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Francisco Roch

Personal Details

First Name:Francisco
Middle Name:
Last Name:Roch
Suffix:
RePEc Short-ID:pro681
[This author has chosen not to make the email address public]
https://sites.google.com/site/franroch/

Affiliation

Centro de Estudios Monetarios Latinoamericanos (CEMLA)

México, Mexico
http://www.cemla.org/

: 52 (55) 5061 6680

Durango 54, Col. Roma, México D. F., 06700
RePEc:edi:cemlamx (more details at EDIRC)

Research output

as
Jump to: Working papers

Working papers

  1. Francisco Roch & Harald Uhlig, 2016. "The Dynamics of Sovereign Debt Crises and Bailouts," IMF Working Papers 16/136, International Monetary Fund.
  2. Juan Carlos Hatchondo & Francisco Roch & Leonardo Martinez, 2012. "Fiscal Rules and the Sovereign Default Premium," IMF Working Papers 12/30, International Monetary Fund.

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. Francisco Roch & Harald Uhlig, 2016. "The Dynamics of Sovereign Debt Crises and Bailouts," IMF Working Papers 16/136, International Monetary Fund.

    Cited by:

    1. Russell Cooper & Kalin Nikolov, 2013. "Government Debt and Banking Fragility: The Spreading of Strategic Uncertainty," NBER Working Papers 19278, National Bureau of Economic Research, Inc.
    2. Frauke Schleer & Willi Semmler, 2014. "Financial Sector and Output Dynamics in the Euro Area: Non-linearities Reconsidered," SCEPA working paper series. SCEPA's main areas of research are macroeconomic policy, inequality and poverty, and globalization. 2014-5, Schwartz Center for Economic Policy Analysis (SCEPA), The New School.
    3. Mark Aguiar & Manuel Amador & Emmanuel Farhi & Gita Gopinath, 2013. "Crisis and Commitment: Inflation Credibility and the Vulnerability to Sovereign Debt Crises," NBER Working Papers 19516, National Bureau of Economic Research, Inc.
    4. Hirano, Tomohiro & Inaba, Masaru & Yanagawa, Noriyuki, 2015. "Asset bubbles and bailouts," Journal of Monetary Economics, Elsevier, vol. 76(S), pages 71-89.
    5. Willi Semmler & Lars Grüne & Marleen Stieler, 2013. "Using Nonlinear Model Predictive Control for Dynamic Decision Problems in Economics," EcoMod2013 5782, EcoMod.
    6. Juessen, Falko & Schabert, Andreas, 2013. "Fiscal Policy, Sovereign Default, and Bailouts," IZA Discussion Papers 7805, Institute for the Study of Labor (IZA).
    7. Harald Uhlig, 2013. "Sovereign Default Risk and Banks in a Monetary Union," CESifo Working Paper Series 4368, CESifo Group Munich.
    8. Mittnik, Stefan & Semmler, Willi, 2018. "Overleveraging, Financial Fragility, And The Banking–Macro Link: Theory And Empirical Evidence," Macroeconomic Dynamics, Cambridge University Press, vol. 22(01), pages 4-32, January.
    9. Semmler, Willi & Chen, Pu, 2014. "Financial stress, regime switching and macrodynamics: Theory and empirics for the US, the EU and non-EU countries," Economics - The Open-Access, Open-Assessment E-Journal, Kiel Institute for the World Economy (IfW), vol. 8, pages 1-42.
    10. Alessandro Dovis & Luigi Bocola, 2015. "Indeterminacy in Sovereign Debt Markets: An Empirical Investigation," 2015 Meeting Papers 694, Society for Economic Dynamics.
    11. Mark Gertler & Nobuhiro Kiyotaki, 2013. "Banking, Liquidity and Bank Runs in an Infinite Horizon Economy," 2013 Meeting Papers 59, Society for Economic Dynamics.
    12. Schleer, Frauke & Semmler, Willi, 2014. "Financial sector-output dynamics in the euro area: Non-linearities reconsidered," ZEW Discussion Papers 13-068 [rev.], ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
    13. Fernando Broner & Aitor Erce & Alberto Martin & Jaume Ventura, 2013. "Sovereign Debt Markets in Turbulent Times: Creditor Discrimination and Crowding-Out Effects," NBER Working Papers 19676, National Bureau of Economic Research, Inc.
    14. Galo Nuño & Carlos Thomas, 2015. "Monetary policy and sovereign debt vulnerability," Working Papers 1517, Banco de España;Working Papers Homepage.
    15. Fernando Broner & Aitor Erce & Alberto Martin & Jaume Ventura, 2013. "Sovereign Debt Markets in Turbulent Times; Creditor Discrimination and Crowding-Out," IMF Working Papers 13/270, International Monetary Fund.
    16. Russell Cooper & Antoine Camous, 2016. ""Whatever it takes" is all you need: monetary policy and debt fragility," 2016 Meeting Papers 863, Society for Economic Dynamics.
