Daniel Ventosa-Santaulària

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Affiliations

• Centro de Investigación y Docencia Económicas (CIDE)
  • EDIRC entry
  • location:

Research profile

author of:

• A Simple Test for Spurious Regressions (RePEc:aah:create:2011-15)
  by Antonio E. Noriega & Daniel Ventosa-Santaularia
• Changes in persistence, spurious regressions and the Fisher hypothesis (RePEc:aah:create:2013-11)
  by Robinson Kruse & Daniel Ventosa-Santaulària & Antonio E. Noriega
• Polynomial Regressions and Nonsense Inference (RePEc:aah:create:2013-40)
  by Daniel Ventosa-Santaulària & Carlos Vladimir Rodríguez-Caballero
• Unbalanced Regressions and the Predictive Equation (RePEc:aah:create:2015-09)
  by Daniela Osterrieder & Daniel Ventosa-Santaulària & J. Eduardo Vera-Valdés
• Per Capita Output Convergence : The Dickey-Fuller Test Under the Simultaneous Presence of Stochastic and Deterministic Trends (RePEc:adr:anecst:y:2010:i:99-100:p:429-445)
  by Manuel Gomez-Zaldivar & Daniel Ventosa-Santaularia
• 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 (RePEc:aub:autbar:513.02)
  by Daniel Ventosa
• Spurious Regression and Econometric Trends (RePEc:bdm:wpaper:2006-05)
  by Noriega Antonio E. & Ventosa-Santaulària Daniel
• Spurious Cointegration: The Engle-Granger Test in the Presence of Structural Breaks (RePEc:bdm:wpaper:2006-12)
  by Noriega Antonio E. & Ventosa-Santaulària Daniel
• Spurious Long-Horizon Regression in Econometrics (RePEc:bdm:wpaper:2010-06)
  by Noriega Antonio E. & Ventosa-Santaulària Daniel
• A Simple Test for Spurious Regressions (RePEc:bdm:wpaper:2011-05)
  by Noriega Antonio E. & Ventosa-Santaulària Daniel
• Recessions and potential GDP: The case of Mexico (RePEc:bla:buecrs:v:73:y:2021:i:2:p:179-195)
  by Daniel Ventosa‐Santaulària & Luis G. Hernández‐Román & Alejandro Villagómez Amezcua
• Spurious Regression Under Broken‐Trend Stationarity (RePEc:bla:jtsera:v:27:y:2006:i:5:p:671-684)
  by Antonio E. Noriega & Daniel Ventosa‐Santaulària
• Spurious Regression and Trending Variables (RePEc:bla:obuest:v:69:y:2007:i:3:p:439-444)
  by Antonio E. Noriega & Daniel Ventosa‐Santaulària
• Testing for a Deterministic Trend When There is Evidence of Unit Root (RePEc:bpj:jtsmet:v:2:y:2011:i:2:n:3)
  by Ventosa-Santaulària Daniel & Gómez-Zaldívar Manuel
• Changes in persistence, spurious regressions and the Fisher hypothesis (RePEc:bpj:sndecm:v:21:y:2017:i:3:p:28:n:1)
  by Kruse Robinson & Ventosa-Santaulària Daniel & Noriega Antonio E.
• Bilateral Relationship between Consumption and GDP in Mexico and the USA: A Comment (RePEc:eaa:aeinde:v:9:y:2009:i:1_6)
  by Gomez Zaldivar, M. & Ventosa-Santaularia, D.
• Granger-Causality in the presence of structural breaks (RePEc:ebl:ecbull:eb-08c20013)
  by Daniel Ventosa-Santaulària & José Eduardo Vera-Valdés
• Testing for an irrelevant regressor in a simple cointegration analysis (RePEc:ebl:ecbull:eb-09-00715)
  by Daniel Ventosa-santaulària
• Long-run relationship with shifts between Mexican current account revenues and expenditures (RePEc:ebl:ecbull:eb-13-00376)
  by Daniel Ventosa-santaulària & Manuel Gómez-zaldívar & Lizet A Pérez
• Is The Real Effective Exchange Rate Biased Against the PPP Hypothesis? (RePEc:ebl:ecbull:eb-13-00483)
  by Frederick H Wallace & Daniel Ventosa-santaulària & Manuel Gómez-zaldívar
• Remittances at record highs in Latin America: Time to revisit the Dutch disease (RePEc:ebl:ecbull:eb-21-00615)
  by Arnoldo López-Marmolejo & Carlos Vladimir Rodríguez-Caballero & Daniel Ventosa-Santaulà ria
• Long-run monetary neutrality under stochastic and deterministic trends (RePEc:eee:ecmode:v:47:y:2015:i:c:p:372-382)
  by Ventosa-Santaulària, Daniel & Noriega, Antonio E.
