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Hildegart Ahumada

Personal Details

First Name:Hildegart
Middle Name:
Last Name:Ahumada
Suffix:
RePEc Short-ID:pah124
http://utdt.edu/profesores/hahumada

Affiliation

Escuela de Gobierno
Universidad Torcuato Di Tella

Buenos Aires, Argentina
http://www.utdt.edu/ver_contenido.php?id_contenido=101&id_item_menu=432

: 5411- 5169-7100

Miñones 2177 - (1428) Buenos Aires
RePEc:edi:egutdar (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Hildegart Ahumada & Facundo Alvaredo & Alfredo Canavese, 2008. "The monetary method to measure the shadow economy: The forgotten problem of the initial conditions," Post-Print hal-00812857, HAL.
  2. Hildegart Ahumada & Facundo Alvaredo & Alfredo Canavese, 2007. "The monetary method and the size of the shadow economy: A critical assessment," Post-Print hal-00812851, HAL.
  3. Ahumada, Hildegart & Alvaredo, Facundo & Canavese, Alfredo J., 2006. "The Demand for Currency Approach and the Size of the Shadow Economy: A Critical Assessment," Berkeley Olin Program in Law & Economics, Working Paper Series qt6zn9p98b, Berkeley Olin Program in Law & Economics.
  4. Lorena Garegnani & Hildegart Ahumada, 2004. "An Estimation of Deep Parameters Describing Argentine Consumer Behaviour," Econometric Society 2004 Latin American Meetings 159, Econometric Society.
  5. Ahumada, Hildegart, 1996. "Impacto distributivo de presupuesto público: aspectos metodológicos," Series Históricas 77, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL).

Articles

  1. Ahumada, H. & Cornejo, M., 2016. "Forecasting food prices: The case of corn, soybeans and wheat," International Journal of Forecasting, Elsevier, vol. 32(3), pages 838-848.
  2. Hildegart Ahumada & Magdalena Cornejo, 2016. "Out-of-sample testing price discovery in commodity markets: the case of soybeans," Agricultural Economics, International Association of Agricultural Economists, vol. 47(6), pages 709-718, November.
  3. Hildegart Ahumada & Magdalena Cornejo, 2015. "Explaining commodity prices by a cointegrated time series-cross section model," Empirical Economics, Springer, pages 1667-1690.
  4. Hildegart Ahumada y Magdalena Cornejo, 2015. "Long-run effects of commodity prices on the real exchange rate: evidence from Argentina," Económica, Departamento de Economía, Facultad de Ciencias Económicas, Universidad Nacional de La Plata, pages 3-33.
  5. Hildegart A. Ahumada, 2012. "Break Detectability and Mean Square Forecast Error Ratios for Selecting Estimation Windows," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 31(8), pages 688-705, December.
  6. Ahumada, Hildegart A. & Garegnani, Maria Lorena, 2012. "Forecasting a monetary aggregate under instability: Argentina after 2001," International Journal of Forecasting, Elsevier, vol. 28(2), pages 412-427.
  7. Hildegart Ahumada & Facundo Alvaredo & Alfredo Canavese, 2009. "The Monetary Method to Measure the Size of the Shadow Economy. A Critical Examination of its Use," Revue économique, Presses de Sciences-Po, vol. 60(5), pages 1069-1078.
  8. Ahumada, Hildegart & Alvaredo, Facundo & Canavese, Alfredo, 2008. "The monetary method to measure the shadow economy: The forgotten problem of the initial conditions," Economics Letters, Elsevier, vol. 101(2), pages 97-99, November.
