Diego Winkelried
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Winkelried, Diego & Escobar, Bruno, 2020.
"Declining inequality in Latin America? Robustness checks for Peru,"
MPRA Paper
106566, University Library of Munich, Germany.
- Diego Winkelried & Bruno Escobar, 2022. "Declining inequality in Latin America? Robustness checks for Peru," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 20(1), pages 223-243, March.
Cited by:
- De Rosa, Mauricio & Flores, Ignacio & Morgan, Marc, 2024.
"More unequal or not as rich? Revisiting the Latin American exception,"
World Development, Elsevier, vol. 184(C).
- De Rosa, Mauricio & Flores, Ignacio & Morgan, Marc, 2022. "More Unequal or Not as Rich? Revisiting the Latin American Exception," SocArXiv akq89, Center for Open Science.
- Arelys López-Concepción & Ana Gil-Lacruz & Isabel Saz-Gil & Víctor Bazán-Monasterio, 2022. "Social Well-Being for a Sustainable Future: The Influence of Trust in Big Business and Banks on Perceptions of Technological Development from a Life Satisfaction Perspective in Latin America," Sustainability, MDPI, vol. 15(1), pages 1-14, December.
- Nelson R. Ramírez- Rondán & Marco E. Terrones & Diego Winkelried, 2020.
"Equalizing growth: The case of Peru,"
Working Papers
176, Peruvian Economic Association.
- Ramirez-Rondan, N.R. & Terrones, Marco E. & Winkelried, Diego, 2020. "Equalizing growth: The case of Peru," MPRA Paper 104691, University Library of Munich, Germany.
Cited by:
- Carlos Chavez & Mr. Gonzalo Salinas & Yuri Zamora, 2022. "Closing Peru's Ethnic Gaps Amidst Sustained Economic Growth," IMF Working Papers 2022/180, International Monetary Fund.
- Guerrero, Natalia & Molina, Oswaldo & Winkelried, Diego, 2018.
"Conditional cash transfers, spillovers and informal health care: Evidence from Peru,"
MPRA Paper
88586, University Library of Munich, Germany.
- Natalia Guerrero & Oswaldo Molina & Diego Winkelried, 2020. "Conditional cash transfers, spillovers, and informal health care: Evidence from Peru," Health Economics, John Wiley & Sons, Ltd., vol. 29(2), pages 111-122, February.
Cited by:
- Ferreira-Batista, Natalia N. & Postali, Fernando Antonio Slaibe & Diaz, Maria Dolores Montoya & Teixeira, Adriano Dutra & Moreno-Serra, Rodrigo, 2022. "The Brazilian Family Health Strategy and adult health: Evidence from individual and local data for metropolitan areas," Economics & Human Biology, Elsevier, vol. 46(C).
- Somdeep Chatterjee & Prashant Poddar, 2021. "From Safe Motherhood to Cognitive Ability: Exploring Intrahousehold and Intergenerational Spillovers," Economica, London School of Economics and Political Science, vol. 88(352), pages 1075-1106, October.
- Diego Winkelried & Javier Torres, 2017.
"Economic mobility along the business cycle. The case of Peru,"
Working Papers
115, Peruvian Economic Association.
- Diego Winkelried & Javier Torres, 2019. "Economic mobility along the business cycle. The case of Peru," Applied Economics, Taylor & Francis Journals, vol. 51(18), pages 1894-1906, April.
Cited by:
- Winkelried, Diego & Escobar, Bruno, 2020.
"Declining inequality in Latin America? Robustness checks for Peru,"
MPRA Paper
106566, University Library of Munich, Germany.
- Diego Winkelried & Bruno Escobar, 2022. "Declining inequality in Latin America? Robustness checks for Peru," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 20(1), pages 223-243, March.
- Rodrigo Carrillo Valles & Patricia Lopez Rodriguez & Isidro Soloaga, 2020. "Dinamicas de pobreza en Mexico, 2008-2018," EconoQuantum, Revista de Economia y Finanzas, Universidad de Guadalajara, Centro Universitario de Ciencias Economico Administrativas, Departamento de Metodos Cuantitativos y Maestria en Economia., vol. 17(2), pages 7-32, Julio-Dic.
- Ramirez-Rondan, N.R. & Terrones, Marco E. & Winkelried, Diego, 2020.
"Equalizing growth: The case of Peru,"
MPRA Paper
104691, University Library of Munich, Germany.
- Nelson R. Ramírez- Rondán & Marco E. Terrones & Diego Winkelried, 2020. "Equalizing growth: The case of Peru," Working Papers 176, Peruvian Economic Association.
- Nartikoev, Alan & Peresetsky, Anatoly, 2020. "Эндогенная Классификация Домохозяйств В Регионах России [Endogenous household classification: Russian regions]," MPRA Paper 104351, University Library of Munich, Germany.
- Winkelried, Diego, 2017.
"Unit roots in real primary commodity prices? A meta-analysis of the Grilli and Yang data set,"
Working Papers
2017-013, Banco Central de Reserva del Perú.
- Winkelried, Diego, 2021. "Unit roots in real primary commodity prices? A meta-analysis of the Grilli and Yang data set," Journal of Commodity Markets, Elsevier, vol. 23(C).
Cited by:
- Holmes, Mark J. & Otero, Jesús, 2023. "Psychological price barriers, El Niño, La Niña: New insights for the case of coffee," Journal of Commodity Markets, Elsevier, vol. 31(C).
- Juncal Cunado & Luis A. Gil-Alana & Rangan Gupta, 2018.
"Persistence in Trends and Cycles of Gold and Silver Prices: Evidence from Historical Data,"
Working Papers
201816, University of Pretoria, Department of Economics.
- Cunado, Juncal & Gil-Alana, Luis A. & Gupta, Rangan, 2019. "Persistence in trends and cycles of gold and silver prices: Evidence from historical data," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 514(C), pages 345-354.
- Winkelried, Diego, 2015.
"Unit Roots, Flexible Trends and the Prebisch-Singer Hypothesis,"
Working Papers
2015-007, Banco Central de Reserva del Perú.
- Winkelried, Diego, 2018. "Unit roots, flexible trends, and the Prebisch-Singer hypothesis," Journal of Development Economics, Elsevier, vol. 132(C), pages 1-17.
Cited by:
- Jingjing Lyu & Bernd Süssmuth, 2024. "Global Linkages across Sectors and Frequency Bands: A Band Spectral Panel Regression Approach," CESifo Working Paper Series 10970, CESifo.
- Tony Addison & Atanu Ghoshray, 2020.
"Discerning trends in international metal prices in the presence of non-stationary volatility,"
WIDER Working Paper Series
wp-2020-104, World Institute for Development Economic Research (UNU-WIDER).
- Addison, Tony & Ghoshray, Atanu, 2023. "Discerning trends in international metal prices in the presence of nonstationary volatility," Resource and Energy Economics, Elsevier, vol. 71(C).
- Juncal Cunado & Luis A. Gil-Alana & Rangan Gupta, 2018.
"Persistence in Trends and Cycles of Gold and Silver Prices: Evidence from Historical Data,"
Working Papers
201816, University of Pretoria, Department of Economics.
- Cunado, Juncal & Gil-Alana, Luis A. & Gupta, Rangan, 2019. "Persistence in trends and cycles of gold and silver prices: Evidence from historical data," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 514(C), pages 345-354.
- Awaworyi-Churchill, Sefa & Inekwe, John & Ivanovski, Kris & Smyth, Russell, 2022. "Breaks, trends and correlations in commodity prices in the very long-run," Energy Economics, Elsevier, vol. 108(C).
- Winkelried, Diego, 2017.
"Unit roots in real primary commodity prices? A meta-analysis of the Grilli and Yang data set,"
Working Papers
2017-013, Banco Central de Reserva del Perú.
- Winkelried, Diego, 2021. "Unit roots in real primary commodity prices? A meta-analysis of the Grilli and Yang data set," Journal of Commodity Markets, Elsevier, vol. 23(C).
- Gil-Alana, Luis Alberiko & Poza, Carlos, 2024. "Volatility persistence in metal prices," Resources Policy, Elsevier, vol. 88(C).
- Emanuele Russo & Neil Foster-McGregor, 2022. "Characterizing growth instability: new evidence on unit roots and structural breaks in countries’ long run trajectories," Journal of Evolutionary Economics, Springer, vol. 32(2), pages 713-756, April.
- Winkelried, Diego, 2015.
"Piecewise linear trends and cycles in primary commodity prices,"
Working Papers
2015-012, Banco Central de Reserva del Perú.
- Winkelried, Diego, 2016. "Piecewise linear trends and cycles in primary commodity prices," Journal of International Money and Finance, Elsevier, vol. 64(C), pages 196-213.
Cited by:
- Subrata K. Mitra & Abhishek Rohit, 2020. "Momentum Trading with the ℓ1‐Filter: Are the Markets Efficient?," International Review of Finance, International Review of Finance Ltd., vol. 20(4), pages 827-856, December.
- Jair N. Ojeda-Joya & Oscar Jaulin-Mendez & Juan C. Bustos-Peláez, 2015.
"The Interdependence between Commodity-Price and GDP Cycles: A Frequency Domain Approach,"
Borradores de Economia
913, Banco de la Republica de Colombia.
- Ojeda-Joya, Jair & Jaulin-Mendez, Oscar & Bustos-Pelaez, Juan, 2015. "The Interdependence between Commodity-Price and GDP Cycles: A Frequency-Domain Approach," MPRA Paper 90403, University Library of Munich, Germany, revised 29 Nov 2018.
- Jair N. Ojeda-Joya & Oscar Jaulin-Mendez & Juan C. Bustos-Peláez, 2019. "The Interdependence Between Commodity-Price and GDP Cycles: A Frequency-Domain Approach," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 47(3), pages 275-292, September.
