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Gabriel Cuadra

Personal Details

First Name:Gabriel
Middle Name:
Last Name:Cuadra
Suffix:
RePEc Short-ID:pcu58
Terminal Degree: Economics Department; University of Rochester (from RePEc Genealogy)

Affiliation

Banco de México

México, Mexico
http://www.banxico.org.mx/

:


RePEc:edi:bangvmx (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Software Chapters

Working papers

  1. Nuguer Victoria & Cuadra Gabriel, 2016. "Risky Banks and Macroprudential Policy for Emerging Economies," Working Papers 2016-06, Banco de México.
  2. Manuel Ramos Francia & Ana María Aguilar Argaez & Santiago García-Verdú & Gabriel Cuadra, 2014. "Heading into Trouble: A Comparison of the Latin American Crises and the Euro Area's Current Crisis," Working Papers 2014-17, Banco de México.
  3. Gabriel Cuadra & Manuel Ramos Francia, 2014. "Stimulus vs. Austerity vs. Default," Working Papers 2014-10, Banco de México.
  4. Aguilar-Argaez Ana María & Cuadra Gabriel & Ramírez Claudia & Sámano Daniel, 2014. "Anchoring of Inflation Expectations in Light of Adverse Supply Shocks," Working Papers 2014-20, Banco de México.
  5. Carlos Capistrán & Gabriel Cuadra & Manuel Ramos Francia, 2011. "Policy Response to External Shocks: Lessons from the Crisis," Working Papers 2011-14, Banco de México.
  6. Gabriel Cuadra, 2008. "Stylized Facts of the Mexican Business Cycles," Working Papers 2008-14, Banco de México.
  7. Gabriel Cuadra & Horacio Sapriza, 2007. "Fiscal Policy and Default Risk in Emerging Markets," Working Papers 2007-03, Banco de México.
  8. Gabriel Cuadra & Horacio Sapriza, 2006. "Sovereign Default, Terms of Trade and Interest Rates in Emerging Markets," Working Papers 2006-01, Banco de México.
  9. Gabriel Cuadra & Horacio Sapriza, 2006. "Sovereign Default, Interest Rates and Political Uncertainty in Emerging Markets," Working Papers 2006-02, Banco de México.
  10. Horacio Sapriza & Gabriel Cuadra, 2006. "Fiscal Policy, Inflation Tax and Default Risk in Emerging Economies," 2006 Meeting Papers 727, Society for Economic Dynamics.

Articles

  1. Gabriel Cuadra & Victoria Nuguer, 2018. "Risky Banks and Macro-Prudential Policy for Emerging Economies," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 30, pages 125-144, October.
  2. Ana María Aguilar Argaez & Gabriel Cuadra & Claudia Ramírez Bulos & Daniel Sámano Peñaloza, 2014. "Anclaje de las expectativas de inflación ante choques de oferta adversos," Monetaria, Centro de Estudios Monetarios Latinoamericanos, vol. 0(1), pages 55-89, enero-jun.
  3. Ana María Aguilar Argaez & Gabriel Cuadra & Claudia Ramírez Bulos & Daniel Sámano Peñaloza, 2014. "Anchoring of Inflation Expectations after Adverse Supply Shocks," Monetaria, Centro de Estudios Monetarios Latinoamericanos, vol. 0(1), pages 49-81, January-J.
  4. Manuel Ramos Francia & Ana María Aguilar Argaez & Santiago García Verdú & Gabriel Cuadra García, 2013. "Dirigiéndose a problemas: una comparación entre las crisis de América Latina y la crisis actual de la zona del euro," Monetaria, Centro de Estudios Monetarios Latinoamericanos, vol. 0(1), pages 95-180, enero-jun.
  5. Gabriel Cuadra & Juan Sanchez & Horacio Sapriza, 2010. "Fiscal Policy and Default Risk in Emerging Markets," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 13(2), pages 452-469, April.
  6. Cuadra, Gabriel & Sapriza, Horacio, 2008. "Sovereign default, interest rates and political uncertainty in emerging markets," Journal of International Economics, Elsevier, vol. 76(1), pages 78-88, September.

Software components

  1. Gabriel Cuadra & Juan Sanchez & Horacio Sapriza, 2009. "Code and data files for "Fiscal Policy and Default Risk in Emerging Markets"," Computer Codes 07-61, Review of Economic Dynamics.

Chapters

  1. José Sidaoui & Manuel Ramos-Francia & Gabriel Cuadra, 2011. "Global liquidity, capital flows and challenges for policymakers: the Mexican experience," BIS Papers chapters,in: Bank for International Settlements (ed.), Capital flows, commodity price movements and foreign exchange intervention, volume 57, pages 239-260 Bank for International Settlements.
  2. Jose Sidaoui & Manuel Ramos-Francia & Manuel Gabriel Cuadra, 2011. "The global financial crisis and policy response in Mexico," BIS Papers chapters,in: Bank for International Settlements (ed.), The global crisis and financial intermediation in emerging market economies, volume 54, pages 279-298 Bank for International Settlements.

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. Nuguer Victoria & Cuadra Gabriel, 2016. "Risky Banks and Macroprudential Policy for Emerging Economies," Working Papers 2016-06, Banco de México.

