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Daniel O. Beltran

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

  1. Daniel O. Beltran & Pinar Uysal, 2023. "What are Large Global Banks Doing About Climate Change?," International Finance Discussion Papers 1368, Board of Governors of the Federal Reserve System (U.S.).

    Cited by:

    1. Wilhelm, Maike & Aydemir, Ali & Rohde, Clemens, 2023. "German banks on the way to climate neutrality? A review of the situation," Working Papers "Sustainability and Innovation" S07/2023, Fraunhofer Institute for Systems and Innovation Research (ISI).

  2. Daniel O. Beltran & Mohammad R. Jahan-Parvar & Fiona A. Paine, 2021. "Optimizing Credit Gaps for Predicting Financial Crises: Modelling Choices and Tradeoffs," International Finance Discussion Papers 1307, Board of Governors of the Federal Reserve System (U.S.).

    Cited by:

    1. Berger, Tino & Richter, Julia & Wong, Benjamin, 2021. "A unified approach for jointly estimating the business and financial cycle, and the role of financial factors," University of Göttingen Working Papers in Economics 415, University of Goettingen, Department of Economics.
    2. Harashima, Taiji, 2020. "A Theory of the Credit-to-GDP Gap: Using Credit Gaps to Predict Financial Crises," MPRA Paper 111732, University Library of Munich, Germany.

  3. Daniel O. Beltran & Christopher G. Collins, 2018. "How Vulnerable are EME Corporates?," IFDP Notes 2018-06-19, Board of Governors of the Federal Reserve System (U.S.).

    Cited by:

    1. Kose, M. Ayhan & Nagle, Peter & Ohnsorge, Franziska & Sugawara, Naotaka, 2021. "What Has Been the Impact of COVID-19 on Debt? Turning a Wave into a Tsunami," MPRA Paper 110897, University Library of Munich, Germany.
    2. Giraldo, I. & Turner P, 2022. "The dollar debt of companies in Latin America: the warning signs," Documentos de trabajo 20025, FLAR.
    3. Asis, Gonzalo & Chari, Anusha & Haas, Adam, 2021. "In search of distress risk in emerging markets," Journal of International Economics, Elsevier, vol. 131(C).
    4. Dodd, Olga & Kalimipalli, Madhu & Chan, Wing, 2021. "Evaluating corporate credit risks in emerging markets," International Review of Financial Analysis, Elsevier, vol. 73(C).

  4. Daniel O. Beltran & Keshav Garud & Aaron Rosenblum, 2017. "Emerging Market Nonfinancial Corporate Debt : How Concerned Should We Be?," IFDP Notes 2017-06-01, Board of Governors of the Federal Reserve System (U.S.).

    Cited by:

    1. Abraham,Facundo & Cortina Lorente,Juan Jose & Schmukler,Sergio L., 2020. "Growth of Global Corporate Debt : Main Facts and Policy Challenges," Policy Research Working Paper Series 9394, The World Bank.
    2. Calomiris, Charles W. & Larrain, Mauricio & Schmukler, Sergio L. & Williams, Tomas, 2022. "Large international corporate bonds: Investor behavior and firm responses," Journal of International Economics, Elsevier, vol. 137(C).
    3. Charles W. Calomiris & Mauricio Larrain & Sergio L. Schmukler & Tomas Williams, 2020. "Search for Yield in Large International Corporate Bonds: Investor Behavior and Firm Responses," Mo.Fi.R. Working Papers 165, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences.
    4. Caramichael, John & Rapp, Andreas C., 2024. "The green corporate bond issuance premium," Journal of Banking & Finance, Elsevier, vol. 162(C).
    5. Bredenkamp, Hugh & Hausmann, Ricardo & Pienkowski, Alex & Reinhart, Carmen, 2019. "Challenges Ahead: Sovereign Debt," MPRA Paper 117564, University Library of Munich, Germany, revised 01 Oct 2019.
    6. Facundo Abraham & Juan J. Cortina & Sergio L. Schmukler, 2020. "The Expansion of Corporate Bond Markets in East Asia and Latin America," Documentos de Trabajo 18594, The Latin American and Caribbean Economic Association (LACEA).
    7. Eduardo Borensztein & Lei Sandy Ye, 2021. "Corporate debt overhang and investment in emerging economies: Firm‐level evidence," International Finance, Wiley Blackwell, vol. 24(1), pages 18-39, April.
    8. Abraham, Facundo & Cortina, Juan J. & Schmukler, Sergio L., 2021. "The rise of domestic capital markets for corporate financing: Lessons from East Asia," Journal of Banking & Finance, Elsevier, vol. 122(C).
    9. Ruch,Franz Ulrich, 2020. "Policy Challenges for Emerging and Developing Economies : Lessons from the Past Decade," Policy Research Working Paper Series 9180, The World Bank.
    10. Carlos Cantú & Michael Chui, 2020. "Financial market development and financial stability," BIS Papers chapters, in: Bank for International Settlements (ed.), Financial market development, monetary policy and financial stability in emerging market economies, volume 113, pages 19-38, Bank for International Settlements.
    11. Jerome H. Powell, 2017. "Prospects for Emerging Market Economies in a Normalizing Global Economy : a speech at the 2017 Annual Membership Meeting of the Institute of International Finance, Washington, D.C., October 12, 2017," Speech 976, Board of Governors of the Federal Reserve System (U.S.).
    12. Dodd, Olga & Kalimipalli, Madhu & Chan, Wing, 2021. "Evaluating corporate credit risks in emerging markets," International Review of Financial Analysis, Elsevier, vol. 73(C).