- Jair N. Ojeda-Joya & Oscar Jaulin-Mendez & Juan C. Bustos-Peláez, 2015. "The Interdependence between Commodity-Price and GDP Cycles: A Frequency Domain Approach," Borradores de Economia 13991, Banco de la Republica.
- Albuquerquemello, Vinícius Phillipe de & Medeiros, Rennan Kertlly de & Jesus, Diego Pitta de & Oliveira, Felipe Araujo de, 2022. "The role of transition regime models for corn prices forecasting," Revista de Economia e Sociologia Rural (RESR), Sociedade Brasileira de Economia e Sociologia Rural, vol. 60(2), January.
- Chuku Chuku & Paul Middleditch, 2020.
"Characterizing Monetary and Fiscal Policy Rules and Interactions when Commodity Prices Matter,"
Manchester School, University of Manchester, vol. 88(3), pages 373-404, June.
- Chuku Chuku & Paul Middleditch, 2016. "Characterizing monetary and fiscal policy rules and interactions when commodity prices matter," Centre for Growth and Business Cycle Research Discussion Paper Series 222, Economics, The University of Manchester.
- Yifei Cai & Tolga Omay, 2022. "Using Double Frequency in Fourier Dickey–Fuller Unit Root Test," Computational Economics, Springer;Society for Computational Economics, vol. 59(2), pages 445-470, February.
- Cai, Guixin & Zhang, Hao & Chen, Ziyue, 2019. "Comovement between commodity sectors," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 525(C), pages 1247-1258.
- Hiroshi Yamada & Ruixue Du, 2018. "Some Results on ℓ 1 Polynomial Trend Filtering," Econometrics, MDPI, vol. 6(3), pages 1-10, July.
- Winkelried, Diego, 2017.
"Unit roots in real primary commodity prices? A meta-analysis of the Grilli and Yang data set,"
Working Papers
2017-013, Banco Central de Reserva del Perú.
- Winkelried, Diego, 2021. "Unit roots in real primary commodity prices? A meta-analysis of the Grilli and Yang data set," Journal of Commodity Markets, Elsevier, vol. 23(C).
- Yves Jégourel, 2018. "Tendances et cyclicité du prix des matières premières (partie 2) : le super-cycle des matières premières en question," Research papers & Policy papers on Commodities & Energy 1801, Policy Center for the New South.
- Hiroshi Yamada & Ruoyi Bao, 2022. "$$\ell _{1}$$ ℓ 1 Common Trend Filtering," Computational Economics, Springer;Society for Computational Economics, vol. 59(3), pages 1005-1025, March.
- Winkelried, Diego, 2015.
"Unit Roots, Flexible Trends and the Prebisch-Singer Hypothesis,"
Working Papers
2015-007, Banco Central de Reserva del Perú.
- Winkelried, Diego, 2018. "Unit roots, flexible trends, and the Prebisch-Singer hypothesis," Journal of Development Economics, Elsevier, vol. 132(C), pages 1-17.
- Klein, Tony, 2018. "Trends and contagion in WTI and Brent crude oil spot and futures markets - The role of OPEC in the last decade," Energy Economics, Elsevier, vol. 75(C), pages 636-646.
- Yves Jégourel, 2018. "Tendances et cyclicité du prix des matières premières (partie 2) : le super-cycle des matières premières en question," Policy briefs on Commodities & Energy 1801, Policy Center for the New South.
- Iberico, Luis Antonio & Winkelried, Diego, 2015.
"Calendar Effects in Latin American Stock Markets,"
Working Papers
2015-008, Banco Central de Reserva del Perú.
- Diego Winkelried & Luis A. Iberico, 2018. "Calendar effects in Latin American stock markets," Empirical Economics, Springer, vol. 54(3), pages 1215-1235, May.
Cited by:
- Kostyantyn MALYSHENKO & Vadim MALYSHENKO & Elena Yu. PONOMAREVA & Marina ANASHKINA, 2019. "Analysis of the stock market anomalies in the context of changing the information paradigm," Eastern Journal of European Studies, Centre for European Studies, Alexandru Ioan Cuza University, vol. 10, pages 239-270, June.
- Qadan, Mahmoud & Idilbi-Bayaa, Yasmeen, 2021. "The day-of-the-week-effect on the volatility of commodities," Resources Policy, Elsevier, vol. 71(C).
- Geoffrey R. Dunbar, 2019.
"Demographics and the demand for currency,"
Empirical Economics, Springer, vol. 57(4), pages 1375-1409, October.
- Geoffrey R. Dunbar, 2014. "Demographics and the Demand for Currency," Staff Working Papers 14-59, Bank of Canada.
- Winkelried, Diego, 2014.
"Inferring inflation expectations from fixed-event forecasts,"
Working Papers
2014-016, Banco Central de Reserva del Perú.
- Diego Winkelried, 2017. "Inferring Inflation Expectations from Fixed-Event Forecasts," International Journal of Central Banking, International Journal of Central Banking, vol. 13(2), pages 1-31, June.
Cited by:
- Arnoud Stevens & Joris Wauters, 2021.
"Is euro area lowflation here to stay? Insights from a time‐varying parameter model with survey data,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 36(5), pages 566-586, August.
- Arnoud Stevens & Joris Wauters, 2018. "Is euro area lowflation here to stay ? Insights from a time-varying parameter model with survey data," Working Paper Research 355, National Bank of Belgium.
- Winkelried, Diego, 2023. "Simple interpolations of inflation expectations," Economics Letters, Elsevier, vol. 229(C).
- Mototsugu Shintani & Naoto Soma, 2020. "The Effects of QQE on Long-run Inflation Expectations in Japan," CARF F-Series CARF-F-494, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
- Martin Feldkircher & Pierre L. Siklos, 2018.
"Global inflation dynamics and inflation expectations,"
CAMA Working Papers
2018-60, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Feldkircher, Martin & Siklos, Pierre L., 2019. "Global inflation dynamics and inflation expectations," International Review of Economics & Finance, Elsevier, vol. 64(C), pages 217-241.
- Winkelried, Diego, 2012.
"Predicting quarterly aggregates with monthly indicators,"
Working Papers
2012-023, Banco Central de Reserva del Perú.
Cited by:
- Winkelried, Diego, 2013. "Modelo de Proyección Trimestral del BCRP: Actualización y novedades," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 26, pages 9-60.
- Winkelried, D. & Smith, R.J., 2011.
"Principal Components Instrumental Variable Estimation,"
Cambridge Working Papers in Economics
1119, Faculty of Economics, University of Cambridge.
Cited by:
- Shanker Satyanath & Nico Voigtländer & Hans-Joachim Voth, 2017.
"Bowling for Fascism: Social Capital and the Rise of the Nazi Party,"
Journal of Political Economy, University of Chicago Press, vol. 125(2), pages 478-526.
- Shanker Satyanath & Nico Voigtlaender & Hans-Joachim Voth, 2013. "Bowling for Fascism: Social Capital and the Rise of the Nazi Party," NBER Working Papers 19201, National Bureau of Economic Research, Inc.
- Shanker Satyanath & Nico Voigtländer & Hans-Joachim Voth, 2014. "Bowling for fascism: social capital and the rise of the Nazi Party," ECON - Working Papers 147, Department of Economics - University of Zurich.
- Gehrig, Thomas & Iannino, Maria Chiara & Unger, Stephan, 2024.
"Social responsibility and bank resiliency,"
Journal of Financial Stability, Elsevier, vol. 70(C).
- Gehrig, Thomas & Unger, Stephan, 2021. "Social Responsibility and Bank Resiliency," CEPR Discussion Papers 15816, C.E.P.R. Discussion Papers.
- David M. Vetter & Kaizô I. Beltrão & Rosa M. R. Massena, 2013. "The Impact of the Sense of Security from Crime on Residential Property Values in Brazilian Metropolitan Areas," Research Department Publications IDB-WP-415, Inter-American Development Bank, Research Department.
- Jessie Handbury, 2021. "Are Poor Cities Cheap for Everyone? Non‐Homotheticity and the Cost of Living Across U.S. Cities," Econometrica, Econometric Society, vol. 89(6), pages 2679-2715, November.
- Jessie Handbury, 2019. "Are Poor Cities Cheap for Everyone? Non-Homotheticity and the Cost of Living Across U.S. Cities," NBER Working Papers 26574, National Bureau of Economic Research, Inc.
- Shanker Satyanath & Nico Voigtländer & Hans-Joachim Voth, 2017.
"Bowling for Fascism: Social Capital and the Rise of the Nazi Party,"
Journal of Political Economy, University of Chicago Press, vol. 125(2), pages 478-526.
- Winkelried, Diego, 2011.
"Exchange rate pass-through and inflation targeting in Peru,"
Working Papers
2011-012, Banco Central de Reserva del Perú.
- Diego Winkelried, 2014. "Exchange rate pass-through and inflation targeting in Peru," Empirical Economics, Springer, vol. 46(4), pages 1181-1196, June.
Cited by:
- Winkelried, Diego, 2012. "Traspaso del tipo de cambio y metas de inflación en el Perú," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 23, pages 9-24.
- Eliphas Ndou, 2022. "The exchange rate passthrough to consumer price inflation in South Africa: has the inflation target band induced a structural change in the size of passthrough?," SN Business & Economics, Springer, vol. 2(6), pages 1-32, June.
- Winkelried, Diego & Saldarriaga, Miguel, 2012. "Trade linkages and growth in Latin America: A time-varying SVAR approach," Working Papers 2012-011, Banco Central de Reserva del Perú.
- Christina Anderl & Guglielmo Maria Caporale, 2022.
