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Juan R. Hernandez

Not to be confused with: Juan Manuel Hernandez

Personal Details

First Name:Juan
Middle Name:R.
Last Name:Hernandez
Suffix:
RePEc Short-ID:phe622
[This author has chosen not to make the email address public]
https://sites.google.com/view/juan-r-hernandez
TBA
Terminal Degree:2014 Economics Department; University of Essex (from RePEc Genealogy)

Affiliation

Centro de Investigación y Docencia Económicas (CIDE)

México, Mexico
http://www.cide.edu/
RePEc:edi:cideemx (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Juan R. Hernández, 2024. "Covered interest parity: a forecasting approach to estimate the neutral band," BIS Working Papers 1206, Bank for International Settlements.
  2. Juan R. Hernández & Mateo Hoyos & Daniel Ventosa-Santaulària, 2024. "Monetary Policy in Emerging Markets under Global Uncertainty," Working Papers DTE 634, CIDE, División de Economía.
  3. Alba Carlos & Cuadra Gabriel & Hernández Juan R. & Ibarra-Ramírez Raúl, 2021. "Capital Flows to Emerging Economies and Global Risk Aversion during the COVID-19 Pandemic," Working Papers 2021-17, Banco de México.
  4. Hernández Juan R., 2020. "Covered Interest Parity: A Stochastic Volatility Approach to Estimate the Neutral Band," Working Papers 2020-02, Banco de México.
  5. Capistrán Carlos & Chiquiar Daniel & Hernández Juan R., 2017. "Identifying Dornbusch's Exchange Rate Overshooting with Structural VECs: Evidence from Mexico," Working Papers 2017-11, Banco de México.
  6. Hernández Juan R., 2016. "Unit Root Testing in ARMA Models: A Likelihood Ratio Approach," Working Papers 2016-03, Banco de México.
  7. Hernández Juan R., 2014. "Peso-Dollar Forward Market Analysis: Explaining Arbitrage Opportunities during the Financial Crisis," Working Papers 2014-09, Banco de México.

Articles

  1. Carlos Alba & Gabriel Cuadra & Juan R. Hernandez & Raul Ibarra, 2024. "Capital flows to emerging economies and global risk aversion during the COVID‐19 pandemic," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 29(3), pages 2804-2836, July.
  2. Hernández, Juan R. & Ventosa-Santaulària, Daniel & Valencia, J. Eduardo, 2024. "Global supply chain inflationary pressures and monetary policy in Mexico," Emerging Markets Review, Elsevier, vol. 58(C).
  3. Juan R. Hernández, 2023. "Explaining Apparent deviations from Covered Interest Parity: Evidence from Mexico," 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. 18(1), pages 1-27, Enero - M.
  4. Carlos Capistrán & Daniel Chiquiar & Juan R. Hernández, 2019. "Identifying Dornbusch's Exchange Rate Overshooting with Structural VECs: Evidence from Mexico," International Journal of Central Banking, International Journal of Central Banking, vol. 15(5), pages 207-254, December.

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. Alba Carlos & Cuadra Gabriel & Hernández Juan R. & Ibarra-Ramírez Raúl, 2021. "Capital Flows to Emerging Economies and Global Risk Aversion during the COVID-19 Pandemic," Working Papers 2021-17, Banco de México.

    Cited by:

    1. Muduli, Silu & Behera, Harendra & Patra, Michael Debabrata, 2022. "Capital Flows at Risk: India’s Experience," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 76(6), pages 73-88.
    2. Juan Carlos Moreno-Brid & Lorenzo Nalin & Edgar Pérez-Medina, 2022. "External challenges to the economic expansion of emerging markets in the post-COVID 19 and post-COP26 era: A balance-of-payments constrained growth (BPCG) perspective," PSL Quarterly Review, Economia civile, vol. 75(303), pages 313-354.

  2. Capistrán Carlos & Chiquiar Daniel & Hernández Juan R., 2017. "Identifying Dornbusch's Exchange Rate Overshooting with Structural VECs: Evidence from Mexico," Working Papers 2017-11, Banco de México.

    Cited by:

    1. Hernández, Juan R. & Ventosa-Santaulària, Daniel & Valencia, J. Eduardo, 2024. "Global supply chain inflationary pressures and monetary policy in Mexico," Emerging Markets Review, Elsevier, vol. 58(C).
    2. I Made Suidarma & I Gede Sanica & Putu Cita Ayu & I Gusti Nengah Darma Diatmika, 2018. "Overshooting Indonesian Rupiah's Exchange Rate towards US Dollar: Dornbusch Model Hypotheses Test," International Journal of Economics and Financial Issues, Econjournals, vol. 8(5), pages 52-58.

  3. Hernández Juan R., 2014. "Peso-Dollar Forward Market Analysis: Explaining Arbitrage Opportunities during the Financial Crisis," Working Papers 2014-09, Banco de México.

    Cited by:

    1. Hernández Juan R., 2020. "Covered Interest Parity: A Stochastic Volatility Approach to Estimate the Neutral Band," Working Papers 2020-02, Banco de México.
    2. Juan R. Hernández, 2024. "Covered interest parity: a forecasting approach to estimate the neutral band," BIS Working Papers 1206, Bank for International Settlements.
    3. Bush Georgia, 2019. "Bank foreign currency funding and currency markets: the case of Mexico post GFC," Working Papers 2019-01, Banco de México.

Articles

  1. Carlos Alba & Gabriel Cuadra & Juan R. Hernandez & Raul Ibarra, 2024. "Capital flows to emerging economies and global risk aversion during the COVID‐19 pandemic," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 29(3), pages 2804-2836, July.
    See citations under working paper version above.
  2. Hernández, Juan R. & Ventosa-Santaulària, Daniel & Valencia, J. Eduardo, 2024. "Global supply chain inflationary pressures and monetary policy in Mexico," Emerging Markets Review, Elsevier, vol. 58(C).

    Cited by:

    1. Juan R. Hernández & Mateo Hoyos & Daniel Ventosa-Santaulària, 2024. "Monetary Policy in Emerging Markets under Global Uncertainty," Working Papers DTE 634, CIDE, División de Economía.

  3. Carlos Capistrán & Daniel Chiquiar & Juan R. Hernández, 2019. "Identifying Dornbusch's Exchange Rate Overshooting with Structural VECs: Evidence from Mexico," International Journal of Central Banking, International Journal of Central Banking, vol. 15(5), pages 207-254, December.
    See citations under working paper version above.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

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 8 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-MON: Monetary Economics (6) 2014-06-28 2017-07-02 2020-09-21 2021-10-18 2024-09-09 2024-09-16. Author is listed
  2. NEP-OPM: Open Economy Macroeconomics (3) 2017-07-02 2021-10-18 2024-09-09
  3. NEP-ORE: Operations Research (3) 2016-05-08 2020-07-13 2020-09-21
  4. NEP-FOR: Forecasting (2) 2020-07-13 2020-09-21
  5. NEP-CBA: Central Banking (1) 2024-09-09
  6. NEP-ECM: Econometrics (1) 2016-05-08
  7. NEP-ETS: Econometric Time Series (1) 2016-05-08
  8. NEP-FDG: Financial Development and Growth (1) 2021-10-18
  9. NEP-IFN: International Finance (1) 2024-09-16
  10. NEP-MAC: Macroeconomics (1) 2017-07-02
  11. NEP-PKE: Post Keynesian Economics (1) 2016-05-08

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