Gabriel Montes-Rojas
Personal Details
First Name: | Gabriel |
Middle Name: | |
Last Name: | Montes-Rojas |
Suffix: | |
RePEc Short-ID: | pmo380 |
[This author has chosen not to make the email address public] | |
https://sites.google.com/view/gabrielmontes | |
Universidad de Buenos Aires, Av. Córdoba 2122 2do piso, C1120AAQ, Ciudad Autónoma de Buenos Aires, Argentina | |
+54 11 5285-6578 | |
Terminal Degree: | 2007 Department of Economics; University of Illinois at Urbana-Champaign (from RePEc Genealogy) |
Affiliation
(50%) Departament de Economía
Facultad de Ciencias Económicas
Universidad de Buenos Aires
Buenos Aires, Argentinahttp://www.econ.uba.ar/www/departamentos/economia/nuevo/
RePEc:edi:deubaar (more details at EDIRC)
(50%) Instituto Interdisciplinario de Economía Política de Buenos Aires (IIEP) UBA-CONICET
Facultad de Ciencias Económicas
Universidad de Buenos Aires
Buenos Aires, Argentinahttp://iiep-baires.econ.uba.ar/
RePEc:edi:ieeubar (more details at EDIRC)
Research output
Jump to: Working papers Articles Chapters BooksWorking papers
- Gabriel Montes-Rojas & Zacharias Psaradakis & Martín Sola, 2024. "On Regime Separation in Markov-Switching Quantile Regressions," Department of Economics Working Papers 2024_05, Universidad Torcuato Di Tella.
- Montes Rojas Gabriel & Dvoskin Ariel & Feldman Germán, 2023.
"Exchange-Rate Regime And Sectorial Profitability In A Small Open Economy: A Theoretical And Empirical Analysis Of Argentina (2016-2023),"
Asociación Argentina de Economía Política: Working Papers
4673, Asociación Argentina de Economía Política.
- Ariel Dvoskin & Germán Feldman & Gabriel Montes-Rojas, 2024. "Exchange Rate Regime and Sectorial Profi tability in a Small Open Economy: A Theoretical and Empirical Analysis of Argentina (2016-2022)," Working Papers 315, Red Nacional de Investigadores en Economía (RedNIE).
- Montes Rojas Gabriel & Carrera Jorge & Panigo Demián & Solla Mariquena & Toledo Fernando, 2023. "Income Inequality and External Wealth of Nations," Asociación Argentina de Economía Política: Working Papers 4675, Asociación Argentina de Economía Política.
- Montes Rojas Gabriel & Alejo Javier & Galvao Antonio & Martínez-Iriarte Julián, 2023.
"Unconditional Quantile Partial Effects via Conditional Quantile Regression,"
Asociación Argentina de Economía Política: Working Papers
4674, Asociación Argentina de Economía Política.
- Javier Alejo & Antonio F. Galvao & Julian Martinez-Iriarte & Gabriel Montes-Rojas, 2023. "Unconditional Quantile Partial Effects via Conditional Quantile Regression," Papers 2301.07241, arXiv.org, revised Dec 2023.
- Javier Alejo & Antonio F. Galvao & Julián Martinez-Iriarte & Gabriel Montes-Rojas, 2023. "Unconditional Quantile Partial Effects via Conditional Quantile Regression," Working Papers 217, Red Nacional de Investigadores en Economía (RedNIE).
- Jorge Carrera & Gabriel Montes-Rojas & Mariquena Solla & Fernando Toledo, 2023. "Does Income Inequality Affect Capital Flows? Evidence from Emerging Markets and Developing Economies," Working Papers 268, Red Nacional de Investigadores en Economía (RedNIE).
- Abbate Nicolás & Gasparini Leonardo & Gluzmann Pablo Alfredo & Montes Rojas Gabriel & Sznaider Iván & Yatche Tobías, 2023. "Ingreso Estructural Por Área Geográfica: una aplicación para Argentina," Asociación Argentina de Economía Política: Working Papers 4622, Asociación Argentina de Economía Política.
- Julian Martinez-Iriarte & Gabriel Montes-Rojas & Yixiao Sun, 2022.
"Unconditional Effects of General Policy Interventions,"
Papers
2201.02292, arXiv.org, revised Jul 2023.
- Martínez-Iriarte, Julián & Montes-Rojas, Gabriel & Sun, Yixiao, 2024. "Unconditional effects of general policy interventions," Journal of Econometrics, Elsevier, vol. 238(2).
- Julián Martínez-Iriarte & Gabriel Montes-Rojas & Yixiao Sun, 2022.
"Location-Scale and Compensated Effects in Unconditional Quantile Regressions,"
Working Papers
127, Red Nacional de Investigadores en Economía (RedNIE).
- Martinez-Iriarte, Julian & Montes-Rojas, Gabriel & Sun, Yixiao, 2022. "Location-Scale and Compensated Effects in Unconditional Quantile Regressions," University of California at San Diego, Economics Working Paper Series qt89z1w74z, Department of Economics, UC San Diego.
- Carrera Jorge & Montes Rojas Gabriel & Solla Mariquena & Toledo Fernando, 2022.
"Global Financial Cycle, Commodity Terms of Trade and Financial Spreads in Emerging Markets and Developing Economies,"
Asociación Argentina de Economía Política: Working Papers
4613, Asociación Argentina de Economía Política.
- Carrera, Jorge & Montes-Rojas, Gabriel & Toledo, Fernando, 2023. "Global financial cycle, commodity terms of trade and financial spreads in emerging markets and developing economies," Structural Change and Economic Dynamics, Elsevier, vol. 64(C), pages 179-190.
- Jorge Carrera & Gabriel Montes-Rojas & Fernando Toledo, 2021. "Global Financial Cycle, Commodity Terms of Trade and Financial Spreads in Emerging Markets and Developing Economies," Papers 2112.04218, arXiv.org.
- Nicolás Bertholet & Gabriel Montes Rojas & Fernando Toledo, 2022. "El efecto de los shocks de precios de alimentos y energía sobre la inflación. Un análisis a partir de estimadores GMM y PVAR," Asociación Argentina de Economía Política: Working Papers 4541, Asociación Argentina de Economía Política.
- Pedro Elosegui & Federico Forte & Gabriel Montes-Rojas, 2022.
"Network Structure and Fragmentation of the Argentinean Interbank Markets,"
Working Papers
129, Red Nacional de Investigadores en Economía (RedNIE).
- Elosegui, Pedro & Forte, Federico D. & Montes-Rojas, Gabriel, 2022. "Network structure and fragmentation of the Argentinean interbank markets," Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 3(3).
- Pedro Elosegui & Federico Forte & Gabriel Montes-Rojas, 2021. "Network Structure and Fragmentation of the Argentinean Interbank Markets," BCRA Working Paper Series 202196, Central Bank of Argentina, Economic Research Department.
- Federico Forte & Pedro Elosegui & Gabriel Montes-Rojas, 2022. "Network structure and fragmentation of the Argentinean interbank markets," Papers 2203.14488, arXiv.org.
- Gabriel Montes Rojas & Luciano De Castro & Antonio Galvao & José Olmo & Kim Jeong Yeol, 2021.
"Experiments on Portfolio Selection: A comparison between quantile preferences and expected utility decision models,"
Asociación Argentina de Economía Política: Working Papers
4494, Asociación Argentina de Economía Política.
- Castro, Luciano de & Galvao, Antonio F. & Kim, Jeong Yeol & Montes-Rojas, Gabriel & Olmo, Jose, 2022. "Experiments on portfolio selection: A comparison between quantile preferences and expected utility decision models," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 97(C).
- Gabriel Montes-Rojas & Luciano de Castro & Antonio F. Galvao & Jeong Yeol Kim & José Olmo, 2021. "Experiments On Portfolio Selection: A Comparison Between Quantile Preferences And Expected Utility Decision Models," Documentos de trabajo del Instituto Interdisciplinario de Economía Política IIEP (UBA-CONICET) 2021-68, Universidad de Buenos Aires, Facultad de Ciencias Económicas, Instituto Interdisciplinario de Economía Política IIEP (UBA-CONICET).
- Javier Alejo & Antonio Galvao & Gabriel Montes-Rojas, 2021. "A first-stage representation for instrumental variables quantile," Working Papers 46, Red Nacional de Investigadores en Economía (RedNIE).
- Gabriel Montes-Rojas & Vera Chiodi, 2021.
"MENTORING AS A DOSE TREATMENT: FREQUENCY MATTERS: Evidence from a French mentoring program,"
Documentos de trabajo del Instituto Interdisciplinario de Economía Política IIEP (UBA-CONICET)
2021-65, Universidad de Buenos Aires, Facultad de Ciencias Económicas, Instituto Interdisciplinario de Economía Política IIEP (UBA-CONICET).