  9. Hildegart Ahumada & Facundo Alvaredo & Alfredo Canavese, 2007. "The Monetary Method And The Size Of The Shadow Economy: A Critical Assessment," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 53(2), pages 363-371, June.
  10. Ahumada, Hildegart A. & Garegnani, Maria Lorena, 2007. "Testing hyperbolic discounting in consumer decisions: Evidence for Argentina," Economics Letters, Elsevier, vol. 95(1), pages 146-150, April.
  11. Hildegart A. Ahumada, 2006. "A Note on Regressions with Integrated Variables," Ensayos Económicos, Central Bank of Argentina, Economic Research Department, pages 79-94.
  12. Hildegart A. Ahumada & Maria Lorena Garegnani, 2005. "Testing the Exogeneity of Argentine Devaluation and Default Risks in Retrospect," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 67(5), pages 647-672, October.
  13. Hildegart Ahumada & Maria Lorena Garegnani, 2004. "An estimation of deep parameters describing Argentine consumer behaviour," Applied Economics Letters, Taylor & Francis Journals, vol. 11(11), pages 719-723.
  14. Hildegart Ahumada & Alfredo Canavese & Paula Canavese & Facundo González Alvaredo, 2003. "Estimación del tamaño de la economía oculta por medio de la demanda por circulante," Revista de Analisis Economico – Economic Analysis Review, Ilades-Georgetown University, Universidad Alberto Hurtado/School of Economics and Bussines, vol. 18(1), pages 103-115, June.
  15. Hildegart Ahumada & Alfredo Canavese & Facundo Gonzalez Alvaredo, 2000. "Un análisis comparativo del impacto distributivo del impuesto inflacionario y de un impuesto sobre el consumo," Económica, Departamento de Economía, Facultad de Ciencias Económicas, Universidad Nacional de La Plata, pages 3-35.
  16. Hildegart Ahumada & María Lorena Garegnani, 2000. "Assesing HP Filter Performance for Argentina and U.S. Macro Aggregates," Journal of Applied Economics, Universidad del CEMA, vol. 3, pages 257-284, November.
  17. Hildergart Ahumada & Lorena Garegnani, 1999. "Hodrik – Prescott filter in practice," Económica, Departamento de Economía, Facultad de Ciencias Económicas, Universidad Nacional de La Plata, pages 61-76.
  18. Hildegart Ahumada & Pablo Sanguinetti, 1995. "The export-led growth hypothesis revisited: theory and evidence," Estudios de Economia, University of Chile, Department of Economics, vol. 22(2 Year 19), pages 327-355, December.
  19. Hildegart Ahumada & Alfredo Canavese & Pablo Sanguinetti & Walter Sosa Escudero, 1993. "Efectos distributivos del impuesto inflacionario: una estimación para el caso argentino," Economía Mexicana NUEVA ÉPOCA, , pages 329-383.
  20. Ahumada, Hildegart, 1992. "A dynamic model of the demand for currency: Argentina 1977-1988," Journal of Policy Modeling, Elsevier, vol. 14(3), pages 335-361, June.
  21. Ahumada, Hildegart, 1989. "Dynamic Specification of The Demand for Currency. An Application of Co-integration Techniques. Argentina 1977-1988," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 9(1), April.
  22. Ahumada, Hildegart A, 1985. "An Encompassing Test of Two Models of the Balance of Trade for Argentina," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 47(1), pages 51-70, February.

