Air Pollution and Mobility in the Mexico City Metropolitan Area in Times of COVID-19
Rodríguez-Caballero, C.V., and Vera-Valdés, J.E. (2023). "Air Pollution And Mobility In The Mexico City Metropolitan Area In Times of COVID-19." Atmósfera. 36(2)
CV
Education
- PhD in Economics and Business Economics, Aarhus University and Center for Research in Econometric Analysis of Time Series (CREATES), 2013-2016
- PhD Visiting Scholar, Erasmus University Rotterdam, Spring 2016
- MSc in Economics, Center for Research and Teaching in Economics (CIDE), 2008-2010
- BSc in Mathematics, University of Guanajuato and Center for Research in Mathematics (CIMAT), 2002-2007
Experience
- Associate Professor, Department of Mathematical Sciences, Aalborg University, Sep 2020-Present
- Assistant Professor, Department of Mathematical Sciences, Aalborg University, Sep 2017-Aug 2020
- Research Assistant, Department of Mathematical Sciences, Aalborg University, Jul-Aug 2017
- Research Assistant, Department of Economics and Business Economics, Aarhus University and CREATES, Sep-Nov 2016, Jan-Mar 2017
- Assistant Professor, Department of Economics and Finance, University of Guanajuato, 2012-2013
- Economist, Directorate General of Economic Research, Mexico’s Central Bank, 2010-2012
Professional Activities
- Resesarch Fellow, CREATES - Center for Research in Econometric Analysis of Time Series
- Resesarch Fellow, DIF - Danish Finance Institute
- Research Fellow, CONACYT - National Council of Science and Technology
- Organizer, Earth Day Yearly Conference and Hackathon, ``Mathematics and Statistics for Climate Change Research’’
- Chair, Assessment Committee for Associate and Assistant Professorships for the Mathematics-Economics Section
- Member, Management Committee of the Danish Graduate Programme in Economics (DGPE)
- Member, Climate Econometrics Network
- Member, International Association for Applied Econometrics
- Certified Github Campus Advisor, Github Education
- Co-Founder of the JUGA: Julia Users Group Aalborg
- Referee (Excerpt)
- Journal of Econometrics
- International Journal of Forecasting
- Computational Statistics & Data Analysis
- Journal of Time Series Analysis
- Journal of Computational and Graphical Statistics
- Economics Letters
Publications
Spurious Multivariate Regressions Under Fractionally Integrated Processes
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).
The Persistence of Financial Volatility After COVID-19
Vera-Valdés, J.E. (2022). "The Persistence of Financial Volatility After COVID-19." Finance Research Letters. 44(102056).
Nonfractional Long-Range Dependence: Long Memory, Antipersistence, and Aggregation
Vera-Valdés, J.E. (2021). "Nonfractional Long-Range Dependence: Long Memory, Antipersistence, and Aggregation." Econometrics. 9(39).
Air Pollution and Mobility, What Drives COVID-19?
Rodríguez-Caballero, C.V., and Vera-Valdés, J.E. (2021). "Air Pollution and Mobility, What Drives COVID-19?." Econometrics. 9(4).
Temperature Anomalies, Long Memory, and Aggregation
Vera-Valdés, J.E. (2021). "Temperature Anomalies, Long Memory, and Aggregation." Econometrics. 9(1).
The Political Risk Factors of COVID-19
Vera-Valdés, J.E. (2021). "The Political Risk Factors of COVID-19." International Review of Applied Economics. 35(2).
Long-Lasting Economic Effects of Pandemics: Evidence on Growth and Unemployment
Rodríguez-Caballero, C.V., and Vera-Valdés, J.E. (2020). "Long-Lasting Economic Effects of Pandemics: Evidence on Growth and Unemployment." Econometrics. 8(37).
On Long Memory Origins and Forecast Horizons
Vera-Valdés, J.E. (2020). "On Long Memory Origins and Forecast Horizons." Econometrics. 39(5).
The VIX, the Variance Premium, and Expected Returns
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).
Long Memory, Fractional Integration, and Cross-Sectional Aggregation
Haldrup, N., and Vera-Valdés, J.E. (2017). "Long Memory, Fractional Integration, and Cross-Sectional Aggregation." Journal of Econometrics. 199(1).
A Comment on ‘Resolving Spurious Regressions and Serially Correlated Errors’
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).
Real Business Cycles in Emerging Economies The Role of International Growth and Interest Rate
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).
Spurious Forecasts?
Martínez-Rivera, B., Ventosa-Santaulària, D., and Vera-Valdés, J.E. (2012). "Spurious Forecasts?." Journal of Forecasting. 31(3).
Granger-Causality in the Presence of Structural Breaks
Ventosa-Santaulària, D., and Vera-Valdés, J.E. (2008). "Granger-Causality in the Presence of Structural Breaks." Economics Bulletin. 3(61).
Teaching
Talks
The effect of the Paris Agreement and the COVID-19 pandemic on the volatility persistence of brown and green stocks
Talk at Econometric Models of Climate Change, Amsterdam, The Netherlands
The effect of the Paris Agreement and the COVID-19 pandemic on the volatility persistence of brown and green stocks
Talk at International Association for Applied Econometrics Annual Conference, Oslo, Norway
The Difference-in-Variance Test for Asymmetry
Talk at Seminario Aleatorio, Instituto Tecnológico Autónomo de México (ITAM), México
The Economic and Financial Repercussions of COVID-19
Talk at World Pandemic Research Network 2021 Conference, WPRN
Nonfractional Memory: Filtering, Antipersistence, and Estimation
Talk at 10th Nordic Econometric Meeting, Stockholm, Sweden
Nonfractional Memory: Filtering, Antipersistence, and Forecasting
Talk at Long Memory Conference, Aalborg, Denmark
Nonfractional Memory: Filtering, Antipersistence, and Forecasting
Talk at International Association for Applied Econometrics Annual Conference, Montreal, Canada
Long Horizon Forecasts
Talk at 11th Computational and Financial Econometrics Conference, London, UK
Long Memory, Fractional Integration, and Cross-Sectional Aggregation
Talk at International Association for Applied Econometrics Annual Conference, Milano, Italy
Unbalanced Regressions and the Predictive Equation
Talk at Royal Economic Society Annual Conference, Brighton, UK
Long Memory and Cross-Sectional Aggregation
Talk at 4th Long Memory Symposium, Aarhus, Denmark
Unbalanced Regressions and the Predictive Equation
Talk at 8th Nordic Econometric Meeting, Helsinki, Finland
Spurious Forecasts?
Talk at XLII Congress of the Mexican Mathematical Society, México
Granger-Causality in the Presence of Structural Breaks
Talk at Mexican Colloquium of Mathematical Economics and Econometrics, México
Granger-Causality in the Presence of Structural Breaks
Talk at XLI Congress of the Mexican Mathematical Society, México
Grants and Awards
- Danish Data Science Academy (DDSA) Events Course Grant for the formation of JUGA: Julia Users Group Aalborg
- Danish Data Science Academy (DDSA) Small Events Grant to the organization of ``Earth Day 2023: The Use of Data Science to Combat Global Heating’’
- The Carlsberg Foundation Grant for the Long Memory Conference
- Independent Research Fund Denmark (IRFD) International Postdoctoral Grant
- National Council of Science and Technology (CONACYT) Fellowship for Graduate Studies
- Center for Mathematical Research (CIMAT) Fellowship for Undergraduate Studies