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Gabriela Mundaca

Personal Details

First Name:Gabriela
Middle Name:
Last Name:Mundaca
Suffix:
RePEc Short-ID:pmu281
[This author has chosen not to make the email address public]

Affiliation

Department of Economics
University of Maryland

College Park, Maryland (United States)
http://www.bsos.umd.edu/econ/

: 301-405-3266
301-405-3542
College Park, MD 20742
RePEc:edi:deumdus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Mundaca, Gabriela, 2015. "Energy Subsidies, Public Investment and Endogenous Growth," MPRA Paper 65741, University Library of Munich, Germany.
  2. Mundaca, Gabriela, 2015. "Multi-product firms, exports and exchange rate policies. Evidence from an emerging economy," MPRA Paper 65751, University Library of Munich, Germany.
  3. Mundaca, Gabriela, 2011. "Exchange rate uncertainty and optimal participation in international trade," Policy Research Working Paper Series 5593, The World Bank.
  4. Mundaca, Gabriela, 2011. "Short-run vs. long-run cooperation among the G-20 countries," MPRA Paper 33204, University Library of Munich, Germany, revised 28 Jun 2011.
  5. Mundaca, B. Gabriela, 2011. "How does public information on central bank intervention strategies affect exchange rate volatility ? the case of Peru," Policy Research Working Paper Series 5579, The World Bank.
  6. Mundaca, Gabriela, 2008. "“Corporate investment, cash flow level and market imperfections”," MPRA Paper 20502, University Library of Munich, Germany, revised 16 Aug 2009.
  7. Mundaca, Gabriela, 2008. "Monitoring, Liquidity and Financial Crises," MPRA Paper 20501, University Library of Munich, Germany, revised 01 Oct 2009.
  8. Mundaca, B. Gabriela, 2007. "Corporate investment, cash flow level and market imperfections: The case of Norway," Memorandum 03/2007, Oslo University, Department of Economics, revised 23 Feb 2009.
  9. Mundaca, B. Gabriela, 2007. "Monitoring, liquidity provision and financial crisis," Memorandum 04/2007, Oslo University, Department of Economics, revised 01 Mar 2009.
  10. B. Gabriela Mundaca & Jon Strand, 2004. "A Risk Allocation Approach to Optimal Exchange Rate Policy," CESifo Working Paper Series 1361, CESifo Group Munich.
  11. Mundaca, Gabriela, 2003. "A Drift of the "Drift Adjustment Method"," Memorandum 16/2002, Oslo University, Department of Economics.
  12. Mundaca, Gabriela, 2003. "Optimal bailout during currency and financial crises: A sequential game analysis," Memorandum 27/2002, Oslo University, Department of Economics.
  13. B. Gabriela Mundaca, 2002. "Moral Hazard Effects of Bailing out under Asymmetric Information," CESifo Working Paper Series 789, CESifo Group Munich.
  14. Mundaca,B.G. & Strand,J., 1999. "Speculative attacks in the exchange market with a band policy : a sequential game analysis," Memorandum 01/1999, Oslo University, Department of Economics.
  15. Mundaca, G., 1989. "Nonlinear Rational Expectations Model Of Demand For Input For U.S. And Norwegian Economics," Memorandum 02/1989, Oslo University, Department of Economics.
  16. Michael D. Hurd & B. Gabriela Mundaca, 1987. "The Importance of Gifts and Inheritances Among the Affluent," NBER Working Papers 2415, National Bureau of Economic Research, Inc.

