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 1 1 1 171 1 1 1 721
A Simple Test for Spurious Regressions 0 0 0 75 1 1 9 169
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 0 231 0 0 3 670
Appendix for the PPP hypothesis and structural breaks: the case of Mexico 0 0 0 27 0 0 1 71
Changes in persistence, spurious regressions and the Fisher hypothesis 1 1 2 166 1 1 3 193
Income Convergence: The Dickey-Fuller Test under the Simultaneous Presence of Stochastic and Deterministic Trends 0 0 0 144 0 0 5 417
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 0 59
Inflation and breaks: the validity of the Dickey-Fuller test 0 0 0 124 0 1 3 358
Is the real effective exchange rate biased against the PPP hypothesis? 0 0 0 71 0 0 1 133
Non Linear Moving-Average Conditional Heteroskedasticity 0 0 0 109 0 0 2 499
Polynomial Regressions and Nonsense Inference 0 1 1 56 0 1 4 80
Public investment and economic activity in Mexico, 1925-1981 0 0 0 28 1 3 4 45
Spurious Cointegration: The Engle-Granger Test in the Presence of Structural Breaks 0 0 0 591 0 0 9 2,001
Spurious Instrumental Variables 0 0 0 6 0 0 3 42
Spurious Instrumental Variables 0 0 0 2 0 0 2 35
Spurious Instrumental Variables 0 0 0 60 1 1 2 207
Spurious Long-Horizon Regression in Econometrics 0 0 0 55 0 0 5 216
Spurious Regression 1 1 1 18 2 3 8 98
Spurious Regression and Econometric Trends 0 0 0 50 0 0 3 208
Spurious Regression and Trending Variables 0 0 1 13 1 1 10 84
Spurious Regression and Trending Variables 1 1 1 178 1 1 5 785
Spurious regression and econometric trends 0 0 0 0 1 2 13 429
Spurious regression under broken trend stationarity 1 1 2 72 1 1 2 244
Spurious regression under broken trend stationarity 0 0 0 2 1 2 6 57
Spurious regression under broken trend stationarity 0 0 0 334 0 1 2 1,362
Spurious regression under deterministic and stochastic trends 0 0 0 280 0 0 3 1,118
Spurious regression under deterministic and stochastic trends 0 0 0 5 0 0 5 60
Testing for a Deterministic Trend when there is Evidence of Unit-Root 1 2 2 304 2 5 15 1,054
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 4 461
Trade liberalization and regional income convergence in Mexico: a time-series analysis 0 0 0 15 1 1 4 69
Unbalanced Regressions and the Predictive Equation 0 0 0 43 0 0 5 118
Why Does the Peso-Dollar Exchange Rate Show a Depreciation Trend?: The Role of Productivity Differentials 0 0 1 24 0 0 4 113
Non Linear Moving-Average Conditional Heteroskedasticity 0 0 0 2 0 0 2 44
Total Working Papers 6 8 12 3,543 15 26 152 12,483


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 3 3 3 2 6 12 12
A comment on ‘Is the spurious regression problem spurious?’ 0 0 0 20 0 0 3 133
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 1 1 5 160
A comment on ‘resolving spurious regressions and serially correlated errors’ 0 0 0 1 0 0 4 26
A simple solution for spurious regressions 0 1 1 1 0 1 1 5
Bilateral Relationship between Consumption and GDP in Mexico and the USA: A Comment 3 4 14 180 7 10 41 721
Broken mean stationarity and the validity of the Dickey-Fuller test: the case of controlled inflation 0 0 0 1 0 1 3 26
Changes in persistence, spurious regressions and the Fisher hypothesis 0 0 2 15 0 0 9 54
Elasticidad ingreso de los impuestos federales en México. Efectos en la recaudación federal participable 0 1 3 12 0 1 7 653
Energy-growth long-term relationship under structural breaks. Evidence from Canada, 17 Latin American economies and the USA 0 1 6 30 1 2 13 116
Granger Causality and Unit Roots 0 0 1 9 0 0 3 36
Granger-Causality in the presence of structural breaks 0 3 11 194 2 12 45 550
Is The Real Effective Exchange Rate Biased Against the PPP Hypothesis? 0 0 0 46 0 0 3 158
Liberación comercial y convergencia regional del ingreso en México 0 0 1 4 0 1 2 296
Long-Memory and the Sea Level-Temperature Relationship: A Fractional Cointegration Approach 0 0 0 0 0 1 7 9
Long-run monetary neutrality under stochastic and deterministic trends 0 0 0 13 0 0 3 52
Long-run relationship with shifts between Mexican current account revenues and expenditures 0 0 0 28 1 1 9 111
Mexico’s inter-regional inequality: a convergent process? 0 0 0 4 0 0 4 33
On the persistence of prices in Mexico: a fractional integration approach 0 0 0 5 0 1 3 26
Paradoja Feldstein-Horioka: el caso de México (1950-2007) 0 0 0 67 0 0 2 180
Per Capita Output Convergence: The Dickey-Fuller Test Under the Simultaneous Presence of Stochastic and Deterministic Trends 0 0 0 6 0 0 2 24
Polynomial Regressions and Nonsense Inference 0 1 1 17 0 1 2 77
Public investment and economic activity in Mexico, 1925-1981 0 0 4 7 0 0 11 26
Recessions and potential GDP: The case of Mexico 0 3 12 12 2 5 25 27
Regional Output Convergence in Mexico 0 0 1 45 0 0 3 129
Regresión espuria en especificaciones dinámicas 0 0 0 36 0 0 24 251
Remittances at record highs in Latin America: Time to revisit the Dutch disease 1 3 17 17 2 5 31 31
Revenue Elasticity of the Main federal Taxes in Mexico 1 3 4 72 1 3 4 198
Saturation levels of mobile telecommunications markets and optimal termination rates 0 0 1 3 0 0 2 13
Spurious Forecasts? 0 0 0 0 1 1 4 40
Spurious Regression 0 0 1 5 0 2 10 24
Spurious Regression Under Broken‐Trend Stationarity 0 0 0 35 0 0 7 163
Spurious Regression and Trending Variables* 0 0 0 62 1 1 4 237
Spurious multivariate regressions under fractionally integrated processes 0 0 0 0 0 0 0 0
Spurious regression and lurking variables 0 0 1 11 1 1 5 79
Testing for a Deterministic Trend When There is Evidence of Unit Root 0 0 1 43 0 0 7 165
Testing for an irrelevant regressor in a simple cointegration analysis 0 0 0 21 0 0 3 108
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 8 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 2 18 0 1 28 67
The VIX, the Variance Premium, and Expected Returns 0 0 1 6 0 1 2 24
The effect of structural breaks on the Engle-Granger test for cointegration 0 1 1 76 0 2 4 281
The real exchange rate, regime changes and volatility shifts 0 0 0 6 0 0 1 63
Varianza condicional de medias móviles no-lineales 0 0 0 24 0 0 3 104
Why does the peso-dollar exchange rate show a depreciation trend? The role of productivity differentials 0 0 1 9 0 0 9 83
Total Journal Articles 6 24 90 1,198 22 61 379 5,664


Statistics updated 2022-06-07