  5. Daniel O. Beltran & Deepa Dhume Datta & Thiago Revil T. Ferreira & Matteo Iacoviello & Mohammad Jahan-Parvar & Canlin Li & Juan M. Londono & Marius del Giudice Rodriguez & John H. Rogers & Bo Sun, 2017. "Taxonomy of Global Risk, Uncertainty, and Volatility Measures," International Finance Discussion Papers 1216, Board of Governors of the Federal Reserve System (U.S.).

    Cited by:

    1. Jose E. Gomez-Gonzalez & Jorge Hirs-Garzon & Jorge M. Uribe, 2020. "Global effects of US uncertainty: real and financial shocks on real and financial markets," IREA Working Papers 202015, University of Barcelona, Research Institute of Applied Economics, revised Oct 2020.
    2. Converse, Nathan & Mallucci, Enrico, 2023. "Differential treatment in the bond market: Sovereign risk and mutual fund portfolios," Journal of International Economics, Elsevier, vol. 145(C).
    3. David Altig & Jose Maria Barrero & Nicholas Bloom & Steven J. Davis & Brent H. Meyer & Nicholas Parker, 2019. "Surveying Business Uncertainty," NBER Working Papers 25956, National Bureau of Economic Research, Inc.
    4. Oguzhan Ozcelebi & José A. Pérez‐Montiel, 2023. "Examination of the impacts of the immediate interest rate of the United States and the VIX on the Dow Jones Islamic Market Index," Bulletin of Economic Research, Wiley Blackwell, vol. 75(4), pages 1157-1180, October.
    5. Giuseppe Fiori & Filippo Scoccianti, 2021. "The Economic Effects of Firm-Level Uncertainty: Evidence Using Subjective Expectations," International Finance Discussion Papers 1320, Board of Governors of the Federal Reserve System (U.S.).
    6. Fassas, Athanasios P. & Siriopoulos, Costas, 2021. "Implied volatility indices – A review," The Quarterly Review of Economics and Finance, Elsevier, vol. 79(C), pages 303-329.
    7. Liang, Chin Chia & Troy, Carol & Rouyer, Ellen, 2020. "U.S. uncertainty and Asian stock prices: Evidence from the asymmetric NARDL model," The North American Journal of Economics and Finance, Elsevier, vol. 51(C).
    8. Julius Loermann, 2021. "The impact of CHF/EUR exchange rate uncertainty on Swiss exports to the Eurozone: evidence from a threshold VAR," Empirical Economics, Springer, vol. 60(3), pages 1363-1385, March.
    9. Ines Buono & Flavia Corneli & Enrica Di Stefano, 2024. "Capital inflows to emerging countries and their sensitivity to the global financial cycle," International Finance, Wiley Blackwell, vol. 27(1), pages 17-34, April.
    10. Roman Grynberg & Teresa Kaulihowa & Fwasa K Singogo, 2019. "Structural Changes of the 21st Century and their Impact on the Gold Price," Journal of Economics and Behavioral Studies, AMH International, vol. 11(3), pages 72-83.
    11. Nowzohour, Laura & Stracca, Livio, 2017. "More than a feeling: confidence, uncertainty and macroeconomic fluctuations," Working Paper Series 2100, European Central Bank.
    12. Donadelli, Michael & Lalanne, Marie, 2020. "Sex and “the City”: Financial stress and online pornography consumption," Journal of Behavioral and Experimental Finance, Elsevier, vol. 27(C).
    13. Goodell, John W. & Goyal, Abhinav & Urquhart, Andrew, 2021. "Uncertainty of uncertainty and firm cash holdings," Journal of Financial Stability, Elsevier, vol. 56(C).
    14. Mario Canales & Bernabe Lopez-Martin, 2021. "Uncertainty, Risk, and Price-Setting: Evidence from CPI Microdata," Working Papers Central Bank of Chile 908, Central Bank of Chile.

  6. Daniel O. Beltran & David Draper, 2016. "Estimating Dynamic Macroeconomic Models : How Informative Are the Data?," International Finance Discussion Papers 1175, Board of Governors of the Federal Reserve System (U.S.).

    Cited by:

    1. Paccagnini, Alessia, 2017. "Dealing with Misspecification in DSGE Models: A Survey," MPRA Paper 82914, University Library of Munich, Germany.
    2. Tenreyro, Silvana & Broadbent, Ben & Di Pace, Federico & Drechsel, Thomas & Harrison, Richard, 2019. "The Brexit Vote, Productivity Growth and Macroeconomic Adjustments in the United Kingdom," CEPR Discussion Papers 13993, C.E.P.R. Discussion Papers.
    3. Mutschler, Willi, 2014. "Identification of DSGE Models - A Comparison of Methods and the Effect of Second Order Approximation," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100598, Verein für Socialpolitik / German Economic Association.

  7. Daniel O. Beltran & Valentin Bolotnyy & Elizabeth C. Klee, 2015. "Un-Networking: The Evolution of Networks in the Federal Funds Market," Finance and Economics Discussion Series 2015-55, Board of Governors of the Federal Reserve System (U.S.).

