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Marco Vega

Personal Details

First Name:Marco
Middle Name:A
Last Name:Vega
Suffix:
RePEc Short-ID:pve50
[This author has chosen not to make the email address public]
Banco Central de Reserva del Peru Jiron Miroquesada, 441 Lima 1 Peru
++511 613 2042
Terminal Degree:2007 Economics Department; London School of Economics (LSE) (from RePEc Genealogy)

Affiliation

(10%) Departamento de Economía
Pontificia Universidad Católica del Perú

Lima, Peru
http://departamento.pucp.edu.pe/economia/
RePEc:edi:depucpe (more details at EDIRC)

(90%) Banco Central de Reserva del Perú

Lima, Peru
https://www.bcrp.gob.pe/
RePEc:edi:bcrgvpe (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters Books

Working papers

  1. Garcia, Andrew & Vega, Marco, 2024. "Forecasting inflation with a framework for model and neural architecture search with tree-structured search spaces," Working Papers 2024-009, Banco Central de Reserva del Perú.
  2. Lahura, Erick & Vega, Marco, 2023. "Estimation and assessment of measures of the natural rate of interest: Evidence from Latin American economies with inflation targeting," Working Papers 2023-014, Banco Central de Reserva del Perú.
  3. Mendoza Bellido, Waldo & Vega, Marco & Rojas, Carlos I. & Anastacio, Yuliño, 2021. "Fiscal Rules and Public Investment: The Case of Peru, 2000-2019," IDB Publications (Working Papers) 11010, Inter-American Development Bank.
  4. Marco Vega & Erick Lahura & Hilary Coronado, 2021. "¿Qué tan rígidos son los precios en línea? Evidencia para Perú usando Big Data," Documentos de Trabajo / Working Papers 2021-497, Departamento de Economía - Pontificia Universidad Católica del Perú.
  5. Roc'io Paredes & Marco Vega, 2020. "An internal fraud model for operational losses in retail banking," Papers 2002.03235, arXiv.org.
  6. Vega, Marco & Lahura, Erick, 2020. "Assessing central bank communication through monetary policy statements: Results for Colombia, Chile and Peru," Working Papers 2020-017, Banco Central de Reserva del Perú.
  7. Cesar Martinelli & Marco Vega, 2019. "The Economic Legacy of General Velasco: Long-Term Consequences of Interventionism," Working Papers 1071, George Mason University, Interdisciplinary Center for Economic Science, revised Dec 2019.
  8. Cesar Martinelli & Marco Vega, 2018. "The Monetary and Fiscal History of Peru, 1960-2017," Working Papers 1068, George Mason University, Interdisciplinary Center for Economic Science, revised Apr 2019.
  9. Martinelli, César & Vega, Marco, 2018. "Monetary and Fiscal History of Peru 1960-2010: Radical Policy Experiments, Inflation and Stabilization," Working Papers 2018-007, Banco Central de Reserva del Perú.
  10. Marco Vega & César Martinelli, 2018. "The Monetary and Fiscal History of Peru, 1960-2017: Radical Policy Experiments, Inflation and Stabilization," Documentos de Trabajo / Working Papers 2018-468, Departamento de Economía - Pontificia Universidad Católica del Perú.
  11. Vega, Marco & Chávez, Joselin, 2017. "Propagación de Choques de Encaje en el Sistema Bancario Peruano," Working Papers 2017-004, Banco Central de Reserva del Perú.
  12. Rocío Gondo & Marco Vega, 2017. "The dynamics of investment projects: evidence from Peru," BIS Working Papers 621, Bank for International Settlements.