Articles

  1. Mundaca, Gabriela, 2017. "Energy subsidies, public investment and endogenous growth," Energy Policy, Elsevier, vol. 110(C), pages 693-709.
  2. Mundaca, Gabriela, 2017. "How much can CO2 emissions be reduced if fossil fuel subsidies are removed?," Energy Economics, Elsevier, vol. 64(C), pages 91-104.
  3. Gabriela Mundaca, 2013. "Oil prices and exchange rate volatility in Arab countries," Applied Economics Letters, Taylor & Francis Journals, vol. 20(1), pages 41-47, January.
  4. B. Gabriela Mundaca, 2009. "Remittances, Financial Market Development, and Economic Growth: The Case of Latin America and the Caribbean," Review of Development Economics, Wiley Blackwell, vol. 13(2), pages 288-303, May.
  5. B. Gabriela Mundaca & Jon Strand, 2005. "A risk allocation approach to optimal exchange rate policy," Oxford Economic Papers, Oxford University Press, vol. 57(3), pages 398-421, July.
  6. Gabriela Mundaca, 2004. "Modelling Probabilities of Devaluations," Economica, London School of Economics and Political Science, vol. 71, pages 13-37, February.
  7. Gabriela Mundaca, B., 2001. "Erratum to "The effect of interventions on realignment probabilities": [Journal of International Financial Markets, Institutions and Money 10 (2000) 323-347]," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 11(2), pages 239-240, June.
  8. Mundaca, B. Gabriela, 2001. "Central bank interventions and exchange rate band regimes," Journal of International Money and Finance, Elsevier, vol. 20(5), pages 677-700, October.
  9. Gabriela Mundaca, B., 2000. "The effect of interventions on realignment probabilities," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 10(3-4), pages 323-347, December.
  10. Mundaca, Gabriela & Oksendal, Bernt, 1998. "Optimal stochastic intervention control with application to the exchange rate," Journal of Mathematical Economics, Elsevier, vol. 29(2), pages 225-243, March.
  11. Mundaca, B Gabriela, 1991. " The Volatility of the Norwegian Currency Basket," Scandinavian Journal of Economics, Wiley Blackwell, vol. 93(1), pages 53-73.

Chapters

  1. Michael D. Hurd & B. Gabriela Mundaca, 1989. "The Importance of Gifts and Inheritances Among the Affluent," NBER Chapters,in: The Measurement of Saving, Investment, and Wealth, pages 737-764 National Bureau of Economic Research, Inc.

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. Mundaca, Gabriela, 2015. "Energy Subsidies, Public Investment and Endogenous Growth," MPRA Paper 65741, University Library of Munich, Germany.

    Cited by:

    1. Mundaca, Gabriela, 2017. "How much can CO2 emissions be reduced if fossil fuel subsidies are removed?," Energy Economics, Elsevier, vol. 64(C), pages 91-104.

  2. Mundaca, Gabriela, 2011. "Exchange rate uncertainty and optimal participation in international trade," Policy Research Working Paper Series 5593, The World Bank.

    Cited by:

    1. World Bank, 2011. "Global Development Horizons 2011 : Multipolarity - The New Global Economy," World Bank Publications, The World Bank, number 2313.

  3. Mundaca, Gabriela, 2003. "Optimal bailout during currency and financial crises: A sequential game analysis," Memorandum 27/2002, Oslo University, Department of Economics.

    Cited by:

    1. Bems, Rudolfs & Jönsson, Kristian, 2002. "Financial Crisis in Emerging Markets and the Optimal Bailout Policy," SSE/EFI Working Paper Series in Economics and Finance 520, Stockholm School of Economics, revised 08 Oct 2004.

  4. Michael D. Hurd & B. Gabriela Mundaca, 1987. "The Importance of Gifts and Inheritances Among the Affluent," NBER Working Papers 2415, National Bureau of Economic Research, Inc.

    Cited by:

    1. Wojciech Kopczuk & Joseph P. Lupton, 2004. "To leave or not to leave: the distribution of bequest motives," Finance and Economics Discussion Series 2004-33, Board of Governors of the Federal Reserve System (U.S.).
    2. Rajnish Mehra & Facundo Piguillem & Edward C. Prescott, 2011. "Costly financial intermediation in neoclassical growth theory," Quantitative Economics, Econometric Society, vol. 2(1), pages 1-36, March.
    3. Rajnish Mehra & Edwarad C Prescott & Facundo Piguillem, 2007. "Intermediated Quantities and Returns," Levine's Bibliography 122247000000001580, UCLA Department of Economics.
    4. Jeffrey Brown & Scott Weisbenner, 2004. "Intergenerational Transfers and Savings Behavior," NBER Chapters,in: Perspectives on the Economics of Aging, pages 181-204 National Bureau of Economic Research, Inc.
    5. Michael D. Hurd, 1989. "Issues and Results from Research on the Elderly I: Economic Status (Part I of III Parts)," NBER Working Papers 3018, National Bureau of Economic Research, Inc.
    6. Jeffrey R. Brown & Scott J. Weisbenner, 2002. "Is a Bird in Hand Worth More than a Bird in the Bush? Intergenerational Transfers and Savings Behavior," NBER Working Papers 8753, National Bureau of Economic Research, Inc.
    7. Edward N. Wolff & Maury Gittleman, 2011. "Inheritances and the Distribution of Wealth Or Whatever Happened to the Great Inheritance Boom?," BCL working papers 55, Central Bank of Luxembourg.
    8. William G. Gale & John Karl Scholz, 1991. "Intergenerational Transfers and the Accumulation of Wealth," UCLA Economics Working Papers 624, UCLA Department of Economics.
    9. George M. Constantinides & John B. Donaldson & Rajnish Mehra, 2005. "Junior is Rich: Bequests as Consumption," NBER Working Papers 11122, National Bureau of Economic Research, Inc.
    10. Beverly, Sondra G. & Sherraden, Michael, 1999. "Institutional determinants of saving: implications for low-income households and public policy," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 28(4), pages 457-473.
    11. Peter Mooslechner & Martin Schürz & Pirmin Fessler, 2008. "How Inheritances Relate to Wealth Distribution? Theoretical Reasoning and Empirical Evidence on the Basis of LWS Data," LWS Working papers 6, LIS Cross-National Data Center in Luxembourg.