- Vera Chiodi & Gabriel Montes‐Rojas, 2022. "Mentoring as a dose treatment: Frequency matters—Evidence from a French mentoring programme," LABOUR, CEIS, vol. 36(2), pages 145-166, June.
- Javier Alejo & Gabriel Montes-Rojas, 2021. "Quantile Regression under Limited Dependent Variable," Papers 2112.06822, arXiv.org.
- Walter Sosa Escudero & Javier Alejo & Leonardo Gasparini & Gabriel Montes Rojas, 2021.
"A decomposition method to evaluate the "paradox of progress", with evidence for Argentina,"
Asociación Argentina de Economía Política: Working Papers
4523, Asociación Argentina de Economía Política.
- Javier Alejo & Leonardo Gasparini & Gabriel Montes-Rojas & Walter Sosa-Escudero, 2024. "A decomposition method to evaluate the ‘paradox of progress’, with evidence for Argentina," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 22(2), pages 453-472, June.
- Javier Alejo & Leonardo Gasparini & Gabriel Montes-Rojas & Walter Sosa-Escudero, 2022. "A decomposition method to evaluate the ‘paradox of progress’ with evidence for Argentina," CEDLAS, Working Papers 0293, CEDLAS, Universidad Nacional de La Plata.
- Javier Alejo & Leonardo Gasparín & Gabriel Montes Rojas & Walter Sosa Escudero, 2021. "A decomposition method to evaluate the 'paradox of progress' with evidence for Argentina," Working Papers 160, Universidad de San Andres, Departamento de Economia, revised Dec 2021.
- Javier Alejo & Leonardo Gasparini & Gabriel Montes-Rojas & Walter Sosa-Escudero, 2021. "A decomposition method to evaluate the `paradox of progress' with evidence for Argentina," Papers 2112.03836, arXiv.org.
- Javier Alejo & Gabriel Montes-Rojas & Walter Sosa Escudero, 2021.
"RIF regression via sensitivity curves,"
Working Papers
41, Red Nacional de Investigadores en Economía (RedNIE).
- Javier Alejo & Gabriel Montes-Rojas & Walter Sosa-Escudero, 2023. "RIF regression via sensitivity curves," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 32(1), pages 329-345, March.
- Javier Alejo & Gabriel Montes Rojas & Walter Sosa Escudero, 2021. "RIF Regression via Sensitivity Curves," Working Papers 159, Universidad de San Andres, Departamento de Economia, revised Dec 2021.
- Javier Alejo & Gabriel Montes-Rojas & Walter Sosa-Escudero, 2021. "RIF Regression via Sensitivity Curves," Papers 2112.01435, arXiv.org.
- Javier Alejo & Antonio F. Galvao & Gabriel Montes-Rojas, 2021.
"A first-stage representation for instrumental variables quantile regression,"
Papers
2102.01212, arXiv.org, revised Feb 2022.
- Javier Alejo & Antonio F Galvao & Gabriel Montes-Rojas, 2023. "A first-stage representation for instrumental variables quantile regression," The Econometrics Journal, Royal Economic Society, vol. 26(3), pages 350-377.
- Gabriel Montes-Rojas & Fernando Toledo, 2021. "Shocks Externos Y Tensiones Inflacionarias En Argentina: Una Aproximación Empírica Poskeynesiana-Estructuralista," Documentos de trabajo del Instituto Interdisciplinario de Economía Política IIEP (UBA-CONICET) 2021-64, Universidad de Buenos Aires, Facultad de Ciencias Económicas, Instituto Interdisciplinario de Economía Política IIEP (UBA-CONICET).
- Javier Alejo & Antonio F. Galvao & Gabriel Montes-Rojas, 2020. "A first-stage test for instrumental variables quantile regression," Asociación Argentina de Economía Política: Working Papers 4304, Asociación Argentina de Economía Política.
- Pierri, Damian Rene & Montes Rojas, Gabriel & Mira, José, 2020. "Persistent current account deficits and balance of payments crises," UC3M Working papers. Economics 34239, Universidad Carlos III de Madrid. Departamento de EconomÃa.
- Montes Rojas,Gabriel Victorio & Barroso,Rafael Chelles, 2020. "What are the Empirical Determinants of International Tourist Arrivals and Expenditures? : An Empirical Application to the Case of Sao Tome and Principe," Policy Research Working Paper Series 9189, The World Bank.
- Luciano De Castro & Antonio F. Galvao & Gabriel Montes Rojas & José Olmo, 2020.
"Portfolio Selection in Quantile Decision Models,"
Working Papers
11, Red Nacional de Investigadores en Economía (RedNIE).
- Luciano de Castro & Antonio F. Galvao & Gabriel Montes-Rojas & Jose Olmo, 2022. "Portfolio selection in quantile decision models," Annals of Finance, Springer, vol. 18(2), pages 133-181, June.
- Gabriel Montes Rojas & Andrés Sebastián Mena, 2020. "Density estimation using bootstrap quantile variance and quantile-mean covariance," Documentos de trabajo del Instituto Interdisciplinario de Economía Política IIEP (UBA-CONICET) 2020-50, Universidad de Buenos Aires, Facultad de Ciencias Económicas, Instituto Interdisciplinario de Economía Política IIEP (UBA-CONICET).
- Emilio Blanco & Pedro Elosegui & Alejandro Izaguirre & Gabriel Montes Rojas, 2019.
"Regional and State Heterogeneity of Monetary Shocks in Argentina,"
Documentos de trabajo del Instituto Interdisciplinario de Economía Política IIEP (UBA-CONICET)
2019-39, Universidad de Buenos Aires, Facultad de Ciencias Económicas, Instituto Interdisciplinario de Economía Política IIEP (UBA-CONICET).
- Blanco, Emilio & Elosegui, Pedro & Izaguirre, Alejandro & Montes-Rojas, Gabriel, 2019. "Regional and state heterogeneity of monetary shocks in Argentina," The Journal of Economic Asymmetries, Elsevier, vol. 20(C).
- Gabriel Montes Rojas, 2019.
"Subgraph Network Random Effects Error Components Models: Specification and Testing,"
Documentos de trabajo del Instituto Interdisciplinario de Economía Política IIEP (UBA-CONICET)
2019-44, Universidad de Buenos Aires, Facultad de Ciencias Económicas, Instituto Interdisciplinario de Economía Política IIEP (UBA-CONICET).
- Montes-Rojas Gabriel, 2022. "Subgraph Network Random Effects Error Components Models: Specification and Testing," Journal of Econometric Methods, De Gruyter, vol. 11(1), pages 17-34, January.
- Damián Pierri & Gabriel Montes Rojas & Pablo Mira Lambi, 2019.
"The Empirical Dimension of Overborrowing,"
Documentos de trabajo del Instituto Interdisciplinario de Economía Política IIEP (UBA-CONICET)
2019-45, Universidad de Buenos Aires, Facultad de Ciencias Económicas, Instituto Interdisciplinario de Economía Política IIEP (UBA-CONICET).
- Damián Pierri & Gabriel Montes Rojas & Pablo Mira-Llambi, 2020. "The empirical dimension of overborrowing," Working Papers 24, Red Nacional de Investigadores en Economía (RedNIE).
- Damián Pierri & Gabriel Montes-Rojas & Pablo Mira-Llambi, 2020. "The empirical dimension of overborrowing," Working Papers 146, Universidad de San Andres, Departamento de Economia, revised Aug 2020.
- Daniel Heymann & Gabriel Montes Rojas, 2018.
"On Model-Consistent Expectations in Macroeconomics,"
Documentos de trabajo del Instituto Interdisciplinario de Economía Política IIEP (UBA-CONICET)
2018-37, Universidad de Buenos Aires, Facultad de Ciencias Económicas, Instituto Interdisciplinario de Economía Política IIEP (UBA-CONICET).
- Daniel Heymann, Gabriel Montes-Rojas, 2018. "On model-consistent expectations in macroeconomics," Económica, Departamento de Economía, Facultad de Ciencias Económicas, Universidad Nacional de La Plata, vol. 64, pages 22-45, January-D.
- Daniel Heymann & Gabriel Montes-Rojas, 2018. "On model-consistent expectations in macroeconomics," Económica, Instituto de Investigaciones Económicas, Facultad de Ciencias Económicas, Universidad Nacional de La Plata, vol. 64, pages 22-45, January-D.
- Gonzalez, Paula & Montes-Rojas, Gabriel V. & Pal, Sarmistha, 2017.
"Dual Practice by Health Workers: Theory and Evidence from Indonesia,"
IZA Discussion Papers
11038, Institute of Labor Economics (IZA).
