IDEAS home Printed from https://ideas.repec.org/f/pvi368.html
   My authors  Follow this author

Alejandro Vicondoa

Personal Details

First Name:Alejandro
Middle Name:
Last Name:Vicondoa
Suffix:
RePEc Short-ID:pvi368
https://sites.google.com/site/alejandrovicondoa/home
Terminal Degree:2017 Department of Economics; European University Institute (from RePEc Genealogy)

Affiliation

Instituto de Economía
Facultad de Ciencia Económicas y Administrativas
Pontificia Universidad Católica de Chile

Santiago, Chile
https://economia.uc.cl/
RePEc:edi:iepuccl (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Piergiorgio Alessandri & Andrea Gazzani & Alejandro Vicondoa, 2021. "The real effects of financial uncertainty shocks: A daily identification approach," Working Papers 61, Red Nacional de Investigadores en Economía (RedNIE).
  2. Andrea Gazzani & Alejandro Vicondoa, 2020. "Bridge Proxy-SVAR: estimating the macroeconomic effects of shocks identified at high-frequency," Temi di discussione (Economic working papers) 1274, Bank of Italy, Economic Research and International Relations Area.
  3. Piergiorgio Alessandri & Andrea Gazzani & Alejandro Vicondoa, 2020. "Uncertainty matters: evidence from a high-frequency identification strategy," Temi di discussione (Economic working papers) 1284, Bank of Italy, Economic Research and International Relations Area.
  4. Andrea Giovanni Gazzani & Alejandro Vicondoa, 2019. "Proxy-SVAR as a Bridge for Identification with Higher Frequency Data," 2019 Meeting Papers 855, Society for Economic Dynamics.
  5. Vicondoa, Alejandro, 2016. "Monetary News, U.S. Interest Rate and Business Cycles in Emerging Economies," Economics Working Papers ECO2016/10, European University Institute.
  6. Nadav Ben-Zeev & Evi Pappa & Alejandro Vicondoa, 2016. "Emerging Economies Business Cycles: The Role Of The Terms Of Trade Revisited," Working Papers 1610, Ben-Gurion University of the Negev, Department of Economics.
  7. Ambrogio Cesa-Bianchi & Gregory Thwaites & Alejandro Vicondoa, 2016. "Monetary Policy Transmission in an Open Economy: New Data and Evidence from the United Kingdom," Discussion Papers 1612, Centre for Macroeconomics (CFM), revised Aug 2016.

Articles

  1. Cesa-Bianchi, Ambrogio & Thwaites, Gregory & Vicondoa, Alejandro, 2020. "Monetary policy transmission in the United Kingdom: A high frequency identification approach," European Economic Review, Elsevier, vol. 123(C).
  2. Vicondoa, Alejandro, 2019. "Monetary news in the United States and business cycles in emerging economies," Journal of International Economics, Elsevier, vol. 117(C), pages 79-90.
  3. Juan Carlos Hallak & Federico Bernini & Julia Gonzalez & Alejandro Vicondoa, 2018. "The Micro-D Classification: A New Approach to Identifying Differentiated Exports," Economía Journal, The Latin American and Caribbean Economic Association - LACEA, vol. 0(Spring 20), pages 59-85, May.
  4. Ben Zeev, Nadav & Pappa, Evi & Vicondoa, Alejandro, 2017. "Emerging economies business cycles: The role of commodity terms of trade news," Journal of International Economics, Elsevier, vol. 108(C), pages 368-376.

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. Piergiorgio Alessandri & Andrea Gazzani & Alejandro Vicondoa, 2021. "The real effects of financial uncertainty shocks: A daily identification approach," Working Papers 61, Red Nacional de Investigadores en Economía (RedNIE).

    Cited by:

    1. Luca Fanelli & Antonio Marsi, 2021. "Unconventional Monetary Policy in the Euro Area: A Tale of Three Shocks," Working Papers wp1164, Dipartimento Scienze Economiche, Universita' di Bologna.

