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Daniel Ventosa-Santaulària

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This is information that was supplied by Daniel Ventosa-Santaulària in registering through RePEc. If you are Daniel Ventosa-Santaulària , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Daniel
Middle Name:
Last Name: Ventosa-Santaulària
Suffix:

RePEc Short-ID: pve35

Email:
Homepage: http://www.ventosa-santaularia.com
Postal Address:
Phone:

Affiliation

Centro de Investigación y Docencia Económicas (CIDE)
Location: México, Mexico
Homepage: http://www.cide.edu/
Email:
Phone: 01 800 021 2433
Fax:
Postal: Carretera México Toluca 3655 Lomas Sta. Fe, México D.F.
Handle: RePEc:edi:cideemx (more details at EDIRC)

Works

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Working papers

  1. Daniel Ventosa-Santaulària & Carlos Vladimir Rodríguez-Caballero, 2013. "Polynomial Regressions and Nonsense Inference," CREATES Research Papers 2013-40, School of Economics and Management, University of Aarhus.
  2. Daniel Ventosa-Santaularia & Frederick Wallace & Manuel Gomez-Zaldívar, 2013. "The Real Exchange Rate, Regime Changes and Volatility Shifts," Working papers DTE 551, CIDE, División de Economía.
  3. Robinson Kruse & Daniel Ventosa-Santaulària & Antonio E. Noriega, 2013. "Changes in persistence, spurious regressions and the Fisher hypothesis," CREATES Research Papers 2013-11, School of Economics and Management, University of Aarhus.
  4. Ventosa-Santaulària, Daniel & Wallace, Frederick & Gómez-Zaldívar, Manuel, 2012. "Is the real effective exchange rate biased against the PPP hypothesis?," MPRA Paper 42488, University Library of Munich, Germany.
  5. Gómez-Zaldívar, Manuel & Ventosa-Santaulària, Daniel & Wallace, Frederick, 2012. "Appendix for the PPP hypothesis and structural breaks: the case of Mexico," MPRA Paper 41055, University Library of Munich, Germany.
  6. Antonio E. Noriega & Daniel Ventosa-Santaularia, 2011. "A Simple Test for Spurious Regressions," CREATES Research Papers 2011-15, School of Economics and Management, University of Aarhus.
  7. Antonio E. Noriega & Daniel Ventosa-Santaulària, 2010. "Spurious Long-Horizon Regression in Econometrics," Working Papers 2010-06, Banco de México.
  8. Antonio E. Noriega & Daniel Ventosa-Santaulària, 2006. "Spurious Cointegration: The Engle-Granger Test in the Presence of Structural Breaks," Working Papers 2006-12, Banco de México.
  9. Antonio E. Noriega & School of Economics, University of Guanajuato & Daniel Ventosa-Santaulà ria & School of Economics, University of Guanajuato, 2006. "Spurious regression and econometric trends," Computing in Economics and Finance 2006 151, Society for Computational Economics.
  10. Daniel Ventosa-Santaularia & Antonio E. Noriega, 2005. "Spurious regression under broken trend stationarity," Computing in Economics and Finance 2005 186, Society for Computational Economics.

    RePEc:gua:wpaper:em200601 is not listed on IDEAS
    RePEc:gua:wpaper:em200501 is not listed on IDEAS
    RePEc:gua:wpaper:em200702 is not listed on IDEAS
    RePEc:gua:wpaper:em200801 is not listed on IDEAS
    RePEc:gua:wpaper:em200703 is not listed on IDEAS
    RePEc:gua:wpaper:em200502 is not listed on IDEAS
    RePEc:gua:wpaper:em200503 is not listed on IDEAS
  11. Daniel Ventosa, . "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 Exchang," UFAE and IAE Working Papers 513.02, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
    RePEc:gua:wpaper:em200701 is not listed on IDEAS
    RePEc:gua:wpaper:em200704 is not listed on IDEAS