- Paula González & Gabriel Montes-Rojas & Sarmistha Pal, 2017. "Dual Practice by Health Workers: Theory and Evidence from Indonesia," Working Papers 17.12, Universidad Pablo de Olavide, Department of Economics.
- Temizsoy, A. & Iori, G. & Montes-Rojas, G., 2016.
"Network Centrality and Funding Rates in the e-MID Interbank Market,"
Working Papers
16/08, Department of Economics, City University London.
- Temizsoy, Asena & Iori, Giulia & Montes-Rojas, Gabriel, 2017. "Network centrality and funding rates in the e-MID interbank market," Journal of Financial Stability, Elsevier, vol. 33(C), pages 346-365.
- Ayelen Banegas & Gabriel Montes-Rojas & Lucas Siga, 2016. "Mutual Fund Flows, Monetary Policy and Financial Stability," Finance and Economics Discussion Series 2016-071, Board of Governors of the Federal Reserve System (U.S.).
- Javier Alejo & Antonio Galvao & Gabriel Montes-Rojas & Walter Sosa-Escudero, 2015.
"Tests for Normality in Linear Panel Data Models,"
CEDLAS, Working Papers
0178, CEDLAS, Universidad Nacional de La Plata.
- Javier Alejo & Antonio Galvao & Gabriel Montes-Rojas & Walter Sosa-Escudero, 2015. "Tests for normality in linear panel-data models," Stata Journal, StataCorp LP, vol. 15(3), pages 822-832, September.
- Jafarey, S. & Mainali, R. M. & Montes-Rojas, G., 2014. "The Anticipation Effect of Marriage on Female Education: Theory and Evidence from Nepal," Working Papers 15/12, Department of Economics, City University London.
- Jafarey, S. & Montes-Rojas, G. & Mainali, R. M., 2014.
"Earnings and Caste: An Evaluation of Caste Wage Differentials in the Nepalese Labour Market,"
Working Papers
15/13, Department of Economics, City University London.
- Ram Mainali & Saqib Jafarey & Gabriel Montes-Rojas, 2017. "Earnings and Caste: An Evaluation of Caste Wage Differentials in the Nepalese Labour Market," Journal of Development Studies, Taylor & Francis Journals, vol. 53(3), pages 396-421, March.
- Montes-Rojas, G. & Galvao Jr, A. F., 2013.
"Bayesian Endogeneity Bias Modeling,"
Working Papers
13/09, Department of Economics, City University London.
- Montes-Rojas, Gabriel & Galvao, Antonio F., 2014. "Bayesian endogeneity bias modeling," Economics Letters, Elsevier, vol. 122(1), pages 36-39.
- Pablo Acosta & Gabriel Montes-Rojas, 2013.
"Informal Jobs and Trade Liberalisation in Argentina,"
Documentos de trabajo del Instituto Interdisciplinario de Economía Política IIEP (UBA-CONICET)
2013-3, Universidad de Buenos Aires, Facultad de Ciencias Económicas, Instituto Interdisciplinario de Economía Política IIEP (UBA-CONICET).
- Pablo Acosta & Gabriel Montes-Rojas, 2014. "Informal Jobs and Trade Liberalisation in Argentina," Journal of Development Studies, Taylor & Francis Journals, vol. 50(8), pages 1104-1118, August.
- Montes-Rojas, G. & Acosta, P., 2013. "Informal Jobs and Trade Liberalisation in Argentina," Working Papers 13/10, Department of Economics, City University London.
- Mainali, R. M. & Jafarey, S. & Montes-Rojas, G., 2013. "Earnings and Social Background: An evaluation of caste/ethnic wage differentials in the Nepalese labor market," Working Papers 13/01, Department of Economics, City University London.
- Vera Chiodi & Esteban Jaimovich & Gabriel Montes-Rojas, 2010.
"Migration, Remittances and Capital Accumulation: Evidence from Rural Mexico,"
Carlo Alberto Notebooks
140, Collegio Carlo Alberto.
- Vera Chiodi & Esteban Jaimovich & Gabriel Montes-Rojas, 2012. "Migration, Remittances and Capital Accumulation: Evidence from Rural Mexico," Journal of Development Studies, Taylor & Francis Journals, vol. 48(8), pages 1139-1155, February.
- Vera Chiodi & Esteban Jaimovich & Gabriel Montes-Rojas, 2012. "Migration, Remittances and Capital Accumulation: Evidence from Rural Mexico," Post-Print hal-00813389, HAL.
- Vera Chiodi & Esteban Jaimovich & Gabriel Montes-Rojas, 2012. "Migration, Remittances and Capital Accumulation: Evidence from Rural Mexico," PSE-Ecole d'économie de Paris (Postprint) hal-00813389, HAL.
- Montes-Rojas, G., 2010.
"Nonparametric estimation of ATE and QTE: an application of Fractile Graphical Analysis,"
Working Papers
10/06, Department of Economics, City University London.
- Gabriel V. Montes-Rojas, 2011. "Nonparametric Estimation of ATE and QTE: An Application of Fractile Graphical Analysis," Journal of Probability and Statistics, Hindawi, vol. 2011, pages 1-23, October.
- Bera, A. K. & Galvao Jr, A. F. & Montes-Rojas, G. & Park, S. Y., 2010.
"Which quantile is the most informative? Maximum likelihood, maximum entropy and quantile regression,"
Working Papers
10/08, Department of Economics, City University London.
- Anil K. Bera & Antonio F. Galvao Jr. & Gabriel V. Montes-Rojas & Sung Y. Park, 2014. "Which Quantile is the Most Informative? Maximum Likelihood, Maximum Entropy and Quantile Regression," World Scientific Book Chapters, in: Kaddour Hadri & William Mikhail (ed.), Econometric Methods and Their Applications in Finance, Macro and Related Fields, chapter 7, pages 167-199, World Scientific Publishing Co. Pte. Ltd..
- Gabriel Montes-Rojas & Walter Sosa-Escudero, 2010.
"Robust tests for heteroskedasticity in the one-way error components model,"
Post-Print
hal-00768191, HAL.
- Montes-Rojas, Gabriel & Sosa-Escudero, Walter, 2011. "Robust tests for heteroskedasticity in the one-way error components model," Journal of Econometrics, Elsevier, vol. 160(2), pages 300-310, February.
- Gabrieli, T. & Galvao Jr, A. F. & Montes-Rojas, G., 2010. "Who benefits from reducing the cost of formality? Quantile regression discontinuity analysis," Working Papers 10/07, Department of Economics, City University London.
- Baer, W & Margot, D & Montes-Rojas, G., 2010. "Argentina's default and the lack of dire consequences," Working Papers 10/09, Department of Economics, City University London.
- Gabriel MONTES ROJAS & Jim DEWEY, 2010. "An Inter-urban Wage Test of the Monocentric Model," Regional and Urban Modeling 284100029, EcoMod.
- Walter Sosa Escudero & Anil K. Bera & Gabriel Montes Rojas, 2009.
"Testing Under Local Misspecification and Artificial Regressions,"
Working Papers
97, Universidad de San Andres, Departamento de Economia, revised Oct 2009.
- Bera, Anil K. & Montes-Rojas, Gabriel & Sosa-Escudero, Walter, 2009. "Testing under local misspecification and artificial regressions," Economics Letters, Elsevier, vol. 104(2), pages 66-68, August.
- Galvao Jr, A. F. & Montes-Rojas, G., 2009. "Instrumental variables quantile regression for panel data with measurement errors," Working Papers 09/06, Department of Economics, City University London.
- Galvao Jr, A. F. & Montes-Rojas, G. & Park, S. Y., 2009.
"Quantile autoregressive distributed lag model with an application to house price returns,"
Working Papers
09/04, Department of Economics, City University London.
- Antonio F. Galvao JR. & Gabriel Montes-Rojas & Sung Y. Park, 2013. "Quantile Autoregressive Distributed Lag Model with an Application to House Price Returns," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 75(2), pages 307-321, April.
- Fajnzylber, Pablo & Maloney, William F. & Montes-Rojas, Gabriel V., 2009. "Does Formality Improve Micro-Firm Performance? Quasi-Experimental Evidence from the Brazilian SIMPLES Program," IZA Discussion Papers 4531, Institute of Labor Economics (IZA).
- Galvao Jr, A. F. & Montes-Rojas, G. & Olmo, J., 2009.
"Threshold quantile autoregressive models,"
Working Papers
09/05, Department of Economics, City University London.
- Antonio F. Galvao Jr. & Gabriel Montes‐Rojas & Jose Olmo, 2011. "Threshold quantile autoregressive models," Journal of Time Series Analysis, Wiley Blackwell, vol. 32(3), pages 253-267, May.
- Gawande, Kishore & Maloney, William & Montes Rojas, Gabriel V., 2009.
"Foreign informational lobbying can enhance tourism : evidence from the Caribbean,"
Policy Research Working Paper Series
4834, The World Bank.
