Daniel Ventosa-Santaulària
Dr. Daniel Ventosa-Santaulària
Profesor Investigador Titular
SNI: Nivel III
daniel.ventosa@cide.edu
Tel.: 5727-98-00 ext. 2723
Web Personal: Daniel Ventosa-Santaulària' webpage mi linkedin
CV inglés (pdf)
Semblanza Daniel estudió la licenciatura en economía en la Universidad Anáhuac (1993-1997) y los diplomados de Econometría (1997) y estadística (1998) en la UNAM y en el ITAM, respectivamente. Trabajó (ajustando estacionalmente series de tiempo económicas) en el INEGI de 1997 a 1998 y (elaborando pronósticos de recaudación) en la Secretaría de Hacienda y Crédito Público, SHCP, de 1998 a 1999 . Posteriormente obtuvo su maestría en economía (2000) y su título de doctorado en economía matemática y econometría (2004) en la Universidad Aix-Marseille II. Al terminar sus estudios doctorales regresó a México y fue profesor - investigador en el departamento de economía de la universidad de Guanajuato de 2004 a 2012. En 2011 fue investigador invitado en CREATES (Aarhus, Dinamarca) y a su regreso en 2012 se incorporó como profesor investigador en la división de economía del CIDE. En los últimos dos años, colaboró en el Banco de México, en la dirección general de estabilidad financiera, estando de licencia en el CIDE. Actualmente es miembro del SNI nivel III y tiene en su haber aproximadamente unas cincuenta publicaciones en revistas científicas. Su campo de especialización es la econometría teórica de series de tiempo no estacionarias.
Artículos
  • Long-memory and the Sea Level-Temperature Relationship: a Fractional Cointegration Approach
    Ventosa-Santaulària, Daniel, David. R. Heres and L. Catalina Martínez Hernández. Long-memory and the Sea Level-Temperature Relationship: a Fractional Cointegration Approach, PLoS ONE, November 26, 2014 DOI: 10.1371/journal.pone.0113439
    2015-01-01
  • Changes in persistence, spurious regressions and the Fisher hypothesis
    Kruse, Robinson, Daniel Ventosa-Santaulària and Antonio E. Noriega. Changes in persistence, spurious regressions and the Fisher Hypothesis, Studies in Nonlinear Dynamics & Econometrics, Published Online: 2017-04-07 | DOI: https://doi.org/10.1515/snde-2015-0062
    2017-01-01
  • Mexico´s inter-regional inequality: a convergent process?
    Alfonso Mendoza-Velázquez, Daniel Ventosa-Santaulària,and Vicente Germán-Soto. Mexico´s inter-regional inequality: a convergent process? Empirical Economics, Published online: 29 January 2018, http://doi.org/10.1007/s00181-017-1401-8
    2018-01-01
  • Barriers and Explanatory Mechanisms of Delays in the Patient and Diagnosis Intervals of Care for Breast Cancer in Mexico
    Karla Unger-Saldaña, Daniel Ventosa-Santaulària, Alfonso Miranda, and Guillermo Verduzco-Bustos. Barriers and Explanatory Mechanisms of Delays in the Patient and Diagnosis Intervals of Care for Breast Cancer in Mexico, The Oncologist, First Published Online December 28, 2017 doi:10.1634/theoncologist.2017-0431
    2017-01-01
  • A Simple Solution for Spurious Regressions.