    Cited by:

    1. Reis, Ricardo, 2016. "Funding quantitative easing to target inflation," LSE Research Online Documents on Economics 67883, London School of Economics and Political Science, LSE Library.
    2. Dasha Safonova, 2017. "Interbank Network Disruptions and The Real Economy," 2017 Meeting Papers 1568, Society for Economic Dynamics.
    3. Machado, C. & Sarmiento Paipilla, N.M. & León, C., 2015. "Identifying Central Bank Liquidity Super-Spreaders in Interbank Funds Networks," Discussion Paper 2015-052, Tilburg University, Center for Economic Research.
    4. HORIKAWA Takumi & MATSUI Yujiro & GEMMA Yasufumi, 2021. "A Network Analysis of the JGB Repo Market," Bank of Japan Working Paper Series 21-E-14, Bank of Japan.
    5. Toshiyuki Sakiyama & Tetsuya Yamada, 2016. "Market Liquidity and Systemic Risk in Government Bond Markets: A Network Analysis and Agent-Based Model Approach," IMES Discussion Paper Series 16-E-13, Institute for Monetary and Economic Studies, Bank of Japan.
    6. Giulio Bottazzi & Alessandro De Sanctis & Fabio Vanni, 2016. "Non-performing loans, systemic risk and resilience in financial networks," LEM Papers Series 2016/08, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
    7. Miguel Sarmiento, 2019. "The Impact of Exogenous Liquidity Shocks on Banks Funding Costs: Microevidence from the Unsecured Interbank Market," IHEID Working Papers 01-2019, Economics Section, The Graduate Institute of International Studies.
    8. Jonathan Chiu & Cyril Monnet, 2016. "Relationships in the Interbank Market," Staff Working Papers 16-33, Bank of Canada.
    9. Jin-Wook Chang, 2019. "Collateralized Debt Networks with Lender Default," Finance and Economics Discussion Series 2019-083, Board of Governors of the Federal Reserve System (U.S.).

  8. Daniel O. Beltran & Lawrence R. Cordell & Charles P. Thomas, 2013. "Asymmetric Information and the Death of ABS CDOs," International Finance Discussion Papers 1075, Board of Governors of the Federal Reserve System (U.S.).

    Cited by:

    1. van der Plaat, Mark, 2020. "Loan sales and the tyranny of tistance in U.S. residential mortgage lending," MPRA Paper 107519, University Library of Munich, Germany, revised 20 Apr 2021.
    2. Xueer Chen & Chao Wang, 2021. "Information Disclosure in China’s Rising Securitization Market," IJFS, MDPI, vol. 9(4), pages 1-29, December.
    3. van der Plaat, Mark T., 2021. "How to Measure Securitization: A Structural Equation Approach," MPRA Paper 109735, University Library of Munich, Germany.
    4. Broer, Tobias & Kero, Afroditi, 2021. "Collateralization and asset price bubbles when investors disagree about risk," Journal of Banking & Finance, Elsevier, vol. 128(C).
    5. Caccioli, Fabio & Shrestha, Munik & Moore, Cristopher & Farmer, J. Doyne, 2014. "Stability analysis of financial contagion due to overlapping portfolios," Journal of Banking & Finance, Elsevier, vol. 46(C), pages 233-245.
    6. Nicolas Figueroa & CARLOS RAMIREZ & Oksana Leukhina, 2019. "Imperfect Information Transmission from Banks to Investors: Macroeconomic Implications," 2019 Meeting Papers 1105, Society for Economic Dynamics.
    7. Christopher L. House & Yusufcan Masatlioglu, 2010. "Managing Markets for Toxic Assets," NBER Working Papers 16145, National Bureau of Economic Research, Inc.
    8. van der Plaat, Mark & Spierdijk, Laura, 2020. "Recourse, asymmetric information, and credit risk over the business cycle," MPRA Paper 104718, University Library of Munich, Germany.
    9. Broer, Tobias, 2016. "Securitisation Bubbles: Structured finance with disagreement about default correlations," CEPR Discussion Papers 11145, C.E.P.R. Discussion Papers.
    10. Marcel Nutz & José A. Scheinkman, 2020. "Shorting in Speculative Markets," Journal of Finance, American Finance Association, vol. 75(2), pages 995-1036, April.
    11. Svatopluk Kapounek, 2016. "The Impact of Institutional Quality on Bank Lending Activity: Evidence from Bayesian Model Averaging," MENDELU Working Papers in Business and Economics 2016-69, Mendel University in Brno, Faculty of Business and Economics.

  9. Daniel O. Beltran & Maxwell Kretchmer & Jaime R. Marquez & Charles P. Thomas, 2012. "Foreign holdings of U.S. Treasuries and U.S. Treasury yields," International Finance Discussion Papers 1041, Board of Governors of the Federal Reserve System (U.S.).

    Cited by:

