Details about Daniel Ventosa-Santaulària
Access statistics for papers by Daniel Ventosa-Santaulària.
Last updated 2024-08-09. Update your information in the RePEc Author Service.
Short-id: pve35
Jump to Journal Articles
Working Papers
2024
- Monetary Policy in Emerging Markets under Global Uncertainty
Working Papers, CIDE, División de Economía
2019
- Public investment and economic activity in Mexico, 1925-1981
Economics Discussion Papers, Kiel Institute for the World Economy (IfW Kiel) 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) View citations (1) (2020)
2018
- Why Does the Peso-Dollar Exchange Rate Show a Depreciation Trend?: The Role of Productivity Differentials
IDB Publications (Working Papers), Inter-American Development Bank 
See also Journal Article Why does the peso-dollar exchange rate show a depreciation trend? The role of productivity differentials, Economic Modelling, Elsevier (2019) (2019)
2015
- Unbalanced Regressions and the Predictive Equation
CREATES Research Papers, Department of Economics and Business Economics, Aarhus University View citations (1)
2013
- Changes in persistence, spurious regressions and the Fisher hypothesis
CREATES Research Papers, Department of Economics and Business Economics, Aarhus University View citations (1)
See also Journal Article Changes in persistence, spurious regressions and the Fisher hypothesis, Studies in Nonlinear Dynamics & Econometrics, De Gruyter (2017) (2017)
- Polynomial Regressions and Nonsense Inference
CREATES Research Papers, Department of Economics and Business Economics, Aarhus University 
See also Journal Article Polynomial Regressions and Nonsense Inference, Econometrics, MDPI (2013) (2013)
- The Real Exchange Rate, Regime Changes and Volatility Shifts
Working Papers, CIDE, División de Economía 
See also Journal Article The real exchange rate, regime changes and volatility shifts, Applied Economics, Taylor & Francis Journals (2015) View citations (2) (2015)
2012
- Appendix for the PPP hypothesis and structural breaks: the case of Mexico
MPRA Paper, University Library of Munich, Germany View citations (2)
- Is the real effective exchange rate biased against the PPP hypothesis?
MPRA Paper, University Library of Munich, Germany 
See also Journal Article Is The Real Effective Exchange Rate Biased Against the PPP Hypothesis?, Economics Bulletin, AccessEcon (2014) View citations (3) (2014)
2011
- A Simple Test for Spurious Regressions
Working Papers, Banco de México View citations (1)
Also in CREATES Research Papers, Department of Economics and Business Economics, Aarhus University (2011)
2010
- Spurious Long-Horizon Regression in Econometrics
Working Papers, Banco de México
- 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 (1)
Also in MPRA Paper, University Library of Munich, Germany (2010) 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) View citations (3) (2011)
2009
- Spurious Instrumental Variables
Department of Economics and Finance Working Papers, Universidad de Guanajuato, Department of Economics and Finance View citations (2)
Also in MPRA Paper, University Library of Munich, Germany (2007) View citations (1) MPRA Paper, University Library of Munich, Germany (2008) View citations (1)
2008
- Spurious Regression
MPRA Paper, University Library of Munich, Germany View citations (13)
See also Journal Article Spurious Regression, Journal of Probability and Statistics, Hindawi (2009) View citations (1) (2009)
2007
- 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 
Also in MPRA Paper, University Library of Munich, Germany (2007) View citations (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 
Also in MPRA Paper, University Library of Munich, Germany (2006) View citations (1)
- Spurious Regression and Trending Variables
MPRA Paper, University Library of Munich, Germany View citations (17)
Also in Department of Economics and Finance Working Papers, Universidad de Guanajuato, Department of Economics and Finance (2007) View citations (13)
See also Journal Article Spurious Regression and Trending Variables*, Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford (2007) View citations (17) (2007)
- 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)
Also in MPRA Paper, University Library of Munich, Germany (2007) View citations (1)
2006
- Spurious Cointegration: The Engle-Granger Test in the Presence of Structural Breaks
Working Papers, Banco de México View citations (5)
- 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
- Non Linear Moving-Average Conditional Heteroskedasticity
