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Rodolfo Cermeño
(Rodolfo Cermeno)

(deceased)

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This person is deceased (Date: Jun 2019)
First Name:Rodolfo
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Last Name:Cermeno
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RePEc Short-ID:pce147

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Working papers

  1. Rodolfo Cermeño & Oscar Dancourt & Gustavo Ganiko & Waldo Mendoza, 2018. "¿Qué hubiera pasado en 2014-2016 si..? Un modelo macroeconométrico para el Perú," Documentos de Trabajo / Working Papers 2018-450, Departamento de Economía - Pontificia Universidad Católica del Perú.
  2. José Angel López González & Rodolfo Sócrates, 2016. "El proceso de convergencia regional en México: un anáisis de la dinámica de transición bajo heterogeneidad estatal y temporal," Working Papers DTE 602, CIDE, División de Economía.
  3. Waldo Mendoza & Rodolfo Cermeño & Gustavo Ganiko, 2016. "Los determinantes del índice de condiciones monetarias (ICM) en una economía parcialmente dolarizada: el caso del Perú," Documentos de Trabajo / Working Papers 2016-425, Departamento de Economía - Pontificia Universidad Católica del Perú.
  4. Rodolfo Cermeño & Oscar Dancourt & Gustavo Ganiko & Waldo Mendoza, 2015. "Tasas de interés activas y política monetaria en el Perú. Un análisis con datos de bancos individuales," Documentos de Trabajo / Working Papers 2015-410, Departamento de Economía - Pontificia Universidad Católica del Perú.
  5. Rodolfo Cermeno & Maria Eugenia Sanin, 2015. "Are Flexible Exchange Rate Regimes more Volatile? Panel GARCH Evidence for the G7 and Latin America," Post-Print hal-02878045, HAL.
  6. Rodolfo Cermeño & María José Roa, 2013. "Desarrollo financiero, crecimiento y volatidad: Revisión de la literatura reciente," Documentos de Investigación - Research Papers 9, CEMLA.
  7. Rodolfo Cermeño & Mario Negrete García, 2013. "Política Monetaria Estadounidense y Tipo De Cambio Real en México, 1996-2012," Working Papers DTE 566, CIDE, División de Economía.
  8. Rodolfo Cermeño & Julio Mamani-Palacios, 2013. "Regímenes Monetarios y Volatilidad del Tipo de Cambio Real: El Caso Peruano, 1995-2012," Working Papers DTE 565, CIDE, División de Economía.
  9. Rodolfo Cermeño & María Roa García & Claudio González-Vega, 2012. "Financial Development and Volatility of Growth: Time Series Evidence for Mexico and USA," DEGIT Conference Papers c017_035, DEGIT, Dynamics, Economic Growth, and International Trade.
  10. Rodolfo Cermeño Bazán & María Roa García & Claudio González Vega, 2012. "Financial Development and Growth Volatility: Time Series Evidence for Mexico and The United States," Working Papers DTE 544, CIDE, División de Economía.
  11. Rodolfo Cermeño & Nahieli Vasquez Feregrino, 2012. "Volatilidad de la inflación y crecimiento del producto: el caso de México," Working Papers DTE 537, CIDE, División de Economía.
  12. Rodolfo Cermeño & Claudia Navarrete, 2011. "¿Que tan predecible es la política monetaria? Un análisis econométrico del contenido informativo de los comunicados del Banco de México," Working Papers DTE 514, CIDE, División de Economía.