    1. Romero, José Vicente & Vargas, Hernando & Cardozo, Pamela & Murcia, Andrés, 2021. "How foreign participation in the Colombian local public debt market has influenced domestic financial conditions," Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 2(4).
    2. Gab-Je Jo, 2024. "Analysis of Long-Term Bond Yields Using Deviations from Covered Interest Rate Parity," JRFM, MDPI, vol. 17(3), pages 1-15, March.
    3. Jose Vicente Romero & Hernando Vargas-Herrera & Pamela Cardozo & Andrés Murcia, 2020. "Effects of foreign participation in the colombian local public debt market on domestic financial conditions," Borradores de Economia 1115, Banco de la Republica de Colombia.
    4. Jens H. E. Christensen & Eric Fischer & Patrick Shultz, 2019. "Bond Flows and Liquidity: Do Foreigners Matter?," Working Paper Series 2019-08, Federal Reserve Bank of San Francisco.
    5. Rod TYERS, 2013. "China and Global Macroeconomic Interdependence," CAMA Working Papers 2013-34, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    6. Serkan Arslanalp & Tigran Poghosyan, 2016. "Foreign Investor Flows and Sovereign Bond Yields in Advanced Economies," Journal of Banking and Financial Economics, University of Warsaw, Faculty of Management, vol. 2(6), pages 45-67, June.
    7. Tobias S. Blattner & Michael A. S. Joyce, 2020. "The Euro Area Bond Free Float and the Implications for QE," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 52(6), pages 1361-1395, September.
    8. Rod Tyers, 2015. "Slower growth and vulnerability to recession: updating China’s global impact," CAMA Working Papers 2015-29, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    9. Jean-Pierre Landau, 2014. "International lender of last resort: some thoughts for the 21st century," BIS Papers chapters, in: Bank for International Settlements (ed.), Re-thinking the lender of last resort, volume 79, pages 119-127, Bank for International Settlements.
    10. Mansur, Alfan & Al Arif, Munafsin, 2017. "Dampak Kepemilikan Asing terhadap Pasar Surat Berharga Negara (SBN) Indonesia [The Impact of Foreign Ownership on the Indonesian Government Bonds Market]," MPRA Paper 93944, University Library of Munich, Germany, revised 14 Jun 2017.
    11. Ocampo, José Antonio & Orbegozo, German D. & Villamizar-Villegas, Mauricio, 2020. "Post-graduation from the original sin problem The effects of market participation on sovereign debt markets," Working papers 39, Red Investigadores de Economía.
    12. Harrison, Andre & Reed, Robert R., 2023. "Gross capital inflows, the U.S. economy, and the response of the Federal Reserve," Journal of International Money and Finance, Elsevier, vol. 139(C).
    13. Blattner, Tobias Sebastian & Joyce, Michael A. S., 2016. "Net debt supply shocks in the euro area and the implications for QE," Working Paper Series 1957, European Central Bank.
    14. Camelia Minoiu & Andrés Schneider & Min Wei, 2023. "Why Does the Yield Curve Predict GDP Growth? The Role of Banks," Finance and Economics Discussion Series 2023-049, Board of Governors of the Federal Reserve System (U.S.).
    15. Gianluca Cafiso, 2014. "Debt Sustainability in the Case of External Debt. An Analysis Based on Italy's Treasury Auctions," CESifo Working Paper Series 5021, CESifo.
    16. Steiner, Andreas, 2017. "Determinants of the Public Budget Balance: The Role of Official Capital Flows," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking 168184, Verein für Socialpolitik / German Economic Association.
    17. John Nana Francois, 2016. "Foreign Official Holdings of U.S Treasuries, Stock Effect and the Economy: A DSGE Approach," 2016 Papers pfr351, Job Market Papers.
    18. Gianluca Cafiso, 2013. "Public-Debt Financing in the case of External Debt," Working Papers 2013-37, CEPII research center.
    19. Iryna Kaminska & Gabriele Zinna, 2020. "Official Demand for U.S. Debt: Implications for U.S. Real Rates," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 52(2-3), pages 323-364, March.
    20. Mr. Jochen R. Andritzky, 2012. "Government Bonds and their Investors: What Are the Facts and Do they Matter?," IMF Working Papers 2012/158, International Monetary Fund.
    21. Hong, Zhiwu & Wang, Zhenhan & Li, Xinda, 2024. "Foreign trade and China’s yield curve during the COVID-19 pandemic: An analysis based on an extended arbitrage-free Nelson–Siegel model," Research in International Business and Finance, Elsevier, vol. 70(PB).