    Cited by:

    1. Shigeto Kitano & Kenya Takaku, 2017. "Capital Controls and Financial Frictions in a Small Open Economy," Open Economies Review, Springer, vol. 28(4), pages 761-793, September.
    2. Pierre-Richard Agénor & Enisse Kharroubi & Leonardo Gambacorta & Giovanni Lombardo & Luiz Awazu Pereira da Silva, 2017. "The international dimensions of macroprudential policies," BIS Working Papers 643, Bank for International Settlements.
    3. Shigeto Kitano & Kenya Takaku, "undated". "Capital Controls, Macroprudential Regulation,and the Bank Balance Sheet Channel," Discussion Paper Series DP2017-18, Research Institute for Economics & Business Administration, Kobe University.
    4. Pierre-Richard Agénor & Pengfei Jia, 2017. "Macroprudential Policy Coordination in a Currency Union'," Centre for Growth and Business Cycle Research Discussion Paper Series 235, Economics, The Univeristy of Manchester.
    5. Morais Bernardo & Peydró José-Luis & Roldán-Peña Jessica & Ruiz Claudia, 2017. "The International Bank Lending Channel of Monetary Policy Rates and QE: Credit Supply, Reach-for-Yield, and Real Effects," Working Papers 2017-15, Banco de México.

  2. Manuel Ramos Francia & Ana María Aguilar Argaez & Santiago García-Verdú & Gabriel Cuadra, 2014. "Heading into Trouble: A Comparison of the Latin American Crises and the Euro Area's Current Crisis," Working Papers 2014-17, Banco de México.

    Cited by:

    1. Dodig, Nina & Herr, Hansjörg, 2014. "Previous financial crises leading to stagnation: Selected case studies," IPE Working Papers 33/2014, Berlin School of Economics and Law, Institute for International Political Economy (IPE).

  3. Carlos Capistrán & Gabriel Cuadra & Manuel Ramos Francia, 2011. "Policy Response to External Shocks: Lessons from the Crisis," Working Papers 2011-14, Banco de México.

    Cited by:

    1. Baranov, Igor N. & Castro, P. C. & Micic, D. & Salgado, G. B., 2013. "Fiscal Impulse during the 2008 Crisis," Working Papers 809, Graduate School of Management, St. Petersburg State University.

  4. Gabriel Cuadra & Horacio Sapriza, 2007. "Fiscal Policy and Default Risk in Emerging Markets," Working Papers 2007-03, Banco de México.

    Cited by:

