J. Eduardo Vera-Valdés
J. Eduardo Vera-Valdés
Aalborg University & CREATES
Verified email at cimat.mx - Homepage
Title
Cited by
Cited by
Year
Granger-causality in the presence of structural breaks
D Ventosa-Santaulària, JE Vera-Valdés
Economics Bulletin 3 (61), 1-14, 2008
262008
Long memory, fractional integration, and cross-sectional aggregation
N Haldrup, JEV Valdés
Journal of Econometrics 199 (1), 1-11, 2017
212017
The VIX, the Variance Premium, and Expected Returns
D Osterrieder, D Ventosa-Santaulària, JE Vera-Valdés
Journal of Financial Econometrics, 2018
9*2018
Spurious forecasts?
B Martínez‐Rivera, D Ventosa‐Santaulària, J Eduardo Vera‐Valdés
Journal of Forecasting 31 (3), 245-259, 2012
42012
On long memory origins and forecast horizons
JE Vera‐Valdés
Journal of Forecasting, 2020
32020
A comment on ‘resolving spurious regressions and serially correlated errors’
D Ventosa-Santaulària, JE Vera-Valdés, AI Martínez-Olmos
Empirical Economics 51 (3), 1289-1298, 2016
22016
Real business cycles in emerging economies: the role of international growth and interest rate
F Venegas-Martínez, RO Fernández, JE Vera-Valdés
investigación económica, 125-148, 2012
12012
Long-lasting economic effects of pandemics: Evidence on growth and unemployment
CV Rodríguez-Caballero, JE Vera-Valdés
Econometrics 8 (3), 37, 2020
2020
Spurious multivariate regressions under fractionally integrated processes
D Ventosa-Santaulària, JE Vera-Valdés, K Łasak, R Ramírez-Vargas
Communications in Statistics-Theory and Methods, 1-23, 2020
2020
Nonfractional Long-Range Dependence: Long Memory, Antipersistence, and Aggregation
JE Vera-Valdés
2020
Forecasting Nonfractional Long Memory
JE Vera-Valdés
2020
Essays in Long Memory
JE Vera-Valdés
Institut for Økonomi, Aarhus Universitet, 2016
2016
Simulation Analysis as a Way to Assess the Performance of Important Unit Root and Change in Persistence Tests
JE Vera-Valdés, R Fernández
Simulation in Computational Finance and Economics: Tools and Emerging …, 2013
2013
The system can't perform the operation now. Try again later.
Articles 1–13