"Nonlinearities in the Exchange Rate Pass-Through: The Role of Inflation Expectations,"
CESifo Working Paper Series
9544, CESifo.
- Anderl, Christina & Caporale, Guglielmo Maria, 2023. "Nonlinearities in the exchange rate pass-through: The role of inflation expectations," International Economics, Elsevier, vol. 173(C), pages 86-101.
- Ülke, Volkan, 2015. "The Degree of Currency Substitution and Exchange Rate Pass-Through," MPRA Paper 75633, University Library of Munich, Germany, revised 15 Dec 2015.
- Salsa Dilla & Noer Azam Achsani & Lukytawati Anggraeni, 2017. "Do Inflation Targeting Really Reduced Exchange Rate Pass-through?," International Journal of Economics and Financial Issues, Econjournals, vol. 7(3), pages 444-452.
- Rodriguez, Gabriel & Castillo B., Paul & Calero, Roberto & Salcedo Cisneros, Rodrigo & Ataurima Arellano, Miguel, 2024.
"Evolution of the exchange rate pass-through into prices in Peru: An empirical application using TVP-VAR-SV models,"
Journal of International Money and Finance, Elsevier, vol. 142(C).
- Roberto Calero & Gabriel Rodríguez & Rodrigo Salcedo Cisneros, 2022. "Evolution of the Exchange Rate Pass-Throught into Prices in Peru: An Empirical Application Using TVP-VAR-SV Models," Documentos de Trabajo / Working Papers 2022-510, Departamento de Economía - Pontificia Universidad Católica del Perú.
- Winkelried, Diego & Saldarriaga, Miguel, 2013. "Socios comerciales y crecimiento en América Latina: Un enfoque SVAR dinámico," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 25, pages 81-102.
- Diego Winkelried, 2014.
"Exchange rate pass-through and inflation targeting in Peru,"
Empirical Economics, Springer, vol. 46(4), pages 1181-1196, June.
- Winkelried, Diego, 2011. "Exchange rate pass-through and inflation targeting in Peru," Working Papers 2011-012, Banco Central de Reserva del Perú.
- Castellares, Renzo & Toma, Hiroshi, 2020.
"Effects of a mandatory local currency pricing law on the exchange rate pass-through,"
Journal of International Money and Finance, Elsevier, vol. 106(C).
- Castellares, Renzo & Toma, Hiroshi, 2019. "Effects of a Mandatory Local Currency Pricing Law on the Exchange Rate Pass-Through," Working Papers 2019-001, Banco Central de Reserva del Perú.
- Renzo Castellares & Hiroshi Toma, 2019. "Effects of a mandatory local currency pricing law on the exchange rate pass-through," BIS Working Papers 785, Bank for International Settlements.
- Mirza, Nawazish & Naqvi, Bushra & Rizvi, Syed Kumail Abbas & Boubaker, Sabri, 2023.
"Exchange rate pass-through and inflation targeting regime under energy price shocks,"
Energy Economics, Elsevier, vol. 124(C).
- N. Mirza & B. Naqvi & S.K.A. Rizvi & S. Boubaker, 2023. "Exchange Rate Pass-through and Inflation Targeting Regime under Energy Price Shocks," Post-Print hal-04435474, HAL.
- Fernando J. Pérez Forero & Marco Vega, 2016. "Asymmetric Exchange Rate Pass-through: Evidence from Nonlinear SVARs," Working Papers 63, Peruvian Economic Association.
- Jingjian, Si & Xiangyun, Gao & Jinsheng, Zhou & Anjian, Wang & Xiaotian, Sun & Yiran, Zhao & Hongyu, Wei, 2023. "The impact of oil price shocks on energy stocks from the perspective of investor attention," Energy, Elsevier, vol. 278(PB).
- Abdul Jalil, 2020. "What Do We Know of Exchange Rate Pass Through?," PIDE Knowledge Brief 2020:5, Pakistan Institute of Development Economics.
- Yanamandra, Venkataramana, 2015. "Exchange rate changes and inflation in India: What is the extent of exchange rate pass-through to imports?," Economic Analysis and Policy, Elsevier, vol. 47(C), pages 57-68.
- Tunç, Cengiz, 2017. "A Survey on Exchange Rate Pass through in Emerging Markets," Bulletin of Economic Theory and Analysis, BETA Journals, vol. 2(3), pages 205-233, July-Sept.
- Ramos, Maria Gracia & Winkelried, Diego, 2016.
"Tendencias comunes en el índice de precios al consumidor,"
Working Papers
2016-004, Banco Central de Reserva del Perú.
- Ramos, María Gracia & Winkelried, Diego, 2016. "Tendencias comunes en el índice de precios al consumidor," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 31, pages 29-44.
- Aguirre, John & Arrieta, Johar & Castillo, Luis E. & Florián, David & Ledesma, Alan & Martinez, Jefferson & Morales, Valeria & Vélez, Amilcar, 2023.
"Modelo de Proyección Trimestral: Una Actualización Hasta 2019,"
Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 42, pages 9-58.
- Aguirre, Jhon & Arrieta, Johar & Castillo, Luis & Florián, David & Ledesma, Alan & Martínez, Jeffesron & Morales, Valeria & Vélez, Amilcar, 2022. "Modelo de Proyección Trimestral: Una actualización hasta 2019," Working Papers 2022-011, Banco Central de Reserva del Perú.
- Mohamed Ali Chroufa & Nouri Chtourou, 2023. "Asymmetric relationship between exchange rate and inflation in Tunisia: fresh evidence from multiple-threshold NARDL model and Granger quantile causality," SN Business & Economics, Springer, vol. 3(7), pages 1-21, July.
- Winkelried, Diego, 2013. "Modelo de Proyección Trimestral del BCRP: Actualización y novedades," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 26, pages 9-60.
- Oluwasheyi Oladipo, 2017. "Inflation targeting and exchange rate pass-through to domestic prices: evidence from South Africa," Journal of Economic and Financial Studies (JEFS), LAR Center Press, vol. 5(5), pages 1-11, October.
- Bossone, Biagio, 2019. "The portfolio theory of inflation (and policy effectiveness)," Economics Discussion Papers 2019-29, Kiel Institute for the World Economy (IfW Kiel).
- Oluwasheyi Oladipo, 2017. "The Effects of Inflation Targeting on Exchange Rate Pass-Through to Domestic Prices: A Case Study of South Africa," Advances in Management and Applied Economics, SCIENPRESS Ltd, vol. 7(6), pages 1-4.
- Biagio Bossone, 2024. "Keynesian Policy Space in "Globalized" Economies," Working Papers PKWP2405, Post Keynesian Economics Society (PKES).
- Castellares, Renzo, 2017. "Condiciones de mercado y calidad como determinantes del traspaso del tipo de cambio," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 33, pages 29-41.
- Bossone, Biagio, 2019. "The portfolio theory of inflation and policy (in)effectiveness," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 13, pages 1-25.
- Paul Castillo & Diego Winkelried, 2007.
"Dollarization Persistence and Individual Heterogeneity,"
Working Papers
2007-004, Banco Central de Reserva del Perú.
- Winkelried, Diego & Castillo, Paul, 2010. "Dollarization persistence and individual heterogeneity," Journal of International Money and Finance, Elsevier, vol. 29(8), pages 1596-1618, December.
- Paul Castillo & Diego Winkelried, 2005. "Dollarization Persistence and Individual Heterogeneity," Macroeconomics 0512014, University Library of Munich, Germany, revised 31 Dec 2005.
Cited by:
- Contreras, Alex & Quispe,Zenón & Regalado, Fernando & Martínez, Martín, 2017. "Dolarización real en el Perú," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 33, pages 43-55.
- Sanchez Alan, 2006. "Financial Dollarization, the portfolio approach and expectations: evidence for Latin America (1995-2005)," Working Papers 2006-010, Banco Central de Reserva del Perú.
- Willy Alanya & Gabriel Rodríguez, 2019.
"Asymmetries in Volatility: An Empirical Study for the Peruvian Stock and Forex Markets,"
Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 22(01), pages 1-18, March.
- Gabriel Rodriguez & Willy Alanya, 2016. "Asymmetries in Volatility: An Empirical Study for the Peruvian Stock and Forex Markets," Documentos de Trabajo / Working Papers 2016-413, Departamento de Economía - Pontificia Universidad Católica del Perú.
- Brown, Martin & Haas, Ralph De & Sokolov, Vladimir, 2015.
"Regional Inflation and Financial Dollarization,"
HIT-REFINED Working Paper Series
22, Institute of Economic Research, Hitotsubashi University.
- Brown, M. & de Haas, R. & Sokolov, V., 2013. "Regional Inflation and Financial Dollarization," Discussion Paper 2013-073, Tilburg University, Center for Economic Research.
- Brown, M. & de Haas, R. & Sokolov, V., 2013. "Regional Inflation and Financial Dollarization," Other publications TiSEM 9ff11062-bd85-49b8-a0e1-3, Tilburg University, School of Economics and Management.
- Brown, Martin & De Haas, Ralph & Sokolov, Vladimir, 2013. "Regional Inflation and Financial Dollarization," Working Papers on Finance 1327, University of St. Gallen, School of Finance.
- Ivana Rajkoviæ & Branko Uroseviæ, 2014. "Dollarization of deposits in short and long run: evidence from CESE countries," Working papers 28, National Bank of Serbia.
- Carlos Eduardo León Rincón & Alejandro Reveiz, 2008.
"La dolarización financiera: Experiencia internacional y perspectivas para Colombia,"
Borradores de Economia
482, Banco de la Republica de Colombia.