Articles

  1. Mundaca, Gabriela, 2017. "Energy subsidies, public investment and endogenous growth," Energy Policy, Elsevier, vol. 110(C), pages 693-709.
    See citations under working paper version above.
  2. Mundaca, Gabriela, 2017. "How much can CO2 emissions be reduced if fossil fuel subsidies are removed?," Energy Economics, Elsevier, vol. 64(C), pages 91-104.

    Cited by:

    1. Hadi Sasana & Achma Hendra Setiawan & Fitri Ariyanti & Imam Ghozali, 2017. "The Effect of Energy Subsidy on the Environmental Quality in Indonesia," International Journal of Energy Economics and Policy, Econjournals, vol. 7(5), pages 245-249.

  3. Gabriela Mundaca, 2013. "Oil prices and exchange rate volatility in Arab countries," Applied Economics Letters, Taylor & Francis Journals, vol. 20(1), pages 41-47, January.

    Cited by:

    1. Heidari, Hassan & Babaei Balderlou, Saharnaz & Ebrahimi Torki, Mahyar, 2016. "بررسی اثرگذاری واردات کالاهای مصرفی، واسطه‌ای و سرمایه‌ای در روند انتقال نوسانات قیمت نفت خام به بخش صنعت و معدن در ایران
      [Effects of the Import of Consumption, Intermediate and Capital Goods on Tr
      ," MPRA Paper 79236, University Library of Munich, Germany.
    2. Ahmad, A.H. & Moran Hernandez, Ricardo, 2013. "Asymmetric adjustment between oil prices and exchange rates: Empirical evidence from major oil producers and consumers," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 27(C), pages 306-317.

  4. B. Gabriela Mundaca, 2009. "Remittances, Financial Market Development, and Economic Growth: The Case of Latin America and the Caribbean," Review of Development Economics, Wiley Blackwell, vol. 13(2), pages 288-303, May.

    Cited by:

    1. Karla Borja, 2014. "Social Capital, Remittances and Growth," The European Journal of Development Research, Palgrave Macmillan;European Association of Development Research and Training Institutes (EADI), vol. 26(5), pages 574-596, December.
    2. Michel Beine & Elisabetta Lodigiani & Robert Vermeulen, 2011. "Remittances and Financial Openness," DNB Working Papers 317, Netherlands Central Bank, Research Department.
    3. Thanh Le, 2011. "Remittances for Economic Development: the Investment Perspective," Working Papers 03, Development and Policies Research Center (DEPOCEN), Vietnam.
    4. Laurent Gheeraert & Ritha Sukadi Mata & Daniel Traca, 2010. "Remittances and Domestic Investment in Developing Countries: An Analysis of the Role of Financial Sector Development," Working Papers CEB 10-013.RS, ULB -- Universite Libre de Bruxelles.
    5. Bang, James T. & Mitra, Aniruddha & Wunnava, Phanindra V., 2013. "Financial Liberalization and Remittances: Recent Longitudinal Evidence," IZA Discussion Papers 7497, Institute for the Study of Labor (IZA).
    6. Balli, Faruk & Rana, Faisal, 2015. "Determinants of risk sharing through remittances," Journal of Banking & Finance, Elsevier, vol. 55(C), pages 107-116.
    7. Anwar, Sajid & Cooray, Arusha, 2015. "Financial flows and per capita income in developing countries," International Review of Economics & Finance, Elsevier, vol. 35(C), pages 304-314.
    8. Ibrahim Ahamada & Dramane Coulibaly, 2011. "How does financial development influence the impact of remittances on growth volatility?," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00629898, HAL.
    9. Yasser Abdih & Ralph Chami & Christian H Ebeke & Adolfo Barajas, 2012. "Remittances Channel and Fiscal Impact in the Middle East, North Africa, and Central Asia," IMF Working Papers 12/104, International Monetary Fund.
    10. Aggarwal, Reena & Demirgüç-Kunt, Asli & Pería, Maria Soledad Martínez, 2011. "Do remittances promote financial development?," Journal of Development Economics, Elsevier, vol. 96(2), pages 255-264, November.
    11. Bettin, Giulia & Paçacı Elitok, Seçil & Straubhaar, Thomas, 2012. "Causes and consequences of the downturn in financial remittances to Turkey: A descriptive approach," Edition HWWI: Chapters,in: Turkey, migration and the EU, pages 133-166 Hamburg Institute of International Economics (HWWI).
    12. Ronald Kumar, 2014. "Exploring the nexus between tourism, remittances and growth in Kenya," Quality & Quantity: International Journal of Methodology, Springer, vol. 48(3), pages 1573-1588, May.
    13. Faruk Balli & Faisal Rana, 2014. "Determinants of risk sharing through remittances: cross-country evidence," CAMA Working Papers 2014-12, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    14. Jean-Louis Combes & Christian Hubert Ebeke & Mathilde Maurel & Thierry Yogo, 2011. "Remittances and the prevalence of working poor," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00587797, HAL.
    15. Kumar, Ronald Ravinesh, 2013. "Remittances and economic growth: A study of Guyana," Economic Systems, Elsevier, vol. 37(3), pages 462-472.
    16. Wadood, Syed Naimul & Hossain, Md. Amzad, 2016. "Microeconomic Impact of Remittances on Household Welfare: Evidences from Bangladesh," MPRA Paper 76956, University Library of Munich, Germany.
    17. Anzoategui, Diego & Demirgüç-Kunt, Asli & Martínez Pería, María Soledad, 2014. "Remittances and Financial Inclusion: Evidence from El Salvador," World Development, Elsevier, vol. 54(C), pages 338-349.
    18. Ziesemer, Thomas H.W., 2012. "Worker remittances, migration, accumulation and growth in poor developing countries: Survey and analysis of direct and indirect effects," Economic Modelling, Elsevier, vol. 29(2), pages 103-118.
    19. Gloria Clarissa O. Dzeha, 2016. "The decipher, theory or empirics: a review of remittance studies," African Journal of Accounting, Auditing and Finance, Inderscience Enterprises Ltd, vol. 5(2), pages 113-134.
    20. Dramane Coulibaly, 2015. "Remittances and financial development in Sub-Saharan African countries: A system approach," Post-Print hal-01385958, HAL.