    17. Willi Semmler & Christian R. Proaño, 2015. "Escape Routes from Sovereign Default Risk in the Euro Area," International Symposia in Economic Theory and Econometrics,in: Monetary Policy in the Context of the Financial Crisis: New Challenges and Lessons, volume 24, pages 163-193 Emerald Publishing Ltd.
    18. 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.
    19. Ernst, Ekkehard & Semmler, Willi & Haider, Alexander, 2017. "Debt-deflation, financial market stress and regime change – Evidence from Europe using MRVAR," Journal of Economic Dynamics and Control, Elsevier, vol. 81(C), pages 115-139.
    20. Matheron, J. & Mojon, B. & Sahuc, J.G., 2012. "The sovereign debt crisis and monetary policy," Financial Stability Review, Banque de France, issue 16, pages 155-167, April.
    21. Marie Hoerova & Harald Uhlig & Fiorella De Fiore, 2017. "The Macroeconomic Impact of Money Market Freezes," 2017 Meeting Papers 1092, Society for Economic Dynamics.
    22. 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).
    23. Willi Semmler & André Semmler & Christian Schoder, 2013. "Makroökonomische Effekte der Haushaltskonsolidierung in der Europäischen Union," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, vol. 82(4), pages 163-180.
    24. Antoine Camous & Russell Cooper, 2014. "Monetary Policy and Debt Fragility," NBER Working Papers 20650, National Bureau of Economic Research, Inc.
    25. Russell Cooper, 2012. "Debt Fragility and Bailouts," NBER Working Papers 18377, National Bureau of Economic Research, Inc.
    26. Arellano, Cristina & Bai, Yan & Lizarazo, Sandra, 2017. "Sovereign Risk Contagion," Staff Report 559, Federal Reserve Bank of Minneapolis.
    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. Luigi Bocola & Alessandro Dovis, 2016. "Self-Fulfilling Debt Crises: A Quantitative Analysis," NBER Working Papers 22694, National Bureau of Economic Research, Inc.
    29. Juan Carlos Conesa & Timothy J. Kehoe, 2017. "Gambling for redemption and self-fulfilling debt crises," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 64(4), pages 707-740, December.
    30. Chen, Pu & Semmler, Willi, 2013. "Financial stress, regime switching and macrodynamics: Theory and empirics for the US, EU and non-EU countries," Economics Discussion Papers 2013-24, Kiel Institute for the World Economy (IfW).
    31. Leonardo Martinez & Juan Hatchondo & Burhanettin Kuruscu & Bulent Guler, 2014. "Sovereign Bailouts," 2014 Meeting Papers 1278, Society for Economic Dynamics.
    32. Giancarlo Corsetti & Luca Dedola, 2012. "The "Mystery of the Printing Press" Monetary Policy and Self-fulfilling Debt Crises," Discussion Papers 1424, Centre for Macroeconomics (CFM), revised Aug 2014.
    33. Timm M. Prein & Almuth Scholl, 2018. "The Impact of Bailouts on Political Turnover and Sovereign Default Risk," Working Paper Series of the Department of Economics, University of Konstanz 2018-04, Department of Economics, University of Konstanz.
    34. Aguiar, Mark & Chatterjee, Satyajit & Cole, Harold L. & Stangebye, Zachary, 2017. "Self-Fulfilling Debt Crises, Revisited: The Art of the Desperate Deal," Working Papers 17-7, Federal Reserve Bank of Philadelphia.
    35. Vitor Gaspar, 2014. "The Making of a Continental Financial System; Lessons for Europe from Early American History," IMF Working Papers 14/183, International Monetary Fund.
    36. Occhino, Filippo, 2017. "The 2012 eurozone crisis and the ECB’s OMT program: A debt-overhang banking and sovereign crisis interpretation," European Economic Review, Elsevier, vol. 100(C), pages 337-363.
    37. 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.
    38. Große Steffen, Christoph, 2015. "Uncertainty shocks and non-fundamental debt crises: An ambiguity approach," Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 112936, Verein für Socialpolitik / German Economic Association.
    39. Florian Kirsch & Ronald Rühmkorf, 2017. "Sovereign borrowing, financial assistance, and debt repudiation," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 64(4), pages 777-804, December.

  2. Juan Carlos Hatchondo & Francisco Roch & Leonardo Martinez, 2012. "Fiscal Rules and the Sovereign Default Premium," IMF Working Papers 12/30, International Monetary Fund.