  2. Andrea Gazzani & Alejandro Vicondoa, 2020. "Bridge Proxy-SVAR: estimating the macroeconomic effects of shocks identified at high-frequency," Temi di discussione (Economic working papers) 1274, Bank of Italy, Economic Research and International Relations Area.

    Cited by:

    1. Venditti, Fabrizio & Veronese, Giovanni, 2020. "Global financial markets and oil price shocks in real time," Working Paper Series 2472, European Central Bank.

  3. Piergiorgio Alessandri & Andrea Gazzani & Alejandro Vicondoa, 2020. "Uncertainty matters: evidence from a high-frequency identification strategy," Temi di discussione (Economic working papers) 1284, Bank of Italy, Economic Research and International Relations Area.

    Cited by:

    1. Giovanni Caggiano & Efrem Castelnuovo & Silvia Delrio & Richard Kima, 2020. "Financial Uncertainty and Real Activity: The Good, the Bad, and the Ugly," CESifo Working Paper Series 8426, CESifo.
    2. Piergiorgio Alessandri & Andrea Gazzani & Alejandro Vicondoa, 2021. "The Real Effects of Financial Uncertainty Shocks: A Daily Identification Approach," Documentos de Trabajo 559, Instituto de Economia. Pontificia Universidad Católica de Chile..
    3. Georgiadis, Georgios & Müller, Gernot & Schumann, Ben, 2021. "Global Risk and the Dollar," CEPR Discussion Papers 16245, C.E.P.R. Discussion Papers.
    4. Efrem Castelnuovo, 2022. "Uncertainty Before and During COVID-19: A Survey," "Marco Fanno" Working Papers 0279, Dipartimento di Scienze Economiche "Marco Fanno".
    5. Andrea Gazzani & Alejandro Vicondoa, 2020. "Bridge Proxy-SVAR: estimating the macroeconomic effects of shocks identified at high-frequency," Temi di discussione (Economic working papers) 1274, Bank of Italy, Economic Research and International Relations Area.
    6. Andrea Giovanni Gazzani & Alejandro Vicondoa, 2019. "Proxy-SVAR as a Bridge for Identification with Higher Frequency Data," 2019 Meeting Papers 855, Society for Economic Dynamics.

  4. Andrea Giovanni Gazzani & Alejandro Vicondoa, 2019. "Proxy-SVAR as a Bridge for Identification with Higher Frequency Data," 2019 Meeting Papers 855, Society for Economic Dynamics.

    Cited by:

    1. Brautzsch, Hans-Ulrich & Dany-Knedlik, Geraldine & Drygalla, Andrej & Gebauer, Stefan & Holtemöller, Oliver & Kämpfe, Martina & Lindner, Axel & Michelsen, Claus & Rieth, Malte & Schlaak, Thore, 2019. "Kurzfristige ökonomische Effekte eines "Brexit" auf die deutsche Wirtschaft: Studie im Auftrag des Bundesministeriums für Wirtschaft und Energie," IWH Online 3/2019, Halle Institute for Economic Research (IWH).
    2. Herwartz, Helmut & Rohloff, Hannes & Wang, Shu, 2020. "Proxy SVAR identification of monetary policy shocks: MonteCarlo evidence and insights for the US," University of Göttingen Working Papers in Economics 404, University of Goettingen, Department of Economics.
    3. Herwartz, Helmut & Rohloff, Hannes & Wang, Shu, 2022. "Proxy SVAR identification of monetary policy shocks - Monte Carlo evidence and insights for the US," Journal of Economic Dynamics and Control, Elsevier, vol. 139(C).
    4. Cesa-Bianchi, Ambrogio, 2020. "Crossing the Credit Channel: Credit Spreads and Firm Heterogeneity," CEPR Discussion Papers 14426, C.E.P.R. Discussion Papers.

  5. Vicondoa, Alejandro, 2016. "Monetary News, U.S. Interest Rate and Business Cycles in Emerging Economies," Economics Working Papers ECO2016/10, European University Institute.