    1. Zuzana Mucka & Ludovit Odor, 2017. "Sovereign default risk and debt limits: Case of Slovakia," Working Papers Working Paper No. 1/2017, Council for Budget Responsibility.
    2. Niemann, Stefan & Pichler, Paul, 2014. "Collateral, liquidity and debt sustainability," Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100617, Verein für Socialpolitik / German Economic Association.
    3. Gonçalves, Carlos Eduardo & Guimaraes, Bernardo, 2015. "Sovereign default risk and commitment for fiscal adjustment," Journal of International Economics, Elsevier, vol. 95(1), pages 68-82.
    4. Costas Azariadis & Leo Kaas, 2012. "Endogenous Credit Limits with Small Default Costs," Working Paper Series of the Department of Economics, University of Konstanz 2012-17, Department of Economics, University of Konstanz.
    5. Vivian Z. Yue & Enrique G. Mendoza, 2009. "A Solution to the Default Risk-Business Cycle Disconnect," 2009 Meeting Papers 76, Society for Economic Dynamics.
    6. Aguiar, M. & Chatterjee, S. & Cole, H. & Stangebye, Z., 2016. "Quantitative Models of Sovereign Debt Crises," Handbook of Macroeconomics, Elsevier.
    7. Arellano, Cristina & Bai, Yan, 2016. "Fiscal Austerity during Debt Crises," Staff Report 525, Federal Reserve Bank of Minneapolis.
    8. Maren Froemel, 2014. "Imperfect Financial Markets and the Cyclicality of Social Spending," Working Paper Series of the Department of Economics, University of Konstanz 2014-11, Department of Economics, University of Konstanz.
    9. Carrasco, Carlos A., 2013. "El Nuevo Consenso Macroeconómico y la mediocridad del crecimiento económico en México
      [New Consensus Macroeconomics and the mediocrity of economic growth in Mexico]
      ," MPRA Paper 53391, University Library of Munich, Germany.
    10. Juessen, Falko & Schabert, Andreas, 2013. "Fiscal Policy, Sovereign Default, and Bailouts," IZA Discussion Papers 7805, Institute for the Study of Labor (IZA).
    11. Lukas Schmid & Andres Schneider & Mikhail Chernov, 2016. "A macrofinance view of US Sovereign CDS premiums," 2016 Meeting Papers 432, Society for Economic Dynamics.
    12. Gustavo Adler & Sebastian Sosa, 2016. "External Factors in Debt Sustainability Analysis: An Application to Latin America?," Journal of Banking and Financial Economics, University of Warsaw, Faculty of Management, vol. 1(5), pages 81-120, June.
    13. Bernardo Guimaraes & Oz Iazdi, 2015. "IMF conditionalities, liquidity provision, and incentives for fiscal adjustment," International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 22(5), pages 705-722, October.
    14. Pablo D'Erasmo & Enrique G. Mendoza, 2013. "Distributional Incentives in an Equilibrium Model of Domestic Sovereign Default," NBER Chapters,in: Sovereign Debt and Financial Crises National Bureau of Economic Research, Inc.
    15. Carlos Vegh & Daniel Lederman & Federico R. Bennett, "undated". "Leaning Against the Wind," World Bank Other Operational Studies 26364, The World Bank.
    16. Engler, Philipp & Grosse Steffen, Christoph, 2015. "Sovereign risk, interbank freezes, and aggregate fluctuations," Working Paper Series 1840, European Central Bank.
    17. Juan Carlos Hatchondo & Leonardo Martinez & Francisco Roch, 2015. "Fiscal rules and the Sovereign Default Premium," Caepr Working Papers 2015-010 Classification-F, Center for Applied Economics and Policy Research, Economics Department, Indiana University Bloomington.
    18. Zhanwei Z. Yue & Enrique G. Mendoza, 2011. "A General Equilibrium Model of Sovereign Default and Business Cycles," IMF Working Papers 11/166, International Monetary Fund.
    19. Leo Kaas & Jan Mellert & Almuth Scholl, 2016. "Sovereign and private default risks over the business cycle," Working Paper Series of the Department of Economics, University of Konstanz 2016-09, Department of Economics, University of Konstanz.
    20. Sanchez, Juan M. & Sapriza, Horacio & Yurdagul, Emircan, 2014. "Sovereign Default and the Choice of Maturity," Working Papers 2014-31, Federal Reserve Bank of St. Louis, revised 24 Sep 2017.
    21. Javier García-Cicco & Enrique Kawamura, 2015. "Dealing with the Dutch Disease: Fiscal Rules and Macro-Prudential Policies," IDB Publications (Working Papers) 7087, Inter-American Development Bank.
    22. Manuel Ramos -Francia & Ana María Aguilar-Argaez & Santiago García-Verdú & Gabriel Cuadra-García, 2013. "Heading into Trouble: A Comparison of the Latin American Crises and the Euro Area’s Current Crisis," Monetaria, Centro de Estudios Monetarios Latinoamericanos, vol. 0(1), pages 87-165, January-j.
    23. Carolina Achury & Christos Koulovatianos & John Tsoukalas, "undated". "External Sovereign Debt in a Monetary Union: Bailouts and the Role of Corruption," Discussion Papers 11/11, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
    24. Sottile, Pedro, 2013. "On the political determinants of sovereign risk: Evidence from a Markov-switching vector autoregressive model for Argentina," Emerging Markets Review, Elsevier, vol. 15(C), pages 160-185.
    25. Pablo D'Erasmo & Enrique G. Mendoza, 2016. "Optimal Domestic (and External) Sovereign Default," NBER Working Papers 22509, National Bureau of Economic Research, Inc.
    26. Daude, Christian, 2012. "Sovereign default risk and volatility," Economics Letters, Elsevier, vol. 114(1), pages 47-50.
    27. Tavares, Tiago, 2015. "The Role of International Reserves in Sovereign Debt Restructuring under Fiscal Adjustment," MPRA Paper 66962, University Library of Munich, Germany.