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- Aguirre, Jhon & Arrieta, Johar & Castillo, Luis & Florián, David & Ledesma, Alan & Martínez, Jeffesron & Morales, Valeria & Vélez, Amilcar, 2022. "Modelo de Proyección Trimestral: Una actualización hasta 2019," Working Papers 2022-011, Banco Central de Reserva del Perú.
- Cavoli, Tony, 2008. "The exchange rate and optimal monetary policy rules in open and developing economies: Some simple analytics," Economic Modelling, Elsevier, vol. 25(5), pages 1011-1021, September.
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- Fabio Ghironi & Alessandro Rebucci, 2000. "Monetary Rules for Emerging Market Economies," Boston College Working Papers in Economics 476, Boston College Department of Economics, revised 13 Aug 2001.
- Alessandro Rebucci, 2004. "Monetary Rules for Emerging Market Economies," Econometric Society 2004 North American Summer Meetings 644, Econometric Society.
- Vedran Šošić & Evan Kraft, 2006. "Floating With A Large Life Jacket: Monetary And Exchange Rate Policies In Croatia Under Dollarization," Contemporary Economic Policy, Western Economic Association International, vol. 24(4), pages 492-506, October.
- Garcia, Carlos J. & Restrepo, Jorge E. & Roger, Scott, 2011. "How much should inflation targeters care about the exchange rate?," Journal of International Money and Finance, Elsevier, vol. 30(7), pages 1590-1617.
- Winkelried, Diego, 2013. "Modelo de Proyección Trimestral del BCRP: Actualización y novedades," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 26, pages 9-60.
- Carlos Garcia, 2012.
"Why Does Monetary Policy Respond to the Real Exchange Rate in Small Open Economies? A Bayesian Perspective,"
ILADES-UAH Working Papers
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- Ali Al-Eyd & Stephen Hall, 2012. "Financial crisis, effective policy rules and bounded rationality in a New Keynesian framework," Economic Change and Restructuring, Springer, vol. 45(1), pages 25-44, February.
- Gerardo Licandro & José Antonio Licandro, 2003. "Building the Dedollarization Agenda: Lessons from the Uruguayan Case," Money Affairs, CEMLA, vol. 0(2), pages 193-218, July-Dece.
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"Modeling Sterilized Interventions and Balance Sheet Effects of Monetary Policy in a New-Keynesian Framework,"
Open Economies Review, Springer, vol. 26(1), pages 81-108, February.
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"Inflation targeting in Latin America: Empirical analysis using GARCH models,"
Economic Modelling, Elsevier, vol. 28(3), pages 1424-1434, May.
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- Federico Sturzenegger, 2019. "Macri´s Macro: The meandering road to stability and growth," Working Papers 135, Universidad de San Andres, Departamento de Economia, revised Oct 2019.
Articles
- Diego Winkelried & Bruno Escobar, 2022.
"Declining inequality in Latin America? Robustness checks for Peru,"
The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 20(1), pages 223-243, March.
See citations under working paper version above.
- Winkelried, Diego & Escobar, Bruno, 2020. "Declining inequality in Latin America? Robustness checks for Peru," MPRA Paper 106566, University Library of Munich, Germany.
- Díaz, Fernando & Henríquez, Pablo A. & Winkelried, Diego, 2022.
"Stock market volatility and the COVID-19 reproductive number,"
Research in International Business and Finance, Elsevier, vol. 59(C).
Cited by:
- Carlini, Federico & Farina, Vincenzo & Gufler, Ivan & Previtali, Daniele, 2024. "Do stress and overstatement in the news affect the stock market? Evidence from COVID-19 news in The Wall Street Journal," International Review of Financial Analysis, Elsevier, vol. 93(C).
- Liu, Wenwen & Gui, Yiming & Qiao, Gaoxiu, 2022. "Dynamics lead-lag relationship of jumps among Chinese stock index and futures market during the Covid-19 epidemic," Research in International Business and Finance, Elsevier, vol. 61(C).
- Pham, Son Duy & Nguyen, Thao Thac Thanh & Li, Xiao-Ming, 2024. "Stabilizing global foreign exchange markets in the time of COVID-19: The role of vaccinations," Global Finance Journal, Elsevier, vol. 59(C).
- Sabeeh Ullah, 2023. "Impact of COVID-19 Pandemic on Financial Markets: a Global Perspective," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 14(2), pages 982-1003, June.
- Chen, Shengming & Bouteska, Ahmed & Sharif, Taimur & Abedin, Mohammad Zoynul, 2023. "The Russia–Ukraine war and energy market volatility: A novel application of the volatility ratio in the context of natural gas," Resources Policy, Elsevier, vol. 85(PA).
- Di, Michael & Xu, Ke, 2022. "COVID-19 vaccine and post-pandemic recovery: Evidence from Bitcoin cross-asset implied volatility spillover," Finance Research Letters, Elsevier, vol. 50(C).
- Zhang, Lixia & Bai, Jiancheng & Zhang, Yueyan & Cui, Can, 2023. "Global economic uncertainty and the Chinese stock market: Assessing the impacts of global indicators," Research in International Business and Finance, Elsevier, vol. 65(C).
- Deev, Oleg & Plíhal, Tomáš, 2022. "How to calm down the markets? The effects of COVID-19 economic policy responses on financial market uncertainty," Research in International Business and Finance, Elsevier, vol. 60(C).
- Hong, Yun & Jiang, Yanhui & Su, Xiaojian & Deng, Chao, 2024. "Extreme state media reporting and the extreme stock market during COVID-19: A multi-quantile VaR Granger causality approach in China," Research in International Business and Finance, Elsevier, vol. 67(PA).
- Lestari, Jenjang Sri & Frömmel, Michael, 2024. "Socially responsible investments: doing good while doing well in developed versus emerging markets?," Research in International Business and Finance, Elsevier, vol. 69(C).
- Aljohani, Bader M. & Fadul, Abubaker & Asiri, Maram S. & Alkhathami, Abdulrahman D. & Hasan, Fakhrul, 2024. "Volatility transmission in the property market during two inflationary periods: The 2008–2009 global financial crisis and the COVID-19 crisis," Research in International Business and Finance, Elsevier, vol. 70(PB).
- Walter Bazán-Palomino & Diego Winkelried, 2021.
"FX markets’ reactions to COVID-19: Are they different?,"
International Economics, CEPII research center, issue 167, pages 50-58.
- Bazán-Palomino, Walter & Winkelried, Diego, 2021. "FX markets’ reactions to COVID-19: Are they different?," International Economics, Elsevier, vol. 167(C), pages 50-58.
Cited by:
- Maneejuk, Paravee & Kaewtathip, Nuttaphong & Jaipong, Peemmawat & Yamaka, Woraphon, 2022. "The transition of the global financial markets' connectedness during the COVID-19 pandemic," The North American Journal of Economics and Finance, Elsevier, vol. 63(C).
- Pham, Son Duy & Nguyen, Thao Thac Thanh & Li, Xiao-Ming, 2024. "Stabilizing global foreign exchange markets in the time of COVID-19: The role of vaccinations," Global Finance Journal, Elsevier, vol. 59(C).
- Naveed, Hafiz Muhammad & HongXing, Yao & Memon, Bilal Ahmed & Ali, Shoaib & Alhussam, Mohammed Ismail & Sohu, Jan Muhammad, 2023. "Artificial neural network (ANN)-based estimation of the influence of COVID-19 pandemic on dynamic and emerging financial markets," Technological Forecasting and Social Change, Elsevier, vol. 190(C).
- Díaz, Fernando & Henríquez, Pablo A. & Winkelried, Diego, 2022. "Stock market volatility and the COVID-19 reproductive number," Research in International Business and Finance, Elsevier, vol. 59(C).
- Chang, Hao-Wen & Lin, Chinho, 2023. "Currency portfolio behavior in seven major Asian markets," Economic Analysis and Policy, Elsevier, vol. 79(C), pages 540-559.
- Winkelried, Diego, 2021.
"Unit roots in real primary commodity prices? A meta-analysis of the Grilli and Yang data set,"
Journal of Commodity Markets, Elsevier, vol. 23(C).
See citations under working paper version above.
- Winkelried, Diego, 2017. "Unit roots in real primary commodity prices? A meta-analysis of the Grilli and Yang data set," Working Papers 2017-013, Banco Central de Reserva del Perú.
- Natalia Guerrero & Oswaldo Molina & Diego Winkelried, 2020.
"Conditional cash transfers, spillovers, and informal health care: Evidence from Peru,"
Health Economics, John Wiley & Sons, Ltd., vol. 29(2), pages 111-122, February.
See citations under working paper version above.
- Guerrero, Natalia & Molina, Oswaldo & Winkelried, Diego, 2018. "Conditional cash transfers, spillovers and informal health care: Evidence from Peru," MPRA Paper 88586, University Library of Munich, Germany.
- Mongrut, Samuel & Winkelried, Diego, 2019.
"Unintended effects of IFRS adoption on earnings management: The case of Latin America,"
Emerging Markets Review, Elsevier, vol. 38(C), pages 377-388.
Cited by:
- Yang, Mian & Tang, Wenliang, 2022. "Air pollution, political costs, and earnings management," Emerging Markets Review, Elsevier, vol. 51(PA).
- Katarina Valaskova & Peter Adamko & Katarina Frajtova Michalikova & Jaroslav Macek, 2021. "Quo Vadis, earnings management? Analysis of manipulation determinants in Central European environment," Oeconomia Copernicana, Institute of Economic Research, vol. 12(3), pages 631-669, September.
- Bayar Gardi & Mehmet Aga & Nabaz Nawzad Abdullah, 2023. "Corporate Governance and Financial Reporting Quality: The Mediation Role of IFRS," Sustainability, MDPI, vol. 15(13), pages 1-19, June.