    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. Chakraborty, Pinaki, 2017. "Federalism, Fiscal Space, and Public Investment Spending: Do Fiscal Rules Impose Hard Budget Constraints?," ADBI Working Papers 637, Asian Development Bank Institute.
    3. Aguiar, M. & Chatterjee, S. & Cole, H. & Stangebye, Z., 2016. "Quantitative Models of Sovereign Debt Crises," Handbook of Macroeconomics, Elsevier.
    4. Marina Azzimonti & Marco Battaglini & Stephen Coate, 2015. "The Costs and Benefits of Balanced Budget Rules: Lessons from a Political Economy Model of Fiscal Policy," Department of Economics Working Papers 15-03, Stony Brook University, Department of Economics.
    5. 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.
    6. Daniel Kapp, 2012. "The optimal size of the European Stability Mechanism: A cost-benefit analysis," DNB Working Papers 349, Netherlands Central Bank, Research Department.
    7. Juan Carlos Hatchondo & Leonardo Martinez, 2013. "Sudden stops, time inconsistency, and the duration of sovereign debt," Working Paper 13-08, Federal Reserve Bank of Richmond.
    8. Isabelle Joumard & Peter Hoeller & Jean-Marc Fournier & Hermes Morgavi, 2017. "Public debt in India: Moving towards a prudent level?," OECD Economics Department Working Papers 1400, OECD Publishing.
    9. Juan Carlos Hatchondo & Leonardo Martinez & Cesar Sosa Padilla, 2013. "Voluntary Sovereign Debt Exchanges," Department of Economics Working Papers 2013-13, McMaster University.
    10. Francisco Roch & Harald Uhlig, 2016. "The Dynamics of Sovereign Debt Crises and Bailouts," IMF Working Papers 16/136, International Monetary Fund.
    11. Hatchondo, Juan Carlos & Martinez, Leonardo & Onder, Yasin Kursat, 2017. "Non-defaultable debt and sovereign risk," Journal of International Economics, Elsevier, vol. 105(C), pages 217-229.
    12. Leonardo Martinez & Juan Hatchondo, 2017. "Sovereign Cocos and the Reprofiling of Debt Payments," 2017 Meeting Papers 1435, Society for Economic Dynamics.
    13. Heinemann, Friedrich & Osterloh, Steffen & Kalb, Alexander, 2013. "Sovereign risk premia: The link between fiscal rules and stability culture," ZEW Discussion Papers 13-016, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
    14. Ludovit Odor, 2016. "What should we include in the Fiscal Space Review?," Discussion Papers Discussion Paper No. 5/20, Council for Budget Responsibility.
    15. Laura Alfaro, 2016. "Fiscal Rules and Sovereign Default," 2016 Meeting Papers 209, Society for Economic Dynamics.
    16. Beetsma, Roel & Mavromatis, Konstantinos, 2012. "An Analysis of Eurobonds," CEPR Discussion Papers 9244, C.E.P.R. Discussion Papers.
    17. Scholl, Almuth, 2017. "The dynamics of sovereign default risk and political turnover," Journal of International Economics, Elsevier, vol. 108(C), pages 37-53.
    18. 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.
    19. Marina Halac & Pierre Yared, 2017. "Fiscal Rules and Discretion under Self-Enforcement," NBER Working Papers 23919, National Bureau of Economic Research, Inc.
    20. Juan Carlos Hatchondo & Leonardo Martinez, 2012. "On the benefits of GDP-indexed government debt: lessons from a model of sovereign defaults," Economic Quarterly, Federal Reserve Bank of Richmond, issue 2Q, pages 139-157.
    21. 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.
    22. Siming Liu & Hewei Shen, 2018. "Fiscal Commitment and Sovereign Default Risk," Caepr Working Papers 2018-003 Classification-E, Center for Applied Economics and Policy Research, Economics Department, Indiana University Bloomington.
    23. Gustavo Adler & Sebastian Sosa, 2013. "External Conditions and Debt Sustainability in Latin America," IMF Working Papers 13/27, International Monetary Fund.
    24. Weneyam Hippolyte Balima & Jean-Louis Combes & Alexandru Minea, 2015. "Sovereign Debt Risk in Emerging Countries: Does Inflation Targeting Adoption Make Any Difference?," Working Papers halshs-01128239, HAL.
    25. Gabriel Mihalache, 2017. "Sovereign Default Resolution Through Maturity Extension," Department of Economics Working Papers 17-08, Stony Brook University, Department of Economics.
    26. Joy, Mark, 2012. "Sovereign default and macroeconomic tipping points," Research Technical Papers 10/RT/12, Central Bank of Ireland.

More information

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Statistics

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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 5 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-DGE: Dynamic General Equilibrium (4) 2012-03-08 2012-04-17 2015-07-04 2015-11-15. Author is listed
  2. NEP-CBA: Central Banking (2) 2012-03-08 2016-09-11. Author is listed
  3. NEP-EEC: European Economics (1) 2016-09-11
  4. NEP-MAC: Macroeconomics (1) 2012-03-08
  5. NEP-PBE: Public Economics (1) 2015-07-04

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