- Gawande, Kishore & Maloney, William & Montes-Rojas, Gabriel, 2009. "Foreign informational lobbying can enhance tourism: Evidence from the Caribbean," Journal of Development Economics, Elsevier, vol. 90(2), pages 267-275, November.
- Vera Chiodi & Esteban Jaimovich & Gabriel Montes-Rojas, 2009.
"Migration and capital accumulation: Evidence from rural Mexico,"
Working Papers
halshs-00575022, HAL.
- Vera Chiodi & Vera Chiodi, 2012. "Migration and capital accumulation: Evidence from rural Mexico," Post-Print halshs-01063694, HAL.
- Montes-Rojas, G., 2008.
"Robust misspecification tests for the Heckman’s two-step estimator,"
Working Papers
08/01, Department of Economics, City University London.
- Gabriel Montes-Rojas, 2011. "Robust Misspecification Tests for the Heckman's Two-Step Estimator," Econometric Reviews, Taylor & Francis Journals, vol. 30(2), pages 154-172.
- Federico S. Mandelman & Gabriel Montes-Rojas, 2007. "Microentrepreneurship and the business cycle: is self-employment a desired outcome?," FRB Atlanta Working Paper 2007-15, Federal Reserve Bank of Atlanta.
- Gawande, Kishore & Maloney, William & Rojas, Gabriel V. Montes, 2007. "Can foreign lobbying enhance development ? The case of tourism in the Caribbean," Policy Research Working Paper Series 4275, The World Bank.
- Fajnzylber, Pablo & Maloney, William F. & Rojas, Gabriel V. Montes, 2006.
"Releasing constraints to growth or pushing on a string ? the impact of credit, training, business associations, and taxes on the performance of Mexican micro-firms,"
Policy Research Working Paper Series
3807, The World Bank.
repec:cty:dpaper:10.1080/07474938.2011.534035 is not listed on IDEAS
repec:cty:dpaper:10.1111/j.1467-9892.2010.00696.x is not listed on IDEAS
repec:cty:dpaper:10.1590/s1413-80502011000100007 is not listed on IDEAS
repec:hal:pseose:hal-00813389 is not listed on IDEAS - Eduardo Rubén Scarano, "undated".
"La consolidación de la economía como disciplina científica en el país. El registro estadístico permanente,"
Documentos de trabajo del Instituto Interdisciplinario de Economía Política IIEP (UBA-CONICET)
202271, Universidad de Buenos Aires, Facultad de Ciencias Económicas, Instituto Interdisciplinario de Economía Política IIEP (UBA-CONICET).
- Gabriel Montes-Rojas & Nicolás Bertholet, 2023. "When are devaluations more contractionary? A quantile VAR estimation for Argentina," Chapters, in: Fernando Toledo & Louis-Philippe Rochon (ed.), Monetary Policy Challenges in Latin America, chapter 8, pages 132-149, Edward Elgar Publishing.
- Gabriel Montes-Rojas & Nicolás Bertholet, 2022. "When are devaluations more contractionary? A Quantile VAR estimation for Argentina," Working Papers 185, Red Nacional de Investigadores en Economía (RedNIE).
repec:iza:izadps:dp14899 is not listed on IDEAS
Articles
- Javier Alejo & Leonardo Gasparini & Gabriel Montes-Rojas & Walter Sosa-Escudero, 2024.
"A decomposition method to evaluate the ‘paradox of progress’, with evidence for Argentina,"
The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 22(2), pages 453-472, June.
- Javier Alejo & Leonardo Gasparini & Gabriel Montes-Rojas & Walter Sosa-Escudero, 2022. "A decomposition method to evaluate the ‘paradox of progress’ with evidence for Argentina," CEDLAS, Working Papers 0293, CEDLAS, Universidad Nacional de La Plata.
- Javier Alejo & Leonardo Gasparín & Gabriel Montes Rojas & Walter Sosa Escudero, 2021. "A decomposition method to evaluate the 'paradox of progress' with evidence for Argentina," Working Papers 160, Universidad de San Andres, Departamento de Economia, revised Dec 2021.
- Javier Alejo & Leonardo Gasparini & Gabriel Montes-Rojas & Walter Sosa-Escudero, 2021. "A decomposition method to evaluate the `paradox of progress' with evidence for Argentina," Papers 2112.03836, arXiv.org.
- Walter Sosa Escudero & Javier Alejo & Leonardo Gasparini & Gabriel Montes Rojas, 2021. "A decomposition method to evaluate the "paradox of progress", with evidence for Argentina," Asociación Argentina de Economía Política: Working Papers 4523, Asociación Argentina de Economía Política.
- Oscar Hernán Cerquera & Gabriel Montes Rojas, 2024. "Value added of Economics programs in Colombia: An analysis quantitative reasoning competency [Valor agregado de los programas de Economía en Colombia: un análisis para la competencia de razonamient," Estudios Economicos, Universidad Nacional del Sur, Departamento de Economia, vol. 41(83), pages 123-153, july-dece.
- Martínez-Iriarte, Julián & Montes-Rojas, Gabriel & Sun, Yixiao, 2024.
"Unconditional effects of general policy interventions,"
Journal of Econometrics, Elsevier, vol. 238(2).
- Julian Martinez-Iriarte & Gabriel Montes-Rojas & Yixiao Sun, 2022. "Unconditional Effects of General Policy Interventions," Papers 2201.02292, arXiv.org, revised Jul 2023.
- Javier Alejo & Antonio F. Galvao & Gabriel Montes-Rojas, 2024. "First-stage analysis for instrumental-variables quantile regression," Stata Journal, StataCorp LP, vol. 24(2), pages 273-286, June.
- Federico Favata & Gabriel Montes-Rojas & Guido Zack, 2023. "Una evaluación estática y dinámica del desempleo en Argentina (2003-2019) [A static and dynamic assessment of unemployment in Argentina (2003-2019)]," Estudios Economicos, Universidad Nacional del Sur, Departamento de Economia, vol. 40(80), pages 77-104, january-j.
- Alev Atak & Gabriel Montes-Rojas & Jose Olmo, 2023. "Functional coefficient quantile regression model with time-varying loadings," Journal of Applied Economics, Taylor & Francis Journals, vol. 26(1), pages 2167151-216, December.
- Javier Alejo & Antonio F Galvao & Gabriel Montes-Rojas, 2023.
"A first-stage representation for instrumental variables quantile regression,"
The Econometrics Journal, Royal Economic Society, vol. 26(3), pages 350-377.
- Javier Alejo & Antonio F. Galvao & Gabriel Montes-Rojas, 2021. "A first-stage representation for instrumental variables quantile regression," Papers 2102.01212, arXiv.org, revised Feb 2022.
- Gabriel V. Montes‐Rojas, 2023. "A typology of Marxian transformation procedures with endogenous exploitation rate," Metroeconomica, Wiley Blackwell, vol. 74(1), pages 119-137, February.
- Javier Alejo & Gabriel Montes-Rojas & Walter Sosa-Escudero, 2023. "Correction to: RIF regression via sensitivity curves," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 32(1), pages 347-347, March.
- Carrera, Jorge & Montes-Rojas, Gabriel & Toledo, Fernando, 2023.
"Global financial cycle, commodity terms of trade and financial spreads in emerging markets and developing economies,"
Structural Change and Economic Dynamics, Elsevier, vol. 64(C), pages 179-190.
- Carrera Jorge & Montes Rojas Gabriel & Solla Mariquena & Toledo Fernando, 2022. "Global Financial Cycle, Commodity Terms of Trade and Financial Spreads in Emerging Markets and Developing Economies," Asociación Argentina de Economía Política: Working Papers 4613, Asociación Argentina de Economía Política.
- Jorge Carrera & Gabriel Montes-Rojas & Fernando Toledo, 2021. "Global Financial Cycle, Commodity Terms of Trade and Financial Spreads in Emerging Markets and Developing Economies," Papers 2112.04218, arXiv.org.
- Deborah Noguera & Gabriel Montes-Rojas, 2023. "Minskyan model with credit rationing in a network economy," SN Business & Economics, Springer, vol. 3(3), pages 1-26, March.
- Pierri, Damián & Montes-Rojas, Gabriel & Mira-Llambi, Pablo, 2023. "Persistent external deficits and balance of payments crises," European Economic Review, Elsevier, vol. 159(C).
- Arza, Valeria & López, Andrés & Montes-Rojas, Gabriel & Pascuini, Paulo, 2023. "In the name of TRIPS: The impact of IPR harmonisation on patent activity in Latin America," Research Policy, Elsevier, vol. 52(6).
- Javier Alejo & Gabriel Montes-Rojas & Walter Sosa-Escudero, 2023.
