CIDE General

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)

Perfil
Publicaciones
Sitios de Interés

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
(In)Effective tax enforcement and demand for cash
Arturo Antón, Fausto Hernández-Trillo, and Daniel Ventosa-Santaulária. (In)Effective tax enforcement and demand for cash, Journal of Macroeconomics, Volume 70, December 2021, 103350, (Available online 24 July 2021), https://doi.org/10.1016/j.jmacro.2021.103350
2021-01-01
Remittances at record highs in Latin America: Time to revisit the Dutch disease
Arnoldo López-marmolejo, Carlos Vladimir Ródriguez-Caballero, and Daniel Ventosa-Santaulària. Remittances at record highs in Latin America: Time to revisit the Dutch disease, Economics Bulletin, Vol. 41 No. 3, 2021, pp. 2133-2146
2021-01-01

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