    22. Malkhozov, Aytek & Mueller, Philippe & Vedolin, Andrea & Venter, Gyuri, 2013. "Mortgage hedging in fixed income markets," LSE Research Online Documents on Economics 119032, London School of Economics and Political Science, LSE Library.
    23. Enrique Martínez García & Yixiang Zhang, 2024. "The Contribution of Foreign Holdings of U.S. Treasury Securities to the U.S. Long-Term Interest Rate: An Empirical Investigation of the Impact of the Zero Lower Bound," Globalization Institute Working Papers 430, Federal Reserve Bank of Dallas.
    24. Gianluca Cafiso, 2016. "Non-residents’ Holdings, Market Volatility and Public Debt Sustainability. An Analysis with Data for Italy," Review of International Economics, Wiley Blackwell, vol. 24(3), pages 484-513, August.
    25. Arif P. Sulistiono & Miki Ishida, 2019. "Finding The Driver: A Case Study Of Indonesian Government Bond Market," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 64(03), pages 543-574, June.
    26. Michele Manna & Stefano Nobili, 2018. "Banks' holdings of and trading in government bonds," Temi di discussione (Economic working papers) 1166, Bank of Italy, Economic Research and International Relations Area.
    27. Conterius, Simeon & Akimov, Alexandr & Su, Jen-Je & Roca, Eduardo, 2023. "Do foreign investors have a positive impact on the domestic government bonds market? A panel pooled mean group approach," Economic Analysis and Policy, Elsevier, vol. 77(C), pages 863-875.
    28. Laura Jaramillo & Ms. Yuanyan S Zhang, 2013. "Real Money Investors and Sovereign Bond Yields," IMF Working Papers 2013/254, International Monetary Fund.
    29. Mr. Christian H Ebeke & Miss Yinqiu Lu, 2014. "Emerging Market Local Currency Bond Yields and Foreign Holdings in the Post-Lehman Period - a Fortune or Misfortune?," IMF Working Papers 2014/029, International Monetary Fund.
    30. Ferreira, Thiago R.T. & Shousha, Samer, 2023. "Determinants of global neutral interest rates," Journal of International Economics, Elsevier, vol. 145(C).
    31. Picault, Matthieu & Raffestin, Louis, 2020. "The other side of forward guidance: Are central banks constrained by financial markets?," Finance Research Letters, Elsevier, vol. 36(C).
    32. Andreas Steiner, 2013. "A Tale of Two Deficits: Public Budget Balance of Reserve Currency Countries," IEER Working Papers 97, Institute of Empirical Economic Research, Osnabrueck University.
    33. Hideaki Matsuoka, 2022. "Debt Intolerance: Threshold Level and Composition," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 84(4), pages 894-932, August.
    34. Vipin Arora & Rod Tyers & Ying Zhang, 2014. "Reconstructing the Savings Glut: The Global Implications of Asian Excess Saving," Economics Discussion / Working Papers 14-24, The University of Western Australia, Department of Economics.
    35. Cafiso, Gianluca, 2019. "Sovereign bond markets when auctions take place: Evidence from Italy," The North American Journal of Economics and Finance, Elsevier, vol. 47(C), pages 406-430.
    36. Fidora, Michael & Carvalho, Daniel, 2015. "Capital inflows and euro area long-term interest rates," Working Paper Series 1798, European Central Bank.
    37. Bank for International Settlements, 2014. "Re-thinking the lender of last resort," BIS Papers, Bank for International Settlements, number 79.
    38. Ebeke, Christian & Lu, Yinqiu, 2015. "Emerging market local currency bond yields and foreign holdings – A fortune or misfortune?," Journal of International Money and Finance, Elsevier, vol. 59(C), pages 203-219.
    39. Masahiro Inoguchi, 2021. "The impact of foreign capital flows on long‐term interest rates in emerging and advanced economies," Review of International Economics, Wiley Blackwell, vol. 29(2), pages 268-295, May.
    40. Du, Ding & Rousse, Wade, 2018. "Foreign capital flows, credit spreads, and the business cycle," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 57(C), pages 59-79.
    41. Christensen, Jens H.E. & Fischer, Eric & Shultz, Patrick J., 2021. "Bond flows and liquidity: Do foreigners matter?," Journal of International Money and Finance, Elsevier, vol. 117(C).
    42. Šević, Aleksandar & Brawn, Derek, 2015. "Do demographic changes matter? A cross-country perspective," Journal of Multinational Financial Management, Elsevier, vol. 30(C), pages 36-61.
    43. Giuseppe Grande & Sergio Masciantonio & Andrea Tiseno, 2014. "The interest-rate sensitivity of the demand for sovereign debt. Evidence from OECD countries (1995-2011)," Temi di discussione (Economic working papers) 988, Bank of Italy, Economic Research and International Relations Area.