    Cited by:

    1. Nadav Ben-Zeev & Evi Pappa & Alejandro Vicondoa, 2016. "Emerging Economies Business Cycles: The Role Of The Terms Of Trade Revisited," Working Papers 1610, Ben-Gurion University of the Negev, Department of Economics.
    2. Pierre De Leo & Vito Cormun, 2017. "Revisiting the Exchange Rate Response to Monetary Policy Innovations: The Role of Spillovers of U.S. News Shocks," 2017 Meeting Papers 576, Society for Economic Dynamics.

  6. Nadav Ben-Zeev & Evi Pappa & Alejandro Vicondoa, 2016. "Emerging Economies Business Cycles: The Role Of The Terms Of Trade Revisited," Working Papers 1610, Ben-Gurion University of the Negev, Department of Economics.

    Cited by:

    1. Oviedo Gómez, Andrés Felipe & Sierra, Lya Paola, 2019. "The importance of terms of trade in the Colombian economy," Revista CEPAL, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), August.
    2. Oviedo Gómez, Andrés Felipe & Sierra, Lya Paola, 2019. "Importancia de los términos de intercambio en la economía colombiana," Revista CEPAL, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), August.
    3. Juan Manuel Candelo-Viafara & Andrés Felipe Oviedo-Gómez, 2020. "Efecto derrame del mercado internacional en las economías latinoamericanas: los casos de Chile, Brasil, Colombia y México," Apuntes del Cenes, Universidad Pedagógica y Tecnológica de Colombia, vol. 39(70), pages 107-138, July.

  7. Ambrogio Cesa-Bianchi & Gregory Thwaites & Alejandro Vicondoa, 2016. "Monetary Policy Transmission in an Open Economy: New Data and Evidence from the United Kingdom," Discussion Papers 1612, Centre for Macroeconomics (CFM), revised Aug 2016.

    Cited by:

    1. Güneş Kamber & Madhusudan Mohanty, 2018. "Do interest rates play a major role in monetary policy transmission in China?," BIS Working Papers 714, Bank for International Settlements.
    2. Michael Hachula & Michele Piffer & Malte Rieth, 2016. "Unconventional Monetary Policy, Fiscal Side Effects and Euro Area (Im)balances," Discussion Papers of DIW Berlin 1596, DIW Berlin, German Institute for Economic Research.
    3. Cao, Jin & Dinger, Valeriya & Grodecka, Anna & Juelsrud, Ragnar & Zhang, Xin, 2020. "The interaction between macroprudential and monetary policies: The cases of Norway and Sweden," Working Paper Series 392, Sveriges Riksbank (Central Bank of Sweden).
    4. Elena Gerko & Hélène Rey, 2017. "Monetary Policy in the Capitals of Capital," Journal of the European Economic Association, European Economic Association, vol. 15(4), pages 721-745.
    5. Luca Brugnolini, 2018. "About Local Projection Impulse Response Function Reliability," CEIS Research Paper 440, Tor Vergata University, CEIS, revised 09 Jun 2018.
    6. Andreas Schrimpf & Semyon Malamud, 2017. "Intermediation Markups and Monetary Policy Passthrough," 2017 Meeting Papers 812, Society for Economic Dynamics.
    7. Alexander Tishin, 2019. "Monetary Policy Surprises in Russia," Russian Journal of Money and Finance, Bank of Russia, vol. 78(4), pages 48-70, December.
    8. Miranda-Agrippino, Silvia, 2016. "Unsurprising shocks: information, premia, and the monetary transmission," Bank of England working papers 626, Bank of England.
    9. Mary Everett & Jakob de Haan & David‐Jan Jansen & Peter McQuade & Anna Samarina, 2021. "Mortgage lending, monetary policy, and prudential measures in small euro‐area economies: Evidence from Ireland and the Netherlands," Review of International Economics, Wiley Blackwell, vol. 29(1), pages 117-143, February.
    10. Martina Cecioni, 2018. "ECB monetary policy and the euro exchange rate," Temi di discussione (Economic working papers) 1172, Bank of Italy, Economic Research and International Relations Area.
    11. Lucas Hafemann & Peter Tillmann, 2020. "The Aggregate and Country-Specific Effectiveness of ECB Policy: Evidence from an External Instruments VAR Approach," International Journal of Central Banking, International Journal of Central Banking, vol. 16(6), pages 97-136, December.
    12. Georgios Georgiadis & Martina Jancokova, 2017. "Financial Globalisation, Monetary Policy Spillovers and Macro-modelling: Tales from 1001 Shocks," Globalization Institute Working Papers 314, Federal Reserve Bank of Dallas.
    13. Jongrim Ha, 2021. "Financial market spillovers of U.S. monetary policy shocks," Review of International Economics, Wiley Blackwell, vol. 29(5), pages 1221-1274, November.
    14. Bussière, Matthieu & Cao, Jin & de Haan, Jakob & Hills, Robert & Lloyd, Simon & Meunier, Baptiste & Pedrono, Justine & Reinhardt, Dennis & Shina, Sonalika & Sowerbutts, Rhiannon & Styrin, Konstantin, 2020. "The interaction between macroprudential policy and monetary policy: overview," Bank of England working papers 886, Bank of England.
    15. Lucas Hafemann & Peter Tillmann, 2017. "The Aggregate and Country-Specific Effectiveness of ECB Policy: Evidence from an External Instruments (VAR) Approach," European Economy - Discussion Papers 2015 - 063, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
    16. Thore Schlaak & Malte Rieth & Maximilian Podstawski, 2018. "Monetary Policy, External Instruments and Heteroskedasticity," Discussion Papers of DIW Berlin 1749, DIW Berlin, German Institute for Economic Research.
    17. Jung, Alexander & Uhlig, Harald, 2019. "Monetary policy shocks and the health of banks," Working Paper Series 2303, European Central Bank.
    18. Cesa-Bianchi, Ambrogio, 2020. "Crossing the Credit Channel: Credit Spreads and Firm Heterogeneity," CEPR Discussion Papers 14426, C.E.P.R. Discussion Papers.
    19. Lloyd, Simon, 2018. "Overnight index swap market-based measures of monetary policy expectations," Bank of England working papers 709, Bank of England.
    20. Angrick, Stefan & Nemoto, Naoko, 2018. "Breaking Par: Short-Term Determinants of Yen-Dollar Swap Deviations," ADBI Working Papers 859, Asian Development Bank Institute.
    21. Uluc, Arzu & Wieladek, Tomasz, 2018. "Capital requirements, monetary policy and risk shifting in the mortgage market," Journal of Financial Intermediation, Elsevier, vol. 35(PB), pages 3-16.
    22. Diego Comin & Antonella Trigari & Javier Quintana Gonzalez & Tom Schmitz, 2019. "Measuring Productivity Growth in the Presence of Adjustment Costs, Markups and Variable Capacity Utilization," 2019 Meeting Papers 666, Society for Economic Dynamics.
    23. Lucas Hafemann & Peter Tillmann, 2017. "The aggregate and country-speci c e ectiveness of ECB policy: evidence from an external instruments (VAR) approach," MAGKS Papers on Economics 201720, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).

Articles

  1. Cesa-Bianchi, Ambrogio & Thwaites, Gregory & Vicondoa, Alejandro, 2020. "Monetary policy transmission in the United Kingdom: A high frequency identification approach," European Economic Review, Elsevier, vol. 123(C).

