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 2 72 1 1 7 137
A Simple Test for Spurious Regressions 0 1 2 168 1 6 34 703
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 5 230 0 0 7 654
Appendix for the PPP hypothesis and structural breaks: the case of Mexico 0 0 0 24 0 1 3 60
Changes in persistence, spurious regressions and the Fisher hypothesis 0 0 5 161 0 0 11 167
Income Convergence: The Dickey-Fuller Test under the Simultaneous Presence of Stochastic and Deterministic Trends 0 0 2 139 1 1 9 385
Income convergence: the Dickey-Fuller test under the simultaneous presence of stochastic and deterministic trends 0 0 1 13 0 0 3 36
Inflation and Breaks: the validity of the Dickey-Fuller test 0 0 0 10 0 0 6 43
Inflation and breaks: the validity of the Dickey-Fuller test 0 0 0 122 0 1 2 339
Is the real effective exchange rate biased against the PPP hypothesis? 0 0 2 70 0 1 3 121
Non Linear Moving-Average Conditional Heteroskedasticity 0 1 2 108 0 2 10 486
Polynomial Regressions and Nonsense Inference 0 0 1 53 1 3 6 58
Spurious Cointegration: The Engle-Granger Test in the Presence of Structural Breaks 0 0 3 585 0 2 6 1,961
Spurious Instrumental Variables 0 0 0 5 0 0 1 28
Spurious Instrumental Variables 0 0 0 1 1 1 7 21
Spurious Instrumental Variables 0 0 0 59 0 0 1 189
Spurious Long-Horizon Regression in Econometrics 0 0 1 55 1 2 5 199
Spurious Regression 0 0 0 14 0 0 6 66
Spurious Regression and Econometric Trends 0 0 4 50 1 1 6 191
Spurious Regression and Trending Variables 0 0 0 176 0 0 7 771
Spurious Regression and Trending Variables 0 0 0 9 0 0 2 55
Spurious regression and econometric trends 0 0 0 0 1 6 25 378
Spurious regression under broken trend stationarity 0 1 1 2 0 1 13 37
Spurious regression under broken trend stationarity 0 0 0 70 0 0 3 232
Spurious regression under broken trend stationarity 0 0 0 333 0 0 2 1,333
Spurious regression under deterministic and stochastic trends 0 0 1 278 0 2 13 1,088
Spurious regression under deterministic and stochastic trends 0 0 0 3 0 0 3 43
Testing for a Deterministic Trend when there is Evidence of Unit-Root 0 0 1 300 0 1 4 1,025
Testing for a Deterministic Trend when there is Evidence of Unit-Root 0 0 1 14 1 2 8 39
The Real Exchange Rate, Regime Changes and Volatility Shifts 1 1 9 41 1 3 20 128
Trade Liberalization and Regional Income Convergence in Mexico: a Time-Series Analysis 0 1 3 197 0 1 6 436
Trade liberalization and regional income convergence in Mexico: a time-series analysis 1 1 3 12 1 1 8 47
Unbalanced Regressions and the Predictive Equation 1 2 4 40 2 5 18 87
Non Linear Moving-Average Conditional Heteroskedasticity 1 1 1 2 1 1 1 26
Total Working Papers 4 9 54 3,416 14 45 266 11,569


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 5 19 0 1 10 122
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 0 4 143
A comment on ‘resolving spurious regressions and serially correlated errors’ 0 0 0 1 1 1 7 16
Bilateral Relationship between Consumption and GDP in Mexico and the USA: A Comment 0 0 9 146 0 1 15 582
Broken mean stationarity and the validity of the Dickey-Fuller test: the case of controlled inflation 0 0 0 0 0 1 1 7
Changes in persistence, spurious regressions and the Fisher hypothesis 0 0 6 12 1 1 18 26
Elasticidad ingreso de los impuestos federales en México. Efectos en la recaudación federal participable 0 1 3 4 0 2 11 615
Energy-growth long-term relationship under structural breaks. Evidence from Canada, 17 Latin American economies and the USA 0 0 3 20 2 4 24 61
Granger Causality and Unit Roots 0 0 1 4 0 0 5 15
Granger-Causality in the presence of structural breaks 0 5 18 160 4 17 50 397
Is The Real Effective Exchange Rate Biased Against the PPP Hypothesis? 0 0 8 39 2 4 29 133
Liberación comercial y convergencia regional del ingreso en México 1 2 2 2 1 2 4 284
Long-run monetary neutrality under stochastic and deterministic trends 0 0 2 13 1 1 7 34
Long-run relationship with shifts between Mexican current account revenues and expenditures 0 0 2 21 1 1 8 73
On the persistence of prices in Mexico: a fractional integration approach 0 0 1 1 0 0 11 11
Paradoja Feldstein-Horioka: el caso de México (1950-2007) 0 0 3 64 1 1 8 162
Per Capita Output Convergence: The Dickey-Fuller Test Under the Simultaneous Presence of Stochastic and Deterministic Trends 0 0 2 4 0 1 4 13
Polynomial Regressions and Nonsense Inference 0 0 1 12 0 1 6 55
Regional Output Convergence in Mexico 0 0 0 43 0 0 4 105
Regresión espuria en especificaciones dinámicas 0 0 1 31 1 1 5 206
Revenue Elasticity of the Main federal Taxes in Mexico 0 0 1 63 0 0 4 173
Spurious Forecasts? 0 0 0 0 0 0 2 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 3 8 222
Spurious regression and lurking variables 0 0 1 8 0 1 4 54
Testing for a Deterministic Trend When There is Evidence of Unit Root 0 0 0 41 0 1 2 142
Testing for an irrelevant regressor in a simple cointegration analysis 0 0 1 21 1 1 3 90
The PPP hypothesis and structural breaks: the case of Mexico 0 0 2 10 1 1 4 54
The effect of structural breaks on the Engle-Granger test for cointegration 0 0 2 54 2 4 14 203
The real exchange rate, regime changes and volatility shifts 0 0 0 6 0 0 16 51
Varianza condicional de medias móviles no-lineales 0 0 1 20 0 1 5 88
Total Journal Articles 1 8 75 930 19 52 295 4,310


Statistics updated 2018-09-04