"RIF regression via sensitivity curves,"
Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 32(1), pages 329-345, March.
- Javier Alejo & Gabriel Montes Rojas & Walter Sosa Escudero, 2021. "RIF Regression via Sensitivity Curves," Working Papers 159, Universidad de San Andres, Departamento de Economia, revised Dec 2021.
- Javier Alejo & Gabriel Montes-Rojas & Walter Sosa Escudero, 2021. "RIF regression via sensitivity curves," Working Papers 41, Red Nacional de Investigadores en Economía (RedNIE).
- Javier Alejo & Gabriel Montes-Rojas & Walter Sosa-Escudero, 2021. "RIF Regression via Sensitivity Curves," Papers 2112.01435, arXiv.org.
- Banegas, Ayelen & Montes-Rojas, Gabriel & Siga, Lucas, 2022. "The effects of U.S. monetary policy shocks on mutual fund investing," Journal of International Money and Finance, Elsevier, vol. 123(C).
- Gabriel Montes-Rojas & Fernando Toledo, 2022. "External Shocks and Inflationary Pressures in Argentina: A Post-Keynesian-Structuralist Empirical Approach," Review of Political Economy, Taylor & Francis Journals, vol. 34(4), pages 789-806, October.
- Luciano de Castro & Antonio F. Galvao & Gabriel Montes-Rojas & Jose Olmo, 2022.
"Portfolio selection in quantile decision models,"
Annals of Finance, Springer, vol. 18(2), pages 133-181, June.
- Luciano De Castro & Antonio F. Galvao & Gabriel Montes Rojas & José Olmo, 2020. "Portfolio Selection in Quantile Decision Models," Working Papers 11, Red Nacional de Investigadores en Economía (RedNIE).
- Montes-Rojas Gabriel, 2022.
"Subgraph Network Random Effects Error Components Models: Specification and Testing,"
Journal of Econometric Methods, De Gruyter, vol. 11(1), pages 17-34, January.
- Gabriel Montes Rojas, 2019. "Subgraph Network Random Effects Error Components Models: Specification and Testing," Documentos de trabajo del Instituto Interdisciplinario de Economía Política IIEP (UBA-CONICET) 2019-44, Universidad de Buenos Aires, Facultad de Ciencias Económicas, Instituto Interdisciplinario de Economía Política IIEP (UBA-CONICET).
- Elosegui, Pedro & Forte, Federico D. & Montes-Rojas, Gabriel, 2022.
"Network structure and fragmentation of the Argentinean interbank markets,"
Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 3(3).
- Pedro Elosegui & Federico Forte & Gabriel Montes-Rojas, 2021. "Network Structure and Fragmentation of the Argentinean Interbank Markets," BCRA Working Paper Series 202196, Central Bank of Argentina, Economic Research Department.
- Federico Forte & Pedro Elosegui & Gabriel Montes-Rojas, 2022. "Network structure and fragmentation of the Argentinean interbank markets," Papers 2203.14488, arXiv.org.
- Pedro Elosegui & Federico Forte & Gabriel Montes-Rojas, 2022. "Network Structure and Fragmentation of the Argentinean Interbank Markets," Working Papers 129, Red Nacional de Investigadores en Economía (RedNIE).
- Deborah Noguera & Gabriel Montes-Rojas, 2022. "Credit-constrained fluctuations and uncertainty in a network economy," Ensayos Económicos, Central Bank of Argentina, Economic Research Department, vol. 1(80), pages 5-52, November.
- Vera Chiodi & Gabriel Montes‐Rojas, 2022.
"Mentoring as a dose treatment: Frequency matters—Evidence from a French mentoring programme,"
LABOUR, CEIS, vol. 36(2), pages 145-166, June.
- Gabriel Montes-Rojas & Vera Chiodi, 2021. "MENTORING AS A DOSE TREATMENT: FREQUENCY MATTERS: Evidence from a French mentoring program," Documentos de trabajo del Instituto Interdisciplinario de Economía Política IIEP (UBA-CONICET) 2021-65, Universidad de Buenos Aires, Facultad de Ciencias Económicas, Instituto Interdisciplinario de Economía Política IIEP (UBA-CONICET).
- Castro, Luciano de & Galvao, Antonio F. & Kim, Jeong Yeol & Montes-Rojas, Gabriel & Olmo, Jose, 2022.
"Experiments on portfolio selection: A comparison between quantile preferences and expected utility decision models,"
Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 97(C).
- Gabriel Montes-Rojas & Luciano de Castro & Antonio F. Galvao & Jeong Yeol Kim & José Olmo, 2021. "Experiments On Portfolio Selection: A Comparison Between Quantile Preferences And Expected Utility Decision Models," Documentos de trabajo del Instituto Interdisciplinario de Economía Política IIEP (UBA-CONICET) 2021-68, Universidad de Buenos Aires, Facultad de Ciencias Económicas, Instituto Interdisciplinario de Economía Política IIEP (UBA-CONICET).
- Gabriel Montes Rojas & Luciano De Castro & Antonio Galvao & José Olmo & Kim Jeong Yeol, 2021. "Experiments on Portfolio Selection: A comparison between quantile preferences and expected utility decision models," Asociación Argentina de Economía Política: Working Papers 4494, Asociación Argentina de Economía Política.
- Montes-Rojas Gabriel, 2022. "Estimating Impulse-Response Functions for Macroeconomic Models using Directional Quantiles," Journal of Time Series Econometrics, De Gruyter, vol. 14(2), pages 199-225, July.
- Anil Bera & Gabriel Montes-Rojas & Walter Sosa-Escudero & Javier Alejo, 2021. "Tests for nonlinear restrictions under misspecified alternatives with an application to testing rational expectation hypotheses," The Econometrics Journal, Royal Economic Society, vol. 24(1), pages 41-57.
- Matías Pardini & Gabriel Montes Rojas, 2021. "Un enfoque de red para estudiar los efectos de la inversión extranjera directa sobre el crecimiento económico," Revista de Economía y Estadística, Universidad Nacional de Córdoba, Facultad de Ciencias Económicas, Instituto de Economía y Finanzas, vol. 59(1), pages 11-35, Diciembre.
- Javier Alejo & Federico Favata & Gabriel Montes-Rojas & Martín Trombetta, 2021. "Conditional vs Unconditional Quantile Regression Models: A Guide to Practitioners," Revista Economía, Fondo Editorial - Pontificia Universidad Católica del Perú, vol. 44(88), pages 76-93.
- de Castro, Luciano & Galvao, Antonio F. & Montes-Rojas, Gabriel, 2020. "Quantile selection in non-linear GMM quantile models," Economics Letters, Elsevier, vol. 195(C).
- Saqib Jafarey & Ram Mainali & Gabriel Montes‐Rojas, 2020. "Age at marriage, social norms, and female education in Nepal," Review of Development Economics, Wiley Blackwell, vol. 24(3), pages 878-909, August.
- Javier Alejo & Antonio F. Galvao & Gabriel Montes-Rojas, 2020. "A practical generalized propensity-score estimator for quantile continuous treatment effects," Stata Journal, StataCorp LP, vol. 20(2), pages 276-296, June.
- Pedro Elosegui & Gabriel Montes-Rojas, 2020. "Network effects in interbank markets of Call and Repo in Argentina," Ensayos Económicos, Central Bank of Argentina, Economic Research Department, vol. 1(75), pages 50-81, November.
- Montes-Rojas Gabriel & Sosa-Escudero Walter & Zincenko Federico, 2020. "Level-Based Estimation of Dynamic Panel Models," Journal of Econometric Methods, De Gruyter, vol. 9(1), pages 1-23, January.
- Asena Temizsoy & Gabriel Montes-Rojas, 2019. "Measuring the effect of monetary shocks on European sovereign country risk: an application of GVAR models," Journal of Applied Economics, Taylor & Francis Journals, vol. 22(1), pages 484-503, January.
- Gabriel Montes‐Rojas, 2019. "Multivariate Quantile Impulse Response Functions," Journal of Time Series Analysis, Wiley Blackwell, vol. 40(5), pages 739-752, September.
- John Ariza & Gabriel Montes-Rojas, 2019. "Decomposition methods for analyzing inequality changes in Latin America 2002–2014," Empirical Economics, Springer, vol. 57(6), pages 2043-2078, December.
- Gabriel Victorio Montes Rojas, 2019. "Una evaluación del pass-through en la Argentina usando funciones impulso respuesta de cuantiles multivariados [An evaluation of pass-through in Argentina using multivariate quantile impulse respons," Estudios Economicos, Universidad Nacional del Sur, Departamento de Economia, vol. 36(73), pages 145-189, july-dece.
- Antonio F. Galvao & Gabriel Montes‐Rojas & Jose Olmo, 2019. "Tests of asset pricing with time‐varying factor loads," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 34(5), pages 762-778, August.
