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 5 733
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 0 2 678
Appendix for the PPP hypothesis and structural breaks: the case of Mexico 0 0 0 27 0 0 0 72
Changes in persistence, spurious regressions and the Fisher hypothesis 0 0 1 167 0 0 1 195
Income Convergence: The Dickey-Fuller Test under the Simultaneous Presence of Stochastic and Deterministic Trends 0 0 0 144 0 0 1 419
Income convergence: the Dickey-Fuller test under the simultaneous presence of stochastic and deterministic trends 1 1 1 17 1 1 3 58
Inflation and Breaks: the validity of the Dickey-Fuller test 0 0 0 10 0 0 1 63
Inflation and breaks: the validity of the Dickey-Fuller test 0 0 0 124 0 0 0 362
Is the real effective exchange rate biased against the PPP hypothesis? 0 0 0 71 1 2 3 138
Monetary Policy in Emerging Markets under Global Uncertainty 3 5 35 35 12 19 78 78
Non Linear Moving-Average Conditional Heteroskedasticity 0 0 0 109 0 0 0 499
Polynomial Regressions and Nonsense Inference 0 1 1 57 1 2 4 84
Public investment and economic activity in Mexico, 1925-1981 0 0 1 29 0 1 5 55
Spurious Cointegration: The Engle-Granger Test in the Presence of Structural Breaks 0 0 0 592 0 0 1 2,009
Spurious Instrumental Variables 0 0 0 2 0 0 3 41
Spurious Instrumental Variables 0 0 1 8 0 1 4 48
Spurious Instrumental Variables 0 0 0 60 0 1 2 212
Spurious Long-Horizon Regression in Econometrics 0 0 0 55 0 0 2 219
Spurious Regression 0 0 0 23 0 4 17 142
Spurious Regression and Econometric Trends 0 0 0 52 1 1 3 215
Spurious Regression and Trending Variables 0 0 0 13 1 1 6 96
Spurious Regression and Trending Variables 0 0 0 179 0 1 3 791
Spurious regression and econometric trends 0 0 0 0 0 0 2 441
Spurious regression under broken trend stationarity 0 0 0 2 1 1 2 61
Spurious regression under broken trend stationarity 0 0 0 72 0 0 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 6 0 0 1 66
Spurious regression under deterministic and stochastic trends 0 0 0 280 0 0 1 1,119
Testing for a Deterministic Trend when there is Evidence of Unit-Root 0 0 0 17 0 0 2 67
Testing for a Deterministic Trend when there is Evidence of Unit-Root 0 0 0 304 1 1 1 1,061
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 0 1 17 0 0 2 77
Unbalanced Regressions and the Predictive Equation 0 0 0 43 0 0 1 121
Why Does the Peso-Dollar Exchange Rate Show a Depreciation Trend?: The Role of Productivity Differentials 0 0 2 28 0 1 3 126
Non Linear Moving-Average Conditional Heteroskedasticity 0 0 0 3 0 1 1 48
Total Working Papers 4 7 43 3,606 20 40 164 12,796


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 5 18 1 3 10 48
A comment on ‘Is the spurious regression problem spurious?’ 0 0 0 22 0 0 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 1 1 2 167
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 0 3 12
Bilateral Relationship between Consumption and GDP in Mexico and the USA: A Comment 0 0 4 197 0 4 15 763
Broken mean stationarity and the validity of the Dickey-Fuller test: the case of controlled inflation 0 0 1 3 0 1 4 33
Changes in persistence, spurious regressions and the Fisher hypothesis 0 0 1 16 1 2 5 64
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 2 4 10
Elasticidad ingreso de los impuestos federales en México. Efectos en la recaudación federal participable 0 0 0 13 0 0 7 661
Energy-growth long-term relationship under structural breaks. Evidence from Canada, 17 Latin American economies and the USA 0 0 0 32 0 1 5 132
Global supply chain inflationary pressures and monetary policy in Mexico 0 1 8 12 1 4 19 34
Granger Causality and Unit Roots 1 1 1 11 1 1 2 42
Granger-Causality in the presence of structural breaks 0 0 1 212 1 3 11 606
Inflation dynamics under different weather regimes: Evidence from Mexico 0 2 9 9 0 3 15 16
Inverse Balassa–Samuelson effect in Mexico: the role of the oil sector 1 1 5 7 2 5 15 19
Is The Real Effective Exchange Rate Biased Against the PPP Hypothesis? 0 0 0 47 0 0 1 165
Liberación comercial y convergencia regional del ingreso en México 0 0 0 4 0 0 5 303
Long-Memory and the Sea Level-Temperature Relationship: A Fractional Cointegration Approach 0 0 0 0 0 0 1 12
Long-run monetary neutrality under stochastic and deterministic trends 0 0 0 14 0 0 4 63
Long-run relationship with shifts between Mexican current account revenues and expenditures 0 0 0 28 0 3 4 122
Mexico’s inter-regional inequality: a convergent process? 0 0 1 6 0 0 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 0 3 184
Per Capita Output Convergence: The Dickey-Fuller Test Under the Simultaneous Presence of Stochastic and Deterministic Trends 0 0 1 7 0 0 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 0 0 4 33
Recessions and potential GDP: The case of Mexico 0 0 1 19 0 0 1 40
Regional Output Convergence in Mexico 0 0 0 46 0 0 3 137
Regresión espuria en especificaciones dinámicas 0 0 0 36 0 0 2 255
Remittances at record highs in Latin America: Time to revisit the Dutch disease 0 1 4 31 0 2 10 60
Revenue Elasticity of the Main federal Taxes in Mexico 0 0 0 75 1 1 6 208
Saturation levels of mobile telecommunications markets and optimal termination rates 0 1 1 4 1 2 5 25
Spurious Forecasts? 0 0 0 0 0 0 0 41
Spurious Regression 1 1 3 10 2 3 9 53
Spurious Regression Under Broken‐Trend Stationarity 0 0 0 35 0 0 2 167
Spurious Regression and Trending Variables* 0 0 1 65 0 1 5 246
Spurious multivariate regressions under fractionally integrated processes 0 0 0 1 0 0 1 4
Spurious regression and lurking variables 1 1 1 12 1 1 1 81
Testing for a Deterministic Trend When There is Evidence of Unit Root 0 0 1 44 0 0 4 170
Testing for an irrelevant regressor in a simple cointegration analysis 0 0 0 21 1 1 1 111
The Effect of Financial Policies Implemented during COVID-19 on Bank Credit in the Central American Region 0 0 0 2 0 0 4 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 5 96
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 21 0 1 3 78
The VIX, the Variance Premium, and Expected Returns 0 0 0 8 0 0 3 33
The effect of structural breaks on the Engle-Granger test for cointegration 0 0 0 77 1 1 3 291
The real exchange rate, regime changes and volatility shifts 0 0 0 7 0 1 4 69
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 6 94
Total Journal Articles 5 11 51 1,343 18 51 224 6,208


Statistics updated 2025-06-06