- Adhikari, Ajay & Bansal, Manish & Kumar, Ashish, 2021. "IFRS convergence and accounting quality: India a case study," Journal of International Accounting, Auditing and Taxation, Elsevier, vol. 45(C).
- Tatiana Dolgikh, 2022. "IFRS Adoption and the Financial Statements Comparability: The Case of Russia and Canada," European Financial and Accounting Journal, Prague University of Economics and Business, vol. 2022(1), pages 7-24.
- Pignatel, Isabelle & Tchakoute Tchuigoua, Hubert, 2020. "Microfinance institutions and International Financial Reporting Standards: An exploratory analysis," Research in International Business and Finance, Elsevier, vol. 54(C).
- Shruti, R. & Thenmozhi, M., 2023. "Founder ownership and value relevance of IFRS convergence: Role of institutional investors," Pacific-Basin Finance Journal, Elsevier, vol. 79(C).
- Majeed, Muhammad Ansar & Yan, Chao & Zhong, Huijie, 2022. "Do firms manipulate earnings after winning public-private partnership bids? Evidence from China," Emerging Markets Review, Elsevier, vol. 51(PB).
- Kim, Incheol & Lee, Suin & Sharma, Bina, 2023. "Competition law reform and firm performance: Evidence from developing countries," Emerging Markets Review, Elsevier, vol. 56(C).
- Sticca, Ralph Melles & Nakao, Silvio Hiroshi, 2019. "Hedge accounting choice as exchange loss avoidance under financial crisis: Evidence from Brazil," Emerging Markets Review, Elsevier, vol. 41(C).
- Miranda-Lopez, Jose & Tama-Sweet, Isho, 2024. "The impact of corporate governance on the information content of earnings and cash flows: Evidence from Brazil," International Review of Financial Analysis, Elsevier, vol. 93(C).
- Elkins, Hamilton & Entwistle, Gary & Schmidt, Regan N., 2021. "The influence of opportunistic capital structure disclosure in international financial reporting on nonprofessional investors," Journal of International Accounting, Auditing and Taxation, Elsevier, vol. 42(C).
- Akisik, Orhan & Gal, Graham & Mangaliso, Mzamo P., 2020. "IFRS, FDI, economic growth and human development: The experience of Anglophone and Francophone African countries," Emerging Markets Review, Elsevier, vol. 45(C).
- Hickman, L. Emily & Iyer, Subramanian Rama & Jadiyappa, Nemiraja, 2021. "The effect of voluntary and mandatory corporate social responsibility on earnings management: Evidence from India and the 2% rule," Emerging Markets Review, Elsevier, vol. 46(C).
- Dyussembina, Saule & Park, Kunsu, 2024. "Book-tax differences, dividend payout, and firm value," International Review of Financial Analysis, Elsevier, vol. 91(C).
- Diego Winkelried & Javier Torres, 2019.
"Economic mobility along the business cycle. The case of Peru,"
Applied Economics, Taylor & Francis Journals, vol. 51(18), pages 1894-1906, April.
See citations under working paper version above.
- Diego Winkelried & Javier Torres, 2017. "Economic mobility along the business cycle. The case of Peru," Working Papers 115, Peruvian Economic Association.
- Winkelried, Diego, 2018.
"Unit roots, flexible trends, and the Prebisch-Singer hypothesis,"
Journal of Development Economics, Elsevier, vol. 132(C), pages 1-17.
See citations under working paper version above.
- Winkelried, Diego, 2015. "Unit Roots, Flexible Trends and the Prebisch-Singer Hypothesis," Working Papers 2015-007, Banco Central de Reserva del Perú.
- Diego Winkelried & Luis A. Iberico, 2018.
"Calendar effects in Latin American stock markets,"
Empirical Economics, Springer, vol. 54(3), pages 1215-1235, May.
See citations under working paper version above.
- Iberico, Luis Antonio & Winkelried, Diego, 2015. "Calendar Effects in Latin American Stock Markets," Working Papers 2015-008, Banco Central de Reserva del Perú.
- Diego Winkelried, 2017.
"Inferring Inflation Expectations from Fixed-Event Forecasts,"
International Journal of Central Banking, International Journal of Central Banking, vol. 13(2), pages 1-31, June.
See citations under working paper version above.
- Winkelried, Diego, 2014. "Inferring inflation expectations from fixed-event forecasts," Working Papers 2014-016, Banco Central de Reserva del Perú.
- Winkelried, Diego, 2017.
"Cronología de los ciclos económicos en el Perú: 1992 a 2016,"
Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 34, pages 55-76.
Cited by:
- Brenda Guevara & Gabriel Rodríguez & Lorena Yamuca Salvatierra, 2024. "External Shocks and Economic Fluctuations in Peru: Empirical Evidence using Mixture Innovation TVP-VAR-SV Models," Documentos de Trabajo / Working Papers 2024-529, Departamento de Economía - Pontificia Universidad Católica del Perú.
- Winkelried, Diego, 2016.
"Piecewise linear trends and cycles in primary commodity prices,"
Journal of International Money and Finance, Elsevier, vol. 64(C), pages 196-213.
See citations under working paper version above.
- Winkelried, Diego, 2015. "Piecewise linear trends and cycles in primary commodity prices," Working Papers 2015-012, Banco Central de Reserva del Perú.
- Diego Winkelried, 2014.
"Exchange rate pass-through and inflation targeting in Peru,"
Empirical Economics, Springer, vol. 46(4), pages 1181-1196, June.
See citations under working paper version above.
- Winkelried, Diego, 2011. "Exchange rate pass-through and inflation targeting in Peru," Working Papers 2011-012, Banco Central de Reserva del Perú.
- Winkelried, Diego, 2013.
"Modelo de Proyección Trimestral del BCRP: Actualización y novedades,"
Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 26, pages 9-60.
Cited by:
- Armas, Adrián & Castillo, Paul & Vega, Marco, 2014.
"Inflation targeting and Quantitative Tightening: Effects of Reserve Requirements in Peru,"
Working Papers
2014-003, Banco Central de Reserva del Perú.
- Marco Vega & Adrian Armas & Paul Castillo, 2014. "Inflation Targeting and Quantitative Tightening: Effects of Reserve Requirements in Peru," Economía Journal, The Latin American and Caribbean Economic Association - LACEA, vol. 0(Fall 2014), pages 133-175, June.
- Armas, Adrián & Castillo, Paul & Vega, Marco, 2014. "Inflation Targeting and Quantitative Tightening: Effects of Reserve Requirements in Peru," IDB Publications (Working Papers) 6445, Inter-American Development Bank.
- Armas, Adrián & Castillo, Paul & Vega, Marco, 2014. "Inflation targeting and quantitative tightening: effects of reserve requirements in Peru," LSE Research Online Documents on Economics 123334, London School of Economics and Political Science, LSE Library.
- Luis Eduardo Castillo & David Florián Hoyle, 2019.
"Measuring the output gap, potential output growth and natural interest rate from a semi-structural dynamic model for Peru,"
Working Papers
159, Peruvian Economic Association.
- Castillo, Luis & Florián, David, 2019. "Measuring the output gap, potential output growth and natural interest rate from a semi-structural dynamic model for Peru," Working Papers 2019-012, Banco Central de Reserva del Perú.
- Renzo Rossini & Adrián Armas & Zenón Quispe, 2014. "Global policy spillovers and Peru’s monetary policy: inflation targeting, foreign exchange intervention and reserve requirements," BIS Papers chapters, in: Bank for International Settlements (ed.), The transmission of unconventional monetary policy to the emerging markets, volume 78, pages 241-264, Bank for International Settlements.
- Alex Carrasco & David Florian Hoyle & Rafael Nivin, 2019.
"SFX Interventions, Financial Intermediation, and External Shocks in Emerging Economies,"
Working Papers
160, Peruvian Economic Association.
- Carrasco, Alex & Florián, David & Nivín, Rafael, 2019. "SFX Interventions, Financial Intermediation, and External Shocks in Emerging Economies," Working Papers 2019-022, Banco Central de Reserva del Perú.
- José Luis Nolazco & Patricia Lengua-Lafosse & Nikita Céspedes Reynaga, 2020.
"Contribución de los choques externos en el crecimiento económico del Perú: un modelo semi-estructural,"
Capítulos de libros, in: Nikita Céspedes Reynaga & Norman V. Loayza & Nelson R. Ramírez Rondán (ed.), Crecimiento económico en el Perú: causas y consecuencias, edition 1, volume 1, chapter 3, pages 74-117,
Universidad de San Martín de Porres.
- Nolazco, José Luis & Lengua-Lafosse, Patricia & Céspedes, Nikita, 2016. "Contribución de los choques externos en el Crecimiento Económico del Perú: un modelo semi-estructural," Working Papers 2016-006, Banco Central de Reserva del Perú.
- José Luis Nolazco & Patricia Lengua-Lafosse & Nikita Céspedes, 2016. "Contribución de los choques externos en el crecimiento económico del Perú: un modelo semi-estructural," Working Papers 80, Peruvian Economic Association.
- Elmer Sánchez León, 2016. "Mortgage Credit: Lending and Borrowing Constraints in a DSGE Framework," IHEID Working Papers 15-2016, Economics Section, The Graduate Institute of International Studies.
- Elmer Sánchez León, 2018. "Mortgage Credit: Lending and Borrowing Constraints in a DSGE Model," Working Papers 125, Peruvian Economic Association.
- Winkelried, Diego, 2023. "Simple interpolations of inflation expectations," Economics Letters, Elsevier, vol. 229(C).
- Aguirre, John & Arrieta, Johar & Castillo, Luis E. & Florián, David & Ledesma, Alan & Martinez, Jefferson & Morales, Valeria & Vélez, Amilcar, 2023.
