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 76 0 1 5 173
A Simple Test for Spurious Regressions 0 0 1 171 0 0 1 721
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 1 232 0 0 3 673
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 1 166 0 0 1 193
Income Convergence: The Dickey-Fuller Test under the Simultaneous Presence of Stochastic and Deterministic Trends 0 0 0 144 0 0 1 418
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 1 2 3 360
Is the real effective exchange rate biased against the PPP hypothesis? 0 0 0 71 0 0 1 134
Non Linear Moving-Average Conditional Heteroskedasticity 0 0 0 109 0 0 0 499
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 2 5 2,006
Spurious Instrumental Variables 0 0 0 2 0 1 1 36
Spurious Instrumental Variables 0 0 0 60 0 1 2 208
Spurious Instrumental Variables 0 0 1 7 0 0 1 43
Spurious Long-Horizon Regression in Econometrics 0 0 0 55 0 1 1 217
Spurious Regression 0 0 3 20 0 0 11 106
Spurious Regression and Econometric Trends 0 0 0 50 0 1 1 209
Spurious Regression and Trending Variables 0 0 0 13 0 0 2 85
Spurious Regression and Trending Variables 0 0 1 178 0 1 3 787
Spurious regression and econometric trends 0 0 0 0 1 3 5 432
Spurious regression under broken trend stationarity 0 0 1 72 0 0 1 244
Spurious regression under broken trend stationarity 0 0 0 334 0 0 1 1,362
Spurious regression under broken trend stationarity 0 0 0 2 0 1 3 58
Spurious regression under deterministic and stochastic trends 0 0 0 280 0 0 0 1,118
Spurious regression under deterministic and stochastic trends 0 0 0 5 0 0 3 63
Testing for a Deterministic Trend when there is Evidence of Unit-Root 0 0 2 304 1 1 8 1,057
Testing for a Deterministic Trend when there is Evidence of Unit-Root 0 0 0 17 0 1 1 61
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 1 462
Trade liberalization and regional income convergence in Mexico: a time-series analysis 0 0 1 16 0 1 4 72
Unbalanced Regressions and the Predictive Equation 0 0 0 43 0 0 0 118
Why Does the Peso-Dollar Exchange Rate Show a Depreciation Trend?: The Role of Productivity Differentials 0 0 1 25 0 0 7 120
Non Linear Moving-Average Conditional Heteroskedasticity 0 0 1 3 0 0 2 46
Total Working Papers 0 0 17 3,552 3 17 83 12,540


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 7 7 1 3 13 19
A comment on ‘Is the spurious regression problem spurious?’ 0 1 1 21 0 1 1 134
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 2 161
A comment on ‘resolving spurious regressions and serially correlated errors’ 0 0 0 1 0 0 1 27
A simple solution for spurious regressions 0 0 1 1 0 0 2 6
Bilateral Relationship between Consumption and GDP in Mexico and the USA: A Comment 0 1 11 187 0 1 27 738
Broken mean stationarity and the validity of the Dickey-Fuller test: the case of controlled inflation 0 0 1 2 0 0 2 27
Changes in persistence, spurious regressions and the Fisher hypothesis 0 0 0 15 0 0 2 56
Elasticidad ingreso de los impuestos federales en México. Efectos en la recaudación federal participable 0 0 2 13 0 0 2 654
Energy-growth long-term relationship under structural breaks. Evidence from Canada, 17 Latin American economies and the USA 0 0 2 31 0 1 5 119
Granger Causality and Unit Roots 0 0 1 10 0 0 2 38
Granger-Causality in the presence of structural breaks 1 3 8 199 2 6 28 566
Is The Real Effective Exchange Rate Biased Against the PPP Hypothesis? 0 0 0 46 0 0 1 159
Liberación comercial y convergencia regional del ingreso en México 0 0 0 4 0 0 3 298
Long-Memory and the Sea Level-Temperature Relationship: A Fractional Cointegration Approach 0 0 0 0 1 1 2 10
Long-run monetary neutrality under stochastic and deterministic trends 0 0 0 13 0 0 2 54
Long-run relationship with shifts between Mexican current account revenues and expenditures 0 0 0 28 0 0 2 112
Mexico’s inter-regional inequality: a convergent process? 0 1 1 5 0 2 3 36
On the persistence of prices in Mexico: a fractional integration approach 0 0 0 5 0 0 2 27
Paradoja Feldstein-Horioka: el caso de México (1950-2007) 0 1 1 68 0 1 1 181
Per Capita Output Convergence: The Dickey-Fuller Test Under the Simultaneous Presence of Stochastic and Deterministic Trends 0 0 0 6 0 0 3 27
Polynomial Regressions and Nonsense Inference 0 0 1 17 0 0 3 79
Public investment and economic activity in Mexico, 1925-1981 0 0 0 7 1 1 2 28
Recessions and potential GDP: The case of Mexico 0 0 6 15 1 1 12 34
Regional Output Convergence in Mexico 0 0 0 45 0 1 2 131
Regresión espuria en especificaciones dinámicas 0 0 0 36 0 0 1 252
Remittances at record highs in Latin America: Time to revisit the Dutch disease 1 1 5 19 1 3 11 37
Revenue Elasticity of the Main federal Taxes in Mexico 0 0 4 73 0 1 5 200
Saturation levels of mobile telecommunications markets and optimal termination rates 0 0 0 3 0 0 4 17
Spurious Forecasts? 0 0 0 0 0 0 1 40
Spurious Regression 0 0 2 7 1 7 15 37
Spurious Regression Under Broken‐Trend Stationarity 0 0 0 35 0 0 1 164
Spurious Regression and Trending Variables* 0 0 1 63 0 0 4 240
Spurious multivariate regressions under fractionally integrated processes 0 0 1 1 0 0 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 0 165
Testing for an irrelevant regressor in a simple cointegration analysis 0 0 0 21 0 0 1 109
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 0 0 1 91
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 19 1 2 6 72
The VIX, the Variance Premium, and Expected Returns 0 0 1 7 0 0 3 26
The effect of structural breaks on the Engle-Granger test for cointegration 1 1 2 77 1 1 3 282
The real exchange rate, regime changes and volatility shifts 0 1 1 7 0 1 1 64
Varianza condicional de medias móviles no-lineales 0 0 0 24 0 0 1 105
Why does the peso-dollar exchange rate show a depreciation trend? The role of productivity differentials 0 0 0 9 0 0 2 85
Total Journal Articles 4 12 61 1,235 10 34 187 5,790


Statistics updated 2023-03-10