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 2 4 4 181
A Simple Test for Spurious Regressions 0 0 0 173 1 2 6 735
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 2 2 4 681
Appendix for the PPP hypothesis and structural breaks: the case of Mexico 0 0 0 27 1 1 1 73
Changes in persistence, spurious regressions and the Fisher hypothesis 0 0 1 167 4 5 7 201
Income Convergence: The Dickey-Fuller Test under the Simultaneous Presence of Stochastic and Deterministic Trends 0 0 0 144 0 0 2 420
Income convergence: the Dickey-Fuller test under the simultaneous presence of stochastic and deterministic trends 0 0 1 17 1 1 3 60
Inflation and Breaks: the validity of the Dickey-Fuller test 0 0 0 10 0 1 3 65
Inflation and breaks: the validity of the Dickey-Fuller test 0 0 0 124 0 2 2 364
Is the real effective exchange rate biased against the PPP hypothesis? 0 0 0 71 0 3 5 141
Monetary Policy in Emerging Markets under Global Uncertainty 2 5 15 43 7 21 67 110
Non Linear Moving-Average Conditional Heteroskedasticity 0 0 0 109 0 1 2 501
Polynomial Regressions and Nonsense Inference 0 0 1 57 1 4 9 90
Public investment and economic activity in Mexico, 1925-1981 0 0 0 29 2 3 6 59
Spurious Cointegration: The Engle-Granger Test in the Presence of Structural Breaks 0 0 0 592 0 1 4 2,012
Spurious Instrumental Variables 0 0 0 60 2 3 5 215
Spurious Instrumental Variables 0 0 0 8 0 0 2 48
Spurious Instrumental Variables 0 0 0 2 1 1 3 42
Spurious Long-Horizon Regression in Econometrics 0 0 0 55 0 1 2 220
Spurious Regression 1 1 2 25 14 22 34 168
Spurious Regression and Econometric Trends 0 0 0 52 1 1 4 217
Spurious Regression and Trending Variables 0 0 0 13 0 0 3 96
Spurious Regression and Trending Variables 0 0 0 179 0 1 5 793
Spurious regression and econometric trends 0 0 0 0 0 0 1 441
Spurious regression under broken trend stationarity 0 0 0 2 0 0 3 62
Spurious regression under broken trend stationarity 0 0 0 72 0 0 3 247
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 1 1 2 67
Spurious regression under deterministic and stochastic trends 0 0 0 280 2 2 2 1,121
Testing for a Deterministic Trend when there is Evidence of Unit-Root 0 0 1 18 2 3 5 71
Testing for a Deterministic Trend when there is Evidence of Unit-Root 0 0 0 304 1 1 3 1,063
The Real Exchange Rate, Regime Changes and Volatility Shifts 0 0 0 47 0 1 1 153
Trade Liberalization and Regional Income Convergence in Mexico: a Time-Series Analysis 0 0 0 198 1 1 1 465
Trade liberalization and regional income convergence in Mexico: a time-series analysis 0 0 1 17 4 6 8 83
Unbalanced Regressions and the Predictive Equation 0 0 0 43 0 0 2 122
Why Does the Peso-Dollar Exchange Rate Show a Depreciation Trend?: The Role of Productivity Differentials 0 0 1 29 0 1 3 128
Non Linear Moving-Average Conditional Heteroskedasticity 0 0 0 3 0 2 5 52
Total Working Papers 3 6 23 3,618 50 98 222 12,930


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 2 18 2 3 9 54
A comment on ‘Is the spurious regression problem spurious?’ 0 0 0 22 0 0 2 137
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 1 2 168
A comment on ‘resolving spurious regressions and serially correlated errors’ 0 0 0 1 1 1 2 29
A simple solution for spurious regressions 0 0 0 3 0 0 1 12
Bilateral Relationship between Consumption and GDP in Mexico and the USA: A Comment 0 0 2 197 1 1 12 765
Broken mean stationarity and the validity of the Dickey-Fuller test: the case of controlled inflation 0 0 1 3 1 3 5 36
Changes in persistence, spurious regressions and the Fisher hypothesis 0 0 1 16 2 6 11 70
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 5 12