• Why does the peso-dollar exchange rate show a depreciation trend? The role of productivity differentials (RePEc:eee:ecmode:v:80:y:2019:i:c:p:158-170)
  by López-Marmolejo, Arnoldo & Ventosa-Santaulària, Daniel
• A comment on ‘Is the spurious regression problem spurious?’ (RePEc:eee:ecolet:v:115:y:2012:i:2:p:229-231)
  by Martínez-Rivera, Berenice & Ventosa-Santaulària, Daniel
• Global supply chain inflationary pressures and monetary policy in Mexico (RePEc:eee:ememar:v:58:y:2024:i:c:s1566014123000948)
  by Hernández, Juan R. & Ventosa-Santaulària, Daniel & Valencia, J. Eduardo
• Energy-growth long-term relationship under structural breaks. Evidence from Canada, 17 Latin American economies and the USA (RePEc:eee:eneeco:v:61:y:2017:i:c:p:121-134)
  by Rodríguez-Caballero, Carlos Vladimir & Ventosa-Santaulària, Daniel
• (In)Effective tax enforcement and demand for cash (RePEc:eee:jmacro:v:70:y:2021:i:c:s0164070421000525)
  by Antón, Arturo & Hernández-Trillo, Fausto & Ventosa-Santaulària, Daniel
• Spurious regression and lurking variables (RePEc:eee:stapro:v:81:y:2011:i:12:p:2004-2010)
  by García-Belmonte, Lizeth & Ventosa-Santaulària, Daniel
• Elasticidad ingreso de los impuestos federales en México. Efectos en la recaudación federal participable (RePEc:elt:journl:v:75:y:2008:i:298:p:519-531)
  by Cárdenas, Óscar & Ventosa-Santaulària, Daniel & Gómez, Manuel
• Liberación comercial y convergencia regional del ingreso en México (RePEc:elt:journl:v:76:y:2009:i:301:p:215-235)
  by Gómez, Manuel & Ventosa-Santaulària, Daniel
• The Real Exchange Rate, Regime Changes and Volatility Shifts (RePEc:emc:wpaper:dte551)
  by Daniel Ventosa-Santaularia & Frederick Wallace & Manuel Gomez-Zaldívar
• Paradoja Feldstein-Horioka: el caso de México (1950-2007) (RePEc:emx:esteco:v:26:y:2011:i:2:p:293-313)
  by Víctor-Hugo Alcalá Ríos & Manuel Gómez Zaldívar & Daniel Ventosa-Santaulà ria
• The effect of structural breaks on the Engle-Granger test for cointegration (RePEc:emx:esteco:v:27:y:2012:i:1:p:99-132)
  by Antonio E. Noriega & Daniel Ventosa-Santaularia
• Saturation levels of mobile telecommunications markets and optimal termination rates (RePEc:emx:esteco:v:35:y:2020:i:2:p:331-355)
  by Daniel Ventosa-Santaulà ria & Alexander Elbittar & Pedro Matías & Carlos Aguilar Huerta
• 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 (RePEc:emx:esteco:v:38:y:2023:i:2:p:183-224)
  by David Strauss & Daniel Ventosa-Santaularia
• Varianza condicional de medias móviles no-lineales (RePEc:ere:journl:v:xxvii:y:2008:i:2:p:29-48)
  by Daniel Ventosa-Santaulària & Alfonso Mendoza Velázquez & Manuel Gómez-Zaldívar
• Regresión espuria en especificaciones dinámicas (RePEc:ere:journl:v:xxviii:y:2009:i:1:p:1-20)
  by Manuel Gómez Zaldivar & Oscar Manjarrez Castro & Daniel Ventosa-Santaulària
• 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 personali (RePEc:ere:journl:v:xxxix:y:2020:i:1:p:1-20)
  by Sonia Di Giannatale. & Daniel Ventosa-Santaulària. & María José Roa. & Alexander Elbittar. & Darío Trujano.
