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 1 1 9 186
A Simple Test for Spurious Regressions 0 0 0 173 4 5 14 746
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 2 3 12 690
Appendix for the PPP hypothesis and structural breaks: the case of Mexico 0 0 0 27 0 1 5 77
Changes in persistence, spurious regressions and the Fisher hypothesis 0 0 0 167 4 7 19 214
In Search of the Lost Exchange Rate Pass-Through in Mexico 0 4 8 8 3 5 9 9
In Search of the Lost Exchange Rate Pass-Through in Mexico 0 1 2 2 4 8 10 10
Income Convergence: The Dickey-Fuller Test under the Simultaneous Presence of Stochastic and Deterministic Trends 0 0 0 144 1 1 5 424
Income convergence: the Dickey-Fuller test under the simultaneous presence of stochastic and deterministic trends 0 0 1 17 1 1 12 69
Inflation and Breaks: the validity of the Dickey-Fuller test 0 0 0 10 3 4 9 72
Inflation and breaks: the validity of the Dickey-Fuller test 0 0 0 124 2 6 15 377
Is the real effective exchange rate biased against the PPP hypothesis? 0 0 0 71 0 3 12 149
Monetary Policy in Emerging Markets under Global Uncertainty 2 2 16 48 9 19 88 154
Non Linear Moving-Average Conditional Heteroskedasticity 0 0 0 109 0 0 8 507
Polynomial Regressions and Nonsense Inference 0 0 0 57 3 4 17 100
Public investment and economic activity in Mexico, 1925-1981 0 0 0 29 3 8 20 75
Spurious Cointegration: The Engle-Granger Test in the Presence of Structural Breaks 0 0 2 594 0 1 11 2,020
Spurious Instrumental Variables 0 0 0 2 1 2 8 49
Spurious Instrumental Variables 0 0 0 60 0 0 8 220
Spurious Instrumental Variables 0 0 0 8 2 2 7 55
Spurious Long-Horizon Regression in Econometrics 0 0 0 55 2 2 7 226
Spurious Regression 0 0 2 25 6 16 52 194
Spurious Regression and Econometric Trends 0 1 1 53 0 6 10 224
Spurious Regression and Trending Variables 0 0 0 13 0 1 5 100
Spurious Regression and Trending Variables 0 0 0 179 1 3 8 799
Spurious regression and econometric trends 0 0 0 0 0 4 7 448
Spurious regression under broken trend stationarity 0 0 0 2 2 2 8 68
Spurious regression under broken trend stationarity 0 0 0 334 6 7 12 1,375
Spurious regression under broken trend stationarity 1 1 1 73 2 3 8 254
Spurious regression under deterministic and stochastic trends 0 0 0 280 4 5 14 1,133
Spurious regression under deterministic and stochastic trends 0 0 0 6 0 0 5 71
Testing for a Deterministic Trend when there is Evidence of Unit-Root 0 0 0 304 3 4 7 1,067
Testing for a Deterministic Trend when there is Evidence of Unit-Root 0 0 1 18 1 1 11 78
The Real Exchange Rate, Regime Changes and Volatility Shifts 0 0 0 47 1 2 8 160
Trade Liberalization and Regional Income Convergence in Mexico: a Time-Series Analysis 0 0 0 198 4 4 10 474
Trade liberalization and regional income convergence in Mexico: a time-series analysis 0 0 0 17 4 11 21 98
Unbalanced Regressions and the Predictive Equation 0 0 0 43 3 4 7 128
Why Does the Peso-Dollar Exchange Rate Show a Depreciation Trend?: The Role of Productivity Differentials 0 1 2 30 2 4 8 134
Non Linear Moving-Average Conditional Heteroskedasticity 0 0 0 3 2 2 8 56
Total Working Papers 3 10 36 3,638 86 162 514 13,290


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 1 2 4 21 4 5 22 69
A comment on ‘Is the spurious regression problem spurious?’ 0 0 0 22 0 1 5 141
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 2 2 4 170
A comment on ‘resolving spurious regressions and serially correlated errors’ 0 0 0 1 1 1 6 33
A simple solution for spurious regressions 0 0 0 3 2 2 5 17
Bilateral Relationship between Consumption and GDP in Mexico and the USA: A Comment 0 0 0 197 1 3 8 771
Broken mean stationarity and the validity of the Dickey-Fuller test: the case of controlled inflation 0 0 0 3 1 2 6 39
Changes in persistence, spurious regressions and the Fisher hypothesis 0 0 1 17 2 4 19 82