    28. Joost Röttger, 2014. "Monetary and Fiscal Policy with Sovereign Default," Working Paper Series in Economics 74, University of Cologne, Department of Economics.
    29. Nikolai Stähler, 2013. "Recent Developments In Quantitative Models Of Sovereign Default," Journal of Economic Surveys, Wiley Blackwell, vol. 27(4), pages 605-633, September.
    30. D’Erasmo, P. & Mendoza, E.G. & Zhang, J., 2016. "What is a Sustainable Public Debt?," Handbook of Macroeconomics, Elsevier.
    31. Scholl, Almuth, 2017. "The dynamics of sovereign default risk and political turnover," Journal of International Economics, Elsevier, vol. 108(C), pages 37-53.
    32. Bernabe Lopez-Martin & Julio Leal & Andre Martinez Fritscher, 2017. "Commodity price risk management and fiscal policy in a sovereign default model," BIS Working Papers 620, Bank for International Settlements.
    33. Ruy Lama, 2011. "Accounting for Output Drops in Latin America," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 14(2), pages 295-316, April.
    34. Ghate, Chetan & Gopalakrishnan, Pawan & Tarafdar, Suchismita, 2014. "Fiscal Policy in an Emerging Market Business Cycle Model," MPRA Paper 60449, University Library of Munich, Germany.
    35. Sofia Bauducco & Francesco Caprioli, 2011. "Optimal Fiscal Policy in a Small Open Economy with Limited Commitment," Working Papers Central Bank of Chile 644, Central Bank of Chile.
    36. Tavares, Tiago, 2015. "Labor Market Distortions under Sovereign Default Crises," MPRA Paper 66964, University Library of Munich, Germany.
    37. Juan Carlos Hatchondo & Leonardo Martinez & Cesar Sosa-Padilla, 2015. "Debt Dilution and Sovereign Default Risk," Caepr Working Papers 2015-012 Classification-, Center for Applied Economics and Policy Research, Economics Department, Indiana University Bloomington.
    38. Carlos A. Vegh & Guillermo Vuletin, 2012. "How is Tax Policy Conducted over the Business Cycle?," NBER Working Papers 17753, National Bureau of Economic Research, Inc.
    39. Ignacio Presno & Demian Pouzo, 2014. "Optimal Taxation with Endogenous Default under Incomplete Markets," 2014 Meeting Papers 689, Society for Economic Dynamics.
    40. Juan Carlos Hatchondo & Leonardo Martinez & Horacio Sapriza, 2009. "Heterogeneous Borrowers In Quantitative Models Of Sovereign Default," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 50(4), pages 1129-1151, November.
    41. Juan Carlos Hatchondo & Leonardo Martinez & Horacio Sapriza, 2009. "On the cyclicality of the interest rate in emerging economy models: solution methods matter," Working Paper 09-13, Federal Reserve Bank of Richmond.
    42. Fink, Fabian & Scholl, Almuth, 2016. "A quantitative model of sovereign debt, bailouts and conditionality," Journal of International Economics, Elsevier, vol. 98(C), pages 176-190.
    43. Gustavo Adler & Sebastian Sosa, 2013. "External Conditions and Debt Sustainability in Latin America," IMF Working Papers 13/27, International Monetary Fund.
    44. Siming Liu, 2018. "Government Spending during Sudden Stop Crises," Caepr Working Papers 2018-002 Classification-E, Center for Applied Economics and Policy Research, Economics Department, Indiana University Bloomington.
    45. James B. Bullard, 2012. "Death of a theory," Speech 190, Federal Reserve Bank of St. Louis.
    46. Cristina Arellano & Yan Bai, 2017. "Fiscal austerity during debt crises," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 64(4), pages 657-673, December.
    47. Filippo Brutti & Philip Ulrich Sauré, 2014. "Repatriation of Debt in the Euro Crisis: Evidence for the Secondary Market Theory," Working Papers 2014-03, Swiss National Bank.
    48. Gabriel Cuadra & Manuel Ramos Francia, 2014. "Stimulus vs. Austerity vs. Default," Working Papers 2014-10, Banco de México.
    49. Ilzetzki, Ethan, 2011. "Rent-seeking distortions and fiscal procyclicality," Journal of Development Economics, Elsevier, vol. 96(1), pages 30-46, September.
    50. Enrique G. Mandoza & Vivian Z. Yue, 2008. "A solution to the default risk-business cycle disconnect," International Finance Discussion Papers 924, Board of Governors of the Federal Reserve System (U.S.).
    51. Enrique G. Mendoza & Vivian Z. Yue, 2008. "A Solution to the Disconnect between Country Risk and Business Cycle Theories," NBER Working Papers 13861, National Bureau of Economic Research, Inc.
    52. Ferrière, Axelle & Karantounias, Anastasios G., 2016. "Fiscal austerity in ambiguous times," FRB Atlanta Working Paper 2016-6, Federal Reserve Bank of Atlanta.
    53. Panayiotis P. Athanasoglou & Ioannis Daniilidis, 2011. "Procyclicality in the banking industry: causes, consequences and response," Working Papers 139, Bank of Greece.
    54. Jamshed Y. Uppal, 2011. "Government Budget Deficits and the Development of the Bond Market in Pakistan: Issues and Challenges," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, vol. 16(Special E), pages 159-198, September.
    55. Ghate, Chetan & Gopalakrishnan, Pawan & Tarafdar, Suchismita, 2016. "Fiscal policy in an emerging market business cycle model," The Journal of Economic Asymmetries, Elsevier, vol. 14(PA), pages 52-77.
    56. Frömel, Maren, 2013. "Imperfect Financial Markets, External Debt, and the Cyclicality of Social Transfers," Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79820, Verein für Socialpolitik / German Economic Association.