    Cited by:

    1. Boer, Lukas & Lütkepohl, Helmut, 2021. "Qualitative versus quantitative external information for proxy vector autoregressive analysis," Journal of Economic Dynamics and Control, Elsevier, vol. 127(C).
    2. Andersson, Fredrik N. G. & Kilman, Josefin, 2021. "A Study of the Romer and Romer Monetary Policy Shocks Using Revised Data," Working Papers 2021:19, Lund University, Department of Economics.
    3. Koeniger, Winfried & Ramelet, Marc-Antoine, 2018. "Home ownership and monetary policy transmission," CFS Working Paper Series 615, Center for Financial Studies (CFS).
    4. Ricardo Nunes & Ali Ozdagli & Jenny Tang, 2022. "Interest Rate Surprises: A Tale of Two Shocks," Working Papers 2213, Federal Reserve Bank of Dallas.
    5. Alpanda, Sami & Granziera, Eleonora & Zubairy, Sarah, 2019. "State dependence of monetary policy across business, credit and interest rate cycles," Working Paper 2019/21, Norges Bank.
    6. Lütkepohl, Helmut & Schlaak, Thore, 2021. "Heteroskedastic Proxy Vector Autoregressions," VfS Annual Conference 2021 (Virtual Conference): Climate Economics 242399, Verein für Socialpolitik / German Economic Association.
    7. De Marco, Filippo & Kneer, Christiane & Wieladek, Tomasz, 2021. "The real effects of capital requirements and monetary policy: Evidence from the United Kingdom," Journal of Banking & Finance, Elsevier, vol. 133(C).
    8. Stépahne Lhuissier & Urszula Szczerbowicz, 2018. "Monetary Policy and Corporate Debt Structure," Working papers 697, Banque de France.
    9. Mumtaz, Haroon & Theophilopoulou, Angeliki, 2020. "Monetary policy and wealth inequality over the great recession in the UK. An empirical analysis," European Economic Review, Elsevier, vol. 130(C).
    10. Martin Geiger & Jochen Güntner, 2022. "The Chronology of Brexit and UK Monetary Policy," Economics working papers 2022-06, Department of Economics, Johannes Kepler University Linz, Austria.
    11. Bussière, Matthieu & Cao, Jin & de Haan, Jakob & Hills, Robert & Lloyd, Simon & Meunier, Baptiste & Pedrono, Justine & Reinhardt, Dennis & Shina, Sonalika & Sowerbutts, Rhiannon & Styrin, Konstantin, 2020. "The interaction between macroprudential policy and monetary policy: overview," Bank of England working papers 886, Bank of England.
    12. Weale, Martin & Wieladek, Tomasz, 2022. "Financial effects of QE and conventional monetary policy compared," Journal of International Money and Finance, Elsevier, vol. 127(C).
    13. Paul Hubert & Becky Maule, 2021. "Policy and Macro Signals from Central Bank Announcements," International Journal of Central Banking, International Journal of Central Banking, vol. 17(2), pages 255-296, June.
    14. Lukas Boer & Helmut Lütkepohl, 2020. "A Simple Instrument for Proxy Vector Autoregressive Analysis," Discussion Papers of DIW Berlin 1905, DIW Berlin, German Institute for Economic Research.
    15. Benchimol, Jonathan & Gamrasni, Inon & Kahn, Michael & Ribon, Sigal & Saadon, Yossi & Ben-Ze’ev, Noam & Segal, Asaf & Shizgal, Yitzchak, 2022. "The interaction between domestic monetary policy and macroprudential policy in Israel," Economic Modelling, Elsevier, vol. 112(C).
    16. Laséen, Stefan, 2020. "Monetary Policy Surprises, Central Bank Information Shocks, and Economic Activity in a Small Open Economy," Working Paper Series 396, Sveriges Riksbank (Central Bank of Sweden).
    17. Andrea Colciago & Riccardo Silvestrini, 2020. "Monetary policy, productivity, and market concentration," Working Papers 685, DNB.
    18. Nick Stenner, 2022. "The Asymmetric Effects of Monetary Policy: Evidence from the United Kingdom," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 84(3), pages 516-543, June.
    19. Ranjan Kumar Mohanty & N R Bhanumurthy, 2020. "Asymmetric Monetary Policy Transmission in India:Does Financial Friction Matter?," BASE University Working Papers 03/2020, BASE University, Bengaluru, India.
    20. Bunn, Philip & Chadha, Jagjit & Lazarowicz, Thomas & Millard, Stephen & Rockall, Emma, 2021. "Household debt and labour supply," Bank of England working papers 941, Bank of England.
    21. Comin, Diego & Quintana Gonzalez, Javier & Schmitz, Tom & Trigari, Antonella, 2020. "Measuring TFP: The Role of Profits, Adjustment Costs, and Capacity Utilization," CEPR Discussion Papers 15402, C.E.P.R. Discussion Papers.

