Ventosa-Santaulària, D., Vera-Valdés, J.E., Lasak, K., and Ramírez-Vargas, R. (2022). "Spurious Multivariate Regressions Under Fractionally Integrated Processes." Communications in Statistics - Theory and Methods. 51(7).
Vera-Valdés, J.E. (2022). "The Persistence of Financial Volatility After COVID-19." Finance Research Letters. 44(102056).
Vera-Valdés, J.E. (2021). "Nonfractional Long-Range Dependence: Long Memory, Antipersistence, and Aggregation." Econometrics. 9(39).
Rodríguez-Caballero, C.V., and Vera-Valdés, J.E. (2021). "Air Pollution and Mobility, What Drives COVID-19?." Econometrics. 9(4).
Rodríguez-Caballero, C.V., and Vera-Valdés, J.E. (2021). "Air Pollution And Mobility In The Mexico City Metropolitan Area In Times of COVID-19." Atmósfera.
Vera-Valdés, J.E. (2021). "Temperature Anomalies, Long Memory, and Aggregation." Econometrics. 9(1).
Vera-Valdés, J.E. (2021). "The Political Risk Factors of COVID-19." International Review of Applied Economics. 35(2).
Rodríguez-Caballero, C.V., and Vera-Valdés, J.E. (2020). "Long-Lasting Economic Effects of Pandemics: Evidence on Growth and Unemployment." Econometrics. 8(37).
Vera-Valdés, J.E. (2020). "On Long Memory Origins and Forecast Horizons." Econometrics. 39(5).
Osterrieder, D., Ventosa-Santaulària, D., and Vera-Valdés, J.E. (2019). "The VIX, the Variance Premium, and Expected Returns." Journal of Financial Econometrics. 17(4).
Haldrup, N., and Vera-Valdés, J.E. (2017). "Long Memory, Fractional Integration, and Cross-Sectional Aggregation." Journal of Econometrics. 199(1).
Ventosa-Santaulària, D., and Vera-Valdés, J.E. and Martínez-Olmos, A.I. (2016). "A Comment on 'Resolving Spurious Regressions and Serially Correlated Errors'." Empirical Economics. 51(3).
Fernández, R., Vera-Valdés, J.E., and Venegas-Martínez, F. (2012). "Real Business Cycles in Emerging Economies The Role of International Growth and Interest Rate." Investigacion Economica. 71(279).
Martínez-Rivera, B., Ventosa-Santaulària, D., and Vera-Valdés, J.E. (2012). "Spurious Forecasts?." Journal of Forecasting. 31(3).
Ventosa-Santaulària, D., and Vera-Valdés, J.E. (2008). "Granger-Causality in the Presence of Structural Breaks." Economics Bulletin. 3(61).
Talk at Seminario Aleatorio, Instituto Tecnológico Autónomo de México (ITAM), México
Talk at World Pandemic Research Network 2021 Conference, WPRN
Talk at 10th Nordic Econometric Meeting, Stockholm, Sweden
Talk at Long Memory Conference, Aalborg, Denmark
Talk at International Association for Applied Econometrics Annual Conference, Montreal, Canada
Talk at 11th Computational and Financial Econometrics Conference, London, UK
Talk at International Association for Applied Econometrics Annual Conference, Milano, Italy
Talk at Royal Economic Society Annual Conference, Brighton, UK
Talk at 4th Long Memory Symposium, Aarhus, Denmark
Talk at 8th Nordic Econometric Meeting, Helsinki, Finland
Talk at XLII Congress of the Mexican Mathematical Society, México
Talk at Mexican Colloquium of Mathematical Economics and Econometrics, México
Talk at XLI Congress of the Mexican Mathematical Society, México