Elasticidad ingreso de los impuestos federales en México. Efectos en la recaudación federal participable 0 1 1 14 2 3 5 664
Energy-growth long-term relationship under structural breaks. Evidence from Canada, 17 Latin American economies and the USA 0 0 0 32 0 2 5 134
Global supply chain inflationary pressures and monetary policy in Mexico 0 1 5 15 4 9 23 50
Granger Causality and Unit Roots 0 0 1 11 0 1 3 43
Granger-Causality in the presence of structural breaks 0 0 0 212 1 3 9 610
Income elasticity of the main taxes in Mexico and fiscal loss during the COVID-19 pandemic 0 0 14 14 4 9 36 36
Inflation dynamics under different weather regimes: Evidence from Mexico 0 0 8 12 2 2 15 23
Inverse Balassa–Samuelson effect in Mexico: the role of the oil sector 0 1 3 8 3 6 14 27
Is The Real Effective Exchange Rate Biased Against the PPP Hypothesis? 0 0 0 47 2 4 4 169
Liberación comercial y convergencia regional del ingreso en México 0 0 0 4 1 2 4 305
Long-Memory and the Sea Level-Temperature Relationship: A Fractional Cointegration Approach 0 0 0 0 1 2 4 15
Long-run monetary neutrality under stochastic and deterministic trends 1 1 1 15 1 1 4 65
Long-run relationship with shifts between Mexican current account revenues and expenditures 0 0 1 29 0 1 6 125
Mexico’s inter-regional inequality: a convergent process? 0 0 1 6 1 1 6 44
On the persistence of prices in Mexico: a fractional integration approach 0 0 0 6 0 1 2 31
Paradoja Feldstein-Horioka: el caso de México (1950-2007) 0 0 1 69 1 1 3 186
Per Capita Output Convergence: The Dickey-Fuller Test Under the Simultaneous Presence of Stochastic and Deterministic Trends 0 0 2 8 1 3 10 38
Polynomial Regressions and Nonsense Inference 0 0 0 17 0 0 0 80
Public investment and economic activity in Mexico, 1925-1981 0 0 0 8 0 1 4 34
Recessions and potential GDP: The case of Mexico 0 0 0 19 1 2 6 46
Regional Output Convergence in Mexico 0 0 1 47 1 2 10 145
Regresión espuria en especificaciones dinámicas 0 0 0 36 2 3 3 258
Remittances at record highs in Latin America: Time to revisit the Dutch disease 0 0 4 32 2 2 10 64
Revenue Elasticity of the Main federal Taxes in Mexico 1 1 1 76 1 1 5 210
Saturation levels of mobile telecommunications markets and optimal termination rates 0 0 1 4 1 1 4 26
Spurious Forecasts? 0 0 0 0 1 1 1 42
Spurious Regression 0 0 2 10 0 3 8 56
Spurious Regression Under Broken‐Trend Stationarity 0 0 0 35 0 0 3 169
Spurious Regression and Trending Variables* 0 0 0 65 0 1 4 248
Spurious multivariate regressions under fractionally integrated processes 0 0 0 1 1 1 1 5
Spurious regression and lurking variables 0 0 1 12 1 1 2 82
Testing for a Deterministic Trend When There is Evidence of Unit Root 0 0 0 44 1 3 5 173
Testing for an irrelevant regressor in a simple cointegration analysis 0 0 0 21 2 4 5 115
The Effect of Financial Policies Implemented during COVID-19 on Bank Credit in the Central American Region 2 2 2 4 3 4 4 14
The Failure of Orthogonality under Nonstationarity: Should We Care About It? 0 0 0 0 2 3 4 7
The PPP hypothesis and structural breaks: the case of Mexico 0 0 0 17 2 3 10 102
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 0 21 3 4 7 84
The VIX, the Variance Premium, and Expected Returns 0 0 0 8 2 3 5 37
The effect of structural breaks on the Engle-Granger test for cointegration 0 1 1 78 1 7 9 298
The real exchange rate, regime changes and volatility shifts 0 0 0 7 0 3 6 72
Varianza condicional de medias móviles no-lineales 0 0 0 24 2 2 2 107
Why does the peso-dollar exchange rate show a depreciation trend? The role of productivity differentials 0 0 0 9 0 0 5 95
Total Journal Articles 4 8 57 1,375 61 123 325 6,417


Statistics updated 2025-12-06