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J. Eduardo Vera-Valdés
J. Eduardo Vera-Valdés
Verified email at math.aau.dk - Homepage
Title
Cited by
Cited by
Year
Long memory, fractional integration, and cross-sectional aggregation
N Haldrup, JEV Valdés
Journal of Econometrics 199 (1), 1-11, 2017
422017
Granger-causality in the presence of structural breaks
D Ventosa-Santaulària, JE Vera-Valdés
Economics Bulletin 3 (61), 2008
412008
Long-lasting economic effects of pandemics: Evidence on growth and unemployment
CV Rodríguez-Caballero, JE Vera-Valdés
Econometrics 8 (3), 37, 2020
402020
The persistence of financial volatility after COVID-19
JE Vera-Valdés
Finance Research Letters 44, 102056, 2022
352022
The political risk factors of COVID-19
JE Vera-Valdés
The Political Economy of Covid-19, 161-179, 2022
252022
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
152020
Temperature anomalies, long memory, and aggregation
JE Vera-Valdés
Econometrics 9 (1), 9, 2021
122021
Nonfractional long-range dependence: Long memory, antipersistence, and aggregation
JE Vera-Valdés
Econometrics 9 (4), 39, 2021
82021
Spurious forecasts?
B Martínez‐Rivera, D Ventosa‐Santaulària, J Eduardo Vera‐Valdés
Journal of Forecasting 31 (3), 245-259, 2012
62012
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
42023
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
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
32022
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
32016
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
22024
Air pollution and mobility, what carries COVID-19?
CV Rodríguez-Caballero, JE Vera-Valdés
Econometrics 9 (4), 37, 2021
2*2021
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
12023
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
12023
The Effect of CEO Public Behaviour on the Company's Valuation: The Case of Tesla and Elon Musk
O Kvist, JE Vera-Valdés
Available at SSRN 4734037, 2024
2024
LongMemory. jl: Generating, Estimating, and Forecasting Long Memory Models in Julia
JE Vera-Valdés
arXiv preprint arXiv:2401.14077, 2024
2024
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