  2. Vicondoa, Alejandro, 2019. "Monetary news in the United States and business cycles in emerging economies," Journal of International Economics, Elsevier, vol. 117(C), pages 79-90.

    Cited by:

    1. Georgiadis, Georgios & Müller, Gernot & Schumann, Ben, 2021. "Global Risk and the Dollar," CEPR Discussion Papers 16245, C.E.P.R. Discussion Papers.
    2. Riccardo Degasperi & Seokki Simon Hong & Giovanni Ricco, 2020. "The Global Transmission of U.S. Monetary Policy," Working Papers 814, Economic Research Southern Africa.
    3. Santiago Camara & Sebastian Ramirez Venegas, 2022. "The Transmission of US Monetary Policy Shocks: The Role of Investment & Financial Heterogeneity," Papers 2209.11150, arXiv.org.
    4. Santiago Camara, 2021. "Spillovers of US Interest Rates: Monetary Policy & Information Effects," Papers 2111.08631, arXiv.org, revised Oct 2022.
    5. Max Breitenlechner & Georgios Georgiadis & Ben Schumann, 2021. "What goes around comes around: How large are spillbacks from US monetary policy?," Working Papers 2021-05, Faculty of Economics and Statistics, University of Innsbruck.
    6. Juncal Cunado & David Gabauer & Rangan Gupta, 2022. "On the Propagation Mechanism of International Real Interest Rate Spillovers: Evidence from More than 200 Years of Data," Working Papers 202212, University of Pretoria, Department of Economics.
    7. Gai, Prasanna & Tong, Eric, 2022. "Information spillovers of US monetary policy," Journal of Macroeconomics, Elsevier, vol. 72(C).
    8. Walerych, Małgorzata & Wesołowski, Grzegorz, 2021. "Fed and ECB monetary policy spillovers to Emerging Market Economies," Journal of Macroeconomics, Elsevier, vol. 70(C).
    9. Walerych, Małgorzata & Wesołowski, Grzegorz, 2020. "When the Fed sneezes, the whole world catches the cold, when the ECB - only Europe," MPRA Paper 100899, University Library of Munich, Germany.
    10. Madeline Hanson & Daniela Hauser & Romanos Priftis, 2021. "Fiscal Spillovers: The Case of US Corporate and Personal Income Taxes," Staff Working Papers 21-41, Bank of Canada.
    11. Mr. Damiano Sandri & Mr. Francesco Grigoli & Mr. Niels-Jakob H Hansen & Katharina Bergant, 2020. "Dampening Global Financial Shocks: Can Macroprudential Regulation Help (More than Capital Controls)?," IMF Working Papers 2020/106, International Monetary Fund.
    12. Santiago Camara, 2021. "US Spillovers of US Monetary Policy: Information effects & Financial Flows," Papers 2108.01026, arXiv.org.
    13. Maciej Stefański, 2021. "Macroeconomic Effects of Quantitative Easing Using Mid-sized Bayesian Vector Autoregressions," Working Papers 2021-068, Warsaw School of Economics, Collegium of Economic Analysis.
    14. Julio Carrillo, 2017. "Inquiry on the Transmission of U.S. Aggregate Shocks to Mexico: A SVAR Approach," 2017 Meeting Papers 1509, Society for Economic Dynamics.
    15. Tomás Gómez & Alejandro Jara & David Moreno, 2020. "International and domestic interactions of macroprudential and monetary policies: the case of Chile," Working Papers Central Bank of Chile 870, Central Bank of Chile.
    16. Tim D. Maurer & Thomas Nitschka, 2020. "Stock market evidence on the international transmission channels of US monetary policy surprises," Working Papers 2020-10, Swiss National Bank.