"Modelo de Proyección Trimestral: Una Actualización Hasta 2019,"
Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 42, pages 9-58.
- Aguirre, Jhon & Arrieta, Johar & Castillo, Luis & Florián, David & Ledesma, Alan & Martínez, Jeffesron & Morales, Valeria & Vélez, Amilcar, 2022. "Modelo de Proyección Trimestral: Una actualización hasta 2019," Working Papers 2022-011, Banco Central de Reserva del Perú.
- Joao Ribeiro, 2019. "Inflación de alimentos en Perú: El rol de la política monetaria," Revista de Analisis Economico – Economic Analysis Review, Universidad Alberto Hurtado/School of Economics and Business, vol. 34(2), pages 81-98, October.
- Renzo Rossini & Adrian Armas & Paul Castillo & Zenon Quispe, 2019. "International reserves and forex intervention in Peru," BIS Papers chapters, in: Bank for International Settlements (ed.), Reserve management and FX intervention, volume 104, pages 191-207, Bank for International Settlements.
- Lock, Eduardo & Winkelried, Diego, 2015. "Flujos de órdenes en el mercado cambiario y el valor intrínseco del Nuevo Sol," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 29, pages 33-54.
- Armas, Adrián & Castillo, Paul & Vega, Marco, 2014.
"Inflation targeting and Quantitative Tightening: Effects of Reserve Requirements in Peru,"
Working Papers
2014-003, Banco Central de Reserva del Perú.
- Winkelried, Diego & Saldarriaga, Miguel, 2013.
"Socios comerciales y crecimiento en América Latina: Un enfoque SVAR dinámico,"
Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 25, pages 81-102.
Cited by:
- Ganiko, Gustavo & Jiménez, Alvaro, 2023.
"Choques externos en la economía peruana: un enfoque de ceros y signos en un modelo BVAR,"
Working Papers
2023-010, Banco Central de Reserva del Perú.
- Gustavo Ganiko & Alvaro Jiménez, 2023. "Choques externos en la economía peruana: un enfoque de ceros y signos en un modelo BVAR," Documentos de Trabajo / Working Papers 2023-520, Departamento de Economía - Pontificia Universidad Católica del Perú.
- Rodríguez, Gabriel & Vassallo, Renato & Castillo B., Paul, 2023. "Effects of external shocks on macroeconomic fluctuations in Pacific Alliance countries," Economic Modelling, Elsevier, vol. 124(C).
- Gabriel Rodríguez & Renato Vassallo, 2022. "Time Evolution of External Shocks on Macroeconomic Fluctuations in Pacific Alliance Countries: Empirical Application using TVP-VAR-SV Models," Documentos de Trabajo / Working Papers 2022-508, Departamento de Economía - Pontificia Universidad Católica del Perú.
- Ganiko, Gustavo & Jiménez, Alvaro, 2023.
"Choques externos en la economía peruana: un enfoque de ceros y signos en un modelo BVAR,"
Working Papers
2023-010, Banco Central de Reserva del Perú.
- Miguel Ángel Saldarriaga & Diego Winkelried, 2013.
"Trade linkages and growth in Latin America: An SVAR analysis,"
International Economics, CEPII research center, issue 135-136, pages 13-28.
Cited by:
- Jawadi, Fredj & Mallick, Sushanta K. & Sousa, Ricardo M., 2016. "Fiscal and monetary policies in the BRICS: A panel VAR approach," Economic Modelling, Elsevier, vol. 58(C), pages 535-542.
- José Franco Iparraguirre & Fernando Cuyutupac Borja, 2020. "Impacto de los factores externos en el Producto Bruto Interno Peruano durante 1994-2018," Revista de Análisis Económico y Financiero, Universidad de San Martín de Porres, vol. 2(01), pages 64-75.
- Winkelried, Diego, 2012.
"Traspaso del tipo de cambio y metas de inflación en el Perú,"
Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 23, pages 9-24.
Cited by:
- Flavio Pérez Rojo & Gabriel Rodríguez, 2023. "Jane Haldimand Marcet: Impact of Monetary Policy Shocks in the Peruvian Economy Over Time," Documentos de Trabajo / Working Papers 2023-523, Departamento de Economía - Pontificia Universidad Católica del Perú.
- Hernández, María Florencia, 2023. "Análisis del pass-through del tipo de cambio a la inflación en Argentina (2003-2020): un enfoque empírico," Nülan. Deposited Documents 4016, Universidad Nacional de Mar del Plata, Facultad de Ciencias Económicas y Sociales, Centro de Documentación.
- Winkelried, Diego & Gutiérrez, José, 2012.
"Dinámica inflacionaria regional y el esquema de metas de inflación en el Perú,"
Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 24, pages 79-98.
Cited by:
- Alejandro C. García-Cintado & Diego Romero-Ávila & Carlos Usabiaga, 2016.
"The economic integration of Spain: a change in the inflation pattern,"
Latin American Economic Review, Springer;Centro de Investigaciòn y Docencia Económica (CIDE), vol. 25(1), pages 1-41, December.
- Carlos Usabiaga & Alejandro C. García-Cintado & Diego Romero-Ávila, 2016. "The Economic Integration of Spain: A Change in the Inflation Pattern," EcoMod2016 9367, EcoMod.
- Alejandro C. García-Cintado & Diego Romero-Ávila & Carlos Usabiaga, 2016.
"The economic integration of Spain: a change in the inflation pattern,"
Latin American Economic Review, Springer;Centro de Investigaciòn y Docencia Económica (CIDE), vol. 25(1), pages 1-41, December.
- Rodríguez, Donita & Winkelried, Diego, 2011.
"¿Qué explica la evolución del tipo de cambio real de equilibrio en el Perú? 1992–2009,"
Revista Moneda, Banco Central de Reserva del Perú, issue 147, pages 9-14.
Cited by:
- Rossini, Renzo & Quispe, Zenon & Rodriguez, Donita, 2011.
"Capital Flows, Monetary Policy and FOREX Interventions in Peru,"
Working Papers
2011-008, Banco Central de Reserva del Perú.
- Renzo Rossini & Zenon Quispe & Donita Rodriguez, 2011. "Capital flows, monetary policy and forex intervention in Peru," BIS Papers chapters, in: Bank for International Settlements (ed.), Capital flows, commodity price movements and foreign exchange intervention, volume 57, pages 261-274, Bank for International Settlements.
- Rossini, Renzo & Quispe, Zenón & Rodríguez, Donita, 2013. "Flujo de capitales, política monetaria e intervención cambiaria en el Perú," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 25, pages 39-50.
- Lock, Eduardo & Winkelried, Diego, 2015. "Flujos de órdenes en el mercado cambiario y el valor intrínseco del Nuevo Sol," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 29, pages 33-54.
- Rossini, Renzo & Quispe, Zenon & Rodriguez, Donita, 2011.
"Capital Flows, Monetary Policy and FOREX Interventions in Peru,"
Working Papers
2011-008, Banco Central de Reserva del Perú.
- Winkelried, Diego, 2011.
"Traspaso del tipo de cambio a la inflación,"
Revista Moneda, Banco Central de Reserva del Perú, issue 148, pages 4-7.
Cited by:
- Winkelried, Diego, 2012. "Traspaso del tipo de cambio y metas de inflación en el Perú," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 23, pages 9-24.
- Winkelried, Diego, 2010.
"Sobre los determinantes de la Inflación,"
Revista Moneda, Banco Central de Reserva del Perú, issue 145, pages 12-16.
Cited by:
- Ramos, Maria Gracia & Winkelried, Diego, 2016.
"Tendencias comunes en el índice de precios al consumidor,"
Working Papers
2016-004, Banco Central de Reserva del Perú.
- Ramos, María Gracia & Winkelried, Diego, 2016. "Tendencias comunes en el índice de precios al consumidor," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 31, pages 29-44.
- Ramos, Maria Gracia & Winkelried, Diego, 2016.
"Tendencias comunes en el índice de precios al consumidor,"
Working Papers
2016-004, Banco Central de Reserva del Perú.
- Winkelried, Diego & Ledesma, Alan, 2010.
"Tasa neutral de interés,"
Revista Moneda, Banco Central de Reserva del Perú, issue 146, pages 13-17.
Cited by:
- Winkelried, Diego, 2013. "Modelo de Proyección Trimestral del BCRP: Actualización y novedades," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 26, pages 9-60.
- Winkelried, Diego & Castillo, Paul, 2010.
"Dollarization persistence and individual heterogeneity,"
Journal of International Money and Finance, Elsevier, vol. 29(8), pages 1596-1618, December.
See citations under working paper version above.
- Paul Castillo & Diego Winkelried, 2007. "Dollarization Persistence and Individual Heterogeneity," Working Papers 2007-004, Banco Central de Reserva del Perú.
- Paul Castillo & Diego Winkelried, 2005. "Dollarization Persistence and Individual Heterogeneity," Macroeconomics 0512014, University Library of Munich, Germany, revised 31 Dec 2005.
- Álvaro Monge & Diego Winkelried, 2009.
"PPC y convergencia de precios: un análisis para las ciudades del Perú,"
Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 27(58), pages 56-105, August.
- Álvaro Monge & Diego Winkelried, 2009. "PPC y convergencia de precios: un análisis para las ciudades del Perú," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 27(58), pages 56-105, August.
Cited by:
- Diego Winkelried & José Enrique Gutierrez, 2015.
"Regional Inflation Dynamics and Inflation Targeting. The Case of Peru,"
Journal of Applied Economics, Taylor & Francis Journals, vol. 18(2), pages 199-224, November.
- Diego Winkelried & José Enrique Gutierrez, 2015. "Regional inflation dynamics and inflation targeting. The case of Peru," Journal of Applied Economics, Universidad del CEMA, vol. 18, pages 199-224, November.