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. Hildegart Ahumada & Facundo Alvaredo & Alfredo Canavese, 2008. "The monetary method to measure the shadow economy: The forgotten problem of the initial conditions," Post-Print hal-00812857, HAL.

    Cited by:

    1. Roberto Dell'Anno & Ferda Halicioglu, 2010. "An ARDL model of unrecorded and recorded economies in Turkey," Journal of Economic Studies, Emerald Group Publishing, vol. 37(6), pages 627-646, November.
    2. Michael Pickhardt & Jordi Sardà, "undated". "Size and causes of the underground economy in Spain: A correction of the record and new evidence from the MCDR approach," Working Papers 201280, Institute of Spatial and Housing Economics, Munster Universitary.
    3. Nizar, Muhammad Afdi & Purnomo, Kuntarto, 2011. "Potensi Penerimaan Pajak Dari Underground Economy Di Indonesia
      [underground economy activities in Indonesia]
      ," MPRA Paper 65608, University Library of Munich, Germany.
    4. James Alm & Abel Embaye, 2013. "Using Dynamic Panel Methods to Estimate Shadow Economies Around the World, 1984-2006," Working Papers 1303, Tulane University, Department of Economics.
    5. Arby, Muhammad Farooq & Malik, Muhammad Jahanzeb & Hanif, Muhammad Nadim, 2010. "The size of informal economy in Pakistan," MPRA Paper 22617, University Library of Munich, Germany.
    6. González-Fernández, Marcos & González-Velasco, Carmen, 2015. "Analysis of the shadow economy in the Spanish regions," Journal of Policy Modeling, Elsevier, vol. 37(6), pages 1049-1064.
    7. Quintano, Claudio & Mazzocchi, Paolo, 2013. "The shadow economy beyond European public governance," Economic Systems, Elsevier, vol. 37(4), pages 650-670.
    8. Gerhard Graf, 2011. "Some stylised facts about cash and black economies in Germany," European Journal of Law and Economics, Springer, vol. 32(1), pages 51-67, August.
    9. Kirchgässner, Gebhard, 2016. "On Estimating the Size of the Shadow Economy," Economics Working Paper Series 1603, University of St. Gallen, School of Economics and Political Science.
    10. Michael Pickhardt & Aloys Prinz, 2012. "The Nature of Tax Evasion and the Shadow Economy," Chapters,in: Tax Evasion and the Shadow Economy, chapter 1 Edward Elgar Publishing.
    11. Betty Annan & William Bekoe & Edward Nketiah-Amponsah, 2013. "Determinants of Tax Evasion in Ghana: 1970-2010," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Eastern Macedonia and Thrace Institute of Technology (EMATTECH), Kavala, Greece, vol. 6(3), pages 97-121, December.
    12. Pickhardt, Michael & Sardà Pons, Jordi, 2010. "The size of the underground economy in Germany: A correction of the record and new evidence from the Modified-Cash-deposit-Ratio approach," Working Papers 2072/148479, Universitat Rovira i Virgili, Department of Economics.
    13. Michael Pickhardt & Jordi Sardà, "undated". "Cash, Hoarding and the Underground Economy," Working Papers 201282, Institute of Spatial and Housing Economics, Munster Universitary.
    14. Piotr Dybka & Michal Kowalczuk & Bartosz Olesinski & Marek Rozkrut & Andrzej Toroj, 2017. "Currency demandand MIMIC models: towards a structured hybrid model-based estimation of the shadow economy size," Working Papers 2017-030, Warsaw School of Economics, Collegium of Economic Analysis.
    15. Matti Viren, 2015. "Why so little revenues are obtained from a presumed large shadow economy?," Economics of Governance, Springer, vol. 16(2), pages 101-123, May.

