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Sergio Villalvazo

Personal Details

First Name:Sergio
Middle Name:
Last Name:Villalvazo
Suffix:
RePEc Short-ID:pvi447
[This author has chosen not to make the email address public]
https://www.sergiovillalvazo.com/
Terminal Degree:2021 Department of Economics; University of Pennsylvania (from RePEc Genealogy)

Affiliation

Federal Reserve Board (Board of Governors of the Federal Reserve System)

Washington, District of Columbia (United States)
http://www.federalreserve.gov/
RePEc:edi:frbgvus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Software

Working papers

  1. Sergio Villalvazo, 2024. "Inequality and Asset Prices during Sudden Stops," International Finance Discussion Papers 1388, Board of Governors of the Federal Reserve System (U.S.).
  2. Sara Casella & Hanbaek Lee & Sergio Villalvazo, 2023. "Disclosure Regulation, Intangible Capital and the Disappearance of Public Firms," Finance and Economics Discussion Series 2023-050, Board of Governors of the Federal Reserve System (U.S.).
  3. Krueger, Dirk & Ludwig, Alexander & Villalvazo, Sergio, 2021. "Optimal taxes on capital in the OLG model with uninsurable idiosyncratic income risk," ICIR Working Paper Series 38/21, Goethe University Frankfurt, International Center for Insurance Regulation (ICIR).
  4. Schorfheide, Frank & Aruoba, Boragan & Mlikota, Marko & Villalvazo, Sergio, 2021. "SVARs With Occasionally-Binding Constraints," CEPR Discussion Papers 15923, C.E.P.R. Discussion Papers.
  5. S. Bogan Aruoba & Pablo Cuba-Borda & Kenji Higa-Flores & Frank Schorfheide & Sergio Villalvazo, 2021. "Online Appendix to "Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints"," Online Appendices 20-14, Review of Economic Dynamics.
  6. Schorfheide, Frank & Aruoba, Boragan & Cuba-Borda, Pablo & Hilga-Flores, Kenji & Villalvazo, Sergio, 2020. "Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints," CEPR Discussion Papers 15388, C.E.P.R. Discussion Papers.
  7. Enrique G. Mendoza & Sergio Villalvazo, 2019. "FiPIt: A Simple, Fast Global Method for Solving Models with Two Endogenous States & Occasionally Binding Constraints," NBER Working Papers 26310, National Bureau of Economic Research, Inc.

Articles

  1. Villalvazo, Sergio, 2024. "FDI flows and sudden stops in small open economies," Journal of Macroeconomics, Elsevier, vol. 79(C).
  2. Aruoba, S. Borağan & Mlikota, Marko & Schorfheide, Frank & Villalvazo, Sergio, 2022. "SVARs with occasionally-binding constraints," Journal of Econometrics, Elsevier, vol. 231(2), pages 477-499.
  3. Krueger, Dirk & Ludwig, Alexander & Villalvazo, Sergio, 2021. "Optimal taxes on capital in the OLG model with uninsurable idiosyncratic income risk," Journal of Public Economics, Elsevier, vol. 201(C).
  4. S. Bogan Aruoba & Pablo Cuba-Borda & Kenji Higa-Flores & Frank Schorfheide & Sergio Villalvazo, 2021. "Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 41, pages 96-120, July.
  5. Enrique Mendoza & Sergio Villalvazo, 2020. "FiPIt: A Simple, Fast Global Method for Solving Models with Two Endogenous States & Occasionally Binding Constraints," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 37, pages 81-102, July.
  6. Alcaraz, Carlo & Villalvazo, Sergio, 2017. "The effect of natural gas shortages on the Mexican economy," Energy Economics, Elsevier, vol. 66(C), pages 147-153.

Software components

  1. S. Bogan Aruoba & Pablo Cuba-Borda & Kenji Higa-Flores & Frank Schorfheide & Sergio Villalvazo, 2021. "Code and data files for "Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints"," Computer Codes 20-14, Review of Economic Dynamics.
  2. Enrique Mendoza & Sergio Villalvazo, 2020. "Code and data files for "FiPIt: A Simple, Fast Global Method for Solving Models with Two Endogenous States & Occasionally Binding Constraints"," Computer Codes 19-424, Review of Economic Dynamics.