Articles

  1. Frederick H Wallace & Daniel Ventosa-santaulària & Manuel Gómez-zaldívar, 2014. "Is The Real Effective Exchange Rate Biased Against the PPP Hypothesis?," Economics Bulletin, AccessEcon, vol. 34(1), pages 395-399.
  2. D. Ventosa-Santaul�ria & M. G�mez-Zaldívar, 2013. "A comment on ‘Testing the validity of quasi-PPP hypothesis: evidence from a recent panel unit-root test with structural breaks’," Applied Economics Letters, Taylor & Francis Journals, vol. 20(2), pages 111-113, February.
  3. Manuel Gómez-Zaldívar & Daniel Ventosa-Santaulària & Frederick Wallace, 2013. "The PPP hypothesis and structural breaks: the case of Mexico," Empirical Economics, Springer, vol. 45(3), pages 1351-1359, December.
  4. Daniel Ventosa-santaulària & Manuel Gómez-zaldívar & Lizet A Pérez, 2013. "Long-run relationship with shifts between Mexican current account revenues and expenditures," Economics Bulletin, AccessEcon, vol. 33(2), pages 1317-1327.
  5. Daniel Ventosa-Santaulària & Carlos Vladimir Rodríguez-Caballero, 2013. "Polynomial Regressions and Nonsense Inference," Econometrics, MDPI, Open Access Journal, vol. 1(3), pages 236-248, November.
  6. Martínez-Rivera, Berenice & Ventosa-Santaulària, Daniel, 2012. "A comment on ‘Is the spurious regression problem spurious?’," Economics Letters, Elsevier, vol. 115(2), pages 229-231.
  7. Berenice Martínez‐Rivera & Daniel Ventosa‐Santaulària & J. Eduardo Vera‐Valdés, 2012. "Spurious Forecasts?," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 31(3), pages 245-259, 04.
  8. Manuel Gómez-Zaldívar & Daniel Ventosa-Santaulária, 2012. "Regional Output Convergence in Mexico," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 49(2), pages 217-236, November.
  9. Antonio E. Noriega & Daniel Ventosa-Santaularia, 2012. "The effect of structural breaks on the Engle-Granger test for cointegration," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, vol. 27(1), pages 99-132.
  10. Felipe J. Fonseca & Daniel Ventosa-Santaulària, 2011. "Revenue Elasticity of the Main federal Taxes in Mexico," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 48(1), pages 89-111.
  11. Ventosa-Santaulària Daniel & Gómez-Zaldívar Manuel, 2011. "Testing for a Deterministic Trend When There is Evidence of Unit Root," Journal of Time Series Econometrics, De Gruyter, vol. 2(2), pages 1-26, January.
  12. García-Belmonte, Lizeth & Ventosa-Santaulària, Daniel, 2011. "Spurious regression and lurking variables," Statistics & Probability Letters, Elsevier, vol. 81(12), pages 2004-2010.
  13. Víctor-Hugo Alcalá Ríos & Manuel Gómez Zaldívar & Daniel Ventosa-Santaulària, 2011. "Paradoja Feldstein-Horioka: el caso de México (1950-2007)," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, vol. 26(2), pages 293-313.
  14. Daniel Ventosa-santaulària, 2010. "Testing for an irrelevant regressor in a simple cointegration analysis," Economics Bulletin, AccessEcon, vol. 30(2), pages 1333-1345.
  15. Manuel GOMEZ-ZALDIVAR & Daniel VENTOSA-SANTAULARIA, 2010. "Per Capita Output Convergence : The Dickey-Fuller Test Under the Simultaneous Presence of Stochastic and Deterministic Trends," Annales d'Economie et de Statistique, ENSAE, issue 99-100, pages 429-445.
  16. Gómez, Manuel & Ventosa-Santaulària, Daniel, 2009. "Liberación comercial y convergencia regional del ingreso en México," El Trimestre Económico, Fondo de Cultura Económica, vol. 0(301), pages 215-235, enero-mar.
  17. Gomez Zaldivar, M. & Ventosa-Santaularia, D., 2009. "Bilateral Relationship between Consumption and GDP in Mexico and the USA: A Comment," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 9(1).
  18. Manuel Gómez Zaldivar & Oscar Manjarrez Castro & Daniel Ventosa-Santaulària, 2009. "Regresión espuria en especificaciones dinámicas," Ensayos Revista de Economia, Universidad Autonoma de Nuevo Leon, Facultad de Economia, vol. 0(1), pages 1-20, May.
  19. Daniel Ventosa-Santaulària & Alfonso Mendoza Velázquez & Manuel Gómez-Zaldívar, 2008. "Varianza condicional de medias móviles no-lineales," Ensayos Revista de Economia, Universidad Autonoma de Nuevo Leon, Facultad de Economia, vol. 0(2), pages 29-48, November.
  20. Daniel Ventosa-Santaulària & José Eduardo Vera-Valdés, 2008. "Granger-Causality in the presence of structural breaks," Economics Bulletin, AccessEcon, vol. 3(61), pages 1-14.
  21. Cárdenas, Óscar & Ventosa-Santaulària, Daniel & Gómez, Manuel, 2008. "Elasticidad ingreso de los impuestos federales en México. Efectos en la recaudación federal participable," El Trimestre Económico, Fondo de Cultura Económica, vol. 0(298), pages 519-531, abril-jun.
  22. Antonio E. Noriega & Daniel Ventosa-Santaulària, 2007. "Spurious Regression and Trending Variables," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 69(3), pages 439-444, 06.
  23. Antonio E. Noriega & Daniel Ventosa-Santaulària, 2006. "Spurious Regression Under Broken-Trend Stationarity," Journal of Time Series Analysis, Wiley Blackwell, vol. 27(5), pages 671-684, 09.

NEP Fields

15 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (11) 2002-06-18 2005-03-06 2005-11-19 2006-07-02 2007-03-31 2007-05-26 2007-06-30 2008-01-19 2011-06-25 2013-04-20 2013-11-22. Author is listed
  2. NEP-ETS: Econometric Time Series (11) 2002-06-18 2005-03-06 2005-11-19 2007-03-31 2007-05-26 2007-06-30 2008-01-19 2011-06-25 2011-09-16 2013-04-20 2013-11-22. Author is listed
  3. NEP-GEO: Economic Geography (1) 2007-03-31
  4. NEP-IFN: International Finance (1) 2002-06-18
  5. NEP-INT: International Trade (1) 2007-03-31
  6. NEP-MAC: Macroeconomics (2) 2006-07-02 2008-01-19
  7. NEP-MON: Monetary Economics (1) 2012-11-17
  8. NEP-OPM: Open Economy Macroeconomics (2) 2012-09-09 2012-11-17

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