• Polynomial Regressions and Nonsense Inference (RePEc:gam:jecnmx:v:1:y:2013:i:3:p:236-248:d:30523)
  by Daniel Ventosa-Santaulària & Carlos Vladimir Rodríguez-Caballero
• The Effect of Financial Policies Implemented during COVID-19 on Bank Credit in the Central American Region (RePEc:gam:jijfss:v:11:y:2023:i:2:p:68-:d:1148541)
  by Daniel Ventosa-Santaulària & Arnoldo Marmolejo & Luis Alvarado
• Spurious regression under broken trend stationarity (RePEc:gua:wpaper:em200501)
  by Antonio E. Noriega & Daniel Ventosa-Santaularia
• Non Linear Moving-Average Conditional Heteroskedasticity (RePEc:gua:wpaper:em200502)
  by Daniel Ventosa-Santaularia & Alfonso Mendoza
• Spurious regression under deterministic and stochastic trends (RePEc:gua:wpaper:em200503)
  by Antonio E. Noriega & Daniel Ventosa-Santaularia
• Inflation and breaks: the validity of the Dickey-Fuller test (RePEc:gua:wpaper:em200601)
  by Manuel Gomez & Daniel Ventosa-Santaularia
• Spurious Regression and Trending Variables (RePEc:gua:wpaper:em200701)
  by Antonio E. Noriega & Daniel Ventosa-Santaularia
• Trade Liberalization and Regional Income Convergence in Mexico: a Time-Series Analysis (RePEc:gua:wpaper:em200702)
  by Manuel Gomez & Daniel Ventosa-Santaularia
• Income Convergence: The Dickey-Fuller Test under the Simultaneous Presence of Stochastic and Deterministic Trends (RePEc:gua:wpaper:em200703)
  by Manuel Gomez & Daniel Ventosa-Santaularia
• Spurious Instrumental Variables (RePEc:gua:wpaper:em200704)
  by Daniel Ventosa-Santaularia
• Testing for a Deterministic Trend when there is Evidence of Unit-Root (RePEc:gua:wpaper:em200801)
  by Manuel Gomez & Daniel Ventosa-Santaularia
• The Failure of Orthogonality under Nonstationarity: Should We Care About It? (RePEc:hin:jnljps:329870)
  by Jose A. Campillo-García & Daniel Ventosa-Santaulària
• Spurious Regression (RePEc:hin:jnljps:802975)
  by D. Ventosa-Santaulària
• Why Does the Peso-Dollar Exchange Rate Show a Depreciation Trend?: The Role of Productivity Differentials (RePEc:idb:brikps:9207)
  by López, Arnoldo & Ventosa-Santaulària, Daniel
• Revenue Elasticity of the Main federal Taxes in Mexico (RePEc:ioe:cuadec:v:48:y:2011:i:1:p:89-111)
  by Felipe J. Fonseca & Daniel Ventosa-Santaulària
• Regional Output Convergence in Mexico (RePEc:ioe:cuadec:v:49:y:2012:i:2:p:217-236)
  by Manuel Gómez-Zaldívar & Daniel Ventosa-Santaulária
• The VIX, the Variance Premium, and Expected Returns (RePEc:oup:jfinec:v:17:y:2019:i:4:p:517-558.)
  by Daniela Osterrieder & Daniel Ventosa-Santaulària & J Eduardo Vera-Valdés
• Long-Memory and the Sea Level-Temperature Relationship: A Fractional Cointegration Approach (RePEc:plo:pone00:0113439)
  by Daniel Ventosa-Santaulària & David R Heres & L Catalina Martínez-Hernández
• Appendix for the PPP hypothesis and structural breaks: the case of Mexico (RePEc:pra:mprapa:41055)
  by Gómez-Zaldívar, Manuel & Ventosa-Santaulària, Daniel & Wallace, Frederick
• Is the real effective exchange rate biased against the PPP hypothesis? (RePEc:pra:mprapa:42488)
  by Ventosa-Santaulària, Daniel & Wallace, Frederick & Gómez-Zaldívar, Manuel
• Spurious regression under broken trend stationarity (RePEc:pra:mprapa:58768)
  by Noriega, Antonio E. & Ventosa Santaulària, Daniel
• Non Linear Moving-Average Conditional Heteroskedasticity (RePEc:pra:mprapa:58769)
  by Ventosa-Santaulària, Daniel & Mendoza V., Alfonso
• Spurious regression under deterministic and stochastic trends (RePEc:pra:mprapa:58772)
  by Noriega, Antonio E. & Ventosa-Santaulària, Daniel
• Inflation and Breaks: the validity of the Dickey-Fuller test (RePEc:pra:mprapa:58773)
  by Ventosa-Santaularària, Daniel & Gómez, Manuel
• Spurious Regression and Trending Variables (RePEc:pra:mprapa:58775)