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. Krueger, Dirk & Ludwig, Alexander & Villalvazo, Sergio, 2021. "Optimal taxes on capital in the OLG model with uninsurable idiosyncratic income risk," ICIR Working Paper Series 38/21, Goethe University Frankfurt, International Center for Insurance Regulation (ICIR).

    Cited by:

    1. Rausch, Sebastian & Yonezawa, Hidemichi, 2023. "Green technology policies versus carbon pricing: An intergenerational perspective," European Economic Review, Elsevier, vol. 154(C).
    2. Torben M. Andersen, 2020. "Taxation of capital income in overlapping generations economies," Journal of Public Economic Theory, Association for Public Economic Theory, vol. 22(5), pages 1245-1261, September.
    3. Pashchenko, Svetlana & Porapakkarm, Ponpoje, 2021. "Value of Life and Annuity Demand," MPRA Paper 107378, University Library of Munich, Germany.
    4. Patrick Macnamara & Myroslav Pidkuyko & Raffaele Rossi, 2022. "Taxing Consumption in Unequal Economies," Economics Discussion Paper Series 2210, Economics, The University of Manchester.
    5. YiLi Chien & Yi Wen, 2020. "Optimal Fiscal Policy under Capital Overaccumulation," Working Papers 2020-002, Federal Reserve Bank of St. Louis, revised 30 Aug 2021.
    6. Radim Bohacek & Michal Kejak, 2005. "Optimal Government Policies in Models with Heterogeneous Agents," CERGE-EI Working Papers wp272, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
    7. Yunmin Chen & YiLi Chien & C.C. Yang, 2021. "Optimal Capital Taxation and Precautionary Savings," Review, Federal Reserve Bank of St. Louis, vol. 103(3), pages 333-350, July.
    8. Schünemann, Johannes & Trimborn, Timo, 2017. "Boosting taxes for boasting about houses: Status concerns in the housing market," ECON WPS - Working Papers in Economic Theory and Policy 05/2017, TU Wien, Institute of Statistics and Mathematical Methods in Economics, Economics Research Unit.
    9. Andrea Modena & Luca Regis, 2023. "Capital Risk, Fiscal Policy, and the Distribution of Wealth," CRC TR 224 Discussion Paper Series crctr224_2023_454, University of Bonn and University of Mannheim, Germany.
    10. Alexander Gorokhovsky & Anna Rubinchik, 2019. "Necessary and Sufficient Conditions for Determinacy of Asymptotically Stationary Equilibria in Olg Models," Cowles Foundation Discussion Papers 2179, Cowles Foundation for Research in Economics, Yale University.
    11. Yunmin Chen & Cheng Chen Yang & YiLi Chien, 2018. "Implementing the Modified Golden Rule? Optimal Ramsey Capital Taxation with Incomplete Markets Revisited," 2018 Meeting Papers 59, Society for Economic Dynamics.
    12. Brant Abbott & Giovanni Gallipoli, 2019. "Permanent-Income Inequality," Working Papers 2019-011, Human Capital and Economic Opportunity Working Group.
    13. Richard Jaimes, 2021. "Does idiosyncratic risk matter for climate policy?," Vniversitas Económica 19276, Universidad Javeriana - Bogotá.
    14. YiLi Chien & Yi Wen, 2019. "Optimal Ramsey Taxation in Heterogeneous Agent Economies with Quasi-Linear Preferences," Working Papers 2019-007, Federal Reserve Bank of St. Louis, revised 26 Jul 2021.
    15. YiLi Chien & Yi Wen & HsinJung Wu, 2020. "Are Government Bonds Net Wealth or a Liability? ---Optimal Debt and Taxes in an OLG Model with Uninsurable Income Risk," Working Papers 2020-007, Federal Reserve Bank of St. Louis, revised 03 Jan 2021.
    16. Krapf, Matthias, 2018. "The Joint Distribution of Wealth and Income Risk: Evidence from Bern," Working papers 2018/18, Faculty of Business and Economics - University of Basel.
    17. YiLi Chien & Yi Wen, 2019. "Don't Tax Capital---Optimal Ramsey Taxation in Heterogeneous Agent Economies with Quasi-Linear Preferences," 2019 Meeting Papers 258, Society for Economic Dynamics.
    18. John Revesz, 2020. "A Model of the Optimal Tax Mix Including Capital Taxation," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 48(3), pages 387-402, September.
    19. Pierre-Richard Agénor & Luiz Awazu Pereira da Silva, 2023. "Global public goods, fiscal policy coordination, and welfare in the world economy," BIS Working Papers 1106, Bank for International Settlements.
    20. Li, Meng, 2023. "Loss aversion and inefficient general equilibrium over the business cycle," Economic Modelling, Elsevier, vol. 118(C).
    21. Makarski, Krzysztof & Tyrowicz, Joanna & Komada, Oliwia, 2021. "Efficiency versus Insurance: Capital Income Taxation and Privatizing Social Security," IZA Discussion Papers 14805, Institute of Labor Economics (IZA).
    22. HIRAGUCHI Ryoji, 2023. "Optimal Government Debt Policy in the Overlapping Generations Model with Idiosyncratic Capital Return Risk," Discussion papers 23063, Research Institute of Economy, Trade and Industry (RIETI).

