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Diego Vilan

Personal Details

First Name:Diego
Middle Name:
Last Name:Vilan
Suffix:
RePEc Short-ID:pvi219
[This author has chosen not to make the email address public]

Affiliation

Department of Economics
University of Southern California

Los Angeles, California (United States)
https://dornsife.usc.edu/econ/

: (213) 740-8335
(213) 740-8543
KAP 300, University Park Campus, Los Angeles, CA-90089
RePEc:edi:deuscus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Software Chapters

Working papers

  1. Martínez-García, Enrique & Vilán, Diego & Wynne, Mark A., 2012. "Bayesian estimation of NOEM models: identification and inference in small samples," Globalization and Monetary Policy Institute Working Paper 105, Federal Reserve Bank of Dallas, revised 01 Mar 2012.
  2. International Monetary Fund, 2010. "Investment; Specific Technology Shocks and International Business Cycles: An Empirical Assessment," IMF Working Papers 10/207, International Monetary Fund.
  3. Juan F. Rubio-Ramirez & Diego Vilan, 2006. "The Macroeconomics of Latin America," Computing in Economics and Finance 2006 153, Society for Computational Economics.

Articles

  1. Federico Mandelman & Pau Rabanal & Juan Francisco Rubio-Ramirez & Diego Vilan, 2011. "Investment Specific Technology Shocks and International Business Cycles: An Empirical Assessment," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 14(1), pages 136-155, January.
  2. Pedro Silos & Diego Vilán, 2009. "Is more still better? Revisiting the Sixth District Coincident Indicator," Economic Review, Federal Reserve Bank of Atlanta.
  3. Diego Vilan, 2007. "Should we worry about the inverted yield curve?," EconSouth, Federal Reserve Bank of Atlanta.
  4. Diego Vilan, 2007. "A falling dollar : good or bad news?," EconSouth, Federal Reserve Bank of Atlanta.
  5. Pedro Silos & Diego Vilán, 2007. "When more is better: assessing the southeastern economy with lots of data," Economic Review, Federal Reserve Bank of Atlanta, issue Q 3, pages 17-26.
  6. Diego Vilan, 2005. "The evolution and implications of the U.S. current account deficit," EconSouth, Federal Reserve Bank of Atlanta, issue Q1.
  7. Eduardo J. J. Ganapolsky & Diego Vilan, 2005. "Buy foreign while you can: the cheap dollar and exchange rate pass-through," Economic Review, Federal Reserve Bank of Atlanta, issue Q 3, pages 15-36.

Software components

  1. Federico Mandelman & Pau Rabanal & Juan Francisco Rubio-Ramirez & Diego Vilan, 2010. "Code and data files for "Investment Specific Technology Shocks and International Business Cycles: An Empirical Assessment"," Computer Codes 09-242, Review of Economic Dynamics.

Chapters

  1. Myriam Quispe-Agnoli & Diego Vilán, 2008. "Financing trends in Latin America," BIS Papers chapters,in: Bank for International Settlements (ed.), New financing trends in Latin America: a bumpy road towards stability, volume 36, pages 15-27 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.

Blog mentions

As found by EconAcademics.org, the blog aggregator for Economics research:
  1. Federico S. Mandelman & Pau Rabanal & Juan F. Rubio-Ramírez & Diego Vilán, 2010. "Investment-specific technology shocks and international business cycles: an empirical assessment," FRB Atlanta Working Paper 2010-03, Federal Reserve Bank of Atlanta.

    Mentioned in:

    1. Investment-specific technology shocks and international business cycles: an empirical assessment
      by Christian Zimmermann in NEP-DGE blog on 2010-04-12 08:38:48

Working papers

  1. Martínez-García, Enrique & Vilán, Diego & Wynne, Mark A., 2012. "Bayesian estimation of NOEM models: identification and inference in small samples," Globalization and Monetary Policy Institute Working Paper 105, Federal Reserve Bank of Dallas, revised 01 Mar 2012.

    Cited by:

    1. Stan du Plessis & Ben Smit & Rudi Steinbach, 2014. "Working Paper – WP/14/04- A medium-sized open economy DSGE model of South Africa," Working Papers 6319, South African Reserve Bank.
    2. Martinez-Garcia, Enrique & Wynne, Mark A., 2014. "Assessing Bayesian model comparison in small samples," Globalization and Monetary Policy Institute Working Paper 189, Federal Reserve Bank of Dallas.
    3. Martinez-Garcia, Enrique, 2015. "The global component of local inflation: revisiting the empirical content of the global slack hypothesis with Bayesian methods," Globalization and Monetary Policy Institute Working Paper 225, Federal Reserve Bank of Dallas.

  2. International Monetary Fund, 2010. "Investment; Specific Technology Shocks and International Business Cycles: An Empirical Assessment," IMF Working Papers 10/207, International Monetary Fund.