- Winkelried, Diego & Gutiérrez, José, 2012. "Dinámica inflacionaria regional y el esquema de metas de inflación en el Perú," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 24, pages 79-98.
- Winkelried, Diego & Gutierrez, José Enrique, 2012. "Regional inflation dynamics and inflation targeting in Peru," Working Papers 2012-018, Banco Central de Reserva del Perú.
- Vega, Marco & Bigio, Saki & Florian, David & Llosa, Gonzalo & Miller, Shirley & Ramirez-Rondan, Nelson & Rodriguez, Donita & Salas, Jorge & Winkelried, Diego, 2009.
"Un modelo semiestructural de proyección para la economía peruana,"
Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 17, pages 51-83.
Cited by:
- Lahura, Erick, 2012. "Midiendo los efectos de la política monetaria a través de las expectativas de mercado," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 23, pages 39-52.
- Maertens Odria, Luís Ricardo & Castillo, Paul & Rodriguez, Gabriel, 2012.
"Does the exchange rate pass-through into prices change when inflation targeting is adopted? The Peruvian case study between 1994 and 2007,"
Journal of Macroeconomics, Elsevier, vol. 34(4), pages 1154-1166.
- Paul Castillo & Luis Maertens Odria & Gabriel Rodríguez, 2011. "Does The Exchange Rate Pass-Through Into Prices Change When Inflation Targeting Is Adopted? The Peruvian Case Study Between 1994 And 2007," Documentos de Trabajo / Working Papers 2011-314, Departamento de Economía - Pontificia Universidad Católica del Perú.
- Maertens Odria, Luís Ricardo & Rodríguez, Gabriel, 2013.
"Inflation expectations formation in the presence of policy shifts and structural breaks: An experimental analysis,"
Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 44(C), pages 59-67.
- Luis Ricardo Maertens & Gabriel Rodríguez, 2012. "Inflation Expectations Formation In The Presence Of Policy Shifts And Structural Breaks: An Experimental Analysis," Documentos de Trabajo / Working Papers 2012-339, Departamento de Economía - Pontificia Universidad Católica del Perú.
- Pérez-Forero, Fernando & Vega, Marco, 2014. "The Dynamic Effects of Interest Rates and Reserve Requirements," Working Papers 2014-018, Banco Central de Reserva del Perú.
- José Luis Nolazco & Patricia Lengua-Lafosse & Nikita Céspedes Reynaga, 2020.
"Contribución de los choques externos en el crecimiento económico del Perú: un modelo semi-estructural,"
Capítulos de libros, in: Nikita Céspedes Reynaga & Norman V. Loayza & Nelson R. Ramírez Rondán (ed.), Crecimiento económico en el Perú: causas y consecuencias, edition 1, volume 1, chapter 3, pages 74-117,
Universidad de San Martín de Porres.
- Nolazco, José Luis & Lengua-Lafosse, Patricia & Céspedes, Nikita, 2016. "Contribución de los choques externos en el Crecimiento Económico del Perú: un modelo semi-estructural," Working Papers 2016-006, Banco Central de Reserva del Perú.
- José Luis Nolazco & Patricia Lengua-Lafosse & Nikita Céspedes, 2016. "Contribución de los choques externos en el crecimiento económico del Perú: un modelo semi-estructural," Working Papers 80, Peruvian Economic Association.
- Lahura, Erick, 2012. "Measuring the Effects of Monetary Policy Using Market Expectations," Working Papers 2012-005, Banco Central de Reserva del Perú.
- Salas, Jorge, 2011. "Estimación bayesiana de unmodelo de pequeña economía abierta con dolarización parcial," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 22, pages 41-62.
- Rossini, Renzo & Quispe, Zenón & Loyola, Jorge, 2012.
"Fiscal policy considerations in the design of monetary policy in Peru,"
Working Papers
2012-022, Banco Central de Reserva del Perú.
- Renzo Rossini & Zenon Quispe & Jorge Loyola, 2012. "Fiscal policy considerations in the design of monetary policy in Peru," BIS Papers chapters, in: Bank for International Settlements (ed.), Fiscal policy, public debt and monetary policy in emerging market economies, volume 67, pages 253-267, Bank for International Settlements.
- Aguirre, John & Arrieta, Johar & Castillo, Luis E. & Florián, David & Ledesma, Alan & Martinez, Jefferson & Morales, Valeria & Vélez, Amilcar, 2023.
"Modelo de Proyección Trimestral: Una Actualización Hasta 2019,"
Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 42, pages 9-58.
- Aguirre, Jhon & Arrieta, Johar & Castillo, Luis & Florián, David & Ledesma, Alan & Martínez, Jeffesron & Morales, Valeria & Vélez, Amilcar, 2022. "Modelo de Proyección Trimestral: Una actualización hasta 2019," Working Papers 2022-011, Banco Central de Reserva del Perú.
- Winkelried, Diego, 2013. "Modelo de Proyección Trimestral del BCRP: Actualización y novedades," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 26, pages 9-60.
- Marco Vega & Diego Winkelried, 2005.
"Inflation Targeting and Inflation Behavior: A Successful Story?,"
International Journal of Central Banking, International Journal of Central Banking, vol. 1(3), December.
See citations under working paper version above.
- Marco Vega & Diego Winkelried, 2005. "Inflation Targeting and Inflation Behavior: A Successful Story?," Macroeconomics 0502026, University Library of Munich, Germany.
- Vega, Marco & Winkelried, Diego, 2004. "Inflation Targeting and Inflation Behavior: A Successful Story?," MPRA Paper 838, University Library of Munich, Germany.
- Diego Winkelried & Marco Vega, 2005.
"¿Cambia la inflación cuando los países adoptan metas explícitas de inflación?,"
Apuntes. Revista de ciencias sociales, Fondo Editorial, Universidad del Pacífico, vol. 32(56-57), pages 139-156.
See citations under working paper version above.
- Marco Vega & Diego Winkelried, 2006. "¿Cambia la Inflación Cuando los Países Adoptan Metas Explícitas de Inflación?," Working Papers 2006-001, Banco Central de Reserva del Perú.
- Diego Winkelried Quezada, 2005.
"Tendencias comunes y análisis de la política monetaria en el Perú,"
Monetaria, CEMLA, vol. 0(3), pages 279-317, julio-sep.
- Winkelried Quezada, Diego, 2004. "Tendencias comunes y análisis de la política monetaria en el Perú," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 11.
Cited by:
- Lahura, Erick, 2012. "Midiendo los efectos de la política monetaria a través de las expectativas de mercado," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 23, pages 39-52.
- Renzo Rossini & Marco Vega, 2008.
"The monetary policy transmission mechanism under financial dollarisation: the case of Peru 1996-2006,"
BIS Papers chapters, in: Bank for International Settlements (ed.), Transmission mechanisms for monetary policy in emerging market economies, volume 35, pages 395-412,
Bank for International Settlements.
- Renzo Rossini & Marco Vega, 2007. "The monetary policy transmission mechanism under financial dollarization: the case of Peru 1996-2006," Working Papers 2007-017, Banco Central de Reserva del Perú.
- Castillo, Paul & Pérez, Fernando & Tuesta, Vicente, 2011.
"Los mecanismos de transmisión de la política monetaria en Perú,"
Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 21, pages 41-63.
- Castillo, Paul & Perez, Fernando & Tuesta, Vicente, 2010. "Los Mecanismos de Transmisión de la Política Monetaria en Perú," Working Papers 2010-013, Banco Central de Reserva del Perú.
- Carlos Fernando Daza Moreno & Jorge Mario Uribe, 2016. "Efectos de los cambios de la tasa de interés de Estados Unidos sobre Colombia, Perú y Chile," Revista de Economía del Caribe 14794, Universidad del Norte.
- Pérez-Forero, Fernando & Vega, Marco, 2014. "The Dynamic Effects of Interest Rates and Reserve Requirements," Working Papers 2014-018, Banco Central de Reserva del Perú.
- Lahura, Erick, 2012. "Measuring the Effects of Monetary Policy Using Market Expectations," Working Papers 2012-005, Banco Central de Reserva del Perú.
- Jhonatan Portilla & Gabriel Rodríguez & Paul Castillo B., 2022.
"Evolution of Monetary Policy in Peru: An Empirical Application Using a Mixture Innovation TVP-VAR-SV Model [Metas de Inflación en Una Economía Dolarizada: La Experencia Del Perú],"
CESifo Economic Studies, CESifo Group, vol. 68(1), pages 98-126.
- Jhonatan Portilla Goicochea & Gabriel Rodríguez, 2020. "Evolution of Monetary Policy in Peru: An Empirical Application using a Mixture Innovation TVP-VAR-SV Model," Documentos de Trabajo / Working Papers 2020-485, Departamento de Economía - Pontificia Universidad Católica del Perú.
- Salas, Jorge, 2009. "¿Qué explica las fluctuaciones de la inflación en el Perú en el periodo 2002-2008? Evidencia de un análisis VAR estructural," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 16, pages 9-36.
- Winkelried, Diego, 2013. "Modelo de Proyección Trimestral del BCRP: Actualización y novedades," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 26, pages 9-60.
- Saki Bigio & Jorge Salas, 2006. "Non-Linear Effects of Monetary Policy and Real Exchange Rate Shocks in Partially Dollarized Economies: An Empirical Study for Peru," Working Papers 2006-008, Banco Central de Reserva del Perú.
- Moron, Eduardo & Winkelried, Diego, 2005.
"Monetary policy rules for financially vulnerable economies,"
Journal of Development Economics, Elsevier, vol. 76(1), pages 23-51, February.
See citations under working paper version above.
