J. Eduardo Vera-Valdés
Eduardo is Assistant Professor at the Department of Mathematical Sciences in Aalborg University. He obtained his PhD in Economics and Business Economics in 2016 at Aarhus University and CREATES, where he is currently affiliated as Research Fellow.
His research interests are econometrics, time series, long memory, and statistical learning.
Ventosa-Santaulària, D., Vera-Valdés, J. E., Łasak, K. & Ramírez-Vargas, R. (2022). Spurious multivariate regressions under fractionally integrated processes. Communications in Statistics - Theory and Methods, 51(7), 2034-2056. https://doi.org/10.1080/03610926.2020.1758945
Vera-Valdés, J. E. (2022). The persistence of financial volatility after COVID-19. Finance Research Letters, 44, [102056]. https://doi.org/10.1016/j.frl.2021.102056
Rodríguez-Caballero, C. V. & Vera-Valdés, J. E. (2021). Air pollution and mobility, what carries covid-19? Econometrics, 9(4), [37]. https://doi.org/10.3390/econometrics9040037
Vera-Valdés, J. E. (2021). Nonfractional long-range dependence: Long memory, antipersistence, and aggregation. Econometrics, 9(4), [39]. https://doi.org/10.3390/econometrics9040039
Vera-Valdés, J. E. (2021). Temperature anomalies, long memory, and aggregation. Econometrics, 9(1), [9]. https://doi.org/10.3390/econometrics9010009
Vladimir Rodríguez-Caballero, C. & Eduardo Vera-Valdés, J. (2020). Long-lasting economic effects of pandemics: Evidence on growth and unemployment. Econometrics, 8(3), [37]. https://doi.org/10.3390/econometrics8030037
Vera-Valdés, J. E. (2020). On long memory origins and forecast horizons. Journal of Forecasting, 39(5), 811-826. https://doi.org/10.1002/for.2651
Osterrieder, D., Ventosa-Santaulària, D. & Vera-Valdés, J. E. (2019). The VIX, the Variance Premium, and Expected Returns. Journal of Financial Econometrics, 17(4), 517-558. https://doi.org/10.1093/jjfinec/nby008
Haldrup, N. & Vera-Valdés, E. (2017). Long memory, fractional integration, and cross sectional aggregation. Journal of Econometrics, 199(1), 1-11. https://doi.org/10.1016/j.jeconom.2017.03.001
Ventosa-Santaulària, D., Vera-Valdés, J. E. & Martínez-Olmos, A. I. (2016). A comment on ‘resolving spurious regressions and serially correlated errors’. Empirical Economics, 51(3), 1289-1298. https://doi.org/10.1007/s00181-015-1035-7
Venegas-Martínez, F., Fernández, R. O. & Vera-Valdés, J. E. (2012). Real business cycles in emerging economies: The role of international growth and interest rate. Investigacion Economica, 71(279), 125-148. http://www.redalyc.org/articulo.oa?id=60123307006
Martínez-Rivera, B., Ventosa-Santaulària, D. & Vera-Valdés, J. E. (2012). Spurious forecasts? Journal of Forecasting, 31(3), 245-259. https://doi.org/10.1002/for.1219