  3. Juan Carlos Hallak & Federico Bernini & Julia Gonzalez & Alejandro Vicondoa, 2018. "The Micro-D Classification: A New Approach to Identifying Differentiated Exports," Economía Journal, The Latin American and Caribbean Economic Association - LACEA, vol. 0(Spring 20), pages 59-85, May.

    Cited by:

    1. Florencia Melisa Fares & Guido Zack & Ricardo Gabriel Martínez, 2020. "Sectoral Price and Quantity Indexes of Argentine Foreign Trade," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 93, pages 297-328, Julio-Dic.
    2. Bastos, Paulo & Silva, Joana, 2010. "The quality of a firm's exports: Where you export to matters," Journal of International Economics, Elsevier, vol. 82(2), pages 99-111, November.
    3. Federico Bernini & Ezequiel Garcia Lembergman, 2020. "The impact of import barriers on firm performance: Evidence from Import Licenses in Argentina," Asociación Argentina de Economía Política: Working Papers 4314, Asociación Argentina de Economía Política.
    4. Irene Brambilla & Guido Porto, 2018. "Diagnóstico y Visión de la Inserción Comercial Argentina en el Mundo," Department of Economics, Working Papers 115, Departamento de Economía, Facultad de Ciencias Económicas, Universidad Nacional de La Plata.
    5. Santiago Camara, 2022. "Does an increase in the cost of imported inputs hurt exports? Evidence from firms' network of foreign suppliers," Papers 2202.12811, arXiv.org.
    6. Andrea González & Juan Carlos Hallak & Gabriel Scattolo & Andres Tacsir, 2021. "Requisitos técnicos, integración regional y respuestas empresariales: los casos de arándanos y maquinaria agrícola en Argentina," Documentos de trabajo del Instituto Interdisciplinario de Economía Política (IIEP-BAIRES) 2021-59, Universidad de Buenos Aires, Facultad de Ciencias Económicas, Instituto Interdisciplinario de Economía Política (IIEP-BAIRES).

  4. Ben Zeev, Nadav & Pappa, Evi & Vicondoa, Alejandro, 2017. "Emerging economies business cycles: The role of commodity terms of trade news," Journal of International Economics, Elsevier, vol. 108(C), pages 368-376.

    Cited by:

    1. Tii N. Nchofoung, 2022. "Trade shocks and labour market Resilience in Sub-Saharan Africa: Does the franc zone Response Differently?," Working Papers 22/005, European Xtramile Centre of African Studies (EXCAS).
    2. David Kohn & Fernando Leibovici & Håkon Tretvoll, 2018. "Trade in Commodities and Business Cycle Volatility," Working Papers 2018-5, Federal Reserve Bank of St. Louis.
    3. Souza, Rodrigo da Silva & Fry-McKibbin, Renée, 2021. "Global liquidity and commodity market interactions: Macroeconomic effects on a commodity exporting emerging market," International Review of Economics & Finance, Elsevier, vol. 76(C), pages 781-800.
    4. Jorge Carrera & Blaise Gnimassoun & Valérie Mignon & Romain Restout, 2020. "Currency misalignments and exchange rate regimes in Latin American countries: a trade-off issue," Working Papers of BETA 2020-17, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
    5. Ahmed, M. Iqbal & Farah, Quazi Fidia, 2022. "On the macroeconomic effects of news about innovations of information technology," Journal of Macroeconomics, Elsevier, vol. 71(C).
    6. Drechsel, Thomas & Tenreyro, Silvana, 2017. "Commodity booms and busts in emerging economies," LSE Research Online Documents on Economics 86152, London School of Economics and Political Science, LSE Library.
    7. Vianna, Andre C. & Mollick, Andre V., 2021. "Threshold effects of terms of trade on Latin American growth," Economic Systems, Elsevier, vol. 45(4).
    8. Yang Liu & Liyan Han & Libo Yin, 2018. "Does news uncertainty matter for commodity futures markets? Heterogeneity in energy and non‐energy sectors," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 38(10), pages 1246-1261, October.
    9. Mikhail Mamonov & Anna Pestova, 2021. ""Sorry, You're Blocked." Economic Effects of Financial Sanctions on the Russian Economy," CERGE-EI Working Papers wp704, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
    10. Villca, Alfredo, 2022. "Commodity prices, bank balance sheets and macroprudential policies in small open economies," Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 3(1).
    11. Ashima Goyal & Abhishek Kumar, 2022. "News, noise, and Indian business cycle," Bulletin of Economic Research, Wiley Blackwell, vol. 74(2), pages 503-538, April.
    12. Sugaipov, Deni, 2022. "Estimating the impact of terms of trade news shocks on the Russian economy," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 66, pages 39-67.
    13. Luciano Campos & Jesús Ruiz Andújar, 2021. "Common and Idiosyncratic Components of Latin American Business Cycles Connectedness," Working Papers 91, Red Nacional de Investigadores en Economía (RedNIE).
    14. Hem C. Basnet & Satis C. Devkota & Mukti P. Upadhyay, 2021. "Terms of trade and real domestic income: New evidence from South and Southeast Asia," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(3), pages 4315-4331, July.
    15. Dvorkin, Maximiliano & Sánchez, Juan M. & Sapriza, Horacio & Yurdagul, Emircan, 2020. "News, sovereign debt maturity, and default risk," Journal of International Economics, Elsevier, vol. 126(C).
    16. Ivan Khotulev & Konstantin Styrin, 2020. "Optimal Monetary and Macroprudential Policies for Financial Stability in a Commodity-Exporting Economy," Russian Journal of Money and Finance, Bank of Russia, vol. 79(2), pages 3-42, June.
    17. Renée Fry-McKibbin & Rodrigo da Silva Souza, 2018. "Chinese resource demand or commodity price shocks: Macroeconomic effects for an emerging market economy," CAMA Working Papers 2018-45, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    18. Ma, Xiaohan, 2018. "Investment specific technology, news, sentiment, and fluctuations: Evidence from nowcast data," Journal of Macroeconomics, Elsevier, vol. 57(C), pages 55-70.
    19. Zhang, Zhengyong & Shahzad, Syed Jawad Hussain & Bouri, Elie, 2022. "Tail risk transmission from commodity prices to sovereign risk of emerging economies," Resources Policy, Elsevier, vol. 78(C).
    20. Vicondoa, Alejandro, 2019. "Monetary news in the United States and business cycles in emerging economies," Journal of International Economics, Elsevier, vol. 117(C), pages 79-90.

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 11 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-MON: Monetary Economics (4) 2016-04-23 2016-06-25 2016-09-18 2018-01-22. Author is listed
  2. NEP-CBA: Central Banking (3) 2016-04-23 2016-06-25 2016-09-18. Author is listed
  3. NEP-ECM: Econometrics (3) 2019-09-30 2020-05-04 2021-05-17. Author is listed
  4. NEP-ETS: Econometric Time Series (3) 2019-09-30 2020-05-04 2021-05-17. Author is listed
  5. NEP-FDG: Financial Development & Growth (3) 2016-04-23 2016-09-18 2021-05-17. Author is listed
  6. NEP-OPM: Open Economy Macroeconomics (3) 2016-04-23 2016-09-18 2018-01-22. Author is listed
  7. NEP-ORE: Operations Research (3) 2020-05-04 2020-11-23 2021-07-12. Author is listed
  8. NEP-CWA: Central & Western Asia (2) 2021-05-17 2021-06-28
  9. NEP-EEC: European Economics (1) 2016-09-18
  10. NEP-INT: International Trade (1) 2016-12-04
  11. NEP-MST: Market Microstructure (1) 2021-07-12
  12. NEP-NET: Network Economics (1) 2016-06-25
  13. NEP-SOG: Sociology of Economics (1) 2016-09-18

Corrections

All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Alejandro Vicondoa should log into the RePEc Author Service.

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.