  5. Gabriel Cuadra & Horacio Sapriza, 2006. "Sovereign Default, Terms of Trade and Interest Rates in Emerging Markets," Working Papers 2006-01, Banco de México.

    Cited by:

    1. Diego Rodriguez & Andres Gonzalez & Andres Fernandez, 2015. "Sharing a Ride on the Commodities Roller Coaster: Common Factors in Business Cycles of Emerging Economies," IDB Publications (Working Papers) 7382, Inter-American Development Bank.
    2. Karlygash Kuralbayeva & David Vines, 2008. "Shocks to Terms of Trade and Risk-premium in an Intertemporal Model: The Dutch Disease and a Dutch Party," Open Economies Review, Springer, vol. 19(3), pages 277-303, July.
    3. Ethan Cohen-Cole & Burcu Duygan-Bump & Judit Montoriol-Garriga, 2009. "Forgive and forget: who gets credit after bankruptcy and why?," Risk and Policy Analysis Unit Working Paper QAU09-2, Federal Reserve Bank of Boston.
    4. Juan Carlos Hatchondo & Leonardo Martinez, 2009. "Long-duration bonds and sovereign defaults," Working Paper 08-02, Federal Reserve Bank of Richmond.
    5. Eicher, Theo S. & Schubert, Stefan F. & Turnovsky, Stephen J., 2008. "Dynamic effects of terms of trade shocks: The impact on debt and growth," Journal of International Money and Finance, Elsevier, vol. 27(6), pages 876-896, October.
    6. Juan Carlos Hatchondo & Leonardo Martinez & Horacio Sapriza, 2007. "The economics of sovereign defaults," Economic Quarterly, Federal Reserve Bank of Richmond, issue Spr, pages 163-187.
    7. Gu, Grace Weishi, 2015. "A Tale of Two Countries: Sovereign Default, Exchange Rate, and Trade," MPRA Paper 61900, University Library of Munich, Germany.
    8. Kartik B. Athreya & Hubert P. Janicki, 2006. "Credit exclusion in quantitative models of bankruptcy: does it matter?," Economic Quarterly, Federal Reserve Bank of Richmond, issue Win, pages 17-49.
    9. Bernabe Lopez-Martin & Julio Leal & Andre Martinez Fritscher, 2017. "Commodity price risk management and fiscal policy in a sovereign default model," BIS Working Papers 620, Bank for International Settlements.
    10. Juan Carlos Hatchondo & Leonardo Martinez & Horacio Sapriza, 2006. "Computing business cycles in emerging economy models," Working Paper 06-11, Federal Reserve Bank of Richmond.
    11. Juan M. Sanchez, 2009. "The role of information in the rise in consumer bankruptcies," Working Paper 09-04, Federal Reserve Bank of Richmond.
    12. Juan Carlos Hatchondo & Leonardo Martinez & Cesar Sosa-Padilla, 2015. "Debt Dilution and Sovereign Default Risk," Caepr Working Papers 2015-012 Classification-, Center for Applied Economics and Policy Research, Economics Department, Indiana University Bloomington.
    13. Juan Carlos Hatchondo & Leonardo Martinez & Horacio Sapriza, 2009. "Heterogeneous Borrowers In Quantitative Models Of Sovereign Default," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 50(4), pages 1129-1151, November.
    14. Juan Carlos Hatchondo & Leonardo Martinez & Horacio Sapriza, 2009. "On the cyclicality of the interest rate in emerging economy models: solution methods matter," Working Paper 09-13, Federal Reserve Bank of Richmond.
    15. Fernández, Andrés & González, Andrés & Rodríguez, Diego, 2018. "Sharing a ride on the commodities roller coaster: Common factors in business cycles of emerging economies," Journal of International Economics, Elsevier, vol. 111(C), pages 99-121.
    16. Correa, Ricardo & Sapriza, Horacio, 2014. "Sovereign Debt Crises," International Finance Discussion Papers 1104, Board of Governors of the Federal Reserve System (U.S.).
    17. Juan Carlos Hatchondo & Leonardo Martinez & Horacio Sapriza, 2007. "Quantitative models of sovereign default and the threat of financial exclusion," Economic Quarterly, Federal Reserve Bank of Richmond, issue Sum, pages 251-286.