Department of Economics and Finance Working Papers, Universidad de Guanajuato, Department of Economics and Finance
- Spurious regression under broken trend stationarity
MPRA Paper, University Library of Munich, Germany View citations (9)
Also in Department of Economics and Finance Working Papers, Universidad de Guanajuato, Department of Economics and Finance (2005) View citations (9) Computing in Economics and Finance 2005, Society for Computational Economics (2005) View citations (10)
See also Journal Article Spurious Regression Under Broken‐Trend Stationarity, Journal of Time Series Analysis, Wiley Blackwell (2006) View citations (15) (2006)
- Spurious regression under deterministic and stochastic trends
MPRA Paper, University Library of Munich, Germany View citations (2)
Also in Department of Economics and Finance Working Papers, Universidad de Guanajuato, Department of Economics and Finance (2005)
- Non Linear Moving-Average Conditional Heteroskedasticity
MPRA Paper, University Library of Munich, Germany
Undated
- 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) View citations (1)
Journal Articles
2024
- Global supply chain inflationary pressures and monetary policy in Mexico
Emerging Markets Review, 2024, 58, (C) View citations (1)
- Inflation dynamics under different weather regimes: Evidence from Mexico
Ecological Economics, 2024, 220, (C)
2023
- 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
- Inverse Balassa–Samuelson effect in Mexico: the role of the oil sector
Empirical Economics, 2023, 65, (5), 2273-2300 View citations (1)
- The Effect of Financial Policies Implemented during COVID-19 on Bank Credit in the Central American Region
IJFS, 2023, 11, (2), 1-19
2022
- Spurious multivariate regressions under fractionally integrated processes
Communications in Statistics - Theory and Methods, 2022, 51, (7), 2034-2056
2021
- (In)Effective tax enforcement and demand for cash
Journal of Macroeconomics, 2021, 70, (C) View citations (2)
- Recessions and potential GDP: The case of Mexico
Bulletin of Economic Research, 2021, 73, (2), 179-195
- Remittances at record highs in Latin America: Time to revisit the Dutch disease
Economics Bulletin, 2021, 41, (3), 2133-2146 View citations (1)
2020
- Public investment and economic activity in Mexico, 1925-1981
Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), 2020, 14, 1-24 View citations (1)
See also Working Paper Public investment and economic activity in Mexico, 1925-1981, Economics Discussion Papers (2019) View citations (1) (2019)
- Saturation levels of mobile telecommunications markets and optimal termination rates
Estudios Económicos, 2020, 35, (2), 331-355
- 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
2019
- Mexico’s inter-regional inequality: a convergent process?
Empirical Economics, 2019, 56, (5), 1683-1705 View citations (1)
- The VIX, the Variance Premium, and Expected Returns
Journal of Financial Econometrics, 2019, 17, (4), 517-558 View citations (7)
- Why does the peso-dollar exchange rate show a depreciation trend? The role of productivity differentials
Economic Modelling, 2019, 80, (C), 158-170 
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) (2018)
2017
- Changes in persistence, spurious regressions and the Fisher hypothesis
Studies in Nonlinear Dynamics & Econometrics, 2017, 21, (3), 28 
See also Working Paper Changes in persistence, spurious regressions and the Fisher hypothesis, CREATES Research Papers (2013) View citations (1) (2013)
- 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 View citations (13)
- On the persistence of prices in Mexico: a fractional integration approach
Applied Economics, 2017, 49, (60), 6014-6023
2016
- A comment on ‘resolving spurious regressions and serially correlated errors’
Empirical Economics, 2016, 51, (3), 1289-1298
- A simple solution for spurious regressions
Communications in Statistics - Theory and Methods, 2016, 45, (19), 5561-5583
2015
- Long-run monetary neutrality under stochastic and deterministic trends
Economic Modelling, 2015, 47, (C), 372-382 View citations (3)
- The real exchange rate, regime changes and volatility shifts
Applied Economics, 2015, 47, (24), 2445-2454 View citations (2)
See also Working Paper The Real Exchange Rate, Regime Changes and Volatility Shifts, Working Papers (2013) (2013)
2014
- Granger Causality and Unit Roots
Journal of Statistical and Econometric Methods, 2014, 3, (1), 7 View citations (3)
- Is The Real Effective Exchange Rate Biased Against the PPP Hypothesis?