    21. Cooray Arusha & Mallick Debdulal, 2013. "International business cycles and remittance flows," The B.E. Journal of Macroeconomics, De Gruyter, vol. 13(1), pages 1-33, September.
    22. Ronald Kumar & Peter Stauvermann, 2014. "Exploring the nexus between remittances and economic growth: a study of Bangladesh," International Review of Economics, Springer;Happiness Economics and Interpersonal Relations (HEIRS), vol. 61(4), pages 399-415, December.
    23. Giulia Bettin & Alberto Zazzaro, 2016. "The Impact of Natural Disasters on Remittances to Low- and Middle-income Countries," Development Working Papers 393, Centro Studi Luca d'Agliano, University of Milano, revised 30 May 2016.
    24. Nyamongo, Esman Morekwa & Misati, Roseline N. & Kipyegon, Leonard & Ndirangu, Lydia, 2012. "Remittances, financial development and economic growth in Africa," Journal of Economics and Business, Elsevier, vol. 64(3), pages 240-260.
    25. Abida Zouheir & Imen Mohamed Sghaier, 2014. "Remittances, Financial Development and Economic Growth: The Case of North African Countries," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, vol. 17(51), pages 137-170, March.
    26. Jawaid, Syed Tehseen & Raza, Syed Ali, 2012. "Remittances, Growth and Convergence: Evidence from Developed and Developing Countries," MPRA Paper 39002, University Library of Munich, Germany.
    27. Murshed Chowdhury, 2016. "Financial Development, Remittances and Economic Growth: Evidence Using a Dynamic Panel Estimation," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, vol. 10(1), pages 35-54, February.
    28. Kalaj, Ermira Hoxha, 2010. "Are Remittances Spent in a Healthy Way? Evidence from Albania," MPRA Paper 49172, University Library of Munich, Germany.
    29. Díaz, Violeta & Soydemir, Gökçe, 2013. "Regional foreclosures and Mexican remittances: Evidence from the housing market crisis," The North American Journal of Economics and Finance, Elsevier, vol. 24(C), pages 74-86.
    30. Yaşar AYYILDIZ, 2014. "İşçi Dövizlerinin Kırgızistan Açısından Değerlendirilmesi: Göçmen İşçiler Araştırması," Sosyoekonomi Journal, Sosyoekonomi Society, issue 21(21).
    31. Mookerjee, Rajen & Kalipioni, Paul, 2010. "Availability of financial services and income inequality: The evidence from many countries," Emerging Markets Review, Elsevier, vol. 11(4), pages 404-408, December.
    32. Coon, Michael & Neumann, Rebecca, 2015. "Follow the Money: Remittance Responses to FDI Inflows," MPRA Paper 62220, University Library of Munich, Germany.
    33. Bjuggren, Per-Olof & Dzansi, James & Shukur, Ghazi, 2010. "Remittances and Investment," Working Paper Series in Economics and Institutions of Innovation 216, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies.
    34. Cooray, Arusha, 2012. "Migrant remittances, financial sector development and the government ownership of banks: Evidence from a group of non-OECD economies," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 22(4), pages 936-957.
    35. Lim, Sokchea & Simmons, Walter O., 2015. "Do remittances promote economic growth in the Caribbean Community and Common Market?," Journal of Economics and Business, Elsevier, vol. 77(C), pages 42-59.
    36. Antonio Ruíz Porras & Guillermo Rosales Jaramillo, 2014. "Crecimiento económico, banca y desarrollo financiero: evidencia internacional," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, vol. 29(2), pages 263-300.
    37. Fromentin, Vincent, 2017. "The long-run and short-run impacts of remittances on financial development in developing countries," The Quarterly Review of Economics and Finance, Elsevier, vol. 66(C), pages 192-201.
    38. Bang, James T. & Mitra, Aniruddha & Wunnava, Phanindra V., 2016. "Do remittances improve income inequality? An instrumental variable quantile analysis of the Kenyan case," Economic Modelling, Elsevier, vol. 58(C), pages 394-402.
    39. Sokchea Lim & Walter O. Simmons, 2016. "What Have Remittances Done to Development? Evidence from the Caribbean Community and Common Market," The Review of Black Political Economy, Springer;National Economic Association, vol. 43(3), pages 343-361, December.