    Ventosa-Santaulària, Daniel, and Antonio E. Noriega. A Simple Solution for Spurious Regressions, Communications in Statistics. Theory and Methods, Vol. 45, No. 19, pp. 5561-5583, 2016 http://dx.doi.org/10.1080/03610926.2014.948196
    2016-01-01
  • Lon-run monetary neutrality under stochastic and deterministric trends
    Ventosa-Santaulària, Daniel, and Antonio E. Noriega. Lon-run monetary neutrality under stochastic and deterministic trends, Economic Modelling, Volume 47, June 2015, Pages 372–382 (2015), doi:10.1016/j.econmod.2015.03.010
    2015-01-01
  • A comment on 'resolving spurious regressions and serially correlated errors'
    Daniel Ventosa-Santaulària, J. Eduardo Vera-Valdés, and Alejandra I. Martínez Olmos. A comment on 'resolving spurious regressions and serially correlated errors', Empirical Economics, published online: 31 December 2015 DOI: 10.1007/S00181-015-1035-7
    2015-01-01
  • Energy-growth long-term relationship under structural breaks. Evidence from Canada, 17 Latin American economies and the USA.
    Rodríguez-Caballero, Carlos Vladimir, and Daniel Ventosa-Santaulària. Energy-growth long-term relationship under structural breaks. Evidence from Canada, 17 Latin American economies and the USA, Energy Economics (2016), Vol. 61, pp. 121-134, doi: 10-1016/j.eneco.2016.10.026
    2016-01-01
  • On the Persistence of Prices in Mexico: A Fractional Integration Approach
    Daniel Ventosa-Santaulària, Manuel Gómez-Zaldívar and Pedro Chávez. On the persistence of princes in Mexico: a fractional integration approach, Applied Economics, Published online: 30 Aug 2017 DOI: 10.1080/00036846.2017.1371841 ISSN: 0003-6846 (Print) 1466-4283 (Online)
    2017-01-01
  • The VIX, the Variance Premium, and Expected Returns
    Daniela Osterrieder, Daniel Ventosa-Santaularìa, and J. Eduardo Vera-Valdés. The VIX, the Variance Premium, and Expected Returns, Journal of Financial Econometrics, 2018, 1–42 doi: 10.1093/jjfinec/nby008
    2018-01-01
  • Granger-Causality and Unit Roots.
    Carlos Vladimir Rodríguez-Caballero, and Daniel Ventosa-Santaulària. Granger-Causality and Unit Roots. Journal of Statistics and Econometric Methods. Vol. 3 (1), 2014
    2019-01-01
  • Polynomial Regressions and Nonsense Inference
    Daniel Ventosa-Santaulària and Carlos Vladimir Rodríguez-Caballero. Polynomial Regressions and Nonsense Inference, Econometrics, 1, 2013, doi: 10.3390/econometrics1030236
    2019-01-01
  • Long-run Relationship with Shifts Between Mexican Current Account Revenues and Expenditures
    Daniel Ventosa, Manuel Gómez y Lizet Perez, Long-run Relationship with Shifts Between Mexican Current Account Revenues and Expenditures, Economics Bulletin, vol. 33, no. 2, 2013
    2019-01-01
  • Unbalanced Regressions and Spurious Inference.
    Ventosa, Daniel. Unbalanced Regressions and Spurious Inference, Open Journal of Statistics, 2012, No 2; doi:10.4236/ojs.2012.23035
    2019-01-01
  • Why does the peso-dollar exchange rate show a depreciation trend? The role of productivity differentials
    Arnoldo López-Marmolejo, and Daniel Ventos-Santaulària. Why does the peso-dollar exchange rate show a depreciation trend? The role of productivity differentials, Economic Modelling, Available online 21 November 2018 https://doi.org/10.1016/j.econmod.2018.11.004
    2019-01-01
  • A Comment on 'Testing the validity of quasi-PPP hypothesis: evidence from a recent panel unit-root test with structural breaks.
