| Long-lasting economic effects of pandemics: Evidence on growth and unemployment CV Rodríguez-Caballero, JE Vera-Valdés Econometrics 8 (3), 37, 2020 | 40 | 2020 |
| Long memory, fractional integration, and cross-sectional aggregation N Haldrup, JEV Valdés Journal of Econometrics 199 (1), 1-11, 2017 | 39 | 2017 |
| Granger-causality in the presence of structural breaks D Ventosa-Santaulària, JE Vera-Valdés Economics Bulletin 3 (61), 2008 | 37 | 2008 |
| The persistence of financial volatility after COVID-19 JE Vera-Valdés Finance Research Letters 44, 102056, 2022 | 32 | 2022 |
| The political risk factors of COVID-19 JE Vera-Valdés The Political Economy of Covid-19, 161-179, 2022 | 24 | 2022 |
| The VIX, the Variance Premium, and Expected Returns D Osterrieder, D Ventosa-Santaulària, JE Vera-Valdés Journal of Financial Econometrics, 2018 | 18* | 2018 |
| On long memory origins and forecast horizons JE Vera‐Valdés Journal of Forecasting 39 (5), 811-826, 2020 | 15 | 2020 |
| Temperature anomalies, long memory, and aggregation JE Vera-Valdés Econometrics 9 (1), 9, 2021 | 10 | 2021 |
| Nonfractional long-range dependence: long memory, antipersistence, and aggregation JE Vera-Valdés Econometrics 9 (4), 39, 2021 | 8 | 2021 |
| Spurious forecasts? B Martínez‐Rivera, D Ventosa‐Santaulària, J Eduardo Vera‐Valdés Journal of Forecasting 31 (3), 245-259, 2012 | 6 | 2012 |
| Real business cycles in emerging economies: the role of international growth and interest rate F Venegas-Martínez, RO Fernández, JE Vera-Valdés Investigación económica 71 (279), 125-148, 2012 | 4* | 2012 |
| Increasing the accuracy of low-resolution commercial smart heat meter data and analysing its error M Schaffer, D Leiria, JE Vera-Valdés, A Marszal-Pomianowska EC3 Conference 2023 4, 0-0, 2023 | 3 | 2023 |
| A comment on ‘resolving spurious regressions and serially correlated errors’ D Ventosa-Santaulària, JE Vera-Valdés, AI Martínez-Olmos Empirical Economics 51, 1289-1298, 2016 | 3 | 2016 |
| Spurious multivariate regressions under fractionally integrated processes D Ventosa-Santaulària, JE Vera-Valdés, K Łasak, R Ramírez-Vargas Communications in Statistics-Theory and Methods 51 (7), 2034-2056, 2022 | 2 | 2022 |
| Air pollution and mobility, what carries COVID-19? CV Rodríguez-Caballero, JE Vera-Valdés Econometrics 9 (4), 37, 2021 | 2* | 2021 |
| Disaggregation of total energy use into space heating and domestic hot water: A city-scale suited approach M Schaffer, J Widén, JE Vera-Valdés, A Marszal-Pomianowska, ... Energy 291, 130351, 2024 | 1 | 2024 |
| Exploring smart heat meter data: A co-clustering driven approach to analyse the energy use of single-family houses M Schaffer, JE Vera-Valdés, A Marszal-Pomianowska | 1 | 2023 |
| Air pollution and mobility in the Mexico City Metropolitan Area in times of COVID-19 JE Vera-Valdés, CV Rodríguez-Caballero Atmósfera 36 (2), 343-354, 2023 | 1 | 2023 |
| LongMemory. jl: Generating, Estimating, and Forecasting Long Memory Models in Julia JE Vera-Valdés arXiv preprint arXiv:2401.14077, 2024 | | 2024 |
| Effects of the Paris Agreement and the COVID-19 Pandemic on Volatility Persistence of Stocks Associated with the Climate Crisis: A Multiverse Analysis JE Vera-Valdés, OMT Kvist | | 2023 |
Daniel Ventosa-SantaulàriaProfesor de Econometría, CIDEVerified email at cide.edu
