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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
Granger-causality in the presence of structural breaks
D Ventosa-Santaulŕria, JE Vera-Valdés
Economics Bulletin 3 (61), 2008
322008
Long memory, fractional integration, and cross-sectional aggregation
N Haldrup, JEV Valdés
Journal of Econometrics 199 (1), 1-11, 2017
312017
Long-lasting economic effects of pandemics: Evidence on growth and unemployment
CV Rodríguez-Caballero, JE Vera-Valdés
Econometrics 8 (3), 37, 2020
252020
The persistence of financial volatility after COVID-19
JE Vera-Valdés
Finance Research Letters 44, 102056, 2022
162022
The VIX, the Variance Premium, and Expected Returns
D Osterrieder, D Ventosa-Santaulŕria, JE Vera-Valdés
Journal of Financial Econometrics, 2018
15*2018
The political risk factors of COVID-19
JE Vera-Valdés
International Review of Applied Economics 35 (2), 269-287, 2021
132021
On long memory origins and forecast horizons
JE Vera‐Valdés
Journal of Forecasting 39 (5), 811-826, 2020
122020
Spurious forecasts?
B Martínez‐Rivera, D Ventosa‐Santaulŕria, J Eduardo Vera‐Valdés
Journal of Forecasting 31 (3), 245-259, 2012
52012
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
Temperature Anomalies, Long Memory, and Aggregation
JE Vera-Valdés
Econometrics 9 (1), 9, 2021
32021
A comment on ‘resolving spurious regressions and serially correlated errors’
D Ventosa-Santaulŕria, JE Vera-Valdés, AI Martínez-Olmos
Empirical Economics 51 (3), 1289-1298, 2016
32016
Spurious multivariate regressions under fractionally integrated processes
D Ventosa-Santaulŕria, JE Vera-Valdés, K Łasak, R Ramírez-Vargas
Communications in Statistics-Theory and Methods 51 (7), 2034-2056, 2022
12022
Nonfractional long-range dependence: long memory, antipersistence, and aggregation
JE Vera-Valdés
Econometrics 9 (4), 39, 2021
12021
Air Pollution and Mobility, What Carries COVID-19?
CV Rodríguez-Caballero, JE Vera-Valdés
Econometrics 9 (4), 37, 2021
1*2021
Air Pollution and Mobility in the Mexico City Metropolitan Area in Times of COVID-19
JE Vera-Valdés, CV Rodríguez-Caballero
Atmósfera, 2021
12021
A Simple and Powerful Skewness Test
D Ventosa-Santaulŕria, JE Vera-Valdés, AS Urbina
2021
Forecasting Nonfractional Long Memory
JE Vera-Valdés
2021
Essays in Long Memory
JE Vera-Valdés
Institut for Řkonomi, 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
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Articles 1–19