  2. Schorfheide, Frank & Aruoba, Boragan & Mlikota, Marko & Villalvazo, Sergio, 2021. "SVARs With Occasionally-Binding Constraints," CEPR Discussion Papers 15923, C.E.P.R. Discussion Papers.

    Cited by:

    1. Sophocles Mavroeidis, 2021. "Identification at the Zero Lower Bound," Econometrica, Econometric Society, vol. 89(6), pages 2855-2885, November.
    2. Schorfheide, Frank & Aruoba, Boragan & Cuba-Borda, Pablo & Hilga-Flores, Kenji & Villalvazo, Sergio, 2020. "Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints," CEPR Discussion Papers 15388, C.E.P.R. Discussion Papers.
    3. Guido Ascari & Sophocles Mavroeidis, 2020. "The unbearable lightness of equilibria in a low interest rate environment," Papers 2006.12966, arXiv.org, revised Dec 2021.
    4. Stefania D'Amico & Thomas B. King, 2015. "What Does Anticipated Monetary Policy Do?," Working Paper Series WP-2015-10, Federal Reserve Bank of Chicago.
    5. Loria, Francesca & Matthes, Christian & Wang, Mu-Chun, 2022. "Economic theories and macroeconomic reality," Journal of Monetary Economics, Elsevier, vol. 126(C), pages 105-117.
    6. Kirstin Hubrich & Daniel F. Waggoner, 2022. "The Transmission of Financial Shocks and Leverage of Financial Institutions: An Endogenous Regime-Switching Framework," FRB Atlanta Working Paper 2022-5, Federal Reserve Bank of Atlanta.
    7. Andrea Carriero & Todd E. Clark & Massimiliano Marcellino & Elmar Mertens, 2021. "Forecasting with Shadow-Rate VARs," Working Papers 21-09, Federal Reserve Bank of Cleveland.
    8. Pablo Guerrón-Quintana & Alexey Khazanov & Molin Zhong, 2023. "Financial and Macroeconomic Data Through the Lens of a Nonlinear Dynamic Factor Model," Finance and Economics Discussion Series 2023-027, Board of Governors of the Federal Reserve System (U.S.).
    9. Carriero, Andrea & Clark, Todd E. & Marcellino, Massimiliano & Mertens, Elmar, 2023. "Shadow-rate VARs," Discussion Papers 14/2023, Deutsche Bundesbank.
    10. S. Bogan Aruoba & Pablo Cuba-Borda & Kenji Higa-Flores & Frank Schorfheide & Sergio Villalvazo, 2021. "Online Appendix to "Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints"," Online Appendices 20-14, Review of Economic Dynamics.
    11. James A. Duffy & Sophocles Mavroeidis & Sam Wycherley, 2022. "Cointegration with Occasionally Binding Constraints," Papers 2211.09604, arXiv.org, revised Jul 2023.

