-2056 Downloads

2021

  1. (In)Effective tax enforcement and demand for cash
    Journal of Macroeconomics, 2021, 70, (C) Downloads View citations (1)
  2. Recessions and potential GDP: The case of Mexico
    Bulletin of Economic Research, 2021, 73, (2), 179-195 Downloads
  3. Remittances at record highs in Latin America: Time to revisit the Dutch disease
    Economics Bulletin, 2021, 41, (3), 2133-2146 Downloads

2020

  1. Public investment and economic activity in Mexico, 1925-1981
    Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), 2020, 14, 1-24 Downloads View citations (1)
    See also Working Paper Public investment and economic activity in Mexico, 1925-1981, Economics Discussion Papers (2019) Downloads View citations (1) (2019)
  2. Saturation levels of mobile telecommunications markets and optimal termination rates
    Estudios Económicos, 2020, 35, (2), 331-355 Downloads
  3. 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 personalidad en el pago oportuno de microcréditos: Evidencia de una encuesta realizada por Provident, México)
    Ensayos Revista de Economia, 2020, XXXIX, (1), 1-20 Downloads

2019

  1. Mexico’s inter-regional inequality: a convergent process?
    Empirical Economics, 2019, 56, (5), 1683-1705 Downloads View citations (1)
  2. The VIX, the Variance Premium, and Expected Returns
    Journal of Financial Econometrics, 2019, 17, (4), 517-558 Downloads View citations (7)
  3. Why does the peso-dollar exchange rate show a depreciation trend? The role of productivity differentials
    Economic Modelling, 2019, 80, (C), 158-170 Downloads
    See also Working Paper Why Does the Peso-Dollar Exchange Rate Show a Depreciation Trend?: The Role of Productivity Differentials, IDB Publications (Working Papers) (2018) Downloads (2018)

2017

  1. Changes in persistence, spurious regressions and the Fisher hypothesis
    Studies in Nonlinear Dynamics & Econometrics, 2017, 21, (3), 28 Downloads
    See also Working Paper Changes in persistence, spurious regressions and the Fisher hypothesis, CREATES Research Papers (2013) Downloads View citations (1) (2013)
  2. Energy-growth long-term relationship under structural breaks. Evidence from Canada, 17 Latin American economies and the USA
    Energy Economics, 2017, 61, (C), 121-134 Downloads View citations (13)
  3. On the persistence of prices in Mexico: a fractional integration approach
    Applied Economics, 2017, 49, (60), 6014-6023 Downloads

2016

  1. A comment on ‘resolving spurious regressions and serially correlated errors’
    Empirical Economics, 2016, 51, (3), 1289-1298 Downloads
  2. A simple solution for spurious regressions
    Communications in Statistics - Theory and Methods, 2016, 45, (19), 5561-5583 Downloads

2015

  1. Long-run monetary neutrality under stochastic and deterministic trends
    Economic Modelling, 2015, 47, (C), 372-382 Downloads View citations (3)
  2. The real exchange rate, regime changes and volatility shifts
    Applied Economics, 2015, 47, (24), 2445-2454 Downloads View citations (2)
    See also Working Paper The Real Exchange Rate, Regime Changes and Volatility Shifts, Working papers (2013) Downloads (2013)

2014

  1. Granger Causality and Unit Roots
    Journal of Statistical and Econometric Methods, 2014, 3, (1), 7 Downloads View citations (3)
  2. Is The Real Effective Exchange Rate Biased Against the PPP Hypothesis?
    Economics Bulletin, 2014, 34, (1), 395-399 Downloads View citations (3)
    See also Working Paper Is the real effective exchange rate biased against the PPP hypothesis?, MPRA Paper (2012) Downloads (2012)
  3. Long-Memory and the Sea Level-Temperature Relationship: A Fractional Cointegration Approach
    PLOS ONE, 2014, 9, (11), 1-12 Downloads View citations (1)

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 View citations (2)
  2. Long-run relationship with shifts between Mexican current account revenues and expenditures
    Economics Bulletin, 2013, 33, (2), 1317-1327 Downloads View citations (2)
  3. Polynomial Regressions and Nonsense Inference
    Econometrics, 2013, 1, (3), 1-13 Downloads
    See also Working Paper Polynomial Regressions and Nonsense Inference, CREATES Research Papers (2013) Downloads (2013)
  4. The PPP hypothesis and structural breaks: the case of Mexico
    Empirical Economics, 2013, 45, (3), 1351-1359 Downloads View citations (6)

2012

  1. A comment on ‘Is the spurious regression problem spurious?’
    Economics Letters, 2012, 115, (2), 229-231 Downloads View citations (3)
  2. Regional Output Convergence in Mexico
    Latin American Journal of Economics-formerly Cuadernos de Economía, 2012, 49, (2), 217-236 Downloads View citations (2)
  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 View citations (2)
  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 (3)
    See also Working Paper Testing for a Deterministic Trend when there is Evidence of Unit-Root, Department of Economics and Finance Working Papers (2010) Downloads View citations (1) (2010)
  5. The Failure of Orthogonality under Nonstationarity: Should We Care About It?
    Journal of Probability and Statistics, 2011, 2011, 1-15 Downloads

2010

  1. Per Capita Output Convergence: The Dickey-Fuller Test Under the Simultaneous Presence of Stochastic and Deterministic Trends
    Annals of Economics and Statistics, 2010, (99-100), 429-445 Downloads View citations (2)
  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. Broken mean stationarity and the validity of the Dickey-Fuller test: the case of controlled inflation
    Brazilian Review of Econometrics, 2009, 29, (1) Downloads
  3. Liberación comercial y convergencia regional del ingreso en México
    El Trimestre Económico, 2009, LXXVI (1), (301), 215-235 Downloads View citations (7)
  4. Regresión espuria en especificaciones dinámicas
    Ensayos Revista de Economia, 2009, XXVIII, (1), 1-20 Downloads
  5. Spurious Regression
    Journal of Probability and Statistics, 2009, 2009, 1-27 Downloads View citations (1)
    See also Working Paper Spurious Regression, MPRA Paper (2008) Downloads View citations (13) (2008)

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 Downloads View citations (5)
  2. Granger-Causality in the presence of structural breaks
    Economics Bulletin, 2008, 3, (61), 1-14 Downloads View citations (10)
  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 (15)
    See also Working Paper Spurious Regression and Trending Variables, Department of Economics and Finance Working Papers (2007) Downloads View citations (13) (2007)

2006

  1. Spurious Regression Under Broken‐Trend Stationarity
    Journal of Time Series Analysis, 2006, 27, (5), 671-684 Downloads View citations (14)
    See also Working Paper Spurious regression under broken trend stationarity, MPRA Paper (2005) Downloads View citations (9) (2005)
 
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