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 3 72 1 2 9 136
A Simple Test for Spurious Regressions 0 0 7 167 1 6 52 697
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 1 1 5 230 1 2 7 654
Appendix for the PPP hypothesis and structural breaks: the case of Mexico 0 0 1 24 0 0 4 59
Changes in persistence, spurious regressions and the Fisher hypothesis 0 1 8 161 0 5 17 167
Income Convergence: The Dickey-Fuller Test under the Simultaneous Presence of Stochastic and Deterministic Trends 0 0 2 139 1 1 9 384
Income convergence: the Dickey-Fuller test under the simultaneous presence of stochastic and deterministic trends 0 1 1 13 1 2 3 36
Inflation and Breaks: the validity of the Dickey-Fuller test 0 0 0 10 1 1 7 43
Inflation and breaks: the validity of the Dickey-Fuller test 0 0 0 122 0 0 1 338
Is the real effective exchange rate biased against the PPP hypothesis? 0 1 2 70 0 1 3 120
Non Linear Moving-Average Conditional Heteroskedasticity 0 0 2 107 0 1 12 484
Polynomial Regressions and Nonsense Inference 0 0 1 53 1 1 4 55
Spurious Cointegration: The Engle-Granger Test in the Presence of Structural Breaks 0 0 6 585 0 1 10 1,959
Spurious Instrumental Variables 0 0 0 1 0 1 6 20
Spurious Instrumental Variables 0 0 0 5 0 0 1 28
Spurious Instrumental Variables 0 0 0 59 0 0 1 189
Spurious Long-Horizon Regression in Econometrics 0 0 4 55 1 2 8 197
Spurious Regression 0 0 0 14 0 1 9 66
Spurious Regression and Econometric Trends 1 3 4 50 1 3 5 190
Spurious Regression and Trending Variables 0 0 0 176 1 2 7 771
Spurious Regression and Trending Variables 0 0 1 9 0 0 4 55
Spurious regression and econometric trends 0 0 0 0 1 1 20 372
Spurious regression under broken trend stationarity 0 0 0 1 0 9 12 36
Spurious regression under broken trend stationarity 0 0 0 333 0 0 2 1,333
Spurious regression under broken trend stationarity 0 0 0 70 0 0 5 232
Spurious regression under deterministic and stochastic trends 0 0 1 3 0 1 4 43
Spurious regression under deterministic and stochastic trends 0 0 1 278 1 4 12 1,086
Testing for a Deterministic Trend when there is Evidence of Unit-Root 0 0 1 300 0 0 3 1,024
Testing for a Deterministic Trend when there is Evidence of Unit-Root 0 1 2 14 1 3 7 37
The Real Exchange Rate, Regime Changes and Volatility Shifts 0 2 8 40 1 4 21 125
Trade Liberalization and Regional Income Convergence in Mexico: a Time-Series Analysis 0 0 2 196 0 0 5 435
Trade liberalization and regional income convergence in Mexico: a time-series analysis 0 0 3 11 0 2 9 46
Unbalanced Regressions and the Predictive Equation 0 1 2 38 1 4 14 82
Non Linear Moving-Average Conditional Heteroskedasticity 0 0 0 1 0 0 0 25
Total Working Papers 2 11 67 3,407 15 60 293 11,524


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A comment on ‘Is the spurious regression problem spurious?’ 0 0 6 19 0 1 11 121
A comment on ‘Testing the validity of quasi-PPP hypothesis: evidence from a recent panel unit-root test with structural breaks’ 0 0 0 15 0 2 4 143
A comment on ‘resolving spurious regressions and serially correlated errors’ 0 0 0 1 1 2 6 15
Bilateral Relationship between Consumption and GDP in Mexico and the USA: A Comment 0 2 9 146 0 4 14 581
Broken mean stationarity and the validity of the Dickey-Fuller test: the case of controlled inflation 0 0 0 0 0 0 6 6
Changes in persistence, spurious regressions and the Fisher hypothesis 0 2 12 12 0 3 25 25
Elasticidad ingreso de los impuestos federales en México. Efectos en la recaudación federal participable 0 0 3 3 4 5 16 613
Energy-growth long-term relationship under structural breaks. Evidence from Canada, 17 Latin American economies and the USA 0 2 7 20 1 7 28 57
Granger Causality and Unit Roots 0 0 1 4 0 0 5 15
Granger-Causality in the presence of structural breaks 3 5 22 155 9 18 46 380
Is The Real Effective Exchange Rate Biased Against the PPP Hypothesis? 0 1 8 39 0 3 28 129
Liberación comercial y convergencia regional del ingreso en México 0 0 0 0 0 1 4 282
Long-run monetary neutrality under stochastic and deterministic trends 1 1 2 13 2 2 8 33
Long-run relationship with shifts between Mexican current account revenues and expenditures 0 0 3 21 0 1 8 72
On the persistence of prices in Mexico: a fractional integration approach 0 1 1 1 1 10 11 11
Paradoja Feldstein-Horioka: el caso de México (1950-2007) 0 0 3 64 0 2 7 161
Per Capita Output Convergence: The Dickey-Fuller Test Under the Simultaneous Presence of Stochastic and Deterministic Trends 0 0 2 4 0 1 3 12
Polynomial Regressions and Nonsense Inference 0 0 1 12 0 2 7 54
Regional Output Convergence in Mexico 0 0 0 43 1 1 4 105
Regresión espuria en especificaciones dinámicas 0 0 1 31 0 1 5 205
Revenue Elasticity of the Main federal Taxes in Mexico 0 0 3 63 1 1 8 173
Spurious Forecasts? 0 0 0 0 0 0 3 29
Spurious Regression Under Broken-Trend Stationarity 0 0 0 35 0 0 2 144
Spurious Regression and Trending Variables 0 0 0 61 0 0 5 219
Spurious regression and lurking variables 0 0 2 8 1 1 7 53
Testing for a Deterministic Trend When There is Evidence of Unit Root 0 0 0 41 0 1 1 141
Testing for an irrelevant regressor in a simple cointegration analysis 0 0 1 21 1 1 2 89
The PPP hypothesis and structural breaks: the case of Mexico 0 0 3 10 0 1 4 53
The effect of structural breaks on the Engle-Granger test for cointegration 0 0 2 54 0 3 21 199
The real exchange rate, regime changes and volatility shifts 0 0 1 6 0 0 18 51
Varianza condicional de medias móviles no-lineales 0 0 1 20 1 2 4 87
Total Journal Articles 4 14 94 922 23 76 321 4,258


Statistics updated 2018-06-06