  3. S. Bogan Aruoba & Pablo Cuba-Borda & Kenji Higa-Flores & Frank Schorfheide & Sergio Villalvazo, 2021. "Online Appendix to "Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints"," Online Appendices 20-14, Review of Economic Dynamics.

    Cited by:

    1. Leonardo Melosi & Giorgio Primiceri & Andrea Tambalotti, 2021. "Introduction to the Special Issue in Memory of Alejandro Justiniano," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 41, pages 1-3, July.
    2. Wen, Jianghui & Hong, Lijiang & Dai, Min & Xiao, Xinping & Wu, Chaozhong, 2023. "A stochastic model for stop-and-go phenomenon in traffic oscillation: On the prospective of macro and micro traffic flow," Applied Mathematics and Computation, Elsevier, vol. 440(C).
    3. Sophocles Mavroeidis, 2021. "Identification at the Zero Lower Bound," Econometrica, Econometric Society, vol. 89(6), pages 2855-2885, November.
    4. Daisuke Ikeda & Shangshang Li & Sophocles Mavroeidis & Francesco Zanetti, 2020. "Testing the Effectiveness of Unconventional Monetary Policy in Japan and the United States," IMES Discussion Paper Series 20-E-10, Institute for Monetary and Economic Studies, Bank of Japan.
    5. Damioli, Giacomo & Gregori, Wildmer Daniel, 2021. "Diplomatic relations and cross-border investments in the European Union," Working Papers 2021-02, Joint Research Centre, European Commission.
    6. Schorfheide, Frank & Aruoba, Boragan & Mlikota, Marko & Villalvazo, Sergio, 2021. "SVARs With Occasionally-Binding Constraints," CEPR Discussion Papers 15923, C.E.P.R. Discussion Papers.
    7. Guido Ascari & Sophocles Mavroeidis, 2020. "The unbearable lightness of equilibria in a low interest rate environment," Papers 2006.12966, arXiv.org, revised Dec 2021.
    8. Luisa Corrado & Stefano Grassi & Aldo Paolillo, 2021. "Modelling and Estimating Large Macroeconomic Shocks During the Pandemic," CREATES Research Papers 2021-08, Department of Economics and Business Economics, Aarhus University.
    9. Luisa Corrado & Stefano Grassi & Aldo Paolillo, 2021. "Identifying Economic Shocks in a Rare Disaster Environment," CEIS Research Paper 517, Tor Vergata University, CEIS, revised 19 Nov 2021.
    10. Linde, Jesper & Trabandt, Mathias, 2019. "Resolving the Missing Deflation Puzzle," CEPR Discussion Papers 13690, C.E.P.R. Discussion Papers.
    11. Carriero, Andrea & Clark, Todd E. & Marcellino, Massimiliano & Mertens, Elmar, 2023. "Shadow-rate VARs," Discussion Papers 14/2023, Deutsche Bundesbank.
    12. Giovannini, Massimo & Pfeiffer, Philipp & Ratto, Marco, 2021. "Efficient and robust inference of models with occasionally binding constraints," Working Papers 2021-03, Joint Research Centre, European Commission.
    13. Andras Fulop & Jeremy Heng & Junye Li, 2022. "Efficient Likelihood-based Estimation via Annealing for Dynamic Structural Macrofinance Models," Papers 2201.01094, arXiv.org.
    14. Calo, Silvia & Gregori, Wildmer Daniel & Petracco Giudici, Marco & Rancan, Michela, 2021. "Has the Comprehensive Assessment made the European financial system more resilient?," Working Papers 2021-08, Joint Research Centre, European Commission.
    15. James A. Duffy & Sophocles Mavroeidis & Sam Wycherley, 2022. "Cointegration with Occasionally Binding Constraints," Papers 2211.09604, arXiv.org, revised Jul 2023.

  4. Schorfheide, Frank & Aruoba, Boragan & Cuba-Borda, Pablo & Hilga-Flores, Kenji & Villalvazo, Sergio, 2020. "Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints," CEPR Discussion Papers 15388, C.E.P.R. Discussion Papers.

