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Testing for a deterministic trend when there is evidence of unit root

Ventosa-Santaulària, Daniel; Gómez-Zaldívar, Manuel - In: Journal of time series econometrics 2 (2010) 2, pp. 1-24

Persistent link: https://www.econbiz.de/10009623315

On the persistence of prices in Mexico : a fractional integration approach

Ventosa-Santaulària, Daniel; Gómez-Zaldívar, Manuel; … - In: Applied economics 49 (2017) 60, pp. 6014-6023

Persistent link: https://www.econbiz.de/10011845899

Polynomial regressions and nonsense inference

Ventosa-Santaulària, Daniel; Rodríguez-Caballero, … - In: Econometrics : open access journal 1 (2013) 3, pp. 236-248

Polynomial specifications are widely used, not only in applied economics, but also in epidemiology, physics, political analysis and psychology, just to mention a few examples. In many cases, the data employed to estimate such specifications are time series that may exhibit stochastic...

Persistent link: https://www.econbiz.de/10010236711

Long-run monetary neutrality under stochastic and deterministic trends

Ventosa-Santaulària, Daniel; Noriega-Muro, Antonio E. - In: Economic modelling 47 (2015), pp. 372-382

Persistent link: https://www.econbiz.de/10011439455

A comment on "resolving spurious regressions and serially correlated errors"

Ventosa-Santaulària, Daniel; Vera-Valdés, J. Eduardo; … - In: Empirical economics : a journal of the Institute for … 51 (2016) 3, pp. 1289-1298

Persistent link: https://www.econbiz.de/10011554480

(In)effective tax enforcement and demand for cash

Antón Sarabia, Arturo; Hernández Trillo, Fausto; … - In: Journal of macroeconomics 70 (2021), pp. 1-21

Persistent link: https://www.econbiz.de/10013274656

Mexico's inter-regional inequality : a convergent process?

Mendoza Velázquez, Alfonso; Ventosa-Santaulària, Daniel; … - In: Empirical economics : a journal of the Institute for … 56 (2019) 5, pp. 1683-1705

Persistent link: https://www.econbiz.de/10012052217

The VIX, the variance premium, and expected returns

Osterrieder, Daniela; Ventosa-Santaulària, Daniel; … - In: Journal of financial econometrics 17 (2019) 4, pp. 517-558

Persistent link: https://www.econbiz.de/10012149836

Why does the peso-dollar exchange rate show a depreciation trend? : the role of productivity differentials

López-Marmolejo, Arnoldo; Ventosa-Santaulària, Daniel - In: Economic modelling 80 (2019), pp. 158-170

Persistent link: https://www.econbiz.de/10012200506

Energy-growth long-term relationship under structural breaks : evidence from Canada, 17 Latin American economies and the USA

Rodríguez-Caballero, Carlos Vladimir; … - In: Energy economics 61 (2017), pp. 121-134

Persistent link: https://www.econbiz.de/10011737686