- Blanco, Emilio & Elosegui, Pedro & Izaguirre, Alejandro & Montes-Rojas, Gabriel, 2019.
"Regional and state heterogeneity of monetary shocks in Argentina,"
The Journal of Economic Asymmetries, Elsevier, vol. 20(C).
- Emilio Blanco & Pedro Elosegui & Alejandro Izaguirre & Gabriel Montes Rojas, 2019. "Regional and State Heterogeneity of Monetary Shocks in Argentina," Documentos de trabajo del Instituto Interdisciplinario de Economía Política IIEP (UBA-CONICET) 2019-39, Universidad de Buenos Aires, Facultad de Ciencias Económicas, Instituto Interdisciplinario de Economía Política IIEP (UBA-CONICET).
- Daniel Heymann & Gabriel Montes-Rojas, 2018.
"On model-consistent expectations in macroeconomics,"
Económica, Instituto de Investigaciones Económicas, Facultad de Ciencias Económicas, Universidad Nacional de La Plata, vol. 64, pages 22-45, January-D.
- Daniel Heymann, Gabriel Montes-Rojas, 2018. "On model-consistent expectations in macroeconomics," Económica, Departamento de Economía, Facultad de Ciencias Económicas, Universidad Nacional de La Plata, vol. 64, pages 22-45, January-D.
- Daniel Heymann & Gabriel Montes Rojas, 2018. "On Model-Consistent Expectations in Macroeconomics," Documentos de trabajo del Instituto Interdisciplinario de Economía Política IIEP (UBA-CONICET) 2018-37, Universidad de Buenos Aires, Facultad de Ciencias Económicas, Instituto Interdisciplinario de Economía Política IIEP (UBA-CONICET).
- Gabriel V. Montes-Rojas, 2018. "Can countries lobby for foreign direct investment? Evidence from the US," International Journal of Monetary Economics and Finance, Inderscience Enterprises Ltd, vol. 11(5), pages 516-523.
- Antonio F. Galvao & Gabriel Montes–Rojas & Jose Olmo & Suyong Song, 2018. "On solving endogeneity with invalid instruments: an application to investment equations," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 181(3), pages 689-716, June.
- Alejo, Javier & Montes-Rojas, Gabriel & Sosa-Escudero, Walter, 2018. "Testing for serial correlation in hierarchical linear models," Journal of Multivariate Analysis, Elsevier, vol. 165(C), pages 101-116.
- Antonio F Galvao & Ted Juhl & Gabriel Montes-Rojas & Jose Olmo, 2018. "Testing Slope Homogeneity in Quantile Regression Panel Data with an Application to the Cross-Section of Stock Returns," Journal of Financial Econometrics, Oxford University Press, vol. 16(2), pages 211-243.
- Alejo, Javier & Galvao, Antonio F. & Montes-Rojas, Gabriel, 2018. "Quantile continuous treatment effects," Econometrics and Statistics, Elsevier, vol. 8(C), pages 13-36.
- Galvao, Antonio F. & Montes-Rojas, Gabriel & Song, Suyong, 2017. "Endogeneity bias modeling using observables," Economics Letters, Elsevier, vol. 152(C), pages 41-45.
- Gabriel Montes-Rojas, 2017. "A Capital Invariant Solution to the Marxian Transformation Problem," Review of Radical Political Economics, Union for Radical Political Economics, vol. 49(1), pages 114-124, March.
- Temizsoy, Asena & Iori, Giulia & Montes-Rojas, Gabriel, 2017.
"Network centrality and funding rates in the e-MID interbank market,"
Journal of Financial Stability, Elsevier, vol. 33(C), pages 346-365.
- Temizsoy, A. & Iori, G. & Montes-Rojas, G., 2016. "Network Centrality and Funding Rates in the e-MID Interbank Market," Working Papers 16/08, Department of Economics, City University London.
- Ram Mainali & Saqib Jafarey & Gabriel Montes-Rojas, 2017.
"Earnings and Caste: An Evaluation of Caste Wage Differentials in the Nepalese Labour Market,"
Journal of Development Studies, Taylor & Francis Journals, vol. 53(3), pages 396-421, March.
- Jafarey, S. & Montes-Rojas, G. & Mainali, R. M., 2014. "Earnings and Caste: An Evaluation of Caste Wage Differentials in the Nepalese Labour Market," Working Papers 15/13, Department of Economics, City University London.
- John Ariza & Gabriel Montes-Rojas, 2017. "Labour income inequality and the informal sector in Colombian cities," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, vol. 36(72), October.
- Montes-Rojas, Gabriel, 2017. "Reduced form vector directional quantiles," Journal of Multivariate Analysis, Elsevier, vol. 158(C), pages 20-30.
- Gabriel Montes-Rojas & Lucas Siga & Ram Mainali, 2017.
"Mean and quantile regression Oaxaca-Blinder decompositions with an application to caste discrimination,"
The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 15(3), pages 245-255, September.
- Gabriel Montes-Rojas & Lucas Siga & Ram Mainali, 2017. "Mean and quantile regression Oaxaca-Blinder decompositions with an application to caste discrimination," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 15(3), pages 245-255, September.
- Anil K. Bera & Gabriel Montes-Rojas & Walter Sosa-Escudero, 2017. "A new robust and most powerful test in the presence of local misspecification," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 46(16), pages 8187-8198, August.
- Bera Anil K. & Galvao Antonio F. & Montes-Rojas Gabriel V. & Park Sung Y., 2016. "Asymmetric Laplace Regression: Maximum Likelihood, Maximum Entropy and Quantile Regression," Journal of Econometric Methods, De Gruyter, vol. 5(1), pages 79-101, January.
- Montes-Rojas, Gabriel, 2016. "An equicorrelation Moulton factor in the presence of arbitrary intra-cluster correlation," Economics Letters, Elsevier, vol. 145(C), pages 221-224.
- Javier Alejo & Anil Bera & Antonio Galvao & Gabriel Montes-Rojas & Zhijie Xiao, 2016. "Tests for normality based on the quantile-mean covariance," Stata Journal, StataCorp LP, vol. 16(4), pages 1039-1057, December.
- Temizsoy, Asena & Iori, Giulia & Montes-Rojas, Gabriel, 2015. "The role of bank relationships in the interbank market," Journal of Economic Dynamics and Control, Elsevier, vol. 59(C), pages 118-141.
- Javier Alejo & Antonio Galvao & Gabriel Montes-Rojas & Walter Sosa-Escudero, 2015.
"Tests for normality in linear panel-data models,"
Stata Journal, StataCorp LP, vol. 15(3), pages 822-832, September.
- Javier Alejo & Antonio Galvao & Gabriel Montes-Rojas & Walter Sosa-Escudero, 2015. "Tests for Normality in Linear Panel Data Models," CEDLAS, Working Papers 0178, CEDLAS, Universidad Nacional de La Plata.
- Montes-Rojas, Gabriel, 2015. "Spatial competition and the location on firms with non uniformly distributed costumers," Revista de Economía Política de Buenos Aires, Universidad de Buenos Aires. Facultad de Ciencias Económicas., issue 14, pages 83-107, December.
- Antonio F. Galvao & Gabriel Montes-Rojas, 2015. "On Bootstrap Inference for Quantile Regression Panel Data: A Monte Carlo Study," Econometrics, MDPI, vol. 3(3), pages 1-13, September.
- Galvao, Antonio F. & Montes-Rojas, Gabriel, 2015. "On the equivalence of instrumental variables estimators for linear models," Economics Letters, Elsevier, vol. 134(C), pages 13-15.
- Federico Zincenko & Walter Sosa-Escudero & Gabriel Montes-Rojas, 2014. "Robust tests for time-invariant individual heterogeneity versus dynamic state dependence," Empirical Economics, Springer, vol. 47(4), pages 1365-1387, December.
- Montes-Rojas, Gabriel & Galvao, Antonio F., 2014.
"Bayesian endogeneity bias modeling,"
Economics Letters, Elsevier, vol. 122(1), pages 36-39.
- Montes-Rojas, G. & Galvao Jr, A. F., 2013. "Bayesian Endogeneity Bias Modeling," Working Papers 13/09, Department of Economics, City University London.
- Antonio Galvao & Kengo Kato & Gabriel Montes-Rojas & Jose Olmo, 2014. "Testing linearity against threshold effects: uniform inference in quantile regression," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 66(2), pages 413-439, April.
- Pablo Acosta & Gabriel Montes-Rojas, 2014.
"Informal Jobs and Trade Liberalisation in Argentina,"
Journal of Development Studies, Taylor & Francis Journals, vol. 50(8), pages 1104-1118, August.