    Cited by:

    1. Leonardo Melosi & Giorgio Primiceri & Andrea Tambalotti, 2021. "Introduction to the Special Issue in Memory of Alejandro Justiniano," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 41, pages 1-3, July.
    2. Wen, Jianghui & Hong, Lijiang & Dai, Min & Xiao, Xinping & Wu, Chaozhong, 2023. "A stochastic model for stop-and-go phenomenon in traffic oscillation: On the prospective of macro and micro traffic flow," Applied Mathematics and Computation, Elsevier, vol. 440(C).
    3. Sophocles Mavroeidis, 2021. "Identification at the Zero Lower Bound," Econometrica, Econometric Society, vol. 89(6), pages 2855-2885, November.
    4. Daisuke Ikeda & Shangshang Li & Sophocles Mavroeidis & Francesco Zanetti, 2020. "Testing the Effectiveness of Unconventional Monetary Policy in Japan and the United States," IMES Discussion Paper Series 20-E-10, Institute for Monetary and Economic Studies, Bank of Japan.
    5. Damioli, Giacomo & Gregori, Wildmer Daniel, 2021. "Diplomatic relations and cross-border investments in the European Union," Working Papers 2021-02, Joint Research Centre, European Commission.
    6. Schorfheide, Frank & Aruoba, Boragan & Mlikota, Marko & Villalvazo, Sergio, 2021. "SVARs With Occasionally-Binding Constraints," CEPR Discussion Papers 15923, C.E.P.R. Discussion Papers.
    7. Enrique Mendoza & Sergio Villalvazo, 2020. "FiPIt: A Simple, Fast Global Method for Solving Models with Two Endogenous States & Occasionally Binding Constraints," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 37, pages 81-102, July.
    8. Guido Ascari & Sophocles Mavroeidis, 2020. "The unbearable lightness of equilibria in a low interest rate environment," Papers 2006.12966, arXiv.org, revised Dec 2021.
    9. Luisa Corrado & Stefano Grassi & Aldo Paolillo, 2021. "Modelling and Estimating Large Macroeconomic Shocks During the Pandemic," CREATES Research Papers 2021-08, Department of Economics and Business Economics, Aarhus University.
    10. Luisa Corrado & Stefano Grassi & Aldo Paolillo, 2021. "Identifying Economic Shocks in a Rare Disaster Environment," CEIS Research Paper 517, Tor Vergata University, CEIS, revised 19 Nov 2021.
    11. Linde, Jesper & Trabandt, Mathias, 2019. "Resolving the Missing Deflation Puzzle," CEPR Discussion Papers 13690, C.E.P.R. Discussion Papers.
    12. Carriero, Andrea & Clark, Todd E. & Marcellino, Massimiliano & Mertens, Elmar, 2023. "Shadow-rate VARs," Discussion Papers 14/2023, Deutsche Bundesbank.
    13. Giovannini, Massimo & Pfeiffer, Philipp & Ratto, Marco, 2021. "Efficient and robust inference of models with occasionally binding constraints," Working Papers 2021-03, Joint Research Centre, European Commission.
    14. Andras Fulop & Jeremy Heng & Junye Li, 2022. "Efficient Likelihood-based Estimation via Annealing for Dynamic Structural Macrofinance Models," Papers 2201.01094, arXiv.org.
    15. Calo, Silvia & Gregori, Wildmer Daniel & Petracco Giudici, Marco & Rancan, Michela, 2021. "Has the Comprehensive Assessment made the European financial system more resilient?," Working Papers 2021-08, Joint Research Centre, European Commission.
    16. James A. Duffy & Sophocles Mavroeidis & Sam Wycherley, 2022. "Cointegration with Occasionally Binding Constraints," Papers 2211.09604, arXiv.org, revised Jul 2023.

  5. Enrique G. Mendoza & Sergio Villalvazo, 2019. "FiPIt: A Simple, Fast Global Method for Solving Models with Two Endogenous States & Occasionally Binding Constraints," NBER Working Papers 26310, National Bureau of Economic Research, Inc.