  6. Gabriel Cuadra & Horacio Sapriza, 2006. "Sovereign Default, Interest Rates and Political Uncertainty in Emerging Markets," Working Papers 2006-02, Banco de México.

    Cited by:

    1. Sandra Lizarazo, 2009. "Contagion of Financial Crises in Sovereing Debt Markets," Working Papers 0906, Centro de Investigacion Economica, ITAM.
    2. Jessica Roldán-Peña, 2012. "Default Risk and Economic Activity: A Small Open Economy Model with Sovereign Debt and Default," Working Papers 2012-16, Banco de México.
    3. Mykhaylova Olena & Staveley-O’Carroll James, 2014. "International transmission of productivity shocks with nonzero net foreign debt," The B.E. Journal of Macroeconomics, De Gruyter, vol. 14(1), pages 1-46, January.
    4. Sara Bertin & Steve Ohana & Vanessa Strauss-Kahn, 2016. "Revisiting the Link Between Political and Financial Crises in Africa," Journal of African Economies, Centre for the Study of African Economies (CSAE), vol. 25(3), pages 323-366.
    5. Guido Sandleris & Horacio Sapriza & Filippo Taddei, 2009. "Indexed Sovereign Debt: An Applied Framework," Business School Working Papers 2009-01, Universidad Torcuato Di Tella.
    6. Vivian Norambuena, 2015. "Sovereign Debt Default: Are Countries Trapped by Their Own Default History?," Working Papers wp416, University of Chile, Department of Economics.
    7. Karatas, B., 2014. "Financial crisis and monetary policy," Other publications TiSEM 41e463f0-e122-4379-8db5-6, Tilburg University, School of Economics and Management.
    8. Gonçalves, Carlos Eduardo & Guimaraes, Bernardo, 2015. "Sovereign default risk and commitment for fiscal adjustment," Journal of International Economics, Elsevier, vol. 95(1), pages 68-82.
    9. Gabriel Cuadra & Juan M. Sanchez & Horacio Sapriza, 2009. "Fiscal policy and default risk in emerging markets," Working Paper 09-01, Federal Reserve Bank of Richmond.
    10. Vivian Z. Yue & Enrique G. Mendoza, 2009. "A Solution to the Default Risk-Business Cycle Disconnect," 2009 Meeting Papers 76, Society for Economic Dynamics.
    11. Aguiar, M. & Chatterjee, S. & Cole, H. & Stangebye, Z., 2016. "Quantitative Models of Sovereign Debt Crises," Handbook of Macroeconomics, Elsevier.
    12. Ricardo Nunes & Davide Debortoli, 2007. "Political Disagreement, Lack of Commitment and the Level of Debt," 2007 Meeting Papers 725, Society for Economic Dynamics.
    13. Burcu Eyigungor & Satyajit Chatterjee, 2016. "Growth Regimes, Endogenous Elections, and Sovereign Default Risk," 2016 Meeting Papers 1058, Society for Economic Dynamics.
    14. Satyajit Chatterjee & Burcu Eyigungor, 2010. "Maturity, indebtedness, and default risk," Working Papers 10-12, Federal Reserve Bank of Philadelphia.
    15. Durdu, C. Bora & Nunes, Ricardo & Sapriza, Horacio, 2013. "News and sovereign default risk in small open economies," Journal of International Economics, Elsevier, vol. 91(1), pages 1-17.
    16. Sandra Lizarazo, 2009. "Default Risk and Risk Averse International Investors," Working Papers 0907, Centro de Investigacion Economica, ITAM.
    17. Guido Sandleris & Filippo Taddei, 2007. "Indexed Sovereign Debt: a Survey and a Framework of Analysis," Carlo Alberto Notebooks 66, Collegio Carlo Alberto.
    18. Facundo Piguillem & Alessandro Riboni, 2013. "Spending Biased Legislators - Discipline Through Disagreement," EIEF Working Papers Series 1317, Einaudi Institute for Economics and Finance (EIEF), revised Jul 2013.
    19. Cristina Arellano, 2008. "Default Risk and Income Fluctuations in Emerging Economies," American Economic Review, American Economic Association, vol. 98(3), pages 690-712, June.
    20. Jesse Schreger & Wenxin Du, 2014. "Sovereign Risk, Currency Risk, and Corporate Balance Sheets," Working Paper 209056, Harvard University OpenScholar.
    21. Juan Carlos Hatchondo & Leonardo Martinez & Francisco Roch, 2015. "Fiscal rules and the Sovereign Default Premium," Caepr Working Papers 2015-010 Classification-F, Center for Applied Economics and Policy Research, Economics Department, Indiana University Bloomington.
    22. Chatterjee, Satyajit & Eyigungor, Burcu, 2017. "Endogenous Political Turnover and Fluctuations in Sovereign Default Risk," Working Papers 17-1, Federal Reserve Bank of Philadelphia.
    23. Collard, Fabrice & Habib, Michel Antoine & Rochet, Jean-Charles, 2016. "The Reluctant Defaulter: A Tale of High Government Debt," CEPR Discussion Papers 11299, C.E.P.R. Discussion Papers.
    24. Zhanwei Z. Yue & Enrique G. Mendoza, 2011. "A General Equilibrium Model of Sovereign Default and Business Cycles," IMF Working Papers 11/166, International Monetary Fund.
    25. Marin Ferry & Marc Raffinot & Baptiste Venet, 2016. "Low Income Countries and External Public Financing : Does Debt Relief Change Anything?," Working Papers DT/2016/16, DIAL (Développement, Institutions et Mondialisation).
    26. Huixin Bi & Eric M. Leeper, 2013. "Analyzing Fiscal Sustainability," Staff Working Papers 13-27, Bank of Canada.
    27. Leo Kaas & Jan Mellert & Almuth Scholl, 2016. "Sovereign and private default risks over the business cycle," Working Paper Series of the Department of Economics, University of Konstanz 2016-09, Department of Economics, University of Konstanz.
    28. Szkup, Michal, 2017. "Preventing Self-fulfilling debt crises," MPRA Paper 82754, University Library of Munich, Germany.
    29. Marina Azzimonti, 2012. "The dynamics of public investment under persistent electoral advantag," 2012 Meeting Papers 91, Society for Economic Dynamics.
    30. Juan Carlos Hatchondo & Leonardo Martinez, 2009. "Long-duration bonds and sovereign defaults," Working Paper 08-02, Federal Reserve Bank of Richmond.
    31. Kim, Yun Jung & Zhang, Jing, 2012. "Decentralized borrowing and centralized default," Journal of International Economics, Elsevier, vol. 88(1), pages 121-133.
    32. Hernan Seoane, 2016. "Time-varying volatility, default and the sovereign risk premium," 2016 Meeting Papers 1132, Society for Economic Dynamics.
    33. Juan Carlos Hatchondo & Leonardo Martinez, 2010. "The politics of sovereign defaults," Economic Quarterly, Federal Reserve Bank of Richmond, issue 3Q, pages 291-317.
    34. Demian Pouzo & Ignacio Presno, 2012. "Sovereign default risk and uncertainty premia," Working Papers 12-11, Federal Reserve Bank of Boston.
    35. Carolina Achury & Christos Koulovatianos & John Tsoukalas, "undated". "External Sovereign Debt in a Monetary Union: Bailouts and the Role of Corruption," Discussion Papers 11/11, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
    36. Sottile, Pedro, 2013. "On the political determinants of sovereign risk: Evidence from a Markov-switching vector autoregressive model for Argentina," Emerging Markets Review, Elsevier, vol. 15(C), pages 160-185.
    37. Juan Carlos Hatchondo & Leonardo Martinez & Horacio Sapriza, 2007. "The economics of sovereign defaults," Economic Quarterly, Federal Reserve Bank of Richmond, issue Spr, pages 163-187.
    38. Daude, Christian, 2012. "Sovereign default risk and volatility," Economics Letters, Elsevier, vol. 114(1), pages 47-50.
    39. Eichler, Stefan & Plaga, Timo, 2016. "The Political Determinants of Government Bond Holdings," IWH Discussion Papers 14/2016, Halle Institute for Economic Research (IWH).