  by Noriega, Antonio E. & Ventosa-Santaulària, Daniel
• Trade liberalization and regional income convergence in Mexico: a time-series analysis (RePEc:pra:mprapa:58777)
  by Gómez, Manuel & Ventosa-Santaulària, Daniel
• Income convergence: the Dickey-Fuller test under the simultaneous presence of stochastic and deterministic trends (RePEc:pra:mprapa:58778)
  by Gómez, Manuel & Ventosa-Santaulària, Daniel
• Spurious Instrumental Variables (RePEc:pra:mprapa:58779)
  by Ventosa-Santaulària, Daniel
• Testing for a Deterministic Trend when there is Evidence of Unit-Root (RePEc:pra:mprapa:58780)
  by Gómez, Manuel & Ventosa-Santaulària, Daniel
• Spurious Instrumental Variables (RePEc:pra:mprapa:59005)
  by Ventosa-Santaulària, Daniel
• Spurious Regression (RePEc:pra:mprapa:59008)
  by Ventosa-Santaulària, Daniel
• Broken mean stationarity and the validity of the Dickey-Fuller test: the case of controlled inflation (RePEc:sbe:breart:v:29:y:2009:i:1:a:2693)
  by Ventosa-Santaulária, Daniel & Gómez-Zaldívar, Manuel
• Spurious regression under broken trend stationarity (RePEc:sce:scecf5:186)
  by Daniel Ventosa-Santaularia & Antonio E. Noriega
• Spurious regression and econometric trends (RePEc:sce:scecfa:151)
  by Antonio E. Noriega & School of Economics, University of Guanajuato & Daniel Ventosa-Santaulà ria & School of Economics, University of Guanajuato
• The PPP hypothesis and structural breaks: the case of Mexico (RePEc:spr:empeco:v:45:y:2013:i:3:p:1351-1359)
  by Manuel Gómez-Zaldívar & Daniel Ventosa-Santaulària & Frederick Wallace
• A comment on ‘resolving spurious regressions and serially correlated errors’ (RePEc:spr:empeco:v:51:y:2016:i:3:d:10.1007_s00181-015-1035-7)
  by Daniel Ventosa-Santaulària & J. Eduardo Vera-Valdés & Alejandra I. Martínez-Olmos
• Mexico’s inter-regional inequality: a convergent process? (RePEc:spr:empeco:v:56:y:2019:i:5:d:10.1007_s00181-017-1401-8)
  by Alfonso Mendoza-Velázquez & Daniel Ventosa-Santaulària & Vicente Germán-Soto
• Inverse Balassa–Samuelson effect in Mexico: the role of the oil sector (RePEc:spr:empeco:v:65:y:2023:i:5:d:10.1007_s00181-023-02427-5)
  by Arnoldo López-Marmolejo & Daniel Ventosa-Santaulària & Gerardo Sebastián Diaz Muro
• Granger Causality and Unit Roots (RePEc:spt:stecon:v:3:y:2014:i:1:f:3_1_7)
  by Carlos Vladimir Rodriguez-Caballero & Daniel Ventosa-Santaularia
• A comment on ‘Testing the validity of quasi-PPP hypothesis: evidence from a recent panel unit-root test with structural breaks’ (RePEc:taf:apeclt:v:20:y:2013:i:2:p:111-113)
  by D. Ventosa-Santaulària & M. Gómez-Zald�var
• The real exchange rate, regime changes and volatility shifts (RePEc:taf:applec:v:47:y:2015:i:24:p:2445-2454)
  by D. Ventosa-Santaul a & M. G -Zald & F. H. Wallace
• On the persistence of prices in Mexico: a fractional integration approach (RePEc:taf:applec:v:49:y:2017:i:60:p:6014-6023)
  by Daniel Ventosa-Santaulària & Manuel Gómez-Zaldívar & Pedro Chávez
• A simple solution for spurious regressions (RePEc:taf:lstaxx:v:45:y:2016:i:19:p:5561-5583)
  by Daniel Ventosa-Santaulària & Antonio E. Noriega
• Spurious multivariate regressions under fractionally integrated processes (RePEc:taf:lstaxx:v:51:y:2022:i:7:p:2034-2056)
  by Daniel Ventosa-Santaulària & J. Eduardo Vera-Valdés & Katarzyna Łasak & Ricardo Ramírez-Vargas
• Spurious Forecasts? (RePEc:wly:jforec:v:31:y:2012:i:3:p:245-259)
  by Berenice Martínez‐Rivera & Daniel Ventosa‐Santaulària & J. Eduardo Vera‐Valdés
• Public investment and economic activity in Mexico, 1925-1981 (RePEc:zbw:ifwedp:201921)
  by Fonseca, Felipe & Gómez-Zaldívar, Manuel & Ventosa-Santaulària, Daniel
• Public investment and economic activity in Mexico, 1925-1981 (RePEc:zbw:ifweej:20206)
  by de Jesús Fonseca, Felipe & Gómez-Zaldívar, Manuel & Ventosa-Santaulària, Daniel