- Pablo Acosta & Gabriel Montes-Rojas, 2013. "Informal Jobs and Trade Liberalisation in Argentina," Documentos de trabajo del Instituto Interdisciplinario de Economía Política IIEP (UBA-CONICET) 2013-3, Universidad de Buenos Aires, Facultad de Ciencias Económicas, Instituto Interdisciplinario de Economía Política IIEP (UBA-CONICET).
- Montes-Rojas, G. & Acosta, P., 2013. "Informal Jobs and Trade Liberalisation in Argentina," Working Papers 13/10, Department of Economics, City University London.
- Montes-Rojas, Gabriel V., 2013. "Can Poor Countries Lobby for More US Bilateral Aid?," World Development, Elsevier, vol. 44(C), pages 77-87.
- Yuzhi Cai & Gabriel Montes‐Rojas & Jose Olmo, 2013. "Quantile Double AR Time Series Models for Financial Returns," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 32(6), pages 551-560, September.
- Antonio F. Galvao JR. & Gabriel Montes-Rojas & Sung Y. Park, 2013.
"Quantile Autoregressive Distributed Lag Model with an Application to House Price Returns,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 75(2), pages 307-321, April.
- Galvao Jr, A. F. & Montes-Rojas, G. & Park, S. Y., 2009. "Quantile autoregressive distributed lag model with an application to house price returns," Working Papers 09/04, Department of Economics, City University London.
- Antonio F. Galvao & Gabriel Montes-Rojas & Jose Olmo, 2013. "A panel data test for poverty traps," Applied Economics, Taylor & Francis Journals, vol. 45(14), pages 1943-1952, May.
- Galvao, Antonio F. & Montes-Rojas, Gabriel & Sosa-Escudero, Walter & Wang, Liang, 2013. "Tests for skewness and kurtosis in the one-way error component model," Journal of Multivariate Analysis, Elsevier, vol. 122(C), pages 35-52.
- Kato, Kengo & F. Galvao, Antonio & Montes-Rojas, Gabriel V., 2012. "Asymptotics for panel quantile regression models with individual effects," Journal of Econometrics, Elsevier, vol. 170(1), pages 76-91.
- Vera Chiodi & Esteban Jaimovich & Gabriel Montes-Rojas, 2012.
"Migration, Remittances and Capital Accumulation: Evidence from Rural Mexico,"
Journal of Development Studies, Taylor & Francis Journals, vol. 48(8), pages 1139-1155, February.
- Vera Chiodi & Esteban Jaimovich & Gabriel Montes-Rojas, 2012. "Migration, Remittances and Capital Accumulation: Evidence from Rural Mexico," Post-Print hal-00813389, HAL.
- Vera Chiodi & Esteban Jaimovich & Gabriel Montes-Rojas, 2012. "Migration, Remittances and Capital Accumulation: Evidence from Rural Mexico," PSE-Ecole d'économie de Paris (Postprint) hal-00813389, HAL.
- Vera Chiodi & Esteban Jaimovich & Gabriel Montes-Rojas, 2010. "Migration, Remittances and Capital Accumulation: Evidence from Rural Mexico," Carlo Alberto Notebooks 140, Collegio Carlo Alberto.
- Montes-Rojas, Gabriel V., 2012. "Optimal Spatial Prediction and the Construction of Regional Indexes," The Journal of Economic Asymmetries, Elsevier, vol. 9(1), pages 1-21.
- Gabriel V. Montes-Rojas, 2011.
"Nonparametric Estimation of ATE and QTE: An Application of Fractile Graphical Analysis,"
Journal of Probability and Statistics, Hindawi, vol. 2011, pages 1-23, October.
- Montes-Rojas, G., 2010. "Nonparametric estimation of ATE and QTE: an application of Fractile Graphical Analysis," Working Papers 10/06, Department of Economics, City University London.
- Montes-Rojas, Gabriel & Sosa-Escudero, Walter, 2011.
"Robust tests for heteroskedasticity in the one-way error components model,"
Journal of Econometrics, Elsevier, vol. 160(2), pages 300-310, February.
- Gabriel Montes-Rojas & Walter Sosa-Escudero, 2010. "Robust tests for heteroskedasticity in the one-way error components model," Post-Print hal-00768191, HAL.
- Gabriel Montes-Rojas, 2011. "Quantile Regression with Classical Additive Measurement Errors," Economics Bulletin, AccessEcon, vol. 31(4), pages 2863-2868.
- Fajnzylber, Pablo & Maloney, William F. & Montes-Rojas, Gabriel V., 2011. "Does formality improve micro-firm performance? Evidence from the Brazilian SIMPLES program," Journal of Development Economics, Elsevier, vol. 94(2), pages 262-276, March.
- Gabriel Montes-Rojas, 2011.
"Robust Misspecification Tests for the Heckman's Two-Step Estimator,"
Econometric Reviews, Taylor & Francis Journals, vol. 30(2), pages 154-172.
- Montes-Rojas, G., 2008. "Robust misspecification tests for the Heckman’s two-step estimator," Working Papers 08/01, Department of Economics, City University London.
- Antonio F. Galvao Jr. & Gabriel Montes‐Rojas & Jose Olmo, 2011.
"Threshold quantile autoregressive models,"
Journal of Time Series Analysis, Wiley Blackwell, vol. 32(3), pages 253-267, May.
- Galvao Jr, A. F. & Montes-Rojas, G. & Olmo, J., 2009. "Threshold quantile autoregressive models," Working Papers 09/05, Department of Economics, City University London.
- Ibrahim Mosaad El-Atroush & Gabriel Montes-Rojas, 2011. "Technical Efficiency Estimation via Metafrontier Technique with Factors that Affect Supply Chain Operations," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, vol. 10(2), pages 117-138, August.
- Bera, Anil K. & Montes-Rojas, Gabriel & Sosa-Escudero, Walter, 2010. "General Specification Testing With Locally Misspecified Models," Econometric Theory, Cambridge University Press, vol. 26(6), pages 1838-1845, December.
- Gabriel V. Montes-Rojas, 2010. "Confronting Neoclassical Myths about Self-employment in Latin America," Review of Radical Political Economics, Union for Radical Political Economics, vol. 42(1), pages 50-65, March.
- Bera, Anil K. & Montes-Rojas, Gabriel & Sosa-Escudero, Walter, 2009.
"Testing under local misspecification and artificial regressions,"
Economics Letters, Elsevier, vol. 104(2), pages 66-68, August.
- Walter Sosa Escudero & Anil K. Bera & Gabriel Montes Rojas, 2009. "Testing Under Local Misspecification and Artificial Regressions," Working Papers 97, Universidad de San Andres, Departamento de Economia, revised Oct 2009.
- Gawande, Kishore & Maloney, William & Montes-Rojas, Gabriel, 2009.
"Foreign informational lobbying can enhance tourism: Evidence from the Caribbean,"
Journal of Development Economics, Elsevier, vol. 90(2), pages 267-275, November.
- Gawande, Kishore & Maloney, William & Montes Rojas, Gabriel V., 2009. "Foreign informational lobbying can enhance tourism : evidence from the Caribbean," Policy Research Working Paper Series 4834, The World Bank.
- Pablo Acosta & Gabriel Montes Rojas, 2009. "A simple IM test for exponential distributions," Applied Economics Letters, Taylor & Francis Journals, vol. 16(2), pages 109-112.
- Pablo Fajnzylber & William F. Maloney & Gabriel V. Montes-Rojas, 2009. "Releasing Constraints to Growth or Pushing on a String? Policies and Performance of Mexican Micro-Firms," Journal of Development Studies, Taylor & Francis Journals, vol. 45(7), pages 1027-1047, August.
- Gabriel V. Montes Rojas & Lucas Siga, 2009. "On the nature of micro-entrepreneurship: evidence from Argentina," Applied Economics, Taylor & Francis Journals, vol. 41(21), pages 2667-2680.
- Mandelman, Federico S. & Montes-Rojas, Gabriel V., 2009. "Is Self-employment and Micro-entrepreneurship a Desired Outcome?," World Development, Elsevier, vol. 37(12), pages 1914-1925, December.
- Gabriel Montes-Rojas, 2009. "A note on the variance of average treatment effects estimators," Economics Bulletin, AccessEcon, vol. 29(4), pages 2937-2943.
- Dewey, Jim & Montes-Rojas, Gabriel, 2009. "Inter-city wage differentials and intra-city workplace centralization," Regional Science and Urban Economics, Elsevier, vol. 39(5), pages 602-609, September.
- Galvao, Antonio F. & Montes-Rojas, Gabriel & Olmo, Jose, 2009. "Quantile Threshold Effects in the Dynamics of the Dollar/Pound Exchange Rate," The Journal of Economic Asymmetries, Elsevier, vol. 6(2), pages 69-82.