  2. Hildegart Ahumada & Facundo Alvaredo & Alfredo Canavese, 2007. "The monetary method and the size of the shadow economy: A critical assessment," Post-Print hal-00812851, HAL.

    Cited by:

    1. Friedrich Schneider & Bettina Hametner, 2007. "The shadow economy in Colombia: size and effects on economic growth," Economics working papers 2007-03, Department of Economics, Johannes Kepler University Linz, Austria.
    2. Diego Ravenda & Josep Argilés-Bosch & Maika Valencia-Silva, 2015. "Labor Tax Avoidance and Its Determinants: The Case of Mafia Firms in Italy," Journal of Business Ethics, Springer, pages 41-62.
    3. Roberto Dell'Anno & Ferda Halicioglu, 2010. "An ARDL model of unrecorded and recorded economies in Turkey," Journal of Economic Studies, Emerald Group Publishing, vol. 37(6), pages 627-646, November.
    4. Michael Pickhardt & Jordi Sardà, "undated". "Size and causes of the underground economy in Spain: A correction of the record and new evidence from the MCDR approach," Working Papers 201280, Institute of Spatial and Housing Economics, Munster Universitary.
    5. James Alm & Abel Embaye, 2013. "Using Dynamic Panel Methods to Estimate Shadow Economies Around the World, 1984-2006," Working Papers 1303, Tulane University, Department of Economics.
    6. Arby, Muhammad Farooq & Malik, Muhammad Jahanzeb & Hanif, Muhammad Nadim, 2010. "The size of informal economy in Pakistan," MPRA Paper 22617, University Library of Munich, Germany.
    7. Luisanna Onnis & Patrizio Tirelli, 2015. "Shadow economy: Does it matter for money velocity?," Empirical Economics, Springer, pages 839-858.
    8. González-Fernández, Marcos & González-Velasco, Carmen, 2015. "Analysis of the shadow economy in the Spanish regions," Journal of Policy Modeling, Elsevier, vol. 37(6), pages 1049-1064.
    9. Mai Hassan & Friedrich Schneider, 2016. "Modelling the Egyptian Shadow Economy: A Currency Demand and A MIMIC Model Approach," CESifo Working Paper Series 5727, CESifo Group Munich.
    10. Quintano, Claudio & Mazzocchi, Paolo, 2013. "The shadow economy beyond European public governance," Economic Systems, Elsevier, vol. 37(4), pages 650-670.
    11. Mukherjee, Sacchidananda & Rao, R. Kavita, 2015. "Estimation of Unaccounted Income Using Transport as a Universal Input: A Methodological Note," Working Papers 15/146, National Institute of Public Finance and Policy.
    12. Gerhard Graf, 2011. "Some stylised facts about cash and black economies in Germany," European Journal of Law and Economics, Springer, vol. 32(1), pages 51-67, August.
    13. Kirchgässner, Gebhard, 2016. "On Estimating the Size of the Shadow Economy," Economics Working Paper Series 1603, University of St. Gallen, School of Economics and Political Science.
    14. Michael Pickhardt & Aloys Prinz, 2012. "The Nature of Tax Evasion and the Shadow Economy," Chapters,in: Tax Evasion and the Shadow Economy, chapter 1 Edward Elgar Publishing.
    15. Donal Mac Géidigh & Friedrich Schneider & Matthias Blum, 2016. "Grey Matters: Charting the Development of the Shadow Economy," CESifo Working Paper Series 6234, CESifo Group Munich.
    16. Philippe Adair, 2012. "The Non-Observed Economy in the European Union Countries (EU-15): A Comparative Analysis of Estimates," Chapters,in: Tax Evasion and the Shadow Economy, chapter 5 Edward Elgar Publishing.
    17. Betty Annan & William Bekoe & Edward Nketiah-Amponsah, 2013. "Determinants of Tax Evasion in Ghana: 1970-2010," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Eastern Macedonia and Thrace Institute of Technology (EMATTECH), Kavala, Greece, vol. 6(3), pages 97-121, December.
    18. Pickhardt, Michael & Sardà Pons, Jordi, 2010. "The size of the underground economy in Germany: A correction of the record and new evidence from the Modified-Cash-deposit-Ratio approach," Working Papers 2072/148479, Universitat Rovira i Virgili, Department of Economics.
    19. Ozan Hatipoglu & Gulenay Ozbek, 2011. "On the political economy of the informal sector and income redistribution," European Journal of Law and Economics, Springer, vol. 32(1), pages 69-87, August.
    20. Hildegart Ahumada & Facundo Alvaredo & Alfredo Canavese, 2008. "The monetary method to measure the shadow economy: The forgotten problem of the initial conditions," Post-Print hal-00812857, HAL.
    21. Feige, Edgar L., 2016. "Reflections on the meaning and measurement of Unobserved Economies: What do we really know about the "Shadow Economy"," MPRA Paper 69271, University Library of Munich, Germany, revised 01 Feb 2016.
    22. Luisanna Onnis & Patrizio Tirelli, 2011. "Institutions, policies and economic development. What are the causes of the shadow economy?," Working Papers 206, University of Milano-Bicocca, Department of Economics, revised Mar 2011.
    23. Guerino Ardizzi & Carmelo Petraglia & Massimiliano Piacenza & Gilberto Turati, 2011. "Measuring the Shadow Economy with the Currency Demand Approach - A Reinterpretation of the methodology, with an application to Italy," Working papers 22, Former Department of Economics and Public Finance "G. Prato", University of Torino.
    24. Michael Pickhardt & Jordi Sardà, "undated". "Cash, Hoarding and the Underground Economy," Working Papers 201282, Institute of Spatial and Housing Economics, Munster Universitary.
    25. Mai HASSAN & Friedrich SCHNEIDER, 2016. "Modelling the Egyptian Shadow Economy: A MIMIC model and A Currency Demand approach," Journal of Economics and Political Economy, KSP Journals, vol. 3(2), pages 309-339, June.
    26. Maira Caño-Guiral, 2015. "The non-observed economy in Uruguay. A look at the first decade of the 21st century," Documentos de trabajo 2015004, Banco Central del Uruguay.
    27. Andreas Buehn & Friedrich Schneider, 2012. "Shadow economies around the world: novel insights, accepted knowledge, and new estimates," International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 19(1), pages 139-171, February.
    28. Putniņš, Tālis J. & Sauka, Arnis, 2015. "Measuring the shadow economy using company managers," Journal of Comparative Economics, Elsevier, pages 471-490.
    29. Matti Viren, 2015. "Why so little revenues are obtained from a presumed large shadow economy?," Economics of Governance, Springer, vol. 16(2), pages 101-123, May.
    30. Amendolagine, Vito & Capolupo, Rosa & Ferri, Giovanni, 2014. "Innovativeness, offshoring and black economy decisions. Evidence from Italian manufacturing firms," International Business Review, Elsevier, pages 1153-1166.

