Access Statistics for Daniel Ventosa-Santaulària

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Simple Test for Spurious Regressions 0 0 0 76 0 0 2 177
A Simple Test for Spurious Regressions 0 0 0 173 1 2 5 731
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 0 0 0 232 0 1 4 678
Appendix for the PPP hypothesis and structural breaks: the case of Mexico 0 0 0 27 0 0 1 72
Changes in persistence, spurious regressions and the Fisher hypothesis 1 1 1 167 1 1 1 195
Income Convergence: The Dickey-Fuller Test under the Simultaneous Presence of Stochastic and Deterministic Trends 0 0 0 144 1 1 1 419
Income convergence: the Dickey-Fuller test under the simultaneous presence of stochastic and deterministic trends 0 0 0 16 0 0 3 57
Inflation and Breaks: the validity of the Dickey-Fuller test 0 0 0 10 1 1 1 63
Inflation and breaks: the validity of the Dickey-Fuller test 0 0 0 124 0 0 1 362
Is the real effective exchange rate biased against the PPP hypothesis? 0 0 0 71 0 0 1 136
Monetary Policy in Emerging Markets under Global Uncertainty 2 2 30 30 7 16 59 59
Non Linear Moving-Average Conditional Heteroskedasticity 0 0 0 109 0 0 0 499
Polynomial Regressions and Nonsense Inference 0 0 0 56 1 1 2 82
Public investment and economic activity in Mexico, 1925-1981 0 0 1 29 1 1 4 54
Spurious Cointegration: The Engle-Granger Test in the Presence of Structural Breaks 0 0 0 592 0 1 1 2,009
Spurious Instrumental Variables 0 0 1 8 0 1 3 47
Spurious Instrumental Variables 0 0 0 60 0 1 2 211
Spurious Instrumental Variables 0 0 0 2 1 2 4 41
Spurious Long-Horizon Regression in Econometrics 0 0 0 55 0 1 2 219
Spurious Regression 0 0 0 23 1 4 13 138
Spurious Regression and Econometric Trends 0 0 1 52 1 1 3 214
Spurious Regression and Trending Variables 0 0 0 13 2 2 6 95
Spurious Regression and Trending Variables 0 0 0 179 1 2 2 790
Spurious regression and econometric trends 0 0 0 0 1 1 3 441
Spurious regression under broken trend stationarity 0 0 0 2 0 1 1 60
Spurious regression under broken trend stationarity 0 0 0 72 0 2 2 246
Spurious regression under broken trend stationarity 0 0 0 334 0 0 0 1,363
Spurious regression under deterministic and stochastic trends 0 0 0 280 0 0 1 1,119
Spurious regression under deterministic and stochastic trends 0 0 0 6 0 1 1 66
Testing for a Deterministic Trend when there is Evidence of Unit-Root 0 0 0 304 0 0 1 1,060
Testing for a Deterministic Trend when there is Evidence of Unit-Root 0 0 0 17 1 1 3 67
The Real Exchange Rate, Regime Changes and Volatility Shifts 0 0 0 47 0 0 0 152
Trade Liberalization and Regional Income Convergence in Mexico: a Time-Series Analysis 0 0 0 198 0 0 0 464
Trade liberalization and regional income convergence in Mexico: a time-series analysis 0 1 1 17 1 2 2 77
Unbalanced Regressions and the Predictive Equation 0 0 0 43 1 1 2 121
Why Does the Peso-Dollar Exchange Rate Show a Depreciation Trend?: The Role of Productivity Differentials 0 0 2 28 0 0 2 125
Non Linear Moving-Average Conditional Heteroskedasticity 0 0 0 3 0 0 0 47
Total Working Papers 3 4 37 3,599 23 48 139 12,756