    Cited by:

    1. Pau Rabanal & Vicente Tuesta, 2013. "Nontradable Goods and the Real Exchange Rate," Open Economies Review, Springer, vol. 24(3), pages 495-535, July.
    2. Giancarlo Corsetti & Luca Dedola & Francesca Viani, 2012. "Traded and Nontraded Goods Prices, and International Risk Sharing: An Empirical Investigation," NBER International Seminar on Macroeconomics, University of Chicago Press, vol. 8(1), pages 403-466.
    3. Ríos-Rull, José-Víctor & Schorfheide, Frank & Fuentes-Albero, Cristina & Kryshko, Maxym & Santaeulàlia-Llopis, Raül, 2012. "Methods versus substance: Measuring the effects of technology shocks," Journal of Monetary Economics, Elsevier, vol. 59(8), pages 826-846.
    4. Hakon Tretvoll, 2018. "Real Exchange Variability in a Two-Country Business Cycle Model," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 27, pages 123-145, January.
    5. Kyriacos Lambrias, 2013. "News Shocks, Real Exchange Rates and International Co-Movements," BCL working papers 83, Central Bank of Luxembourg.
    6. Boileau, Martin & Normandin, Michel, 2017. "The price of imported capital and consumption fluctuations in emerging economies," Journal of International Economics, Elsevier, vol. 108(C), pages 67-81.
    7. Mandelman, Federico S., 2016. "Labor market polarization and international macroeconomic dynamics," Journal of Monetary Economics, Elsevier, vol. 79(C), pages 1-16.
    8. Hakon Tretvoll, 2013. "Investment-Specific Technology Shocks and Recursive Preferences," 2013 Meeting Papers 1207, Society for Economic Dynamics.
    9. Jean-François Rouillard, 2015. "National Financial Frictions and International Business Cycle Synchronization," Cahiers de recherche 15-12, Departement d'Economique de l'École de gestion à l'Université de Sherbrooke.
    10. Kano, Takashi, 2014. "Exchange Rates and Fundamentals: Closing a Two-country Model," Discussion Papers 2013-07, Graduate School of Economics, Hitotsubashi University.
    11. Pau Rabanal & Juan F. Rubio-Ramirez, 2015. "Can international macroeconomic models explain low-frequency movements of real exchange rates?," Working Papers 1508, BBVA Bank, Economic Research Department.
    12. Küçük, Hande & Sutherland, Alan, 2015. "International Risk Sharing and Portfolio Choice with Non-separable Preferences," CEPR Discussion Papers 10724, C.E.P.R. Discussion Papers.
    13. Nuntramas, Phacharaphot, 2011. "Revisiting the consumption-real exchange rate anomaly in a model with non-traded goods," Journal of International Money and Finance, Elsevier, vol. 30(3), pages 428-447, April.
    14. Prabheesh, K.P. & Vidya, C.T., 2018. "Do business cycles, investment-specific technology shocks matter for stock returns?," Economic Modelling, Elsevier, vol. 70(C), pages 511-524.
    15. Francesco Zanetti & Federico S. Mandelman, 2013. "Flexible prices, labor market frictions and the response of employment to technology shocks," Economics Series Working Papers 683, University of Oxford, Department of Economics.
    16. Enrique Martínez-García, 2016. "A Quantitative Assessment of the Role of Incomplete Asset Markets on the Dynamics of the Real Exchange Rate," Open Economies Review, Springer, vol. 27(5), pages 945-967, November.
    17. P. Jacob & G. Peersman, 2008. "Dissecting the Dynamics of the US Trade Balance in an Estimated Equilibrium Model," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 08/544, Ghent University, Faculty of Economics and Business Administration.
    18. Mathias Trabandt & Karl Walentin & Lawrence J. Christiano, 2008. "Introducing Financial Frictions and Unemployment into a Small Open Economy Model," 2008 Meeting Papers 423, Society for Economic Dynamics.
    19. Donadelli, Michael & Paradiso, Antonio, 2014. "Does financial integration affect real exchange rate volatility and cross-country equity market returns correlation?," The North American Journal of Economics and Finance, Elsevier, vol. 28(C), pages 206-220.
    20. Gete, Pedro & Melkadze, Givi, 2018. "Aggregate volatility and international dynamics. The role of credit supply," Journal of International Economics, Elsevier, vol. 111(C), pages 143-158.
    21. Peter N. Ireland, 2013. "Stochastic Growth In The United States And Euro Area," Journal of the European Economic Association, European Economic Association, vol. 11(1), pages 1-24, February.
    22. Dey, Jaya, 2013. "The role of investment-specific technology shocks in driving international business cycles: a bayesian approach," MPRA Paper 57803, University Library of Munich, Germany, revised 06 Aug 2014.
    23. Jensen, Henrik & Ravn, Søren Hove & Santoro, Emiliano, 2015. "Changing Credit Limits, Changing Business Cycles," CEPR Discussion Papers 10462, C.E.P.R. Discussion Papers.
    24. Gao, Xiaodan & Hnatkovska, Viktoria & Marmer, Vadim, 2014. "Limited participation in international business cycle models: A formal evaluation," Journal of Economic Dynamics and Control, Elsevier, vol. 39(C), pages 255-272.
    25. Matthew Canzoneri & Robert Cumby & Behzad Diba, 2013. "Addressing International Empirical Puzzles: the Liquidity of Bonds," Open Economies Review, Springer, vol. 24(2), pages 197-215, April.
    26. Dey, Jaya, 2017. "The Role Of Investment-Specific Technology Shocks In Driving International Business Cycles: A Bayesian Approach," Macroeconomic Dynamics, Cambridge University Press, vol. 21(03), pages 555-598, April.
    27. Hakon Tretvoll, 2012. "Real exchange rate variability in a two country business cycle model," 2012 Meeting Papers 911, Society for Economic Dynamics.
    28. Marta Arespa & Diego Gruber, 2016. "Product Quality and International Price Dynamics," UB Economics Working Papers 2016/340, Universitat de Barcelona, Facultat d'Economia i Empresa, UB Economics.
    29. Andrei Polbin & Sergey Drobyshevsky, 2014. "Developing a Dynamic Stochastic Model of General Equilibrium for the Russian Economy," Research Paper Series, Gaidar Institute for Economic Policy, issue 166P, pages 156-156.
    30. Jensen, Henrik & Ravn, Søren Hove & Santoro, Emiliano, 2016. "Deepening Contractions and Collateral Constraints," CEPR Discussion Papers 11166, C.E.P.R. Discussion Papers.
    31. Hirata, Hideaki, 2014. "Preference shocks, international frictions, and international business cycles," Journal of Asian Economics, Elsevier, vol. 34(C), pages 92-104.
    32. Jean-François Rouillard, 2015. "International Risk Sharing and Financial Shocks," Cahiers de recherche 15-13, Departement d'Economique de l'École de gestion à l'Université de Sherbrooke.
    33. Dmitriev, Alexandre & Roberts, Ivan, 2013. "The cost of adjustment: On comovement between the trade balance and the terms of trade," Economic Modelling, Elsevier, vol. 35(C), pages 689-700.
    34. KANO, Takashi, 2016. "Exchange Rates and Fundamentals: A General Equilibrium Exploration," Discussion paper series HIAS-E-19, Hitotsubashi Institute for Advanced Study, Hitotsubashi University.
    35. Wong, Chin-Yoong & Eng, Yoke-Kee, 2013. "International business cycle co-movement and vertical specialization reconsidered in multistage Bayesian DSGE model," International Review of Economics & Finance, Elsevier, vol. 26(C), pages 109-124.
    36. Dmitriev, Alexandre, 2017. "Composite habits and international transmission of business cycles," Journal of Economic Dynamics and Control, Elsevier, vol. 76(C), pages 1-34.
    37. Masashige Hamano, 2017. "Missing Risk Sharing from International Transmission through Product Quality and Variety," CREA Discussion Paper Series 17-17, Center for Research in Economic Analysis, University of Luxembourg.