  10. Daniel O. Beltran & Charles P. Thomas, 2010. "Could asymmetric information alone have caused the collapse of private-label securitization?," International Finance Discussion Papers 1010, Board of Governors of the Federal Reserve System (U.S.).

    Cited by:

    1. Nourzad, Farrokh & Hunter, William & Szczesniak, Katherine, 2020. "Securitization of revolving debt and its determinants," The Quarterly Review of Economics and Finance, Elsevier, vol. 75(C), pages 240-246.
    2. Bachar FAKHRY, 2016. "A Literature Review of the Efficient Market Hypothesis," Turkish Economic Review, KSP Journals, vol. 3(3), pages 431-442, September.
    3. Jonathan Swarbrick, 2019. "Lending Standards, Productivity and Credit Crunches," Staff Working Papers 19-25, Bank of Canada.

  11. Daniel O. Beltran & Kuntal K. Das & Robert W. Fairlie, 2008. "Home computers and educational outcomes: evidence from the NLSY97 and CPS," International Finance Discussion Papers 958, Board of Governors of the Federal Reserve System (U.S.).

    Cited by:

    1. Yekaterina Chzhen & Zlata Bruckauf & Emilia Toczydlowska & Frank J. Elgar & Concepcion Moreno-Maldonado & Gonneke W.J.M. Stevens & Dagmar Sigmundová & Geneviève Gariépy, 2018. "Multidimensional Poverty Among Adolescents in 38 Countries: Evidence from the Health Behaviour in School-aged Children (HBSC) 2013/14 Study," Child Indicators Research, Springer;The International Society of Child Indicators (ISCI), vol. 11(3), pages 729-753, June.
    2. Robert W. Fairlie & Samantha H. Grunberg, 2014. "Access To Technology And The Transfer Function Of Community Colleges: Evidence From A Field Experiment," Economic Inquiry, Western Economic Association International, vol. 52(3), pages 1040-1059, July.
    3. De Melo, Gioia & Machado, Alina & Miranda, Alfonso, 2014. "The Impact of a One Laptop per Child Program on Learning: Evidence from Uruguay," IZA Discussion Papers 8489, Institute of Labor Economics (IZA).
    4. Fairlie, Robert, 2015. "Do Boys and Girls Use Computers Differently, and Does It Contribute to Why Boys doWorse in School than Girls?," Santa Cruz Department of Economics, Working Paper Series qt4n54q8xh, Department of Economics, UC Santa Cruz.
    5. Benjamin Faber & Rosa Sanchis-Guarner & Felix Weinhardt, 2015. "ICT and Education: Evidence from Student Home Addresses," NBER Working Papers 21306, National Bureau of Economic Research, Inc.
    6. Hull, Marie C. & Duch, Katherine, 2017. "One-To-One Technology and Student Outcomes," IZA Discussion Papers 10886, Institute of Labor Economics (IZA).
    7. Rosa Sanchis-Guarner & José Montalbán & Felix Weinhardt, 2021. "Home Broadband and Human Capital Formation," CESifo Working Paper Series 8846, CESifo.
    8. Fairlie, Robert, 2014. "The Effects of Home Computers on Educational Outcomes: Evidence from a Field Experiment with Community College Students," Santa Cruz Department of Economics, Working Paper Series qt4v87w469, Department of Economics, UC Santa Cruz.
    9. Laura Pagani & Gianluca Argentin & Marco Gui & Luca Stanca, 2015. "The Impact of Digital Skills on Educational Outcomes: Evidence from Performance Tests," Working Papers 304, University of Milano-Bicocca, Department of Economics, revised Jul 2015.
    10. Roland G. Fryer, Jr, 2016. "The Production of Human Capital in Developed Countries: Evidence from 196 Randomized Field Experiments," NBER Working Papers 22130, National Bureau of Economic Research, Inc.
    11. Djinovic, Vladana & Giannakopoulos, Nicholas, 2022. "Home computer ownership and educational outcomes of adolescents in Greece," GLO Discussion Paper Series 1143, Global Labor Organization (GLO).
    12. Schwerdt, Guido & Chingos, Matthew M., 2015. "Virtual Schooling and Student Learning: Evidence from the Florida Virtual School," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 113202, Verein für Socialpolitik / German Economic Association.
    13. Ofer Malamud, 2019. "The Effect of Home Computers and the Internet on Children’s Human Capital Development," ifo DICE Report, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 17(02), pages 34-40, August.
    14. Bulman, George & Fairlie, Robert W, 2016. "Technology and Education: Computers, Software, and the Internet," Santa Cruz Department of Economics, Working Paper Series qt0rb5x6bf, Department of Economics, UC Santa Cruz.
    15. Aaron K. Chatterji, 2017. "Innovation and American K-12 Education," NBER Chapters, in: Innovation Policy and the Economy, Volume 18, pages 27-51, National Bureau of Economic Research, Inc.
    16. Fairlie, Robert W., 2012. "Academic achievement, technology and race: Experimental evidence," Economics of Education Review, Elsevier, vol. 31(5), pages 663-679.
    17. Fairlie, Robert W. & Robinson, Jonathan, 2013. "Experimental Evidence on the Effects of Home Computers on Academic Achievement among Schoolchildren," Santa Cruz Department of Economics, Working Paper Series qt5759k24s, Department of Economics, UC Santa Cruz.
    18. Robert Fairlie & Jonathan Robinson, 2011. "The Effects of Home Computers on Educational Outcomes. Evidence from a Field Experiment with Schoolchildren," Working Papers 11-14, NET Institute, revised Sep 2011.
    19. Nerea Gómez-Fernández & Mauro Mediavilla, 2018. "Do information and communication technologies (ICT) improve educational outcomes? Evidence for Spain in PISA 2015," Working Papers 2018/20, Institut d'Economia de Barcelona (IEB).
    20. Constantin Mang, 2016. "Market Consequences of ICT Innovations," ifo Beiträge zur Wirtschaftsforschung, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 70.
    21. Agasisti, Tommaso & Gil-Izquierdo, María & Han, Seong Won, 2017. "ICT use at home for school-related tasks: what is the effect on a student’s achievement? Empirical evidence from OECD PISA data," MPRA Paper 81343, University Library of Munich, Germany.
    22. Aaron Chatterji, 2017. "Innovation and American K-12 Education," NBER Working Papers 23531, National Bureau of Economic Research, Inc.
    23. Diether W. Beuermann & Julian Cristia & Santiago Cueto & Ofer Malamud & Yyannu Cruz-Aguayo, 2015. "One Laptop per Child at Home: Short-Term Impacts from a Randomized Experiment in Peru," American Economic Journal: Applied Economics, American Economic Association, vol. 7(2), pages 53-80, April.
    24. Fairlie, Robert W., 2012. "The effects of home access to technology on computer skills: Evidence from a field experiment," Information Economics and Policy, Elsevier, vol. 24(3), pages 243-253.
    25. Gómez-Fernández, Nerea & Mediavilla, Mauro, 2021. "Exploring the relationship between Information and Communication Technologies (ICT) and academic performance: A multilevel analysis for Spain," Socio-Economic Planning Sciences, Elsevier, vol. 77(C).
    26. John Ariza & Juan Pablo Saldarriaga & Karen Yohana Reinoso & Cristhian David Tafur, 2021. "Information and Communication Technologies and Academic Performance inHigh School in Colombia," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 94, pages 47-86, Enero-Jun.
    27. Jürges, Hendrik & Khanam, Rasheda, 2021. "Adolescents’ time allocation and skill production," Economics of Education Review, Elsevier, vol. 85(C).
    28. Margarita Billon & Fernando Lera-Lopez & Rocio Marco, 2016. "ICT use by households and firms in the EU: links and determinants from a multivariate perspective," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 152(4), pages 629-654, November.
    29. Neokosmidis, Ioannis & Avaritsiotis, Nikolaos & Ventoura, Zoe & Varoutas, Dimitris, 2015. "Assessment of the gap and (non-)Internet users evolution based on population biology dynamics," Telecommunications Policy, Elsevier, vol. 39(1), pages 14-37.

  12. Daniel O. Beltran & Kuntal K. Das & Robert W. Fairlie, 2008. "Are Computers Good for Children? The Effects of Home Computers on Educational Outcomes," CEPR Discussion Papers 576, Centre for Economic Policy Research, Research School of Economics, Australian National University.