- Werner Baer & Gabriel Montes-Rojas, 2008. "From Privatization to Re-nationalization: What went Wrong with Privatizations in Argentina?," Oxford Development Studies, Taylor & Francis Journals, vol. 36(3), pages 323-337.
- Pablo Acosta & Gabriel V. Montes‐Rojas, 2008. "Trade Reform and Inequality: The Case of Mexico and Argentina in the 1990s," The World Economy, Wiley Blackwell, vol. 31(6), pages 763-780, June.
- Gabriel Montes Rojas, 2008.
"Non-uniform wealth distribution in a simple spatial banking model,"
Journal of Applied Economics, Universidad del CEMA, vol. 11, pages 145-165, May.
- Gabriel Montes-Rojas, 2008. "Non-Uniform Wealth Distribution in a Simple Spatial Banking Model," Journal of Applied Economics, Taylor & Francis Journals, vol. 11(1), pages 145-165, May.
- Gabriel Montes Rojas & Mauricio Santamaría, 2007. "The Burden of Labour Costs in Mexico," LABOUR, CEIS, vol. 21(1), pages 157-188, March.
- Montes-Rojas, Gabriel & Santamaria, Mauricio, 2007. "Sources of productivity growth: Evidence from the Mexican manufacturing sector," The North American Journal of Economics and Finance, Elsevier, vol. 18(3), pages 263-278, December.
- Pablo Fajnzylber & William Maloney & Gabriel Montes Rojas, 2006. "Microenterprise Dynamics in Developing Countries: How Similar are They to Those in the Industrialized World? Evidence from Mexico," The World Bank Economic Review, World Bank, vol. 20(3), pages 389-419.
- Gabriel Montes Rojas, 2006. "Skill premia in Mexico: demand and supply factors," Applied Economics Letters, Taylor & Francis Journals, vol. 13(14), pages 917-924.
- William Maloney & Gabriel V. Montes Rojas, 2005. "How elastic are sea, sand and sun? Dynamic panel estimates of the demand for tourism," Applied Economics Letters, Taylor & Francis Journals, vol. 12(5), pages 277-280.
Chapters
- Antonio F. Galvao & Gabriel V. Montes-Rojas, 2024. "Multi-dimensional Panels in Quantile Regression Models," Advanced Studies in Theoretical and Applied Econometrics, in: Laszlo Matyas (ed.), The Econometrics of Multi-dimensional Panels, edition 2, chapter 0, pages 325-351, Springer.
- Gabriel Montes-Rojas & Nicolás Bertholet, 2023.
"When are devaluations more contractionary? A quantile VAR estimation for Argentina,"
Chapters, in: Fernando Toledo & Louis-Philippe Rochon (ed.), Monetary Policy Challenges in Latin America, chapter 8, pages 132-149,
Edward Elgar Publishing.
- Gabriel Montes-Rojas & Nicolás Bertholet, 2022. "When are devaluations more contractionary? A Quantile VAR estimation for Argentina," Working Papers 185, Red Nacional de Investigadores en Economía (RedNIE).
- Eduardo Rubén Scarano, "undated". "La consolidación de la economía como disciplina científica en el país. El registro estadístico permanente," Documentos de trabajo del Instituto Interdisciplinario de Economía Política IIEP (UBA-CONICET) 202271, Universidad de Buenos Aires, Facultad de Ciencias Económicas, Instituto Interdisciplinario de Economía Política IIEP (UBA-CONICET).
- Anil K. Bera & Antonio F. Galvao Jr. & Gabriel V. Montes-Rojas & Sung Y. Park, 2014.
"Which Quantile is the Most Informative? Maximum Likelihood, Maximum Entropy and Quantile Regression,"
World Scientific Book Chapters, in: Kaddour Hadri & William Mikhail (ed.), Econometric Methods and Their Applications in Finance, Macro and Related Fields, chapter 7, pages 167-199,
World Scientific Publishing Co. Pte. Ltd..
- Bera, A. K. & Galvao Jr, A. F. & Montes-Rojas, G. & Park, S. Y., 2010. "Which quantile is the most informative? Maximum likelihood, maximum entropy and quantile regression," Working Papers 10/08, Department of Economics, City University London.
- Tommaso Gabrieli & Antonio F. Galvao & Gabriel V. Montes-Rojas, 2012.
"Chapter 3 Who Benefits from Reducing the Cost of Formality? Quantile Regression Discontinuity Analysis,"
Research in Labor Economics, in: Informal Employment in Emerging and Transition Economies, pages 101-133,
Emerald Group Publishing Limited.
RePEc:eme:rlec11:s0147-9121(2012)0000034006 is not listed on IDEAS
Books
- Laszlo Matyas (ed.), 2017. "The Econometrics of Multi-dimensional Panels," Advanced Studies in Theoretical and Applied Econometrics, Springer, number 978-3-319-60783-2, July-Dece.
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NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 55 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.- NEP-ECM: Econometrics (10) 2013-12-06 2015-02-11 2021-02-01 2021-02-01 2021-04-05 2021-04-12 2022-01-03 2022-01-17 2023-02-20 2024-08-26. Author is listed
- NEP-MON: Monetary Economics (8) 2016-09-11 2021-01-25 2022-02-21 2022-05-02 2022-05-09 2022-08-15 2022-10-31 2024-04-22. Author is listed
- NEP-OPM: Open Economy Macroeconomics (8) 2020-09-14 2021-01-25 2021-05-24 2022-08-15 2022-08-22 2022-10-31 2024-01-08 2024-04-22. Author is listed
- NEP-LMA: Labor Markets - Supply, Demand, and Wages (6) 2013-01-19 2017-10-22 2021-12-13 2022-01-24 2022-01-31 2022-02-21. Author is listed
- NEP-ORE: Operations Research (6) 2021-02-01 2021-04-05 2021-05-17 2021-05-24 2022-02-21 2022-05-09. Author is listed
- NEP-CBA: Central Banking (5) 2007-07-13 2016-09-11 2021-01-25 2022-02-21 2022-08-15. Author is listed
- NEP-MAC: Macroeconomics (5) 2007-07-13 2016-09-11 2021-01-25 2021-02-01 2024-08-26. Author is listed
- NEP-FDG: Financial Development and Growth (4) 2006-01-24 2023-09-25 2024-01-08 2024-01-15
- NEP-INT: International Trade (4) 2013-12-06 2022-01-10 2024-01-08 2024-01-15
- NEP-LAM: Central and South America (4) 2021-12-13 2022-01-24 2022-02-21 2023-04-10
- NEP-LTV: Unemployment, Inequality and Poverty (4) 2021-12-13 2022-01-24 2022-02-21 2023-04-10
- NEP-NET: Network Economics (4) 2021-02-01 2022-02-21 2022-05-02 2022-05-09
- NEP-URE: Urban and Real Estate Economics (4) 2021-01-25 2022-01-17 2022-05-09 2022-08-22
- NEP-DEV: Development (3) 2006-01-24 2007-07-20 2013-12-06
- NEP-EXP: Experimental Economics (3) 2022-08-22 2022-08-22 2023-04-10
- NEP-IFN: International Finance (3) 2022-01-10 2024-01-08 2024-01-15
- NEP-SEA: South East Asia (3) 2017-10-15 2017-10-22 2022-01-31
- NEP-TUR: Tourism Economics (3) 2007-07-20 2009-03-07 2020-03-30
- NEP-HEA: Health Economics (2) 2017-10-22 2022-01-31
- NEP-MIG: Economics of Human Migration (2) 2010-04-11 2011-03-19
- NEP-UPT: Utility Models and Prospect Theory (2) 2022-08-22 2023-04-10
- NEP-BAN: Banking (1) 2022-05-02
- NEP-CFN: Corporate Finance (1) 2006-01-24
- NEP-CTA: Contract Theory and Applications (1) 2017-10-22
- NEP-DCM: Discrete Choice Models (1) 2023-03-13
- NEP-DEM: Demographic Economics (1) 2013-01-19
- NEP-DGE: Dynamic General Equilibrium (1) 2007-07-13
- NEP-ENE: Energy Economics (1) 2023-04-03
- NEP-ENT: Entrepreneurship (1) 2007-07-13
- NEP-ENV: Environmental Economics (1) 2023-04-03
- NEP-ETS: Econometric Time Series (1) 2024-08-26
- NEP-GEO: Economic Geography (1) 2021-01-25
- NEP-HIS: Business, Economic and Financial History (1) 2022-02-14
- NEP-HME: Heterodox Microeconomics (1) 2024-04-22
- NEP-IUE: Informal and Underground Economics (1) 2013-12-06
- NEP-MFD: Microfinance (1) 2009-11-14
- NEP-PBE: Public Economics (1) 2011-03-19
- NEP-POL: Positive Political Economics (1) 2007-07-20
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