Articles

  1. Federico Mandelman & Pau Rabanal & Juan Francisco Rubio-Ramirez & Diego Vilan, 2011. "Investment Specific Technology Shocks and International Business Cycles: An Empirical Assessment," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 14(1), pages 136-155, January.
    See citations under working paper version above.
  2. Eduardo J. J. Ganapolsky & Diego Vilan, 2005. "Buy foreign while you can: the cheap dollar and exchange rate pass-through," Economic Review, Federal Reserve Bank of Atlanta, issue Q 3, pages 15-36.

    Cited by:

    1. Reginaldo P. Nogueira Jnr, 2006. "Inflation Targeting and the Role of Exchange Rate Pass-through," Studies in Economics 0602, School of Economics, University of Kent.

Software components

    Sorry, no citations of software components recorded.

Chapters

  1. Myriam Quispe-Agnoli & Diego Vilán, 2008. "Financing trends in Latin America," BIS Papers chapters,in: Bank for International Settlements (ed.), New financing trends in Latin America: a bumpy road towards stability, volume 36, pages 15-27 Bank for International Settlements.

    Cited by:

    1. Camilo E Tovar & Myriam Quispe-Agnoli, 2008. "New financing trends in Latin America," BIS Papers chapters,in: Bank for International Settlements (ed.), New financing trends in Latin America: a bumpy road towards stability, volume 36, pages 1-14 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 3 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 (3) 2010-04-11 2010-10-16 2012-02-01
  2. NEP-MAC: Macroeconomics (3) 2010-04-11 2010-10-16 2012-02-01
  3. NEP-BEC: Business Economics (2) 2010-04-11 2010-10-16
  4. NEP-DGE: Dynamic General Equilibrium (2) 2010-04-11 2010-10-16
  5. NEP-OPM: Open Economy Macroeconomics (2) 2010-04-11 2010-10-16
  6. NEP-ECM: Econometrics (1) 2012-02-01

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