    40. Leonardo Martinez, 2009. "Why could political incentives be different during election times?," Economic Quarterly, Federal Reserve Bank of Richmond, issue Sum, pages 315-334.
    41. Nicolas Melissas, 2009. "On Bid Disclosure in OCS Wildcat Auctions," Working Papers 0905, Centro de Investigacion Economica, ITAM.
    42. Nikolai Stähler, 2013. "Recent Developments In Quantitative Models Of Sovereign Default," Journal of Economic Surveys, Wiley Blackwell, vol. 27(4), pages 605-633, September.
    43. Stefan Eichler, 2017. "How Do Political Factors Shape the Bank Risk–Sovereign Risk Nexus in Emerging Markets?," Review of Development Economics, Wiley Blackwell, vol. 21(3), pages 451-474, August.
    44. Scholl, Almuth, 2017. "The dynamics of sovereign default risk and political turnover," Journal of International Economics, Elsevier, vol. 108(C), pages 37-53.
    45. Vidovics-Dancs, Ágnes, 2014. "Az államcsőd költségei régen és ma
      [Costs of sovereign defaults now and long ago]
      ," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(3), pages 262-278.
    46. Juan Carlos Hatchondo & Leonardo Martinez & Horacio Sapriza, 2006. "Computing business cycles in emerging economy models," Working Paper 06-11, Federal Reserve Bank of Richmond.
    47. Cohen, Daniel & Villemot, Sébastien, 2012. "The Sovereign Default Puzzle: Modelling Issues and Lessons for Europe," CEPR Discussion Papers 8971, C.E.P.R. Discussion Papers.
    48. Sandra Lizarazo & Jose Maria Da-Rocha, 2009. "Money, Credit and Default," Working Papers 0908, Centro de Investigacion Economica, ITAM.
    49. Juan Carlos Hatchondo & Leonardo Martinez & Cesar Sosa-Padilla, 2015. "Debt Dilution and Sovereign Default Risk," Caepr Working Papers 2015-012 Classification-, Center for Applied Economics and Policy Research, Economics Department, Indiana University Bloomington.
    50. Liu, Jinyu & Zhong, Rui, 2017. "Political uncertainty and a firm's credit risk: Evidence from the international CDS market," Journal of Financial Stability, Elsevier, vol. 30(C), pages 53-66.
    51. marina, azzimonti, 2010. "Political ideology as a source of business cycles," MPRA Paper 25937, University Library of Munich, Germany.
    52. Liu, Chang & Sun, Xiaolei & Chen, Jianming & Li, Jianping, 2016. "Statistical properties of country risk ratings under oil price volatility: Evidence from selected oil-exporting countries," Energy Policy, Elsevier, vol. 92(C), pages 234-245.
    53. Juan Carlos Hatchondo & Leonardo Martinez & Horacio Sapriza, 2009. "Heterogeneous Borrowers In Quantitative Models Of Sovereign Default," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 50(4), pages 1129-1151, November.
    54. Fabrice Collard & Michel Habib & Jean-Charles Rochet, 2015. "Sovereign Debt Sustainability In Advanced Economies," Journal of the European Economic Association, European Economic Association, vol. 13(3), pages 381-420, June.
    55. Juan Carlos Hatchondo & Leonardo Martinez & Horacio Sapriza, 2009. "On the cyclicality of the interest rate in emerging economy models: solution methods matter," Working Paper 09-13, Federal Reserve Bank of Richmond.
    56. Fink, Fabian & Scholl, Almuth, 2016. "A quantitative model of sovereign debt, bailouts and conditionality," Journal of International Economics, Elsevier, vol. 98(C), pages 176-190.
    57. Ludwig, Maximilian, 2013. "Government Debt and Default in a Minimal State," Working Papers 30/2013, Universidade Portucalense, Centro de Investigação em Gestão e Economia (CIGE).
    58. Araujo, Aloisio & Leon, Marcia & Santos, Rafael, 2013. "Welfare analysis of currency regimes with defaultable debts," Journal of International Economics, Elsevier, vol. 89(1), pages 143-153.
    59. Gabriel Mihalache, 2017. "Sovereign Default Resolution Through Maturity Extension," Department of Economics Working Papers 17-08, Stony Brook University, Department of Economics.
    60. Malik, Samreen, 2014. "Ex-ante implications of sovereign default," Journal of Banking & Finance, Elsevier, vol. 49(C), pages 386-397.
    61. Filippo Brutti & Philip Sauré, 2016. "Repatriation Of Debt In The Euro Crisis," Journal of the European Economic Association, European Economic Association, vol. 14(1), pages 145-174, February.
    62. Aguiar, Mark & Amador, Manuel, 2014. "Sovereign Debt," Handbook of International Economics, Elsevier.
    63. Joy, Mark, 2012. "Sovereign default and macroeconomic tipping points," Research Technical Papers 10/RT/12, Central Bank of Ireland.
    64. Eijffinger, Sylvester C W & Karatas, Bilge, 2013. "Three Sisters: The Interlinkage between Sovereign Debt, Currency and Banking Crises," CEPR Discussion Papers 9369, C.E.P.R. Discussion Papers.
    65. Filippo Brutti & Philip Ulrich Sauré, 2014. "Repatriation of Debt in the Euro Crisis: Evidence for the Secondary Market Theory," Working Papers 2014-03, Swiss National Bank.
    66. Demian Pouzo & Ignacio Presno, 2015. "Optimal Taxation with Endogenous Default under Incomplete Markets," Papers 1508.03924, arXiv.org, revised May 2016.
    67. Ilzetzki, Ethan, 2011. "Rent-seeking distortions and fiscal procyclicality," Journal of Development Economics, Elsevier, vol. 96(1), pages 30-46, September.
    68. Phan, Toan, 2017. "A model of sovereign debt with private information," Journal of Economic Dynamics and Control, Elsevier, vol. 83(C), pages 1-17.
    69. Enrique G. Mandoza & Vivian Z. Yue, 2008. "A solution to the default risk-business cycle disconnect," International Finance Discussion Papers 924, Board of Governors of the Federal Reserve System (U.S.).
    70. Enrique G. Mendoza & Vivian Z. Yue, 2008. "A Solution to the Disconnect between Country Risk and Business Cycle Theories," NBER Working Papers 13861, National Bureau of Economic Research, Inc.
    71. Correa, Ricardo & Sapriza, Horacio, 2014. "Sovereign Debt Crises," International Finance Discussion Papers 1104, Board of Governors of the Federal Reserve System (U.S.).
    72. Ludwig, Maximilian, 2014. "How well do we understand sovereign debt crisis? Evidence from Latin America," Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100531, Verein für Socialpolitik / German Economic Association.
    73. Diego J. Perez, 2015. "Sovereign Debt, Domestic Banks and the Provision of Public Liquidity," Discussion Papers 15-016, Stanford Institute for Economic Policy Research.
    74. Huseyin Ozturk*, 2014. "The origin of bias in sovereign credit ratings: reconciling agency views with institutional quality," Journal of Developing Areas, Tennessee State University, College of Business, vol. 48(4), pages 161-188, October-D.
    75. Mark Aguiar & Manuel Amador, 2013. "Sovereign Debt: A Review," NBER Working Papers 19388, National Bureau of Economic Research, Inc.
    76. Eichler, Stefan, 2015. "How Do Political Factors Shape the Bank Risk-Sovereign Risk Nexus in Emerging Markets?," Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 112877, Verein für Socialpolitik / German Economic Association.
    77. Juan Carlos Hatchondo & Leonardo Martinez & Horacio Sapriza, 2007. "Quantitative models of sovereign default and the threat of financial exclusion," Economic Quarterly, Federal Reserve Bank of Richmond, issue Sum, pages 251-286.
    78. Benedikt Mihm, 2016. "Mispricing of Risk in Sovereign Bond Markets with Asymmetric Information," German Economic Review, Verein für Socialpolitik, vol. 17(4), pages 491-511, November.