  13. Fernando J. Pérez Forero & Marco Vega, 2016. "Asymmetric Exchange Rate Pass-through: Evidence from Nonlinear SVARs," Working Papers 63, Peruvian Economic Association.
  14. Pérez, Fernando & Vega, Marco, 2015. "Asymmetric exchange rate pass-through: Evidence from Peru," Working Papers 2015-011, Banco Central de Reserva del Perú.
  15. Vega, Marco, 2015. "Monetary policy, financial dollarization and agency costs," Working Papers 2015-019, Banco Central de Reserva del Perú.
  16. 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.
  17. Miguel Fuentes & Pablo Pincheira & Juan Manuel Julio & Hernán Rincón & Santiago García-Verdú & Miguel Zerecero & Marco Vega & Erick Lahura & Ramon Moreno, 2014. "The effects of intraday foreign exchange market operations in Latin America: results for Chile, Colombia, Mexico and Peru," Borradores de Economia 849, Banco de la Republica de Colombia.
  18. Lahura, Erick & Vega, Marco, 2014. "Stock market development and real economic activity in Peru," Working Papers 2014-022, Banco Central de Reserva del Perú.
  19. 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.
  20. Erick Lahura & Marco Vega, 2013. "Regímenes cambiarios y desempeño macroeconómico: una evaluación de la literatura," Documentos de Trabajo / Working Papers 2013-361, Departamento de Economía - Pontificia Universidad Católica del Perú.
  21. Erick Lahura & Marco Vega, 2013. "Asymmetric effects of FOREX intervention using intraday data: evidence from Peru," BIS Working Papers 430, Bank for International Settlements.
  22. Erick Lahura & Marco Vega, 2013. "The dynamic relationship between stock market development and economic activity evidence from Peru, 1965-2011," Documentos de Trabajo / Working Papers 2013-369, Departamento de Economía - Pontificia Universidad Católica del Perú.
  23. Daniel Kapp & Marco Vega, 2012. "Real Output Costs of Financial Crises: A Loss Distribution Approach," Papers 1201.0967, arXiv.org, revised May 2012.
  24. Erick Lahura & Marco Vega, 2011. "Evaluation of Wavelet-based Core Inflation Measures: Evidence from Peru," Documentos de Trabajo / Working Papers 2011-320, Departamento de Economía - Pontificia Universidad Católica del Perú.
  25. Lahura, Erick & Vega, Marco, 2011. "Wavelet-based Core Inflation Measures: Evidence from Peru," Working Papers 2011-019, Banco Central de Reserva del Perú.
  26. BCRP, Departamento de Modelos Macroeconómicos, 2009. "Modelo de Proyección Trimestral del BCRP," Working Papers 2009-006, Banco Central de Reserva del Perú.
  27. 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.
  28. Saki Bigio & Marco Vega, 2006. "Monetary Policy under Balance Sheet Uncertainty," Computing in Economics and Finance 2006 157, Society for Computational Economics.
  29. Marco Vega, 2006. "Skewed policy responses and IT in Latin America," Computing in Economics and Finance 2006 61, Society for Computational Economics.
  30. 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.
  31. Vega, Marco & Winkelried, Diego, 2004. "Inflation Targeting and Inflation Behavior: A Successful Story?," MPRA Paper 838, University Library of Munich, Germany.
  32. Marco Vega, 2004. "Policy Makers Priors and Inflation Density Forecasts," Econometrics 0403005, University Library of Munich, Germany.
  33. Diego Winkelried & Marco Vega, 2004. "How Does Global Disinflation Drag Inflation in Small Open Economies?," Econometric Society 2004 Latin American Meetings 76, Econometric Society.