    Cited by:

    1. Djinovic, Vladana & Giannakopoulos, Nicholas, 2022. "Home computer ownership and educational outcomes of adolescents in Greece," GLO Discussion Paper Series 1143, Global Labor Organization (GLO).
    2. Fiorini, M., 2010. "The effect of home computer use on children's cognitive and non-cognitive skills," Economics of Education Review, Elsevier, vol. 29(1), pages 55-72, February.

  13. Daniel O. Beltran & David Draper, 2008. "Estimating the parameters of a small open economy DSGE model: identifiability and inferential validity," International Finance Discussion Papers 955, Board of Governors of the Federal Reserve System (U.S.).

    Cited by:

    1. Fabio Milani & Sung Ho Park, 2013. "The Effects of Globalization on Macroeconomic Dynamics in a Trade-Dependent Economy: the Case of Korea," Working Papers 141502, University of California-Irvine, Department of Economics.
    2. Daniele Siena, 2020. "Online Appendix to "The Euro Area Periphery and Imbalances: Is it an Anticipation Story?"," Online Appendices 18-141, Review of Economic Dynamics.
    3. D. Siena, 2014. "The European Monetary Union and Imbalances: Is it an Anticipation Story ?," Working papers 501, Banque de France.
    4. Stefan Leist & Klaus Neusser, 2010. "Measuring the Natural Output Level by DSGE Models: An Empirical Investigation for Switzerland," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 146(I), pages 275-300, March.
    5. Marco A. F. H. Cavalcanti & Luciano Vereda, 2011. "Propriedades Dinâmicas de Um Modelo DSGE Com Parametrizações Alternativas Para o Brasil," Discussion Papers 1588, Instituto de Pesquisa Econômica Aplicada - IPEA.
    6. Dr. Barbara Rudolf & Mathias Zurlinden, 2014. "A compact open economy DSGE model for Switzerland," Economic Studies 2014-08, Swiss National Bank.
    7. Melecky, Martin, 2010. "Macroeconomic Dynamics in Macedonia and Slovakia: Structural Estimation and Comparison," MPRA Paper 19863, University Library of Munich, Germany.
    8. Dungey, Mardi & Vehbi, Tugrul, 2015. "The influences of international output shocks from the US and China on ASEAN economies," Journal of Asian Economics, Elsevier, vol. 39(C), pages 59-71.
    9. Stefan Leist, 2013. "Driving Forces of the Swiss Output Gap," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 149(IV), pages 493-531, December.
    10. Georgios Georgiadis & Martina Jancokova, 2017. "Financial Globalisation, Monetary Policy Spillovers and Macro-modelling: Tales from 1001 Shocks," Globalization Institute Working Papers 314, Federal Reserve Bank of Dallas.
    11. Hohberger, Stefan & Herz, Bernhard, 2012. "Fiscal Policy, Monetary Regimes and Current Account Dynamics," VfS Annual Conference 2012 (Goettingen): New Approaches and Challenges for the Labor Market of the 21st Century 66054, Verein für Socialpolitik / German Economic Association.
    12. Grazzini, Jakob & Richiardi, Matteo, 2015. "Estimation of ergodic agent-based models by simulated minimum distance," Journal of Economic Dynamics and Control, Elsevier, vol. 51(C), pages 148-165.
    13. Petre Caraiani, 2009. "An Estimation of Output Gap in Romanian Economy Using the DSGE Approach," Prague Economic Papers, Prague University of Economics and Business, vol. 2009(4), pages 366-379.
    14. Haykaz Igityan, 2019. "Asymmetric Effects of Monetary Policy in Different Phases of Armenia's Business Cycle," Working Papers 11, Central Bank of the Republic of Armenia.
    15. Ibrahim, Umar Bambale & Abubakar, Isah Funtua, 2020. "Welfare Implication of Tax Rates Increase in a Recessionary Economy," MPRA Paper 111132, University Library of Munich, Germany, revised 13 Dec 2021.
    16. Ali, Syed Zahid & Anwar, Sajid, 2018. "Price puzzle in a small open New Keynesian model," The Quarterly Review of Economics and Finance, Elsevier, vol. 69(C), pages 29-42.
    17. Grazzini, Jakob & Richiardi, Matteo, 2013. "Consistent Estimation of Agent-Based Models by Simulated Minimum Distance," Department of Economics and Statistics Cognetti de Martiis. Working Papers 201335, University of Turin.

  14. Daniel O. Beltran & Laurie Pounder DeMarco & Charles P. Thomas, 2008. "Foreign exposure to asset-backed securities of U.S. origin," International Finance Discussion Papers 939, Board of Governors of the Federal Reserve System (U.S.).

    Cited by:

    1. Patrick Honohan, 2008. "Risk Management and the Costs of the Banking Crisis," National Institute Economic Review, National Institute of Economic and Social Research, vol. 206(1), pages 15-24, October.
    2. Ricardo J. Caballero & Emmanuel Farhi & Pierre-Olivier Gourinchas, 2008. "Financial Crash, Commodity Prices and Global Imbalances," NBER Working Papers 14521, National Bureau of Economic Research, Inc.
    3. Eric van Wincoop, 2011. "International Contagion Through Leveraged Financial Institutions," NBER Working Papers 17686, National Bureau of Economic Research, Inc.
    4. Kamin, Steven B. & DeMarco, Laurie Pounder, 2012. "How did a domestic housing slump turn into a global financial crisis?," Journal of International Money and Finance, Elsevier, vol. 31(1), pages 10-41.
    5. Philip R. Lane, 2008. "The Macroeconomics of Financial Integration: A European Perspective," The Institute for International Integration Studies Discussion Paper Series iiisdp265, IIIS.
    6. Erika Brandner & Fang Cai & Ruth A. Judson, 2012. "Improving the measurement of cross-border securities holdings: the Treasury International Capital SLT," Federal Reserve Bulletin, Board of Governors of the Federal Reserve System (U.S.), issue May.
    7. Patrick Honohan, 2009. "Bank Failures: The Limitations of Risk Modeling," World Scientific Book Chapters, in: Douglas D Evanoff & Philipp Hartmann & George G Kaufman (ed.), The First Credit Market Turmoil Of The 21st Century Implications for Public Policy, chapter 8, pages 103-123, World Scientific Publishing Co. Pte. Ltd..
    8. Ricardo J. Caballero & Emmanuel Farhi & Pierre-Olivier Gourinchas, 2008. "Financial Crash, Commody Prices, and Global Inbalances," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 39(2 (Fall)), pages 1-68.
    9. Erika Brandner & Fang Cai & Ruth A. Judson, 2012. "Improving the measurement of cross-border securities holdings: the Treasury International Capital SLT," Federal Reserve Bulletin, Board of Governors of the Federal Reserve System (U.S.), vol. 98(May), pages 1-28.
    10. Carol C. Bertaut & Ruth A. Judson, 2014. "Estimating U.S. Cross-Border Securities Positions: New Data and New Methods," International Finance Discussion Papers 1113, Board of Governors of the Federal Reserve System (U.S.).
    11. Bertaut, Carol & DeMarco, Laurie Pounder & Kamin, Steven & Tryon, Ralph, 2012. "ABS inflows to the United States and the global financial crisis," Journal of International Economics, Elsevier, vol. 88(2), pages 219-234.
    12. Chaipat Poonpatpibul & Vasuveerapat Ramdecha & Krittinan Wiengwangchai & Pawinee Jitmongkolsa-mer, 2008. "Border of Monetary Policy in the New Financial State," Working Papers 2008-01, Monetary Policy Group, Bank of Thailand.
    13. Carol Bertaut & Laurie Pounder DeMarco & Steven B. Kamin & Ralph W. Tryon, 2011. "ABS Inflows to the United States and the Global Financial Crisis," NBER Working Papers 17350, National Bureau of Economic Research, Inc.
    14. Carol C. Bertaut & Steven B. Kamin & Laurie Pounder DeMarco & Ralph W. Tryon, 2011. "ABS inflows to the United States and the global financial crisis," International Finance Discussion Papers 1028, Board of Governors of the Federal Reserve System (U.S.).

  15. Beltran, Daniel O. & Das, Kuntal K. & Fairlie, Robert W., 2006. "Do Home Computers Improve Educational Outcomes? Evidence from Matched Current Population Surveys and the National Longitudinal Survey of Youth 1997," IZA Discussion Papers 1912, Institute of Labor Economics (IZA).

    Cited by:

    1. Jacob L. Vigdor & Helen F. Ladd, 2010. "Scaling the Digital Divide: Home Computer Technology and Student Achievement," NBER Working Papers 16078, National Bureau of Economic Research, Inc.
    2. David Leonardo Parra Araque, 2013. "Determinantes socioeconómicas de las TIC en el rendimiento de los estudiantes en las Pruebas saber 11 para Bogotá," Revista Isocuanta 12558, Universidad Santo Tomás.
    3. Coneus, Katja & Gernandt, Johannes & Saam, Marianne, 2008. "Noncognitive Skills, Internet Use and Educational Dropout," ZEW Discussion Papers 08-044, ZEW - Leibniz Centre for European Economic Research.

Articles

  1. Beltran, Daniel O. & Bolotnyy, Valentin & Klee, Elizabeth, 2021. "The federal funds network and monetary policy transmission: Evidence from the 2007–2009 financial crisis," Journal of Monetary Economics, Elsevier, vol. 117(C), pages 187-202.

    Cited by:

    1. Li, Rongrong & Li, Shuyu, 2021. "Carbon emission post-coronavirus: Continual decline or rebound?," Structural Change and Economic Dynamics, Elsevier, vol. 57(C), pages 57-67.
    2. Kevin F. Kiernan & Vladimir Yankov & Filip Zikes, 2021. "Liquidity Provision and Co-insurance in Bank Syndicates," Finance and Economics Discussion Series 2021-060, Board of Governors of the Federal Reserve System (U.S.).
    3. Abou Tanos, Barbara & Jimenez-Garcès, Sonia, 2022. "Foreign investments during financial crises: Institutional investors’ informational skills create value when familiarity does not," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 79(C).
    4. 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.

  2. Daniel O. Beltran & David Draper, 2018. "Estimating dynamic macroeconomic models: how informative are the data?," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 67(2), pages 501-520, February.
    See citations under working paper version above.
  3. Beltran, Daniel O. & Cordell, Larry & Thomas, Charles P., 2017. "Asymmetric information and the death of ABS CDOs," Journal of Banking & Finance, Elsevier, vol. 76(C), pages 1-14.
    See citations under working paper version above.
  4. Beltran, Daniel O. & Kretchmer, Maxwell & Marquez, Jaime & Thomas, Charles P., 2013. "Foreign holdings of U.S. Treasuries and U.S. Treasury yields," Journal of International Money and Finance, Elsevier, vol. 32(C), pages 1120-1143.
    See citations under working paper version above.
  5. Robert W. Fairlie & Daniel O. Beltran & Kuntal K. Das, 2010. "HOME COMPUTERS AND EDUCATIONAL OUTCOMES: EVIDENCE FROM THE NLSY97 and CPS," Economic Inquiry, Western Economic Association International, vol. 48(3), pages 771-792, July.
    See citations under working paper version above.
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