  13. Rodolfo Cermeño & Janina León Castillo & Gloria Mantilla Varas, 2011. "Determinantes de la morosidad: Un estudio panel para el caso de las cajas municipales de ahorro y crédito del Perú, 2003-2010," Working Papers DTE 513, CIDE, División de Economía.
  14. Rodolfo Cermeño & Bjamin S. Jensen & Huver Rivera, 2010. "Trade Flows and Volatility of Their Fundamentals: Some Evidence from Mexico," Working Papers DTE 496, CIDE, División de Economía.
  15. Rodolfo Cermeño & Mahetabel Solís Montes, 2010. "Impacto de noticias macroeconómicas en el mercado accionario mexicano," Working Papers DTE 471, CIDE, División de Economía.
  16. Rodolfo Cermeño & Benjamín Oliva, 2010. "Incertidumbre, crecimiento del producto, inflación y depreciación cambiaria en México: Evidencia de modelos GARCH multivariados," Working Papers DTE 483, CIDE, División de Economía.
  17. Rodolfo Cermeño & Daniel Ángeles Galván, 2009. "Desempeño de estimadores alternativos en modelos GARCH bivariados con muestras finitas," Working Papers DTE 469, CIDE, División de Economía.
  18. Rodolfo Cermeño & Huver Rivera, 2008. "La demanda por importaciones y exportaciones: evidencia de cointegración para México, 1991-2005," Working Papers DTE 449, CIDE, División de Economía.
  19. Rodolfo Cermeño & Daniel Garrido, 2008. "Convergencia de las entidades federativas de México, 1940-2004: un enfoque de series de tiempo," Working Papers DTE 448, CIDE, División de Economía.
  20. Rodolfo Cermeño, 2007. "Median-Unbiased Estimation in Panel Data: Methodology and Applications to the GDP Convergence and Purchasing Power Parity Hypotheses," Working Papers DTE 407, CIDE, División de Economía.
  21. Rodolfo Cermeño & Roslyn Jiménez, 2006. "Determinantes del crecimiento económico y convergencia en Centroamérica: Evidencia de modelos dinámicos con datos panel," Working Papers DTE 380, CIDE, División de Economía.
  22. Rodolfo Cermeño & David Mayer-Foulkes & Ariadna Martínez, 2006. "Convergencia, divergencia y estratificación: Estudio comparativo de la dinámica de crecimiento de la manufactura en los municipios mexicanos y los condados norteamericanos," Working Papers DTE 378, CIDE, División de Economía.
  23. Rodolfo Cermeño & María José Roa García & Claudio González Vega, 2006. "Desarrollo financiero y volatilidad del crecimiento económico: Evidencia para México y Estados Unidos," Working Papers DTE 377, CIDE, División de Economía.
  24. Rodolfo Cermeño & Sirenia Várquez, 2005. "Technological Backwardness in Agriculture: Is It due to Lack of R&D Expenditures, Human Capital and Openness to International Trade?," DEGIT Conference Papers c010_014, DEGIT, Dynamics, Economic Growth, and International Trade.
  25. Rodolfo Cermeño, 2002. "Growth convergence clubs: Evidence from Markov-switching models using panel data," 10th International Conference on Panel Data, Berlin, July 5-6, 2002 D5-3, International Conferences on Panel Data.
  26. Rodolfo Cermeño, 1991. "Dinámica de los precios industriales en un contexto inflacionario. Una revisión de la experiencia latinoamericana," Documentos de Trabajo / Working Papers 1991-98, Departamento de Economía - Pontificia Universidad Católica del Perú.