Articles

  1. Ana María Aguilar Argaez & Gabriel Cuadra & Claudia Ramírez Bulos & Daniel Sámano Peñaloza, 2014. "Anclaje de las expectativas de inflación ante choques de oferta adversos," Monetaria, Centro de Estudios Monetarios Latinoamericanos, vol. 0(1), pages 55-89, enero-jun.

    Cited by:

    1. Aguilar-Argaez Ana María & Elizondo Rocío & Roldán-Peña Jessica, 2016. "Break-Even-Inflation's Decomposition in Mexico," Working Papers 2016-22, Banco de México.

  2. Ana María Aguilar Argaez & Gabriel Cuadra & Claudia Ramírez Bulos & Daniel Sámano Peñaloza, 2014. "Anchoring of Inflation Expectations after Adverse Supply Shocks," Monetaria, Centro de Estudios Monetarios Latinoamericanos, vol. 0(1), pages 49-81, January-J.

    Cited by:

    1. Dzmitry Kruk, 2016. "SVAR Approach for Extracting Inflation Expectations Given Severe Monetary Shocks: Evidence from Belarus," BEROC Working Paper Series 39, Belarusian Economic Research and Outreach Center (BEROC).

  3. Gabriel Cuadra & Juan Sanchez & Horacio Sapriza, 2010. "Fiscal Policy and Default Risk in Emerging Markets," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 13(2), pages 452-469, April.
    See citations under working paper version above.
  4. Cuadra, Gabriel & Sapriza, Horacio, 2008. "Sovereign default, interest rates and political uncertainty in emerging markets," Journal of International Economics, Elsevier, vol. 76(1), pages 78-88, September.
    See citations under working paper version above.

Software components

    Sorry, no citations of software components recorded.

Chapters

  1. José Sidaoui & Manuel Ramos-Francia & Gabriel Cuadra, 2011. "Global liquidity, capital flows and challenges for policymakers: the Mexican experience," BIS Papers chapters,in: Bank for International Settlements (ed.), Capital flows, commodity price movements and foreign exchange intervention, volume 57, pages 239-260 Bank for International Settlements.

    Cited by:

    1. Vitor Castro & Megumi Kubota, 2013. "Duration dependence and change-points in the likelihood of credit booms ending," GEMF Working Papers 2013-17, GEMF, Faculty of Economics, University of Coimbra.
    2. Luis Felipe Céspedes & Roberto Chang & Andrés Velasco, 2012. "Is Inflation Targeting Still On Target?," NBER Working Papers 18570, National Bureau of Economic Research, Inc.

  2. Jose Sidaoui & Manuel Ramos-Francia & Manuel Gabriel Cuadra, 2011. "The global financial crisis and policy response in Mexico," BIS Papers chapters,in: Bank for International Settlements (ed.), The global crisis and financial intermediation in emerging market economies, volume 54, pages 279-298 Bank for International Settlements.

    Cited by:

    1. Ramon Moreno, 2011. "Foreign exchange market intervention in EMEs: implications for central banks," BIS Papers chapters,in: Bank for International Settlements (ed.), Capital flows, commodity price movements and foreign exchange intervention, volume 57, pages 65-86 Bank for International Settlements.
    2. Ramon Moreno & Agustin Villar, 2011. "Impact of the crisis on local money and debt markets in emerging market economies," BIS Papers chapters,in: Bank for International Settlements (ed.), The global crisis and financial intermediation in emerging market economies, volume 54, pages 49-72 Bank for International Settlements.
    3. Cruces Guillermo & Fields Gary S. & Jaume David & Viollaz Mariana, 2015. "The growth-employment-poverty nexus in Latin America in the 2000s: Mexico country study," WIDER Working Paper Series 079, World Institute for Development Economic Research (UNU-WIDER).
    4. Ramon Moreno, 2011. "The global crisis and financial intermediation in emerging market economies: an overview," BIS Papers chapters,in: Bank for International Settlements (ed.), The global crisis and financial intermediation in emerging market economies, volume 54, pages 1-10 Bank for International Settlements.
    5. José Sidaoui & Manuel Ramos-Francia & Gabriel Cuadra, 2011. "Global liquidity, capital flows and challenges for policymakers: the Mexican experience," BIS Papers chapters,in: Bank for International Settlements (ed.), Capital flows, commodity price movements and foreign exchange intervention, volume 57, pages 239-260 Bank for International Settlements.
    6. Carlos A. Ibarra, 2014. "Trade, investment, and capital flows:Mexico's macroeconomic adjustment to the Great Recession," Working Paper Series Sobre México 2014002, Sobre México. Temas en economía.
    7. Philip Turner, 2012. "Weathering financial crisis: domestic bond markets in EMEs," BIS Papers chapters,in: Bank for International Settlements (ed.), Weathering financial crises: bond markets in Asia and the Pacific, volume 63, pages 15-34 Bank for International Settlements.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 8 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-CBA: Central Banking (6) 2007-06-30 2009-03-28 2011-12-19 2014-10-17 2014-10-22 2016-06-25. Author is listed
  2. NEP-MAC: Macroeconomics (6) 2009-03-14 2009-03-28 2011-12-19 2014-06-28 2014-10-17 2016-06-25. Author is listed
  3. NEP-DGE: Dynamic General Equilibrium (4) 2007-06-30 2009-03-28 2014-06-28 2016-06-25
  4. NEP-MON: Monetary Economics (2) 2014-10-17 2016-06-25
  5. NEP-BAN: Banking (1) 2016-06-25
  6. NEP-EEC: European Economics (1) 2014-10-22
  7. NEP-LAM: Central & South America (1) 2014-10-22
  8. NEP-NET: Network Economics (1) 2016-06-25
  9. NEP-OPM: Open Economy Macroeconomics (1) 2016-06-25
  10. NEP-RMG: Risk Management (1) 2007-06-30

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