J. Eduardo Vera-Valdés

PhD in Economics and Business Economics

  • Skjernvej 4, A, 5-315

    9220 Aalborg Ø

    Denmark

20082020

Research output per year

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Personal profile

Research profile

I am an Associate Professor at the Department of Mathematical Sciences in Aalborg University. Moreover, I am a certified GitHub Campus Advisor.

I obtained my PhD in Economics and Business Economics in 2016 at Aarhus University and CREATES, where I am currently affiliated as a Research Fellow.

My research interests are econometrics, time series, long memory, statistical learning, and climate econometrics. I have published at the Journal of Econometrics, and at the Journal of Financial Econometrics, among others.  

I have served as a referee for the International Journal of Forecasting, the Journal of Time Series Analysis, and Computational Statistics & Data Analysis, among others. Moreover, I am one of the organizers of the Long Memory Conference and the Data Science Computing Conference.

External positions

Research Fellow, CREATES

1 Jan 2019 → …

Research Output

  • 9 Journal article
  • 7 Working paper
  • 1 Ph.D. thesis
  • 1 Book chapter

Long-Lasting Economic Effects of Pandemics: Evidence from Growth and Unemployment

Rodríguez Caballero, C. V. & Vera-Valdés, J. E., 17 Sep 2020, In : Econometrics. 8, 37, p. 1-16 16 p.

Research output: Contribution to journalJournal articleResearchpeer-review

Open Access
File
  • 3 Downloads (Pure)

    Long Memory, Fractional Integration, and Cross-Sectional Aggregation

    Haldrup, N. & Vera Valdés, J. E., 1 Jul 2017, In : Journal of Econometrics. 199, 1, p. 1-11 11 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

    Open Access
    File
    9 Citations (Scopus)
    60 Downloads (Pure)

    On Long Memory Origins and Forecast Horizons

    Vera-Valdés, J. E., 2 Jul 2020, In : Journal of Forecasting. 39, 5, p. 811-826 16 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

    File
    3 Citations (Scopus)
    19 Downloads (Pure)

    The VIX, the Variance Premium, and Expected Returns

    Osterrieder, D., Ventosa-Santaulària, D. & Vera-Valdés, J. E., 2019, In : Journal of Financial Econometrics. 17, 4, p. 517-558 42 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

    Open Access
    File
  • 3 Citations (Scopus)
    134 Downloads (Pure)

    Spurious forecasts?

    Martínez-Rivera, B., Ventosa-Santaulària, D. & Vera-Valdés, J. E., 1 Apr 2012, In : Journal of Forecasting. 31, 3, p. 245-259 15 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

    Open Access
    File
  • 3 Citations (Scopus)
    58 Downloads (Pure)

    Activities

    • 4 Peer review of manuscripts
    • 3 Conference presentations
    • 2 Conference organisation or participation

    International Journal of Forecasting (Journal)

    J. Eduardo Vera-Valdés (Peer reviewer)

    2020 → …

    Activity: Editorial work and peer reviewPeer review of manuscriptsResearch

    Journal of Time Series Analysis (Journal)

    J. Eduardo Vera Valdés (Peer reviewer)

    20182019

    Activity: Editorial work and peer reviewPeer review of manuscriptsResearch

    Computational Statistics & Data Analysis (Journal)

    J. Eduardo Vera Valdés (Peer reviewer)

    2018

    Activity: Editorial work and peer reviewPeer review of manuscriptsResearch

    Long Memory Conference

    J. Eduardo Vera Valdés (Organizer)

    Jun 2018

    Activity: Attending an eventConference organisation or participation

    Data Science Computing

    Christophe Biscio (Organizer) & J. Eduardo Vera-Valdés (Organizer)

    2020 → …

    Activity: Attending an eventConference organisation or participation