Articles

  1. Ribeiro, Pedro Pires & Cermeño, Rodolfo & Curto, José Dias, 2017. "Sovereign bond markets and financial volatility dynamics: Panel-GARCH evidence for six euro area countries," Finance Research Letters, Elsevier, vol. 21(C), pages 107-114.
  2. Cermeño, Rodolfo S. & Rivera, Huver, 2016. "La demanda de importaciones y exportaciones de México en la era del TLCAN. Un enfoque de cointegración," El Trimestre Económico, Fondo de Cultura Económica, vol. 0(329), pages .127-147, enero-mar.
  3. Waldo Mendoza & Oscar Dancourt & Gustavo Ganiko & Rodolfo Cermeño, 2016. "Tasas de interés activas y política monetaria en el Perú. Un análisis con datos de bancos individuales," Revista Economía, Fondo Editorial - Pontificia Universidad Católica del Perú, vol. 39(78), pages 95-118.
  4. Rodolfo Cermeño & María Eugenia Sanin, 2015. "Are Flexible Exchange Rate Regimes more Volatile? Panel GARCH Evidence for the G7 and Latin America," Review of Development Economics, Wiley Blackwell, vol. 19(2), pages 297-308, May.
  5. Rodolfo Cermeño & María José Roa, 2014. "Desarrollo financiero, crecimiento y volatilidad: una breve revisión de la literatura reciente," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, vol. 29(1), pages 85-105.
  6. Rodrigo Cabrero & Rodolfo Cermeño & Fausto Hernández Trillo, 2013. "Eficiencia en el Mercado Accionario: Nueva Evidencia para el Caso Mexicano," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 8(1), pages 53-74, Enero-Jun.
  7. Rodolfo Cermeño & F. Alejandro Villagómez & Javier Orellana Polo, 2012. "Monetary policy rules in a small open economy: an application to Mexico :," Journal of Applied Economics, Universidad del CEMA, vol. 15, pages 259-286, November.
  8. Rodolfo Cermeño Bazán & M. Pavel Solís Montes, 2012. "Impact of Macroeconomic Surprises from Mexico and the United States on the Mexican Stock Market," Economía Mexicana NUEVA ÉPOCA, CIDE, División de Economía, vol. 0(1), pages 35-67, January-J.
  9. Cermeño, Rodolfo & Grier, Robin & Grier, Kevin, 2010. "Elections, exchange rates and reform in Latin America," Journal of Development Economics, Elsevier, vol. 92(2), pages 166-174, July.
  10. Cermeño, Rodolfo & Mayer Foulkes, David & Martínez González, Ariadna, 2009. "Convergencia, divergencia y estratificación. Estudio comparativo de la dinámica de crecimiento de la manufactura en los municipios mexicanos y los condados estadunidenses," El Trimestre Económico, Fondo de Cultura Económica, vol. 0(302), pages 349-378, abril-jun.
  11. Rodolfo Cermeño & Sirenia Vázquez, 2009. "Technological Backwardness in Agriculture: Is it Due to Lack of R&D, Human Capital, and Openness to International Trade?," Review of Development Economics, Wiley Blackwell, vol. 13(4), pages 673-686, November.
  12. Rodolfo Cermeño & Bernardo D. Roth & F. Alejandro Villagómez, 2008. "Fiscal Policy and National Saving in Mexico, 1980-2006," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, vol. 23(2), pages 281-312.
  13. Rodolfo Cermeno & Irving Llamosas, 2007. "Convergencia del PIB per capita de 6 paises emergentes con Estados Unidos: Un analisis de cointegracion," EconoQuantum, Revista de Economia y Finanzas, Universidad de Guadalajara, Centro Universitario de Ciencias Economico Administrativas, Departamento de Metodos Cuantitativos y Maestria en Economia., vol. 4(1), pages 59-84, Julio-Dic.
  14. Cermeño, Rodolfo & Vázquez, Sirenia, 2006. "Tecnología agrícola internacional. Estudio comparativo con modelos panel no lineales," El Trimestre Económico, Fondo de Cultura Económica, vol. 0(291), pages 539-573, julio-sep.
  15. Rodolfo Cermeño & G. S. Maddala & Michael A. Trueblood, 2003. "Modeling Technology as a Dynamic Error Components Process: The Case of the Inter-country Agricultural Production Function†," Econometric Reviews, Taylor & Francis Journals, vol. 22(3), pages 289-306, January.
  16. Cermeño, Rodolfo, 2001. "Decrecimiento y convergencia de los estados mexicanos.Un análisis de panel," El Trimestre Económico, Fondo de Cultura Económica, vol. 0(272), pages 603-629, octubre-d.
  17. Rodolfo Cermeño & Fausto Hernández Trillo & Alejandro Villagómez Amezcua, 2001. "Regímenes cambiantes, estructura de deuda y fragilidad bancaria en México," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, vol. 16(1), pages 105-132.
  18. Rodolfo Cermeño, 1999. "Median-Unbiased Estimation in Fixed-Effects Dynamic Panels," Annals of Economics and Statistics, GENES, issue 55-56, pages 351-368.
  19. Rodolfo Cermeño & Margott de la Cruz, 1991. "Inflación y precios industriales: Perú 1980-1990," Revista Economía, Fondo Editorial - Pontificia Universidad Católica del Perú, issue 27, pages 171-208.
  20. Rodolfo Cermeño, 1989. "Elementos para una estrategia de desarrollo industrial en el Perú," Revista Economía, Fondo Editorial - Pontificia Universidad Católica del Perú, vol. 0(23), pages 123-142.
  21. Rodolfo Cermeño Bazán, 1987. "Caída del ingreso real, recesión del sector moderno y expansión del sector informal: un enfoque microeconómico," Revista Economía, Fondo Editorial - Pontificia Universidad Católica del Perú, vol. 0(20), pages 73-100.
    RePEc:cml:moneta:v:xxxviii:y:2016:i:2:p:209-250 is not listed on IDEAS
    RePEc:cml:moneta:v:iv:y:2016:i:2:p:195-232 is not listed on IDEAS

Chapters

  1. Rodolfo Cermeño & Kevin B. Grier, 2006. "Conditional Heteroskedasticity and Cross-Sectional Dependence in Panel Data: An Empirical Study of Inflation Uncertainty in the G7 countries," Contributions to Economic Analysis, in: Panel Data Econometrics Theoretical Contributions and Empirical Applications, pages 259-277, Emerald Group Publishing Limited.
  2. Janina León & Rodolfo Cermeño, 1990. "Las interrelaciones entre los sectores formal e informal en lima Metropolitana: el caso de la industria," Capítulos de Libros PUCP / Chapters of PUCP books, in: Marcel Valcarcel (ed.), Pobreza urbana. Relaciones economicas y marginalidad religiosa, edition 1, pages 59-110, Fondo Editorial - Pontificia Universidad Católica del Perú.