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
(In)Effective tax enforcement and demand for cash 0 0 4 16 0 0 9 45
A comment on ‘Is the spurious regression problem spurious?’ 0 0 0 22 1 1 1 136
A comment on ‘Testing the validity of quasi-PPP hypothesis: evidence from a recent panel unit-root test with structural breaks’ 0 0 0 17 0 0 2 166
A comment on ‘resolving spurious regressions and serially correlated errors’ 0 0 0 1 0 0 0 27
A simple solution for spurious regressions 0 0 1 3 0 1 4 12
Bilateral Relationship between Consumption and GDP in Mexico and the USA: A Comment 1 2 4 197 3 6 12 759
Broken mean stationarity and the validity of the Dickey-Fuller test: the case of controlled inflation 0 1 1 3 0 1 4 32
Changes in persistence, spurious regressions and the Fisher hypothesis 0 1 1 16 1 3 3 62
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 0 0 0 1 1 1 4 8
Elasticidad ingreso de los impuestos federales en México. Efectos en la recaudación federal participable 0 0 0 13 1 2 7 661
Energy-growth long-term relationship under structural breaks. Evidence from Canada, 17 Latin American economies and the USA 0 0 0 32 1 2 5 131
Global supply chain inflationary pressures and monetary policy in Mexico 0 1 10 11 0 3 28 30
Granger Causality and Unit Roots 0 0 0 10 1 1 1 41
Granger-Causality in the presence of structural breaks 0 0 5 212 2 2 15 603
Inflation dynamics under different weather regimes: Evidence from Mexico 1 3 7 7 2 5 13 13
Inverse Balassa–Samuelson effect in Mexico: the role of the oil sector 1 1 5 6 1 1 12 14
Is The Real Effective Exchange Rate Biased Against the PPP Hypothesis? 0 0 1 47 0 0 2 165
Liberación comercial y convergencia regional del ingreso en México 0 0 0 4 1 2 5 303
Long-Memory and the Sea Level-Temperature Relationship: A Fractional Cointegration Approach 0 0 0 0 0 1 1 12
Long-run monetary neutrality under stochastic and deterministic trends 0 0 0 14 0 2 5 63
Long-run relationship with shifts between Mexican current account revenues and expenditures 0 0 0 28 0 0 3 119
Mexico’s inter-regional inequality: a convergent process? 0 1 1 6 1 3 3 41
On the persistence of prices in Mexico: a fractional integration approach 0 0 0 6 0 0 0 29
Paradoja Feldstein-Horioka: el caso de México (1950-2007) 0 0 0 68 0 1 3 184
Per Capita Output Convergence: The Dickey-Fuller Test Under the Simultaneous Presence of Stochastic and Deterministic Trends 0 1 1 7 0 1 2 29
Polynomial Regressions and Nonsense Inference 0 0 0 17 0 0 1 80
Public investment and economic activity in Mexico, 1925-1981 0 0 0 8 1 3 4 33
Recessions and potential GDP: The case of Mexico 0 0 3 19 0 0 4 40
Regional Output Convergence in Mexico 0 0 0 46 1 2 4 137
Regresión espuria en especificaciones dinámicas 0 0 0 36 0 0 3 255
Remittances at record highs in Latin America: Time to revisit the Dutch disease 1 2 4 30 3 4 11 58
Revenue Elasticity of the Main federal Taxes in Mexico 0 0 0 75 1 2 5 207
Saturation levels of mobile telecommunications markets and optimal termination rates 0 0 0 3 0 1 3 23
Spurious Forecasts? 0 0 0 0 0 0 0 41
Spurious Regression 0 1 2 9 0 2 7 50
Spurious Regression Under Broken‐Trend Stationarity 0 0 0 35 0 1 2 167
Spurious Regression and Trending Variables* 0 0 1 65 1 1 4 245
Spurious multivariate regressions under fractionally integrated processes 0 0 0 1 0 0 1 4
Spurious regression and lurking variables 0 0 0 11 0 0 0 80
Testing for a Deterministic Trend When There is Evidence of Unit Root 0 0 1 44 1 2 5 170
Testing for an irrelevant regressor in a simple cointegration analysis 0 0 0 21 0 0 0 110
The Effect of Financial Policies Implemented during COVID-19 on Bank Credit in the Central American Region 0 0 1 2 0 0 7 10
The Failure of Orthogonality under Nonstationarity: Should We Care About It? 0 0 0 0 0 0 0 3
The PPP hypothesis and structural breaks: the case of Mexico 0 0 0 17 1 2 3 94
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) 0 0 2 21 0 0 3 77
The VIX, the Variance Premium, and Expected Returns 0 0 0 8 0 1 3 33
The effect of structural breaks on the Engle-Granger test for cointegration 0 0 0 77 0 1 2 290
The real exchange rate, regime changes and volatility shifts 0 0 0 7 1 2 3 68
Varianza condicional de medias móviles no-lineales 0 0 0 24 0 0 0 105
Why does the peso-dollar exchange rate show a depreciation trend? The role of productivity differentials 0 0 0 9 1 2 4 92
Total Journal Articles 4 14 55 1,332 27 65 223 6,157


Statistics updated 2025-03-03