    Cited by:

    1. Guerra Vallejos, Ernesto & Bobenrieth Hochfarber, Eugenio & Bobenrieth Hochfarber, Juan & Wright, Brian D., 2021. "Solving dynamic stochastic models with multiple occasionally binding constraints," Economic Modelling, Elsevier, vol. 105(C).
    2. Damián Pierri, 2021. "Memory, Multiple Equilibria And Emerging Market Crises," Documentos de trabajo del Instituto Interdisciplinario de Economía Política IIEP (UBA-CONICET) 2021-62, Universidad de Buenos Aires, Facultad de Ciencias Económicas, Instituto Interdisciplinario de Economía Política IIEP (UBA-CONICET).
    3. Schorfheide, Frank & Aruoba, Boragan & Cuba-Borda, Pablo & Hilga-Flores, Kenji & Villalvazo, Sergio, 2020. "Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints," CEPR Discussion Papers 15388, C.E.P.R. Discussion Papers.
    4. Ales Marsal & Katrin Rabitsch & Lorant Kaszab, 2023. "Undesired Consequences of Calvo Pricing in a Non-linear World," Working and Discussion Papers WP 1/2023, Research Department, National Bank of Slovakia.
    5. Rebucci, Alessandro & Benigno, Gianluca & Foerster, Andrew & Otrok, Christopher, 2020. "Estimating Macroeconomic Models of Financial Crises: An Endogenous Regime-Switching Approach," CEPR Discussion Papers 14545, C.E.P.R. Discussion Papers.
    6. Oliver de Groot & Bora Durdu & Enrique G. Mendoza, 2020. "Approximately Right?: Global v. Local Methods for Open-Economy Models with Incomplete Markets," Finance and Economics Discussion Series 2020-006, Board of Governors of the Federal Reserve System (U.S.).
    7. Dan Cao & Wenlan Luo & Guangyu Nie, 2023. "Online Appendix to "Global GDSGE Models"," Online Appendices 22-86, Review of Economic Dynamics.
    8. Javier Bianchi & Enrique G. Mendoza, 2020. "A Fisherian Approach to Financial Crises: Lessons from the Sudden Stops Literature," NBER Working Papers 26915, National Bureau of Economic Research, Inc.
    9. Rabitsch-Schilcher, Katrin & Marsal, Ales & Kaszab, Lorant, 2023. "From Linear to Nonlinear: Rethinking Inflation Dynamics in the Calvo Pricing Mechanism," Department of Economics Working Paper Series 350, WU Vienna University of Economics and Business.
    10. Oliver de Groot & C. Bora Durdu & Enrique G. Mendoza, 2019. "Global v. Local Methods in the Analysis of Open-Economy Models with Incomplete Markets," Working Papers 201916, University of Liverpool, Department of Economics.
    11. S. Bogan Aruoba & Pablo Cuba-Borda & Kenji Higa-Flores & Frank Schorfheide & Sergio Villalvazo, 2021. "Online Appendix to "Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints"," Online Appendices 20-14, Review of Economic Dynamics.
    12. Santiago Camara & Maximo Sangiacomo, 2022. "Borrowing Constraints in Emerging Markets," Papers 2211.10864, arXiv.org.

Articles

  1. Aruoba, S. Borağan & Mlikota, Marko & Schorfheide, Frank & Villalvazo, Sergio, 2022. "SVARs with occasionally-binding constraints," Journal of Econometrics, Elsevier, vol. 231(2), pages 477-499.
    See citations under working paper version above.
  2. Krueger, Dirk & Ludwig, Alexander & Villalvazo, Sergio, 2021. "Optimal taxes on capital in the OLG model with uninsurable idiosyncratic income risk," Journal of Public Economics, Elsevier, vol. 201(C).
    See citations under working paper version above.
  3. S. Bogan Aruoba & Pablo Cuba-Borda & Kenji Higa-Flores & Frank Schorfheide & Sergio Villalvazo, 2021. "Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 41, pages 96-120, July.
    See citations under working paper version above.
  4. Enrique Mendoza & Sergio Villalvazo, 2020. "FiPIt: A Simple, Fast Global Method for Solving Models with Two Endogenous States & Occasionally Binding Constraints," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 37, pages 81-102, July.
    See citations under working paper version above.
  5. Alcaraz, Carlo & Villalvazo, Sergio, 2017. "The effect of natural gas shortages on the Mexican economy," Energy Economics, Elsevier, vol. 66(C), pages 147-153.