  3. Ahumada, Hildegart & Alvaredo, Facundo & Canavese, Alfredo J., 2006. "The Demand for Currency Approach and the Size of the Shadow Economy: A Critical Assessment," Berkeley Olin Program in Law & Economics, Working Paper Series qt6zn9p98b, Berkeley Olin Program in Law & Economics.

    Cited by:

    1. Friedrich Schneider & Bettina Hametner, 2007. "The shadow economy in Colombia: size and effects on economic growth," Economics working papers 2007-03, Department of Economics, Johannes Kepler University Linz, Austria.
    2. M. Kabir Hassan & Jung Suk-Yu, 2010. "A Re-examination of the U.S. Underground Economy: Size, Estimation, and Policy Implications," NFI Working Papers 2010-WP-04, Indiana State University, Scott College of Business, Networks Financial Institute.
    3. Friedrich G. Schneider, 2006. "Shadow Economies and Corruption all over the World: What do we really know?," Economics working papers 2006-17, Department of Economics, Johannes Kepler University Linz, Austria.
    4. Friedrich Schneider, 2005. "Shadow Economies of 145 Countries all over the World: What Do We Really Know?," CREMA Working Paper Series 2005-13, Center for Research in Economics, Management and the Arts (CREMA).
    5. Manamba EPAPHRA & Moga Tano JILENGA, 2017. "Currency Demand, the Subterranean Economy and Tax Evasion: The Case of Tanzania," Journal of Economic and Social Thought, KSP Journals, vol. 4(2), pages 187-211, June.
    6. Tudorel ANDREI & Andreea Iluzia IACOB & Stelian STANCU & Bogdan OANCEA, 2010. "Quantitative Techniques used for the Informal Economy Analysis at National and Regional Level," Informatica Economica, Academy of Economic Studies - Bucharest, Romania, vol. 14(3), pages 153-164.
    7. Friedrich Schneider & Andreas Buehn & Claudio E. Montenegro, 2011. "Shadow Economies All Over the World: New Estimates for 162 Countries from 1999 to 2007," Chapters,in: Handbook on the Shadow Economy, chapter 1 Edward Elgar Publishing.
    8. Friedrich SCHNEIDER, 2016. "Estimating the Size of the Shadow Economy: Methods, Problems and Open Questions," Turkish Economic Review, KSP Journals, vol. 3(2), pages 256-280, June.
    9. Makochekanwa, Albert, 2010. "Estimating the size and trends of the second economy in Zimbabwe," MPRA Paper 37807, University Library of Munich, Germany.
    10. Donal Mac Géidigh & Friedrich Schneider & Matthias Blum, 2016. "Grey Matters: Charting the Development of the Shadow Economy," CESifo Working Paper Series 6234, CESifo Group Munich.
    11. Brambila Macias, Jose, 2008. "The Dynamics of Parallel Economies. Measuring the Informal Sector in México," MPRA Paper 8400, University Library of Munich, Germany.
    12. Schneider, Friedrich G. & Buehn, Andreas, 2007. "Shadow economies and corruption all over the world: revised estimates for 120 countries," Economics - The Open-Access, Open-Assessment E-Journal, Kiel Institute for the World Economy (IfW), vol. 1, pages 1-53.
    13. Jos� Brambila Macias & Guido Cazzavillan, 2008. "The Dynamics of Parallel Economies. Measuring the Informal Sector in M�xico," Working Papers 2008_42, Department of Economics, University of Venice "Ca' Foscari".
    14. Friedrich Schneider, 2004. "Shadow Economies around the World: What do we really know?," IAW Discussion Papers 16, Institut für Angewandte Wirtschaftsforschung (IAW).
    15. Alexandru Adriana Anamaria & Dobre Ion & Ghinararu Catalin, 2009. "Estimating The Size Of Romanian Shadow Economy Using The Currency Demand Approach," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 2(1), pages 623-631, May.
    16. Schneider, Friedrich, 2014. "The Shadow Economy and Shadow Labor Force: A Survey of Recent Developments," IZA Discussion Papers 8278, Institute for the Study of Labor (IZA).
    17. Brambila Macias, Jose, 2008. "Remittances, Migration and Informality in Mexico. A Simple Model," MPRA Paper 8373, University Library of Munich, Germany.
    18. Schneider, Friedrich, 2004. "The Size of the Shadow Economies of 145 Countries all over the World: First Results over the Period 1999 to 2003," IZA Discussion Papers 1431, Institute for the Study of Labor (IZA).
    19. Colin C. Williams & Friedrich Schneider, 2016. "Measuring the Global Shadow Economy," Books, Edward Elgar Publishing, number 16551, September.

  4. Lorena Garegnani & Hildegart Ahumada, 2004. "An Estimation of Deep Parameters Describing Argentine Consumer Behaviour," Econometric Society 2004 Latin American Meetings 159, Econometric Society.

    Cited by:

    1. Mercado, P. Ruben & Cicowiez, Martin, 2013. "Growth analysis in developing countries: empirical issues and a small dynamic model," MPRA Paper 58017, University Library of Munich, Germany.
    2. Ahumada, Hildegart A. & Garegnani, Maria Lorena, 2007. "Testing hyperbolic discounting in consumer decisions: Evidence for Argentina," Economics Letters, Elsevier, vol. 95(1), pages 146-150, April.

Articles

  1. Ahumada, H. & Cornejo, M., 2016. "Forecasting food prices: The case of corn, soybeans and wheat," International Journal of Forecasting, Elsevier, vol. 32(3), pages 838-848.

    Cited by:

    1. Shahnoushi, Naser & Sayed, Saghaian & Hezareh, Reza & Tirgari Seraji, Mohammad, 2017. "Investigation of Relationship Between World Food Prices and Energy Price: A Panel SUR Approach," 2017 Annual Meeting, February 4-7, 2017, Mobile, Alabama 252782, Southern Agricultural Economics Association.

  2. Hildegart Ahumada & Magdalena Cornejo, 2015. "Explaining commodity prices by a cointegrated time series-cross section model," Empirical Economics, Springer, pages 1667-1690.

    Cited by:

    1. Ahumada, H. & Cornejo, M., 2016. "Forecasting food prices: The case of corn, soybeans and wheat," International Journal of Forecasting, Elsevier, vol. 32(3), pages 838-848.
    2. Fabian Lutzenberger & Benedikt Gleich & Herbert G. Mayer & Christian Stepanek & Andreas W. Rathgeber, 2017. "Metals: resources or financial assets? A multivariate cross-sectional analysis," Empirical Economics, Springer, pages 927-958.