Books

  1. Oscar Dancourt & Janina León & Rodolfo Cermeño & Alejandro Ortiz & Juan Ossio, 1990. "Pobreza urbana. Relaciones economicas y marginalidad religiosa," Libros PUCP / PUCP Books, Fondo Editorial - Pontificia Universidad Católica del Perú, edition 1, number lde-1990-01 edited by Marcel Valcarcel.

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.

Blog mentions

As found by EconAcademics.org, the blog aggregator for Economics research:
  1. Rodolfo Cermeño & F. Alejandro Villagómez & Javier Orellana Polo, 2012. "Monetary policy rules in a small open economy: an application to Mexico :," Journal of Applied Economics, Universidad del CEMA, vol. 15, pages 259-286, November.

    Mentioned in:

    1. Política Monetaria en México y Reglas de Taylor
      by Alejandro Villagomez in Tintero Económico Diario on 2012-11-22 06:07:00
    2. Banxico y la Posible Reducción en su Tasa de Referencia
      by Alejandro Villagomez in Tintero Económico Diario on 2013-03-08 08:40:00
    3. Entendiendo la Decisión de Banxico
      by Alejandro Villagomez in Tintero Económico Diario on 2014-02-01 06:39:00
    4. Banxico reduce su Tasa a 3%: ¿Medida Correcta, Oportuna y Efectiva?
      by Alejandro Villagomez in Tintero Económico Diario on 2014-06-07 19:27:00
    5. Banxico y sus Intervenciones en el Mercado Cambiario
      by Alejandro Villagomez in Tintero Económico Diario on 2014-12-09 07:13:00
    6. ¿Cómo Entender las Acciones Monetarias y Fiscales de Hoy?
      by Alejandro Villagomez in Tintero Económico Diario on 2016-02-18 00:24:00
    7. ¿Subirá Banxico su tasa de referencia en su próxima reunión?
      by Alejandro Villagomez in Tintero Económico Diario on 2016-09-25 06:56:00
    8. ¿Aumentará su Tasa de Referencia Banxico la Próxima Semana?
      by Alejandro Villagomez in Tintero Económico Diario on 2017-02-04 08:10:00
    9. Banxico aumentó su tasa de referencia ¿Está pecando de "halcón"? o hay algo más...
      by Alejandro Villagomez in Tintero Económico Diario on 2017-02-10 23:40:00
    10. Banxico mantiene su posición de "halcón" (con un disidente)
      by Alejandro Villagomez in Tintero Económico Diario on 2017-06-23 22:11:00

Working papers

  1. Rodolfo Cermeño & Oscar Dancourt & Gustavo Ganiko & Waldo Mendoza, 2015. "Tasas de interés activas y política monetaria en el Perú. Un análisis con datos de bancos individuales," Documentos de Trabajo / Working Papers 2015-410, Departamento de Economía - Pontificia Universidad Católica del Perú.

    Cited by:

    1. Lahura, Erick, 2017. "El efecto traspaso de la tasa de interés de política monetaria en Perú: evidencia reciente," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 33, pages 9-27.
    2. Roxana Barrantes Cáceres & Angelo Cozzubo Chaparro, 2015. "Edad para aprender, edad para enseñar: el rol del aprendizaje intergeneracional intrahogar en el uso de la Internet por parte de los adultos mayores en Latinoamérica," Documentos de Trabajo / Working Papers 2015-411, Departamento de Economía - Pontificia Universidad Católica del Perú.

  2. Rodolfo Cermeno & Maria Eugenia Sanin, 2015. "Are Flexible Exchange Rate Regimes more Volatile? Panel GARCH Evidence for the G7 and Latin America," Post-Print hal-02878045, HAL.

    Cited by:

    1. Ferdinand Owoundi & Jacques Landry Bikai, 2021. "On the neutrality of the exchange rate regime regarding real misalignments: Evidence from sub‐Saharan Africa," Bulletin of Economic Research, Wiley Blackwell, vol. 73(3), pages 327-345, July.
    2. Liu, De-Chih & Chang, Yu-Chien, 2022. "Systematic variations in exchange rate returns," International Review of Economics & Finance, Elsevier, vol. 82(C), pages 569-583.
    3. Pinar Deniz & Thanasis Stengos & M. Ege Yazgan, 2021. "Revisiting the link between output growth and volatility: panel GARCH analysis," Empirical Economics, Springer, vol. 61(2), pages 743-771, August.
    4. Mamman, Suleiman O. & Wang, Zhanqin & Iliyasu, Jamilu, 2023. "Commonality in BRICS stock markets’ reaction to global economic policy uncertainty: Evidence from a panel GARCH model with cross sectional dependence," Finance Research Letters, Elsevier, vol. 55(PA).
    5. Harold Glenn A. Valera & Mark J. Holmes & Gazi M. Hassan, 2018. "Is inflation targeting credible in Asia? A panel GARCH approach," Empirical Economics, Springer, vol. 54(2), pages 523-546, March.
    6. Asai, Manabu, 2023. "Feasible Panel GARCH Models: Variance-Targeting Estimation and Empirical Application," Econometrics and Statistics, Elsevier, vol. 25(C), pages 23-38.