- Eduardo Moron & Diego Winkelried, 2002. "Monetary Policy Rules for Financially Vulnerable EconomieEd," Macroeconomics 0205001, University Library of Munich, Germany.
- Mr. Eduardo Morón & Mr. Diego Winkelried, 2003. "Monetary Policy Rules for Financially Vulnerable Economies," IMF Working Papers 2003/039, International Monetary Fund.
- Winkelried, Diego, 2003.
"¿Es asimétrico el pass-through en el Perú?: Un análisis agregado,"
Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 10.
Cited by:
- Maertens Odria, Luís Ricardo & Castillo, Paul & Rodriguez, Gabriel, 2012.
"Does the exchange rate pass-through into prices change when inflation targeting is adopted? The Peruvian case study between 1994 and 2007,"
Journal of Macroeconomics, Elsevier, vol. 34(4), pages 1154-1166.
- Paul Castillo & Luis Maertens Odria & Gabriel Rodríguez, 2011. "Does The Exchange Rate Pass-Through Into Prices Change When Inflation Targeting Is Adopted? The Peruvian Case Study Between 1994 And 2007," Documentos de Trabajo / Working Papers 2011-314, Departamento de Economía - Pontificia Universidad Católica del Perú.
- Renzo Rossini & Marco Vega, 2008.
"The monetary policy transmission mechanism under financial dollarisation: the case of Peru 1996-2006,"
BIS Papers chapters, in: Bank for International Settlements (ed.), Transmission mechanisms for monetary policy in emerging market economies, volume 35, pages 395-412,
Bank for International Settlements.
- Renzo Rossini & Marco Vega, 2007. "The monetary policy transmission mechanism under financial dollarization: the case of Peru 1996-2006," Working Papers 2007-017, Banco Central de Reserva del Perú.
- Amado, María, 2014. "Macroprudential Rules in Small Open Economies," Working Papers 2014-009, Banco Central de Reserva del Perú.
- Flavio Pérez Rojo & Gabriel Rodríguez, 2023. "Jane Haldimand Marcet: Impact of Monetary Policy Shocks in the Peruvian Economy Over Time," Documentos de Trabajo / Working Papers 2023-523, Departamento de Economía - Pontificia Universidad Católica del Perú.
- Hernán Rincón-Castro & Norberto Rodríguez-Niño, 2016.
"Nonlinear Pass-Through of Exchange Rate Shocks on Inflation: A Bayesian Smooth Transition VAR Approach,"
Borradores de Economia
14299, Banco de la Republica.
- Hernán Rincón & Norberto Rodríguez, 2016. "Nonlinear Pass-Through of Exchange Rate Shocks on Inflation: A Bayesian Smooth Transition VAR Approach," IHEID Working Papers 13-2016, Economics Section, The Graduate Institute of International Studies.
- Hernán Rincón-Castro & Norberto Rodríguez-Niño, 2016. "Nonlinear Pass-Through of Exchange Rate Shocks on Inflation: A Bayesian Smooth Transition VAR Approach," Borradores de Economia 930, Banco de la Republica de Colombia.
- Winkelried, Diego, 2012. "Traspaso del tipo de cambio y metas de inflación en el Perú," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 23, pages 9-24.
- Castillo, Paul & Pérez, Fernando & Tuesta, Vicente, 2011.
"Los mecanismos de transmisión de la política monetaria en Perú,"
Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 21, pages 41-63.
- Castillo, Paul & Perez, Fernando & Tuesta, Vicente, 2010. "Los Mecanismos de Transmisión de la Política Monetaria en Perú," Working Papers 2010-013, Banco Central de Reserva del Perú.
- Mujica R., Patricio & Saens, Rodrigo, 2015. "Exchange rate pass-through and inflation targets in Chile," Revista CEPAL, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), December.
- Jesús Ferreyra & Jorge Salas, 2006. "The Equilibrium Real Exchange Rate in Peru: BEER Models and Confidence Band Building," Working Papers 2006-006, Banco Central de Reserva del Perú.
- Rodriguez, Gabriel & Castillo B., Paul & Calero, Roberto & Salcedo Cisneros, Rodrigo & Ataurima Arellano, Miguel, 2024.
"Evolution of the exchange rate pass-through into prices in Peru: An empirical application using TVP-VAR-SV models,"
Journal of International Money and Finance, Elsevier, vol. 142(C).
- Roberto Calero & Gabriel Rodríguez & Rodrigo Salcedo Cisneros, 2022. "Evolution of the Exchange Rate Pass-Throught into Prices in Peru: An Empirical Application Using TVP-VAR-SV Models," Documentos de Trabajo / Working Papers 2022-510, Departamento de Economía - Pontificia Universidad Católica del Perú.
- Diego Winkelried, 2014.
"Exchange rate pass-through and inflation targeting in Peru,"
Empirical Economics, Springer, vol. 46(4), pages 1181-1196, June.
- Winkelried, Diego, 2011. "Exchange rate pass-through and inflation targeting in Peru," Working Papers 2011-012, Banco Central de Reserva del Perú.
- Castellares, Renzo & Toma, Hiroshi, 2020.
"Effects of a mandatory local currency pricing law on the exchange rate pass-through,"
Journal of International Money and Finance, Elsevier, vol. 106(C).
- Castellares, Renzo & Toma, Hiroshi, 2019. "Effects of a Mandatory Local Currency Pricing Law on the Exchange Rate Pass-Through," Working Papers 2019-001, Banco Central de Reserva del Perú.
- Renzo Castellares & Hiroshi Toma, 2019. "Effects of a mandatory local currency pricing law on the exchange rate pass-through," BIS Working Papers 785, Bank for International Settlements.
- Adrián Armas & Francisco Grippa, 2008. "Metas de inflación en una economía dolarizada: La experiencia del Perú," Revista de Análisis del BCB, Banco Central de Bolivia, vol. 10(1), pages 7-44, December.
- Fernando J. Pérez Forero & Marco Vega, 2016. "Asymmetric Exchange Rate Pass-through: Evidence from Nonlinear SVARs," Working Papers 63, Peruvian Economic Association.
- Andrés González & Hernán Rincón & Norberto Rodríguez, 2008. "La transmisión de los choques a la tasa de cambio sobre la inflación de los bienes importados en presencia de asimetrías," Borradores de Economia 532, Banco de la Republica de Colombia.
- Juan Hernández, 2015. "Revisión de algunas estimaciones recientes del traspaso del tipo de cambio a los precios en México," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 33(78), pages 190-196, December.
- Hernán Rincón-Castro & Norberto Rodríguez-Niño, 2018. "Nonlinear state and shock dependence of exchange rate pass through on prices," BIS Working Papers 690, Bank for International Settlements.
- Salas, Jorge, 2009. "¿Qué explica las fluctuaciones de la inflación en el Perú en el periodo 2002-2008? Evidencia de un análisis VAR estructural," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 16, pages 9-36.
- Andrés González & Hernán Rincóm & Norberto Rodríguez, 2008. "La transmisión de los choques a la tasa de cambio sobre la inflación," Borradores de Economia 5089, Banco de la Republica.
- Esquivel Monge, Manfred & Gomez Rodriguez, Jose Fabio, 2010. "Asymmetries of the Exchange Rate Pass Through to Domestic Prices: The Case of Costa Rica," MPRA Paper 60251, University Library of Munich, Germany, revised Jul 2010.
- Winkelried, Diego, 2013. "Modelo de Proyección Trimestral del BCRP: Actualización y novedades," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 26, pages 9-60.
- Saki Bigio & Jorge Salas, 2006. "Non-Linear Effects of Monetary Policy and Real Exchange Rate Shocks in Partially Dollarized Economies: An Empirical Study for Peru," Working Papers 2006-008, Banco Central de Reserva del Perú.
- Maertens Odria, Luís Ricardo & Castillo, Paul & Rodriguez, Gabriel, 2012.
"Does the exchange rate pass-through into prices change when inflation targeting is adopted? The Peruvian case study between 1994 and 2007,"
Journal of Macroeconomics, Elsevier, vol. 34(4), pages 1154-1166.
- Diego Winkelried Quezada, 2003.
"Interdependencia y contagio financiero en América Latina,"
Monetaria, CEMLA, vol. 0(1), pages 1-31, enero-mar.
Cited by:
- Morales Vásquez, Daniel, 2011. "Presiones cambiarias en el Perú: Un enfoque no lineal," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 20, pages 57-71.
- Winkelried, Diego, 2003.
"Hacia una meta explícita de inflación: Anticipando la inflación en el Perú,"
Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 9, pages 11-40.
Cited by:
- Armas, Adrián & Grippa, Francisco & Quispe, Zenón & Valdivia, Luis, 2001. "De metas monetarias a metas de inflación en una economía con dolarización parcial: El caso peruano," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 7.
- Llosa, Gonzalo & Tuesta, Vicente & Vega, Marco, 2006. "Un modelo de proyección BVAR para la inflación peruana," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 13.
- Salas, Jorge, 2009. "¿Qué explica las fluctuaciones de la inflación en el Perú en el periodo 2002-2008? Evidencia de un análisis VAR estructural," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 16, pages 9-36.
- Álvaro Monge Z. & Diego Winkelried Q., 2001.
"Consideraciones subjetivas en la medición de la pobreza en el Perú,"
Apuntes. Revista de ciencias sociales, Fondo Editorial, Universidad del Pacífico, vol. 28(48), pages 129-170.
Cited by:
- Verónica Amarante & Maira Colacce & Federico Scalese, 2024. "Poverty in Latin America: feelings/perceptions Vs. material conditions," Documentos de Trabajo (working papers) 24-01, Instituto de EconomÃa - IECON.
Chapters
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Books
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