  3. Hildegart Ahumada y Magdalena Cornejo, 2015. "Long-run effects of commodity prices on the real exchange rate: evidence from Argentina," Económica, Departamento de Economía, Facultad de Ciencias Económicas, Universidad Nacional de La Plata, pages 3-33.

    Cited by:

    1. Wanling Huang & André Varella Mollick & Khoa Huu Nguyen, 2017. "Dynamic responses and tail-dependence among commodities, the US real interest rate and the dollar," Empirical Economics, Springer, pages 959-997.

  4. Ahumada, Hildegart A. & Garegnani, Maria Lorena, 2012. "Forecasting a monetary aggregate under instability: Argentina after 2001," International Journal of Forecasting, Elsevier, vol. 28(2), pages 412-427.

    Cited by:

    1. Aguilar, Ruben & Valdivia, Daney, 2011. "Precios de exportación de gas natural para Bolivia: Modelación y pooling de pronósticos
      [Bolivian natural gas export prices: Modeling and forecast pooling]
      ," MPRA Paper 35485, University Library of Munich, Germany.

  5. Hildegart Ahumada & Facundo Alvaredo & Alfredo Canavese, 2009. "The Monetary Method to Measure the Size of the Shadow Economy. A Critical Examination of its Use," Revue économique, Presses de Sciences-Po, vol. 60(5), pages 1069-1078.

    Cited by:

    1. Hajilee, Massomeh & Stringer, Donna Y. & Metghalchi, Massoud, 2017. "Financial market inclusion, shadow economy and economic growth: New evidence from emerging economies," The Quarterly Review of Economics and Finance, Elsevier, vol. 66(C), pages 149-158.
    2. Awadh Ahmed Mohammed Gamal & Jauhari B.Dahalan, 2015. "Estimating the Size of the Underground Economy in Saudi: Evidence from Gregory-Hansen Cointegration Based Currency Demand Approach," Abstract of Economic, Finance and Management Outlook, Conscientia Beam, vol. 3, pages 1-6.

  6. Ahumada, Hildegart & Alvaredo, Facundo & Canavese, Alfredo, 2008. "The monetary method to measure the shadow economy: The forgotten problem of the initial conditions," Economics Letters, Elsevier, vol. 101(2), pages 97-99, November.
    See citations under working paper version above.
  7. Hildegart Ahumada & Facundo Alvaredo & Alfredo Canavese, 2007. "The Monetary Method And The Size Of The Shadow Economy: A Critical Assessment," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 53(2), pages 363-371, June.
    See citations under working paper version above.
  8. Ahumada, Hildegart A. & Garegnani, Maria Lorena, 2007. "Testing hyperbolic discounting in consumer decisions: Evidence for Argentina," Economics Letters, Elsevier, vol. 95(1), pages 146-150, April.

    Cited by:

    1. Gautier, Pieter A. & van Vuuren, Aico, 2011. "A Flexible Test for Present Bias and Time Preferences Using Land-Lease Contracts," IZA Discussion Papers 5821, Institute for the Study of Labor (IZA).
    2. Yang, Yang & Shoji, Isao & Kanehiro, Sumei, 2009. "Optimal dividend distribution policy from the perspective of the impatient and loss-averse investor," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 38(3), pages 534-540, June.
    3. Isao Shoji & Sumei Kanehiro, 2012. "Intertemporal dynamic choice under myopia for reward and different risk tolerances," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 50(1), pages 85-98, May.

  9. Hildegart A. Ahumada & Maria Lorena Garegnani, 2005. "Testing the Exogeneity of Argentine Devaluation and Default Risks in Retrospect," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 67(5), pages 647-672, October.

    Cited by:

    1. Ricardo Bebczuk & Maria Lorena Garegnani, 2012. "Real State as Housing and as Financial Investment: A First Assessment for Argentina," Department of Economics, Working Papers 095, Departamento de Economía, Facultad de Ciencias Económicas, Universidad Nacional de La Plata.
    2. Martín Grandes, 2007. "The Determinants of Sovereign Bond Spreads: Theory and Facts From Latin America," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 44(130), pages 151-181.
    3. Alsakka, Rasha & ap Gwilym, Owain, 2013. "Rating agencies’ signals during the European sovereign debt crisis: Market impact and spillovers," Journal of Economic Behavior & Organization, Elsevier, vol. 85(C), pages 144-162.

  10. Hildegart Ahumada & Maria Lorena Garegnani, 2004. "An estimation of deep parameters describing Argentine consumer behaviour," Applied Economics Letters, Taylor & Francis Journals, vol. 11(11), pages 719-723. See citations under working paper version above.
  11. Hildegart Ahumada & Alfredo Canavese & Paula Canavese & Facundo González Alvaredo, 2003. "Estimación del tamaño de la economía oculta por medio de la demanda por circulante," Revista de Analisis Economico – Economic Analysis Review, Ilades-Georgetown University, Universidad Alberto Hurtado/School of Economics and Bussines, vol. 18(1), pages 103-115, June.