  3. Rodolfo Cermeño Bazán & María Roa García & Claudio González Vega, 2012. "Financial Development and Growth Volatility: Time Series Evidence for Mexico and The United States," Working Papers DTE 544, CIDE, División de Economía.

    Cited by:

    1. Aisha Tauqir & Muhammad Tariq Majeed & Sadaf Kashif, 2022. "Foreign Direct Investment and Output Volatility Nexus: A Global Analysis," Foreign Trade Review, , vol. 57(3), pages 283-309, August.

  4. Rodolfo Cermeño & Bjamin S. Jensen & Huver Rivera, 2010. "Trade Flows and Volatility of Their Fundamentals: Some Evidence from Mexico," Working Papers DTE 496, CIDE, División de Economía.

    Cited by:

    1. Ramos Murillo, Erick, 2022. "Case studies’ evidence of greenium in green bond sovereign issuances during the pandemic selloff of March 2020," MPRA Paper 113145, University Library of Munich, Germany.

  5. Rodolfo Cermeño & David Mayer-Foulkes & Ariadna Martínez, 2006. "Convergencia, divergencia y estratificación: Estudio comparativo de la dinámica de crecimiento de la manufactura en los municipios mexicanos y los condados norteamericanos," Working Papers DTE 378, CIDE, División de Economía.

    Cited by:

    1. Kurt Unger, 2005. "Regional Economic Development and Mexican Out-Migration," NBER Working Papers 11432, National Bureau of Economic Research, Inc.

  6. Rodolfo Cermeño, 2002. "Growth convergence clubs: Evidence from Markov-switching models using panel data," 10th International Conference on Panel Data, Berlin, July 5-6, 2002 D5-3, International Conferences on Panel Data.

    Cited by:

    1. Jeffrey P. Cohen & Cletus C. Coughlin & Jonas C. Crews, 2018. "Interregional Migration and Housing Vacancy: Theory and Empirics," Working Papers 2018-007, Federal Reserve Bank of St. Louis, revised 16 Oct 2020.
    2. Jakub Growiec, 2005. "Dynamika konwergencji Polski z Unią Europejską," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 5-6, pages 101-118.

Articles

  1. Ribeiro, Pedro Pires & Cermeño, Rodolfo & Curto, José Dias, 2017. "Sovereign bond markets and financial volatility dynamics: Panel-GARCH evidence for six euro area countries," Finance Research Letters, Elsevier, vol. 21(C), pages 107-114.

    Cited by:

    1. Grigaliuniene, Zana & Celov, Dmitrij & Hartwell, Christopher A., 2020. "The more the Merrier? The reaction of euro area stock markets to new members," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 66(C).
    2. Broto, Carmen & Lamas, Matías, 2020. "Is market liquidity less resilient after the financial crisis? Evidence for US Treasuries," Economic Modelling, Elsevier, vol. 93(C), pages 217-229.
    3. Fang, Libing & Chen, Baizhu & Yu, Honghai & Qian, Yichuo, 2018. "Identifying systemic important markets from a global perspective: Using the ADCC ΔCoVaR approach with skewed-t distribution," Finance Research Letters, Elsevier, vol. 24(C), pages 137-144.
    4. Gkillas, Konstantinos & Tsagkanos, Athanasios & Svingou, Argyro & Siriopoulos, Costas, 2020. "Uncertainty in Euro area and the bond spreads," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 537(C).
    5. Carlos Alberto Piscarreta Pinto Ferreira, 2022. "Investor Base Dynamics and Sovereign Bond Yield Volatility," Working Papers REM 2022/0234, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
    6. Pinar Deniz & Thanasis Stengos & M. Ege Yazgan, 2021. "Revisiting the link between output growth and volatility: panel GARCH analysis," Empirical Economics, Springer, vol. 61(2), pages 743-771, August.
    7. Mamman, Suleiman O. & Wang, Zhanqin & Iliyasu, Jamilu, 2023. "Commonality in BRICS stock markets’ reaction to global economic policy uncertainty: Evidence from a panel GARCH model with cross sectional dependence," Finance Research Letters, Elsevier, vol. 55(PA).
    8. Carlos Alberto Piscarreta Pinto Ferreira, 2022. "Revisiting The Determinants Of Sovereign Bond Yield Volatility," Working Papers REM 2022/0241, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
    9. Eijffinger, Sylvester C.W. & Pieterse-Bloem, Mary, 2023. "Eurozone government bond spreads: A tale of different ECB policy regimes," Journal of International Money and Finance, Elsevier, vol. 139(C).
    10. González-Sánchez, Mariano, 2018. "Causality in the EMU sovereign bond markets," Finance Research Letters, Elsevier, vol. 26(C), pages 281-290.
    11. Uddin, Moshfique & Chowdhury, Anup & Anderson, Keith & Chaudhuri, Kausik, 2021. "The effect of COVID – 19 pandemic on global stock market volatility: Can economic strength help to manage the uncertainty?," Journal of Business Research, Elsevier, vol. 128(C), pages 31-44.
    12. Asai, Manabu, 2023. "Feasible Panel GARCH Models: Variance-Targeting Estimation and Empirical Application," Econometrics and Statistics, Elsevier, vol. 25(C), pages 23-38.
    13. Tsang, Andrew & Yiu, Matthew S. & Nguyen, Huy Toan, 2021. "Spillover across sovereign bond markets between the US and ASEAN4 economies," Journal of Asian Economics, Elsevier, vol. 76(C).

