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 1 171 0 0 1 721
A Simple Test for Spurious Regressions 0 1 1 76 0 1 7 171
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 1 1 232 0 2 3 672
Appendix for the PPP hypothesis and structural breaks: the case of Mexico 0 0 0 27 0 0 0 71
Changes in persistence, spurious regressions and the Fisher hypothesis 0 0 2 166 0 0 3 193
Income Convergence: The Dickey-Fuller Test under the Simultaneous Presence of Stochastic and Deterministic Trends 0 0 0 144 0 1 2 418
Income convergence: the Dickey-Fuller test under the simultaneous presence of stochastic and deterministic trends 0 0 0 16 0 0 0 52
Inflation and Breaks: the validity of the Dickey-Fuller test 0 0 0 10 0 0 1 60
Inflation and breaks: the validity of the Dickey-Fuller test 0 0 0 124 0 0 2 358
Is the real effective exchange rate biased against the PPP hypothesis? 0 0 0 71 0 1 1 134
Non Linear Moving-Average Conditional Heteroskedasticity 0 0 0 109 0 0 1 499
Polynomial Regressions and Nonsense Inference 0 0 1 56 0 0 1 80
Public investment and economic activity in Mexico, 1925-1981 0 0 0 28 0 0 3 45
Spurious Cointegration: The Engle-Granger Test in the Presence of Structural Breaks 0 0 1 592 0 1 8 2,004
Spurious Instrumental Variables 0 0 1 7 0 0 4 43
Spurious Instrumental Variables 0 0 0 2 0 0 2 35
Spurious Instrumental Variables 0 0 0 60 0 0 2 207
Spurious Long-Horizon Regression in Econometrics 0 0 0 55 0 0 5 216
Spurious Regression 0 0 2 19 1 4 10 104
Spurious Regression and Econometric Trends 0 0 0 50 0 0 3 208
Spurious Regression and Trending Variables 0 0 1 178 0 0 5 786
Spurious Regression and Trending Variables 0 0 0 13 0 0 7 85
Spurious regression and econometric trends 0 0 0 0 0 0 7 429
Spurious regression under broken trend stationarity 0 0 0 334 0 0 2 1,362
Spurious regression under broken trend stationarity 0 0 1 72 0 0 1 244
Spurious regression under broken trend stationarity 0 0 0 2 0 0 3 57
Spurious regression under deterministic and stochastic trends 0 0 0 5 1 1 3 62
Spurious regression under deterministic and stochastic trends 0 0 0 280 0 0 1 1,118
Testing for a Deterministic Trend when there is Evidence of Unit-Root 0 0 2 304 0 2 13 1,056
Testing for a Deterministic Trend when there is Evidence of Unit-Root 0 0 0 17 0 0 4 60
The Real Exchange Rate, Regime Changes and Volatility Shifts 0 0 0 46 0 0 0 151
Trade Liberalization and Regional Income Convergence in Mexico: a Time-Series Analysis 0 0 0 198 0 0 2 462
Trade liberalization and regional income convergence in Mexico: a time-series analysis 0 0 1 16 0 1 4 71
Unbalanced Regressions and the Predictive Equation 0 0 0 43 0 0 2 118
Why Does the Peso-Dollar Exchange Rate Show a Depreciation Trend?: The Role of Productivity Differentials 0 1 2 25 1 7 9 120
Non Linear Moving-Average Conditional Heteroskedasticity 0 1 1 3 0 1 4 46
Total Working Papers 0 4 18 3,551 3 22 126 12,518


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 5 5 0 0 14 14
A comment on ‘Is the spurious regression problem spurious?’ 0 0 0 20 0 0 1 133
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 2 160
A comment on ‘resolving spurious regressions and serially correlated errors’ 0 0 0 1 0 0 2 27
A simple solution for spurious regressions 0 0 1 1 1 1 2 6
Bilateral Relationship between Consumption and GDP in Mexico and the USA: A Comment 2 3 13 184 6 9 35 733