    Cited by:

    1. Santos-Pérez, Rubén, 2016. "Estimación de la economía informal para México mediante un método monetario, 1970-2012," eseconomía, Escuela Superior de Economía, Instituto Politécnico Nacional, vol. 11(45), pages 71-103, Segundo s.

  12. Hildegart Ahumada & Alfredo Canavese & Facundo Gonzalez Alvaredo, 2000. "Un análisis comparativo del impacto distributivo del impuesto inflacionario y de un impuesto sobre el consumo," Económica, Departamento de Economía, Facultad de Ciencias Económicas, Universidad Nacional de La Plata, pages 3-35.

    Cited by:

    1. Thomas J. Sargent & Noah Williams & Tao Zha, 2006. "The conquest of South American inflation," FRB Atlanta Working Paper 2006-20, Federal Reserve Bank of Atlanta.
    2. Mariano Tommasi & Silvana Tenreyro, 2001. "Comments on Dani Rodrik's "Why Is There So Much Economic Insecurity in Latin America?"," Working Papers 28, Universidad de San Andres, Departamento de Economia, revised Mar 2001.

  13. Hildegart Ahumada & María Lorena Garegnani, 2000. "Assesing HP Filter Performance for Argentina and U.S. Macro Aggregates," Journal of Applied Economics, Universidad del CEMA, vol. 3, pages 257-284, November.

    Cited by:

    1. Ton Kwaak & Werner Liebregts, 2012. "Time series for main variables on the performance of Dutch SMEs," Scales Research Reports H201204, EIM Business and Policy Research.
    2. María Virginia Mattheus & Alberto Martín Díaz Cafferata, 2011. "Co-movements in terms of trade volatility in land-abundant countries," Working Papers 07/11, Instituto Universitario de Análisis Económico y Social.
    3. José Luis Arrufat & Alberto Martín Díaz Cafferata & José Antonio Viceconte, 2011. "Terms of trade cycles in extreme land abundant countries, 1870-2009. Spectral analysis," Working Papers 05/11, Instituto Universitario de Análisis Económico y Social.

  14. Hildergart Ahumada & Lorena Garegnani, 1999. "Hodrik – Prescott filter in practice," Económica, Departamento de Economía, Facultad de Ciencias Económicas, Universidad Nacional de La Plata, pages 61-76.

    Cited by:

    1. Kalendiene, Jone & Pukeliene, Violeta, 2011. "Taxation and economic sustainability," Working Papers 16/2011, Universidade Portucalense, Centro de Investigação em Gestão e Economia (CIGE).
    2. Gonzales-Martínez, Rolando & Hurtado, Enrique & Valdivia, Pedro, 2008. "Un método de Cálculo y Temporización de Previsiones Cíclicas para el Sistema Financiero Boliviano
      [The calculation and timing of cyclical provisions in the Bolivian financial system]
      ," MPRA Paper 14120, University Library of Munich, Germany, revised Feb 2009.
    3. Q M Ahmed & M Haider Hussain, 2008. "Estimating the Black Economy through a Monetary Approach: A Case Study of Pakistan," Economic Issues Journal Articles, Economic Issues, vol. 13(1), pages 45-60, March.
    4. Ton Kwaak & Werner Liebregts, 2012. "Time series for main variables on the performance of Dutch SMEs," Scales Research Reports H201204, EIM Business and Policy Research.
    5. Rizvi, Syed Kumail Abbas & Naqvi, Bushra, 2009. "Inflation Volatility: An Asian Perspective," MPRA Paper 19489, University Library of Munich, Germany.
    6. Giorgio, Ricchiuti, 2004. "Empirical Evidence on the North-South Trade Flows: an Augmented Gravity Model," MPRA Paper 1326, University Library of Munich, Germany.

  15. Hildegart Ahumada & Pablo Sanguinetti, 1995. "The export-led growth hypothesis revisited: theory and evidence," Estudios de Economia, University of Chile, Department of Economics, vol. 22(2 Year 19), pages 327-355, December.

    Cited by:

    1. Fernando Seabra & Jaqueson K. Galimberti, 2011. "Conditioned Export-Led Growthhypothesis: A Panel Threshold Regressions Approach," Anais do XXXVIII Encontro Nacional de Economia [Proceedings of the 38th Brazilian Economics Meeting] 049, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics].
    2. Jaime Andrés Collazos & Pedro Luis Rosero, 2010. "¿Posee el Valle del Cauca una economía transformadora de importaciones orientadas a la Exportación?," DOCUMENTOS DE POLÍTICAS PÚBLICAS 006880, UNIVERSIDAD ICESI.
    3. Javed, Zanib & Munir, Kashif, 2016. "Impact of Export Composition on Economic Growth in South Asia," MPRA Paper 71519, University Library of Munich, Germany.
    4. Sahoo, Auro Kumar & Sahoo, Dukhabandhu & Sahu, Naresh Chandra, 2014. "Mining export, industrial production and economic growth: A cointegration and causality analysis for India," Resources Policy, Elsevier, vol. 42(C), pages 27-34.