Articles

  1. Vega, Marco & Pinelo, Marco, 2022. "100 memorias y un índice de incertidumbre económica," Revista Moneda, Banco Central de Reserva del Perú, issue 191, pages 4-9.
  2. Vega, Marco & Lahura, Erick & Saavedra, Emily, 2021. "Análisis de los picos de las dos olas de la pandemia del COVID-19 en el Perú," Revista Moneda, Banco Central de Reserva del Perú, issue 186, pages 52-55.
  3. Coronado, Hilary & Lahura, Erick & Vega, Marco, 2021. "¿Qué tan rígidos son los precios en línea? Evidencia para el Perú usando Big Data," Revista Moneda, Banco Central de Reserva del Perú, issue 188, pages 30-33.
  4. Vega, Marco, 2020. "El COVID-19 versus la gripe española," Revista Moneda, Banco Central de Reserva del Perú, issue 184, pages 36-38.
  5. Vega, Marco & Suclupe, Luigui, 2020. "La pandemia del Covid-19," Revista Moneda, Banco Central de Reserva del Perú, issue 182, pages 4-9.
  6. Vega, Marco & Lahura, Erick, 2020. "Estimación del número de reproducción (R) en tiempo real para el Perú," Revista Moneda, Banco Central de Reserva del Perú, issue 184, pages 39-42.
  7. César Martinelli & Marco Vega, 2019. "The Economic Legacy of General Velasco: Long-Term Consequences of Interventionism," Revista Economía, Fondo Editorial - Pontificia Universidad Católica del Perú, vol. 42(84), pages 102-133.
  8. Gondo, Rocío & Vega, Marco, 2019. "The dynamics of investment projects: Evidence from Peru," Journal of International Money and Finance, Elsevier, vol. 96(C), pages 324-340.
  9. Gondo, Rocío & Vega, Marco, 2018. "La dinámica de los proyectos de inversión en el Perú," Revista Moneda, Banco Central de Reserva del Perú, issue 173, pages 20-23.
  10. Vega, Marco, 2018. "El Esquema de metas de Inflación y la Inflación peruana," Revista Moneda, Banco Central de Reserva del Perú, issue 173, pages 4-8.
  11. Vega, Marco, 2018. "La comunicación de la Política Monetaria: Una primera evaluación," Revista Moneda, Banco Central de Reserva del Perú, issue 175, pages 4-10.
  12. Erick Lahura & Marco Vega, 2017. "Stock market development and real economic activity in Peru," Empirical Economics, Springer, vol. 53(3), pages 1011-1038, November.
  13. Rossini, Renzo & Vega, Marco & Quispe, Zenón & Pérez, Fernando, 2016. "Expectativas de inflación y dolarización en el Perú," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 31, pages 71-84.
  14. Vega, Marco & Flores, Jairo, 2016. "Transmisión de la política monetaria de Estados Unidos sobre América Latina," Revista Moneda, Banco Central de Reserva del Perú, issue 167, pages 8-10.
  15. Daniel Kapp & Marco Vega, 2014. "Real output costs of financial crises: A loss distribution approach," Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía, vol. 37(103), pages 13-28, Abril.
  16. Vega, Marco, 2014. "Los efectos colaterales de las políticas económicas de los países desarrollados en las economías emergentes," Revista Moneda, Banco Central de Reserva del Perú, issue 157, pages 33-38.
  17. 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.
  18. Aquino, Juan & Vega, Marco, 2014. "¿Qué es la Nueva Economía Monetarista?," Revista Moneda, Banco Central de Reserva del Perú, issue 160, pages 31-33.
  19. Vega, Marco, 2013. "Las ideas de C.A.E. Goodhart," Revista Moneda, Banco Central de Reserva del Perú, issue 153, pages 11-14.
  20. Lahura, Erick & Vega, Marco, 2013. "Regímenes cambiarios y desempeño macroeconómico: Una evaluación de la literatura," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 26, pages 101-119.
  21. Vega, Marco & Lahura, Erick, 2012. "Regímenes cambiarios y desempeño macroeconómico," Revista Moneda, Banco Central de Reserva del Perú, issue 150, pages 24-26.
  22. Vega, Marco & Castillo, Paul, 2012. "Entrevista al profesor Kiyotaki durante su visita al BCRP," Revista Moneda, Banco Central de Reserva del Perú, issue 152, pages 16-17.
  23. Vega, Hugo & Vega, Marco, 2012. "Intermediación financiera y macroeconomía," Revista Moneda, Banco Central de Reserva del Perú, issue 150, pages 20-23.
  24. Vega, Marco, 2011. "La utilidad de los indicadores de inflación subyacente," Revista Moneda, Banco Central de Reserva del Perú, issue 148, pages 8-12.
  25. Armas, Adrián & Vallejos , Lucy & Vega, Marco, 2011. "Indicadores tendenciales de inflación y su relevancia como variables indicativas de política monetaria," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 20, pages 27-56.
  26. Vega, Marco, 2010. "¿Qué es la brecha del producto?," Revista Moneda, Banco Central de Reserva del Perú, issue 145, pages 9-11.
  27. 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.
  28. Vega, Marco, 2008. "Entendiendo la meta de inflación del Banco Central," Revista Moneda, Banco Central de Reserva del Perú, issue 137, pages 27-29.
  29. Salas, JOrge & Vega, Marco, 2007. "Nueva meta de inflación en el Perú: 2 por ciento," Revista Moneda, Banco Central de Reserva del Perú, issue 135, pages 30-35.
  30. Rossini, Renzo & Vega, Marco, 2007. "El mecanismo de transmisión de la política monetaria en un entorno de dolarización financiera: El caso del Perú entre 1996 y 2006," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 14, pages 11-32.
  31. 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.
  32. Gonzalo Llosa & Vicente Tuesta & Marco Vega, 2006. "A BVAR Forecasting Model for Peruvian Inflation," Money Affairs, CEMLA, vol. 0(2), pages 117-141, July-Dece.
  33. 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.
  34. 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.
  35. Marco Vega, 2004. "Policymakers Priors and lnflation Density Forecasting," Apuntes. Revista de ciencias sociales, Fondo Editorial, Universidad del Pacífico, vol. 31(55), pages 43-74.
  36. Vega, Marco, 2003. "Reportando la distribución de la proyección de inflación," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 10.
  37. Luque, Javier & Vega, Marco, 2003. "Usando un modelo semi-estructural de pequeña escala para hacer proyecciones: Algunas consideraciones," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 10.