    Ventosa, Daniel y M. Gómez Zaldívar. A Comment on 'Testing the validity of quasi-PPP hypothesis: evidence from a recent panel unit-root test with structural breaks, Applied Economics Letters, 20:2, (2013)
    2019-01-01
  • Regional Output Convergence in Mexico
    Manuel Gómez-Zaldívar and Daniel Ventosa-SantaulàriaRegional Output Convergence in Mexico, Latin American Journal of Economics, Vol. 49, No. 2 (nov. 2012)
    2019-01-01
  • The statistical relation of sea-level and temperature revisited
    Daniel Ventosa, Stefano Grassi y Eric Hillebrand, The statistical relation of sea-level and temperature revisited, Dynamics of Atmospheres and Oceans, 64 (2013)
    2019-01-01
  • Saturation levels of mobile telecommunications markets and optimal termination rates
    Daniel Ventosa-Santaulària, Alexander Elbittar, Pedro Matías y Carlos Aguilar Huerta. Saturation levels of mobile telecommunications markets and optimal termination rates, Estudios Económicos, vol. 35, núm. 2, julio-diciembre 2020, pp. 331-355, https://doi.org/10.24201/ee.v35i2.406
    2020-01-01
  • Recessions and potential GDP: the case of Mexico
    Daniel Ventosa-Santaulària, Luis G. Hernández-Román, and Alejandro Villagómez Amezcua. Recessions and potential GDP: the case of Mexico, Bulletin of Economic Research, First published: 08 June 2020, https://doi.org/10.1111/boer.12241
    2020-01-01
  • Spurious multivariate regressions under fractionally integrated processes
    Daniel Ventosa-Santaulària, J. Eduardo Vera-Valdés, Katarzyna ?asakc, and Ricardo Ram?rez-Vargas. Spurious multivariate regressions under fractionally integrated processes, Communications in Statistics - Theory and Methods, Published online: 07 May 2020 DOI: 10.1080/03610926.2020.1758945
    2020-01-01
  • The real exchange rate, regime changes and volatility shifts
    Ventosa-Santaulària, D., M. Gómez-Zaldivar and F.H. Wallace. The real exchange rate, regime changes and volatility shifts, Applied Economics, Vol 47, No. 24, 2015
    2015-01-01
  • Is the Real Effective Exchange Rate Biased agains the PPP Hipothesis?
    Frederick H Wallace, Daniel Ventosa-Santaulària, and Manuel Gómez-Zaldívar. Is the Real Effective Exchange Rate Biased agains the PPP Hipothesis?, Economics Bulletin, 2014, Vol. 34, No. 1
    2019-01-01
  • The PPP hypothesis and structural breaks: the case of Mexico.
    Ventosa, Daniel, Manuel Gómez y Frederick Wallace. The PPP hypothesis and structural breaks: the case of Mexico, Empirical Economics, november 2012 DOI 10.1007/s00181-012-0653-6
    2019-01-01
  • The Role of Cognitive and Personality Characteristics in Timely Microfinance Repayment: Evidence from a Survey Conducted by Provident, Mexico
    Sonia Di Giannatale, Daniel Ventosa-Santaulària, María José Roa, Alexander Elbittar, y Darío Trujano. The Role of Cognitive and Personality Characteristics in Timely Microfinance Repayment: Evidence from a Survey Conducted by Provident, Mexico, Ensayos. Revista de Economía, Vol. XXXIX, Núm. 1, mayo 2020, DOI: http://dx.doi.org/10.29105/ensayos39.1-1
    2020-01-01
  • Public Investment and Economic Activity in Mexico, 1925-1981
    Felipe de Jesús Fonseca, Manuel Gómez-Zaldívar, and Daniel Ventosa-Santaulária. Public Investment and Economic Activity in Mexico, 1925-1981, Economics: The Open-Access, Open-Assessment E-Journal, Vol. 14, 2020-6, February 12, 2020, http://dx.doi.org/10.5018/economics-ejournal.ja.2020-6
    2020-01-01
Documento de trabajo
  • The Real Exchange Rate, Regime Changes and Volatily
    Daniel Ventosa, Frederick Wallace y Manuel Gómez, The Real Exchange Rate, Regime Changes and Volatility Shifts, México, CIDE, DTE 551, 2013
    2019-01-01

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