  2. Waldo Mendoza & Oscar Dancourt & Gustavo Ganiko & Rodolfo Cermeño, 2016. "Tasas de interés activas y política monetaria en el Perú. Un análisis con datos de bancos individuales," Revista Economía, Fondo Editorial - Pontificia Universidad Católica del Perú, vol. 39(78), pages 95-118.
    See citations under working paper version above.
  3. Rodolfo Cermeño & María Eugenia Sanin, 2015. "Are Flexible Exchange Rate Regimes more Volatile? Panel GARCH Evidence for the G7 and Latin America," Review of Development Economics, Wiley Blackwell, vol. 19(2), pages 297-308, May.
    See citations under working paper version above.
  4. Rodrigo Cabrero & Rodolfo Cermeño & Fausto Hernández Trillo, 2013. "Eficiencia en el Mercado Accionario: Nueva Evidencia para el Caso Mexicano," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 8(1), pages 53-74, Enero-Jun.

    Cited by:

    1. Alejandro Islas-Camargo & Willy Walter Cortez & Tania Pamela Sanabria Flores, 2018. "Is Mexico's Forward Exchange Rate Market Efficient?," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 13(2), pages 273-289, Abril-Jun.

  5. Rodolfo Cermeño & F. Alejandro Villagómez & Javier Orellana Polo, 2012. "Monetary policy rules in a small open economy: an application to Mexico :," Journal of Applied Economics, Universidad del CEMA, vol. 15, pages 259-286, November.

    Cited by:

    1. Alicia Garcia-Herrero & Eric Girardin & Arnoldo Lopez-Marmolejo, 2019. "Mexico¡¯s Monetary Policy Communication and Money Markets," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 11(2), pages 81-97, February.
    2. Hummaira Jabeen, 2022. "Monetary Policy Shock Transmission in Emerging Markets," Journal of Policy Research (JPR), Research Foundation for Humanity (RFH), vol. 8(4), pages 379-390, December.
    3. Alicia Garcia-Herrero & Eric Girardin & Arnoldo Lopez Marmolejo, 2015. "Mexico’s monetary policy communication and money markets," Working Papers 1515, BBVA Bank, Economic Research Department.
    4. Ruch,Franz Ulrich, 2021. "Neutral Real Interest Rates in Inflation Targeting Emerging and Developing Economies," Policy Research Working Paper Series 9711, The World Bank.
    5. Alicia Garcia-Herrero & Eric Girardin & Enestor Dos Santos, 2015. "Follow what I do and also what I say: monetary policy impact on Brazil’s financial markets," Working Papers 1512, BBVA Bank, Economic Research Department.
    6. Rodolfo Cermeño & Julio Mamani-Palacios, 2013. "Regímenes Monetarios y Volatilidad del Tipo de Cambio Real: El Caso Peruano, 1995-2012," Working Papers DTE 565, CIDE, División de Economía.
    7. Villarreal, Francisco G., 2014. "Monetary Policy and Inequality in Mexico," MPRA Paper 57074, University Library of Munich, Germany.
    8. Bui Thanh Trung, 2022. "Measuring Monetary Policy in Emerging Economy: The Role of Monetary Condition Index," Journal of Economics / Ekonomicky casopis, Institute of Economic Research, Slovak Academy of Sciences, vol. 70(6), pages 499-522, June.