Economics Bulletin, 2014, 34, (1), 395-399 View citations (3)
See also Working Paper Is the real effective exchange rate biased against the PPP hypothesis?, MPRA Paper (2012) (2012)
- Long-Memory and the Sea Level-Temperature Relationship: A Fractional Cointegration Approach
PLOS ONE, 2014, 9, (11), 1-12 View citations (2)
2013
- 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 View citations (2)
- Long-run relationship with shifts between Mexican current account revenues and expenditures
Economics Bulletin, 2013, 33, (2), 1317-1327 View citations (2)
- Polynomial Regressions and Nonsense Inference
Econometrics, 2013, 1, (3), 1-13 
See also Working Paper Polynomial Regressions and Nonsense Inference, CREATES Research Papers (2013) (2013)
- The PPP hypothesis and structural breaks: the case of Mexico
Empirical Economics, 2013, 45, (3), 1351-1359 View citations (6)
2012
- A comment on ‘Is the spurious regression problem spurious?’
Economics Letters, 2012, 115, (2), 229-231 View citations (3)
- Regional Output Convergence in Mexico
Latin American Journal of Economics-formerly Cuadernos de Economía, 2012, 49, (2), 217-236 View citations (2)
- Spurious Forecasts?
Journal of Forecasting, 2012, 31, (3), 245-259
- The effect of structural breaks on the Engle-Granger test for cointegration
Estudios Económicos, 2012, 27, (1), 99-132 View citations (1)
2011
- Paradoja Feldstein-Horioka: el caso de México (1950-2007)
Estudios Económicos, 2011, 26, (2), 293-313
- Revenue Elasticity of the Main federal Taxes in Mexico
Latin American Journal of Economics-formerly Cuadernos de Economía, 2011, 48, (1), 89-111 View citations (2)
- Spurious regression and lurking variables
Statistics & Probability Letters, 2011, 81, (12), 2004-2010 View citations (1)
- Testing for a Deterministic Trend When There is Evidence of Unit Root
Journal of Time Series Econometrics, 2011, 2, (2), 26 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) View citations (1) (2010)
- The Failure of Orthogonality under Nonstationarity: Should We Care About It?
Journal of Probability and Statistics, 2011, 2011, 1-15
2010
- 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 View citations (2)
- Testing for an irrelevant regressor in a simple cointegration analysis
Economics Bulletin, 2010, 30, (2), 1333-1345
2009
- Bilateral Relationship between Consumption and GDP in Mexico and the USA: A Comment
Applied Econometrics and International Development, 2009, 9, (1)
- Broken mean stationarity and the validity of the Dickey-Fuller test: the case of controlled inflation
Brazilian Review of Econometrics, 2009, 29, (1)
- Liberación comercial y convergencia regional del ingreso en México
El Trimestre Económico, 2009, LXXVI (1), (301), 215-235 View citations (7)
- Regresión espuria en especificaciones dinámicas
Ensayos Revista de Economia, 2009, XXVIII, (1), 1-20
- Spurious Regression
Journal of Probability and Statistics, 2009, 2009, 1-27 View citations (1)
See also Working Paper Spurious Regression, MPRA Paper (2008) View citations (13) (2008)
2008
- 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)
- Granger-Causality in the presence of structural breaks
Economics Bulletin, 2008, 3, (61), 1-14 View citations (11)
- Varianza condicional de medias móviles no-lineales
Ensayos Revista de Economia, 2008, XXVII, (2), 29-48
2007
- Spurious Regression and Trending Variables*
Oxford Bulletin of Economics and Statistics, 2007, 69, (3), 439-444 View citations (17)
See also Working Paper Spurious Regression and Trending Variables, MPRA Paper (2007) View citations (17) (2007)
2006
- Spurious Regression Under Broken‐Trend Stationarity
Journal of Time Series Analysis, 2006, 27, (5), 671-684 View citations (15)
See also Working Paper Spurious regression under broken trend stationarity, MPRA Paper (2005) View citations (9) (2005)
|
The links between different versions of a paper are constructed automatically by matching on the titles.
Please contact if a link is incorrect.
Use this form
to add links between versions where the titles do not match.
|