  16. Hildegart Ahumada & Alfredo Canavese & Pablo Sanguinetti & Walter Sosa Escudero, 1993. "Efectos distributivos del impuesto inflacionario: una estimación para el caso argentino," Economía Mexicana NUEVA ÉPOCA, , pages 329-383.

    Cited by:

    1. Thomas J. Sargent & Noah Williams & Tao Zha, 2006. "The conquest of South American inflation," FRB Atlanta Working Paper 2006-20, Federal Reserve Bank of Atlanta.
    2. Marcet, Albert & Nicolini, Juan Pablo, 1998. "Recurrent Hyperinflations and Learning," CEPR Discussion Papers 1875, C.E.P.R. Discussion Papers.

  17. Ahumada, Hildegart, 1992. "A dynamic model of the demand for currency: Argentina 1977-1988," Journal of Policy Modeling, Elsevier, vol. 14(3), pages 335-361, June.

    Cited by:

    1. Saten Kumar & Don J. Webber & Scott Fargher, 2011. "Money demand stability: A case study of Nigeria," Working Papers 2011-02, Auckland University of Technology, Department of Economics.
    2. Carneiro, Francisco Galrão & Henley, Andrew, 2000. "Real Wages and the Lucas Critique: Can the Government Tax Policy Influence Wage Growth in Brazil?," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 20(1), May.
    3. Ericsson, Neil R., 2015. "Eliciting GDP Forecasts from the FOMC’s Minutes Around the Financial Crisis," International Finance Discussion Papers 1152, Board of Governors of the Federal Reserve System (U.S.).
    4. Steven B. Kamin & Neil R. Ericsson, 1993. "Dollarization in Argentina," International Finance Discussion Papers 460, Board of Governors of the Federal Reserve System (U.S.).
    5. Zivot, Eric, 2000. "The Power Of Single Equation Tests For Cointegration When The Cointegrating Vector Is Prespecified," Econometric Theory, Cambridge University Press, vol. 16(03), pages 407-439, June.
    6. Ahumada, Hildegart A. & Garegnani, Maria Lorena, 2012. "Forecasting a monetary aggregate under instability: Argentina after 2001," International Journal of Forecasting, Elsevier, vol. 28(2), pages 412-427.
    7. Harald J. van Heerde & Shuba Srinivasan & Marnik G. Dekimpe, 2010. "Estimating Cannibalization Rates for Pioneering Innovations," Marketing Science, INFORMS, vol. 29(6), pages 1024-1039, 11-12.
    8. Subramanian S Sriram, 1999. "Survey of Literature on Demand for Money; Theoretical and Empirical Work with Special Reference to Error-Correction Models," IMF Working Papers 99/64, International Monetary Fund.
    9. Cigdem Kogar, 1995. "Cointegration Test for Money Demand : The Case for Turkey and Israel," Discussion Papers 9514, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
    10. Harald Van Heerde & Kristiaan Helsen & Marnik G. Dekimpe, 2007. "The Impact of a Product-Harm Crisis on Marketing Effectiveness," Marketing Science, INFORMS, vol. 26(2), pages 230-245, 03-04.
    11. Neil R. Ericsson & Steven B. Kamin, 2008. "Constructive data mining: modeling Argentine broad money demand," International Finance Discussion Papers 943, Board of Governors of the Federal Reserve System (U.S.).
    12. Faust, Jon & Whiteman, Charles H., 1997. "Rejoinder to Hendry," Carnegie-Rochester Conference Series on Public Policy, Elsevier, pages 191-195.

  18. Ahumada, Hildegart A, 1985. "An Encompassing Test of Two Models of the Balance of Trade for Argentina," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 47(1), pages 51-70, February.

    Cited by:

    1. Massimiliano Kaucic, 2009. "Predicting EU Energy Industry Excess Returns on EU Market Index via a Constrained Genetic Algorithm," Computational Economics, Springer;Society for Computational Economics, vol. 34(2), pages 173-193, September.
    2. Ahumada, Hildegart, 1989. "Dynamic Specification of The Demand for Currency. An Application of Co-integration Techniques. Argentina 1977-1988," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 9(1), April.
    3. McAleer, Michael, 1995. "The significance of testing empirical non-nested models," Journal of Econometrics, Elsevier, vol. 67(1), pages 149-171, May.
    4. Julia Campos & Neil R. Ericsson & David F. Hendry, 2005. "General-to-specific modeling: an overview and selected bibliography," International Finance Discussion Papers 838, Board of Governors of the Federal Reserve System (U.S.).

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