  6. Cermeño, Rodolfo & Grier, Robin & Grier, Kevin, 2010. "Elections, exchange rates and reform in Latin America," Journal of Development Economics, Elsevier, vol. 92(2), pages 166-174, July.

    Cited by:

    1. Hallerberg, Mark & Scartascini, Carlos, 2015. "Explaining Changes in Tax Burdens in Latin America: Does Politics Trump Economics?," IDB Publications (Working Papers) 7205, Inter-American Development Bank.
    2. Eiji Fujii, 2017. "What Does Trade Openness Measure?," CESifo Working Paper Series 6656, CESifo.
    3. Pablo Javier Garofalo & Jorge M. Streb, 2022. "Broken Promises: Regime Announcements and Exchange Rates around Elections," Economía Journal, The Latin American and Caribbean Economic Association - LACEA, vol. 0(Spring 20), pages 1-32, June.
    4. Nicolás Oviedo, 2022. "Deficit fiscal y tipo de cambio fijo: racionalizando una combinación insostenible," Young Researchers Working Papers 3, Universidad de San Andres, Departamento de Economia, revised Oct 2022.
    5. Jorge M. Streb & Daniel Lema & Pablo Garofalo, 2013. "Electoral cycles in international reserves: Evidence from Latin America and the OECD," CEMA Working Papers: Serie Documentos de Trabajo. 526, Universidad del CEMA.
    6. Xing Yu & Yanyan Li & Xinxin Wang, 2024. "RMB exchange rate forecasting using machine learning methods: Can multimodel select powerful predictors?," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 43(3), pages 644-660, April.
    7. Ugurlu, Esra Nur & Razmi, Arslan, 2023. "Political economy of real exchange rate levels," Journal of Comparative Economics, Elsevier, vol. 51(3), pages 918-940.
    8. Arslan Razmi, 2018. "Politics-Driven Exchange Rate Cycles : East Asia vs. Latin America," UMASS Amherst Economics Working Papers 2018-14, University of Massachusetts Amherst, Department of Economics.
    9. Carlos Barros & Guglielmo Maria Caporale & Luis Gil-Alana, 2014. "Long Memory in Angolan Macroeconomic Series: Mean Reversion versus Explosive Behaviour," African Development Review, African Development Bank, vol. 26(1), pages 59-73.
    10. Sainan Huang & Cristina Terra, 2014. "Exchange Rate Populism," THEMA Working Papers 2014-12, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
    11. Frank Venmans, 2015. "Capital market response to emission allowance prices: a multivariate GARCH approach," Environmental Economics and Policy Studies, Springer;Society for Environmental Economics and Policy Studies - SEEPS, vol. 17(4), pages 577-620, October.
    12. Harold Glenn A. Valera & Mark J. Holmes & Gazi M. Hassan, 2018. "Is inflation targeting credible in Asia? A panel GARCH approach," Empirical Economics, Springer, vol. 54(2), pages 523-546, March.
    13. Arslan Razmi, 2022. "The real consequences of policy‐driven exchange rate cycles: A stylized comparison of East Asia and Latin America," Manchester School, University of Manchester, vol. 90(2), pages 190-212, March.

  7. Rodolfo Cermeño & Bernardo D. Roth & F. Alejandro Villagómez, 2008. "Fiscal Policy and National Saving in Mexico, 1980-2006," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, vol. 23(2), pages 281-312.

    Cited by:

    1. Rodolfo Cermeño & F. Alejandro Villagómez & Javier Orellana Polo, 2012. "Monetary Policy Rules in a Small Open Economy: An Application to Mexico," Journal of Applied Economics, Taylor & Francis Journals, vol. 15(2), pages 259-286, November.
    2. Villagómez, F. Alejandro & Orellana Polo, Javier, 2009. "Monetary policy rules in a small open economy: An application to Mexico," EGAP Working Papers 2009-01, Tecnológico de Monterrey, Campus Ciudad de México.
    3. Mr. Francesco Grigoli & Alexander Herman & Klaus Schmidt-Hebbel, 2015. "Saving in Latin America and the Caribbean: Performance and Policies," IMF Working Papers 2015/108, International Monetary Fund.
    4. Alejandro Villagómez & Juan Ignacio Hernández, 2009. "Monetary Policy Rules in a Small Open Economy: An Application to Mexico," Working Papers DTE 454, CIDE, División de Economía.

  8. Rodolfo Cermeno & Irving Llamosas, 2007. "Convergencia del PIB per capita de 6 paises emergentes con Estados Unidos: Un analisis de cointegracion," EconoQuantum, Revista de Economia y Finanzas, Universidad de Guadalajara, Centro Universitario de Ciencias Economico Administrativas, Departamento de Metodos Cuantitativos y Maestria en Economia., vol. 4(1), pages 59-84, Julio-Dic.

