| Granger-causality in the presence of structural breaks D Ventosa-Santaulŕria, JE Vera-Valdés Economics Bulletin 3 (61), 2008 | 35 | 2008 |
| Long memory, fractional integration, and cross-sectional aggregation N Haldrup, JEV Valdés Journal of Econometrics 199 (1), 1-11, 2017 | 33 | 2017 |
| Long-lasting economic effects of pandemics: Evidence on growth and unemployment CV Rodríguez-Caballero, JE Vera-Valdés Econometrics 8 (3), 37, 2020 | 32 | 2020 |
| The persistence of financial volatility after COVID-19 JE Vera-Valdés Finance Research Letters 44, 102056, 2022 | 22 | 2022 |
| The political risk factors of COVID-19 JE Vera-Valdés International Review of Applied Economics 35 (2), 269-287, 2021 | 19 | 2021 |
| The VIX, the Variance Premium, and Expected Returns D Osterrieder, D Ventosa-Santaulŕria, JE Vera-Valdés Journal of Financial Econometrics, 2018 | 16* | 2018 |
| On long memory origins and forecast horizons JE Vera‐Valdés Journal of Forecasting 39 (5), 811-826, 2020 | 12 | 2020 |
| Spurious forecasts? B Martínez‐Rivera, D Ventosa‐Santaulŕria, J Eduardo Vera‐Valdés Journal of Forecasting 31 (3), 245-259, 2012 | 6 | 2012 |
| Temperature anomalies, long memory, and aggregation JE Vera-Valdés Econometrics 9 (1), 9, 2021 | 5 | 2021 |
| 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 |
| A comment on ‘resolving spurious regressions and serially correlated errors’ D Ventosa-Santaulŕria, JE Vera-Valdés, AI Martínez-Olmos Empirical Economics 51, 1289-1298, 2016 | 3 | 2016 |
| Nonfractional long-range dependence: long memory, antipersistence, and aggregation JE Vera-Valdés Econometrics 9 (4), 39, 2021 | 2 | 2021 |
| 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 |
| 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 | 1 | 2022 |
| Air Pollution and Mobility, What Carries COVID-19? CV Rodríguez-Caballero, JE Vera-Valdés Econometrics 9 (4), 37, 2021 | 1* | 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 | | 2023 |
| 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 |
Daniel Ventosa-SantaulŕriaCIDEVerified email at cide.edu
