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
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. Actualmente es miembro del SNI nivel III y tiene en su haber aproximadamente unas cuarenta 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
  • 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
  • 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
  • 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
  • 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
  • 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
  • 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
  • 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
  • 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
  • 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
  • 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
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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