    Cited by:

  9. Rodolfo Cermeño & G. S. Maddala & Michael A. Trueblood, 2003. "Modeling Technology as a Dynamic Error Components Process: The Case of the Inter-country Agricultural Production Function†," Econometric Reviews, Taylor & Francis Journals, vol. 22(3), pages 289-306, January.

    Cited by:

    1. Rakotoarisoa, Manitra A., 2011. "The impact of agricultural policy distortions on the productivity gap: Evidence from rice production," Food Policy, Elsevier, vol. 36(2), pages 147-157, April.
    2. Nin-Prat, Alejandro & Falconi, Cesar & Ludena, Carlos & Martel, Pedro, 2015. "Productivity and the Performance of Agriculture in Latin America and the Caribbean: From the Lost Decade to the Commodity Boom," 2015 Conference, August 9-14, 2015, Milan, Italy 211725, International Association of Agricultural Economists.
    3. Rakotoarisoa, Manitra A., 2008. "The Impact of Agricultural Policy Distortions on the Productivity Gap: Evidence from the Rice Production," 2008 Annual Meeting, July 27-29, 2008, Orlando, Florida 6154, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    4. Guang Chen & Yue Deng & Apurbo Sarkar & Zhengbing Wang, 2022. "An Integrated Assessment of Different Types of Environment-Friendly Technological Progress and Their Spatial Spillover Effects in the Chinese Agriculture Sector," Agriculture, MDPI, vol. 12(7), pages 1-24, July.

  10. Rodolfo Cermeño, 1999. "Median-Unbiased Estimation in Fixed-Effects Dynamic Panels," Annals of Economics and Statistics, GENES, issue 55-56, pages 351-368.

    Cited by:

    1. Cizek, P. & Aquaro, M., 2015. "Robust Estimation and Moment Selection in Dynamic Fixed-effects Panel Data Models," Other publications TiSEM 39d0f613-007f-4d21-b1e2-b, Tilburg University, School of Economics and Management.
    2. Martin A. Carree, 2002. "Nearly Unbiased Estimationin Dynamic Panel Data Models," Tinbergen Institute Discussion Papers 02-008/2, Tinbergen Institute.
    3. Rodolfo Cermeño, 2002. "Growth convergence clubs: Evidence from Markov-switching models using panel data," 10th International Conference on Panel Data, Berlin, July 5-6, 2002 D5-3, International Conferences on Panel Data.

Chapters

  1. Rodolfo Cermeño & Kevin B. Grier, 2006. "Conditional Heteroskedasticity and Cross-Sectional Dependence in Panel Data: An Empirical Study of Inflation Uncertainty in the G7 countries," Contributions to Economic Analysis, in: Panel Data Econometrics Theoretical Contributions and Empirical Applications, pages 259-277, Emerald Group Publishing Limited.

    Cited by:

    1. Mamman, Suleiman O. & Wang, Zhanqin & Iliyasu, Jamilu, 2023. "Commonality in BRICS stock markets’ reaction to global economic policy uncertainty: Evidence from a panel GARCH model with cross sectional dependence," Finance Research Letters, Elsevier, vol. 55(PA).
    2. Apergis, Nicholas, 2023. "Religion groups and portfolio choice decisions: Evidence from UK households," Finance Research Letters, Elsevier, vol. 54(C).
    3. Ahmet Ihsan Kaya & Lutfi Erden, 2023. "Capital‐flow volatility in emerging markets: A panel GARCH approach," International Finance, Wiley Blackwell, vol. 26(2), pages 172-188, August.
    4. Asai, Manabu, 2023. "Feasible Panel GARCH Models: Variance-Targeting Estimation and Empirical Application," Econometrics and Statistics, Elsevier, vol. 25(C), pages 23-38.

Books

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 4 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-DEV: Development (2) 2002-07-04 2006-12-01
  2. NEP-MAC: Macroeconomics (2) 2014-12-29 2015-01-09
  3. NEP-AGR: Agricultural Economics (1) 2006-12-01
  4. NEP-CBA: Central Banking (1) 2015-01-09
  5. NEP-DGE: Dynamic General Equilibrium (1) 2014-12-29
  6. NEP-EFF: Efficiency and Productivity (1) 2006-12-01
  7. NEP-ETS: Econometric Time Series (1) 2002-07-04
  8. NEP-HRM: Human Capital and Human Resource Management (1) 2006-12-01
  9. NEP-INO: Innovation (1) 2006-12-01
  10. NEP-INT: International Trade (1) 2006-12-01
  11. NEP-MON: Monetary Economics (1) 2014-12-29

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