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 4 7 16 25
Elasticidad ingreso de los impuestos federales en México. Efectos en la recaudación federal participable 0 0 1 14 4 4 8 669
Energy-growth long-term relationship under structural breaks. Evidence from Canada, 17 Latin American economies and the USA 0 0 0 32 2 6 35 167
Global supply chain inflationary pressures and monetary policy in Mexico 0 1 4 16 4 10 33 66
Granger Causality and Unit Roots 1 1 2 12 6 6 10 51
Granger-Causality in the presence of structural breaks 0 0 1 213 2 6 15 620
Income elasticity of the main taxes in Mexico and fiscal loss during the COVID-19 pandemic 0 0 15 15 3 5 53 53
Inflation dynamics under different weather regimes: Evidence from Mexico 1 2 6 15 3 5 20 36
Inverse Balassa–Samuelson effect in Mexico: the role of the oil sector 0 0 2 8 1 4 18 35
Is The Real Effective Exchange Rate Biased Against the PPP Hypothesis? 0 0 0 47 5 6 16 181
Liberación comercial y convergencia regional del ingreso en México 0 0 0 4 0 1 5 308
Long-Memory and the Sea Level-Temperature Relationship: A Fractional Cointegration Approach 0 0 0 0 2 2 9 21
Long-run monetary neutrality under stochastic and deterministic trends 0 0 1 15 2 4 9 72
Long-run relationship with shifts between Mexican current account revenues and expenditures 0 0 1 29 5 12 20 142
Mexico’s inter-regional inequality: a convergent process? 0 0 0 6 2 4 10 51
Monopoly unveiled: Telecom breakups in the US and Mexico 0 2 2 2 4 13 15 15
On the persistence of prices in Mexico: a fractional integration approach 0 0 0 6 1 2 6 35
Paradoja Feldstein-Horioka: el caso de México (1950-2007) 0 0 1 69 4 4 14 198
Per Capita Output Convergence: The Dickey-Fuller Test Under the Simultaneous Presence of Stochastic and Deterministic Trends 0 0 1 8 0 1 18 47
Polynomial Regressions and Nonsense Inference 0 0 0 17 2 3 8 88
Public investment and economic activity in Mexico, 1925-1981 0 0 0 8 3 7 15 48
Recessions and potential GDP: The case of Mexico 0 0 0 19 2 7 19 59
Regional Output Convergence in Mexico 0 0 1 47 1 4 16 153
Regresión espuria en especificaciones dinámicas 0 0 0 36 4 5 13 268
Remittances at record highs in Latin America: Time to revisit the Dutch disease 0 1 2 33 2 6 15 75
Revenue Elasticity of the Main federal Taxes in Mexico 0 0 1 76 3 4 13 220
Saturation levels of mobile telecommunications markets and optimal termination rates 1 1 1 5 3 4 7 31
Spurious Forecasts? 0 0 0 0 2 3 5 46
Spurious Regression 0 0 1 10 6 13 25 76
Spurious Regression Under Broken‐Trend Stationarity 0 0 0 35 0 1 5 172
Spurious Regression and Trending Variables* 0 0 0 65 1 5 10 256
Spurious multivariate regressions under fractionally integrated processes 0 0 0 1 1 2 9 13
Spurious regression and lurking variables 0 0 1 12 3 3 9 89
Testing for a Deterministic Trend When There is Evidence of Unit Root 0 0 0 44 4 4 12 182
Testing for an irrelevant regressor in a simple cointegration analysis 0 0 0 21 3 4 11 121
The Effect of Financial Policies Implemented during COVID-19 on Bank Credit in the Central American Region 0 0 2 4 2 4 12 22
The Failure of Orthogonality under Nonstationarity: Should We Care About It? 0 0 0 0 0 1 7 10
The PPP hypothesis and structural breaks: the case of Mexico 0 0 0 17 2 2 17 112
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 0 21 2 6 16 94
The VIX, the Variance Premium, and Expected Returns 0 0 0 8 1 1 10 43
The effect of structural breaks on the Engle-Granger test for cointegration 0 0 1 78 3 3 18 308
The real exchange rate, regime changes and volatility shifts 0 0 0 7 1 6 12 81
Varianza condicional de medias móviles no-lineales 0 0 0 24 4 5 10 115
Why does the peso-dollar exchange rate show a depreciation trend? The role of productivity differentials 0 0 0 9 1 3 10 103
Total Journal Articles 4 10 52 1,390 123 228 709 6,899


Statistics updated 2026-05-06