Broken mean stationarity and the validity of the Dickey-Fuller test: the case of controlled inflation 0 0 0 1 0 0 1 26
Changes in persistence, spurious regressions and the Fisher hypothesis 0 0 0 15 1 1 5 55
Elasticidad ingreso de los impuestos federales en México. Efectos en la recaudación federal participable 0 0 4 13 0 0 6 654
Energy-growth long-term relationship under structural breaks. Evidence from Canada, 17 Latin American economies and the USA 0 1 4 31 0 1 6 117
Granger Causality and Unit Roots 0 0 2 10 0 1 4 38
Granger-Causality in the presence of structural breaks 0 1 10 196 0 3 37 558
Is The Real Effective Exchange Rate Biased Against the PPP Hypothesis? 0 0 0 46 0 1 1 159
Liberación comercial y convergencia regional del ingreso en México 0 0 1 4 0 0 4 298
Long-Memory and the Sea Level-Temperature Relationship: A Fractional Cointegration Approach 0 0 0 0 0 0 4 9
Long-run monetary neutrality under stochastic and deterministic trends 0 0 0 13 0 1 3 54
Long-run relationship with shifts between Mexican current account revenues and expenditures 0 0 0 28 0 1 3 112
Mexico’s inter-regional inequality: a convergent process? 0 0 0 4 0 0 3 34
On the persistence of prices in Mexico: a fractional integration approach 0 0 0 5 1 1 2 27
Paradoja Feldstein-Horioka: el caso de México (1950-2007) 0 0 0 67 0 0 0 180
Per Capita Output Convergence: The Dickey-Fuller Test Under the Simultaneous Presence of Stochastic and Deterministic Trends 0 0 0 6 0 0 3 26
Polynomial Regressions and Nonsense Inference 0 0 1 17 1 1 3 79
Public investment and economic activity in Mexico, 1925-1981 0 0 2 7 0 0 4 27
Recessions and potential GDP: The case of Mexico 0 0 10 14 0 1 23 32
Regional Output Convergence in Mexico 0 0 0 45 0 0 3 130
Regresión espuria en especificaciones dinámicas 0 0 0 36 0 0 5 251
Remittances at record highs in Latin America: Time to revisit the Dutch disease 0 0 9 18 0 1 18 34
Revenue Elasticity of the Main federal Taxes in Mexico 0 0 4 73 0 0 4 199
Saturation levels of mobile telecommunications markets and optimal termination rates 0 0 1 3 0 3 5 17
Spurious Forecasts? 0 0 0 0 0 0 1 40
Spurious Regression 1 1 3 7 2 3 12 29
Spurious Regression Under Broken‐Trend Stationarity 0 0 0 35 1 1 1 164
Spurious Regression and Trending Variables* 1 1 1 63 2 2 5 240
Spurious multivariate regressions under fractionally integrated processes 0 1 1 1 0 1 1 1
Spurious regression and lurking variables 0 0 0 11 0 0 1 79
Testing for a Deterministic Trend When There is Evidence of Unit Root 0 0 0 43 0 0 2 165
Testing for an irrelevant regressor in a simple cointegration analysis 0 0 0 21 0 0 3 109
The Failure of Orthogonality under Nonstationarity: Should We Care About It? 0 0 0 0 0 0 1 3
The PPP hypothesis and structural breaks: the case of Mexico 0 0 0 17 0 0 4 90
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 1 18 0 2 24 69
The VIX, the Variance Premium, and Expected Returns 0 1 2 7 1 2 4 26
The effect of structural breaks on the Engle-Granger test for cointegration 0 0 1 76 0 0 3 281
The real exchange rate, regime changes and volatility shifts 0 0 0 6 0 0 0 63
Varianza condicional de medias móviles no-lineales 0 0 0 24 0 0 3 105
Why does the peso-dollar exchange rate show a depreciation trend? The role of productivity differentials 0 0 1 9 1 2 7 85
Total Journal Articles 4 9 77 1,218 17 39 275 5,738


Statistics updated 2022-11-05