Chapters

  1. Martinelli, César & Vega, Marco, 2022. "Reformas económicas y génesis de la inflación: 1963-1980," Capítulos, in: Vega, Marco & Zegarra, Luis Felipe (ed.), Historia del Banco Central y la Política Monetaria de Perú, edition 1, volume 1, chapter 6, pages 191-235, Banco Central de Reserva del Perú.
  2. Renzo Rossini & Marco Vega & Zenón Quispe & Fernando Perez, 2016. "Inflation expectations and dollarisation in Peru," BIS Papers chapters, in: Bank for International Settlements (ed.), Inflation mechanisms, expectations and monetary policy, volume 89, pages 275-289, Bank for International Settlements.
  3. Adrian Armas & Lucy Vallejos & Marco Vega, 2010. "Measurement of price indices used by the central bank of Peru," BIS Papers chapters, in: Bank for International Settlements (ed.), Monetary policy and the measurement of inflation: prices, wages and expectations, volume 49, pages 259-283, Bank for International Settlements.
  4. 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.

Books

  1. Vega, Marco & Zegarra, Luis Felipe (ed.), 2022. "Historia del Banco Central y la Política Monetaria de Perú," Libros, Banco Central de Reserva del Perú, edition 1, volume 1, number 2022-01.
  2. Vega, Marco & Zegarra, Luis Felipe (ed.), 2022. "Historia del Banco Central y la Política Monetaria de Perú," Libros, Banco Central de Reserva del Perú, edition 1, volume 2, number 2022-02.
    RePEc:cml:prodgz:prg2004 is not listed on IDEAS
    RePEc:cml:prodgz:prg2004eng is not listed on IDEAS

More information

Research fields, statistics, top rankings, if available.

Statistics

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Rankings

This author is among the top 5% authors according to these criteria:
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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 35 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-MAC: Macroeconomics (24) 2004-03-14 2004-03-14 2004-10-30 2005-02-27 2005-04-16 2006-05-20 2006-07-15 2006-07-15 2008-01-19 2009-08-16 2011-08-15 2013-04-20 2014-03-15 2015-01-26 2015-01-26 2015-12-08 2016-02-04 2016-03-10 2017-06-25 2017-06-25 2018-11-12 2019-01-07 2019-02-18 2020-01-13. Author is listed
  2. NEP-MON: Monetary Economics (17) 2004-03-14 2005-02-27 2005-04-16 2006-07-15 2008-01-19 2011-08-15 2012-01-03 2013-12-29 2014-03-15 2014-10-17 2014-11-12 2015-01-26 2016-02-04 2016-03-10 2018-11-12 2019-01-07 2019-02-18. Author is listed
  3. NEP-CBA: Central Banking (13) 2005-04-16 2006-05-20 2006-07-15 2006-07-15 2008-01-19 2011-08-15 2012-01-03 2014-03-15 2015-01-26 2016-02-04 2016-03-10 2018-11-12 2019-01-07. Author is listed
  4. NEP-LAM: Central and South America (5) 2008-01-19 2014-03-15 2014-10-17 2014-11-12 2019-07-08. Author is listed
  5. NEP-HIS: Business, Economic and Financial History (4) 2018-11-12 2019-01-07 2019-02-18 2020-01-13
  6. NEP-IFN: International Finance (3) 2013-12-29 2014-10-17 2014-11-12
  7. NEP-RMG: Risk Management (3) 2012-01-10 2012-06-05 2012-07-23
  8. NEP-DGE: Dynamic General Equilibrium (2) 2016-02-04 2023-01-23
  9. NEP-FMK: Financial Markets (2) 2006-05-20 2015-01-26
  10. NEP-FOR: Forecasting (2) 2011-08-15 2012-01-03
  11. NEP-MST: Market Microstructure (2) 2014-10-17 2014-11-12
  12. NEP-PPM: Project, Program and Portfolio Management (2) 2017-04-30 2017-06-25
  13. NEP-ACC: Accounting and Auditing (1) 2006-07-15
  14. NEP-BAN: Banking (1) 2014-03-15
  15. NEP-BIG: Big Data (1) 2021-08-30
  16. NEP-ECM: Econometrics (1) 2004-03-14
  17. NEP-ORE: Operations Research (1) 2020-01-13
  18. NEP-PAY: Payment Systems and Financial Technology (1) 2021-08-30
  19. NEP-POL: Positive Political Economics (1) 2004-03-14

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