  5. Gabriela Mundaca, 2004. "Modelling Probabilities of Devaluations," Economica, London School of Economics and Political Science, vol. 71, pages 13-37, February.

    Cited by:

    1. Paul Hallwood & Ronald MacDonald, 2008. "International Money and Finance," Working papers 2008-02, University of Connecticut, Department of Economics.

  6. Mundaca, B. Gabriela, 2001. "Central bank interventions and exchange rate band regimes," Journal of International Money and Finance, Elsevier, vol. 20(5), pages 677-700, October.

    Cited by:

    1. Beine, Michel & Laurent, Sébastien & Palm, Franz C., 2009. "Central bank FOREX interventions assessed using realized moments," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 19(1), pages 112-127, February.
    2. Peter Brandner & Harald Grech & Helmut Stix, 2001. "The Effectiveness of Central Bank Intervention in the EMS: The Post 1993 Experience," Working Papers 55, Oesterreichische Nationalbank (Austrian Central Bank).
    3. Oleg Korenok & Stanislav Radchenko, 2005. "The smooth transition autoregressive target zone model with the Gaussian stochastic volatility and TGARCH error terms with applications," Working Papers 0505, VCU School of Business, Department of Economics.
    4. Michel Beine & Sébastien Laurent & Franz Palm, "undated". "Central bank intervention in the foreign exchange markets assessed using realized moments," ULB Institutional Repository 2013/10407, ULB -- Universite Libre de Bruxelles.
    5. Smita Roy Trivedi & P. G. Apte, 2016. "Central Bank Intervention in USD/INR Market: Estimating Its Reaction Function and Impact on Volatility," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 23(3), pages 263-279, September.
    6. Lee, Hsiu-Yun, 2011. "Nonlinear exchange rate dynamics under stochastic official intervention," Economic Modelling, Elsevier, vol. 28(4), pages 1510-1518, July.
    7. Oleg Korenok & Stanislav Radchenko, 2005. "Expectations Anchoring in Inflation Targeting Regimes," Working Papers 0503, VCU School of Business, Department of Economics.
    8. Matías Tapia & Andrea Tokman, 2004. "Effects of Foreign Exchange Intervention under Public Information: The Chilean Case," ECONOMIA JOURNAL OF THE LATIN AMERICAN AND CARIBBEAN ECONOMIC ASSOCIATION, ECONOMIA JOURNAL OF THE LATIN AMERICAN AND CARIBBEAN ECONOMIC ASSOCIATION, vol. 0(Spring 20), pages 215-256, January.
    9. Pippenger, John, 2003. "Modeling foreign exchange intervention: stock versus stock adjustment," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 13(2), pages 137-156, April.
    10. Lee, Hsiu-Yun & Lai, Hung-Pin, 2011. "A structural threshold model of the exchange rate under optimal intervention," Journal of International Money and Finance, Elsevier, vol. 30(6), pages 931-946, October.
    11. François, Pascal & Morellec, Erwan, 2008. "Closed-form solutions to stochastic process switching problems," Journal of Mathematical Economics, Elsevier, vol. 44(11), pages 1072-1083, December.

  7. Gabriela Mundaca, B., 2000. "The effect of interventions on realignment probabilities," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 10(3-4), pages 323-347, December.

    Cited by:

    1. Mundaca, Gabriela, 2003. "A Drift of the "Drift Adjustment Method"," Memorandum 16/2002, Oslo University, Department of Economics.
    2. Ffrench-Davis, Ricardo & Larraín, Guillermo, 2003. "How optimal are the extremes?: Latin American exchange rate policies during the Asian crisis," Copublicaciones, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), number 1797, February.
    3. Lundbergh, Stefan & Terasvirta, Timo, 2006. "A time series model for an exchange rate in a target zone with applications," Journal of Econometrics, Elsevier, vol. 131(1-2), pages 579-609.
    4. Ffrench-Davis, Ricardo & Larraín, Guillermo, 2003. "How optimal are the extremes?: Latin American exchange rate policies during the Asian crisis," Series Históricas 10, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL).

  8. Mundaca, Gabriela & Oksendal, Bernt, 1998. "Optimal stochastic intervention control with application to the exchange rate," Journal of Mathematical Economics, Elsevier, vol. 29(2), pages 225-243, March.

    Cited by:

    1. Parsiad Azimzadeh & Peter A. Forsyth, 2015. "Weakly chained matrices, policy iteration, and impulse control," Papers 1510.03928, arXiv.org, revised Sep 2017.
    2. Ieda, Masashi, 2015. "An implicit method for the finite time horizon Hamilton–Jacobi–Bellman quasi-variational inequalities," Applied Mathematics and Computation, Elsevier, vol. 265(C), pages 163-175.
    3. Erhan Bayraktar & Masahiko Egami, 2007. "The Effects of Implementation Delay on Decision-Making Under Uncertainty," Papers math/0703833, arXiv.org.
    4. Kazutoshi Yamazaki, 2016. "Optimality of two-parameter strategies in stochastic control," Papers 1605.04995, arXiv.org.
    5. Sandun Perera & Winston Buckley, 2017. "On the existence and uniqueness of the optimal central bank intervention policy in a forex market with jumps," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 68(8), pages 877-885, August.
    6. Yiannis Kamarianakis & Anastasios Xepapadeas, 2006. "Stochastic impulse control with discounted and ergodic optimization criteria: A comparative study for the control of risky holdings," Working Papers 0709, University of Crete, Department of Economics.
    7. Christensen, Sören, 2014. "On the solution of general impulse control problems using superharmonic functions," Stochastic Processes and their Applications, Elsevier, vol. 124(1), pages 709-729.
    8. Pekka Matomäki, 2012. "On solvability of a two-sided singular control problem," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 76(3), pages 239-271, December.
    9. Baccarin, Stefano, 2009. "Optimal impulse control for a multidimensional cash management system with generalized cost functions," European Journal of Operational Research, Elsevier, vol. 196(1), pages 198-206, July.
    10. Cadenillas, Abel & Zapatero, Fernando, 1999. "Optimal Central Bank Intervention in the Foreign Exchange Market," Journal of Economic Theory, Elsevier, vol. 87(1), pages 218-242, July.
    11. Antonio Francisco A. Silva Jr., 2010. "Brazilian Strategy for Managing the Risk of Foreign Exchange Rate Exposure During a Crisis," Working Papers Series 207, Central Bank of Brazil, Research Department.
    12. Seydel, Roland C., 2009. "Existence and uniqueness of viscosity solutions for QVI associated with impulse control of jump-diffusions," Stochastic Processes and their Applications, Elsevier, vol. 119(10), pages 3719-3748, October.
    13. Jiatu Cai & Mathieu Rosenbaum & Peter Tankov, 2015. "Asymptotic Lower Bounds for Optimal Tracking: a Linear Programming Approach," Papers 1510.04295, arXiv.org.
    14. Giorgio Ferrari & Tiziano Vargiolu, 2017. "On the Singular Control of Exchange Rates," Papers 1712.02164, arXiv.org.
    15. Isohätälä, Jukka & Milne, Alistair & Robertson, Donald, 2014. "The net worth trap: investment and output dynamics in the presence of financing constraints," Research Discussion Papers 26/2014, Bank of Finland.

  9. Mundaca, B Gabriela, 1991. " The Volatility of the Norwegian Currency Basket," Scandinavian Journal of Economics, Wiley Blackwell, vol. 93(1), pages 53-73.

    Cited by:

    1. Gentjan ÇERA & Eda Dokle & Edmond Çera, 2015. "Do The News Affect The Eur/All Exchange Rate Volatility?," Economic Review: Journal of Economics and Business, University of Tuzla, Faculty of Economics, vol. 13(1), pages 21-28, May.
    2. Steinar Holden & Dag Kolsrud & Birger Vikøren, 1995. "Noisy signals in target zone regimes Theory and Monte Carlo experiments," Discussion Papers 160, Statistics Norway, Research Department.
    3. Mundaca, B. Gabriela, 2001. "Central bank interventions and exchange rate band regimes," Journal of International Money and Finance, Elsevier, vol. 20(5), pages 677-700, October.
    4. Fathi Abid & Moncef Habibi, 2010. "Hedging Transaction Exposure within the Context of a Basket Foreign Exchange Rate Arrangement," Working Papers 523, Economic Research Forum, revised 05 Jan 2010.

Chapters

  1. Michael D. Hurd & B. Gabriela Mundaca, 1989. "The Importance of Gifts and Inheritances Among the Affluent," NBER Chapters,in: The Measurement of Saving, Investment, and Wealth, pages 737-764 National Bureau of Economic Research, Inc.
    See citations under working paper version above.Sorry, no citations of chapters recorded.

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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 6 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-IFN: International Finance (3) 2005-01-02 2011-03-12 2011-03-26
  2. NEP-INT: International Trade (2) 2011-03-26 2015-08-01
  3. NEP-OPM: Open Economy Macroeconomics (2) 2011-03-26 2015-08-01
  4. NEP-ARA: MENA - Middle East & North Africa (1) 2015-08-07
  5. NEP-BEC: Business Economics (1) 2015-08-01
  6. NEP-CBA: Central Banking (1) 2011-03-12
  7. NEP-ENE: Energy Economics (1) 2015-08-07
  8. NEP-FDG: Financial Development & Growth (1) 2015-08-07
  9. NEP-FIN: Finance (1) 2005-01-02
  10. NEP-GRO: Economic Growth (1) 2015-08-07
  11. NEP-MON: Monetary Economics (1) 2011-03-12

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