    Cited by:

    1. Gao, Yanyan & Zheng, Jianghuai, 2022. "Clearing the air through pipes? An evaluation of the air pollution reduction effect of China's natural gas pipeline projects," Energy Policy, Elsevier, vol. 160(C).
    2. Matheus Belucio & Renato Santiago & José Alberto Fuinhas & Luiz Braun & José Antunes, 2022. "The Impact of Natural Gas, Oil, and Renewables Consumption on Carbon Dioxide Emissions: European Evidence," Energies, MDPI, vol. 15(14), pages 1-16, July.
    3. Ibarra-Ramírez Raúl, 2021. "The Yield Curve as a Predictor of Economic Activity in Mexico: The Role of the Term Premium," Working Papers 2021-07, Banco de México.
    4. Chai, Jian & Zhang, Xiaokong & Lu, Quanying & Zhang, Xuejun & Wang, Yabo, 2021. "Research on imbalance between supply and demand in China's natural gas market under the double-track price system," Energy Policy, Elsevier, vol. 155(C).
    5. Hailemariam, Abebe & Smyth, Russell, 2019. "What drives volatility in natural gas prices?," Energy Economics, Elsevier, vol. 80(C), pages 731-742.
    6. Beyca, Omer Faruk & Ervural, Beyzanur Cayir & Tatoglu, Ekrem & Ozuyar, Pinar Gokcin & Zaim, Selim, 2019. "Using machine learning tools for forecasting natural gas consumption in the province of Istanbul," Energy Economics, Elsevier, vol. 80(C), pages 937-949.
    7. Wang, TianTian & Zhang, Dayong & Clive Broadstock, David, 2019. "Financialization, fundamentals, and the time-varying determinants of US natural gas prices," Energy Economics, Elsevier, vol. 80(C), pages 707-719.
    8. Bharat Kumar Meher & Iqbal Thonse Hawaldar & Latasha Mohapatra & Adel M. Sarea, 2020. "The Impact of COVID-19 on Price Volatility of Crude Oil and Natural Gas Listed on Multi Commodity Exchange of India," International Journal of Energy Economics and Policy, Econjournals, vol. 10(5), pages 422-431.
    9. Raymond Li & Chi-Keung Woo & Asher Tishler & Jay Zarnikau, 2022. "Price Responsiveness of Residential Demand for Natural Gas in the United States," Energies, MDPI, vol. 15(12), pages 1-22, June.
    10. Li, Raymond & Woo, Chi-Keung & Tishler, Asher & Zarnikau, Jay, 2022. "How price responsive is industrial demand for natural gas in the United States?," Utilities Policy, Elsevier, vol. 74(C).
    11. Li, Raymond & Woo, Chi-Keung & Tishler, Asher & Zarnikau, Jay, 2022. "Price responsiveness of commercial demand for natural gas in the US," Energy, Elsevier, vol. 256(C).
    12. Haoying Wang & Rafael Garduno Rivera, 2022. "The Growing US-Mexico Natural Gas Trade and Its Regional Economic Impacts in Mexico," Papers 2208.06928, arXiv.org.
    13. Murshed, Muntasir, 2023. "Efficacies of technological progress and renewable energy transition in amplifying national electrification rates: contextual evidence from developing countries," Utilities Policy, Elsevier, vol. 81(C).
    14. Chen, Jiandong & Yu, Jie & Ai, Bowei & Song, Malin & Hou, Wenxuan, 2019. "Determinants of global natural gas consumption and import–export flows," Energy Economics, Elsevier, vol. 83(C), pages 588-602.

Software components

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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 9 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-MAC: Macroeconomics (8) 2019-10-07 2020-05-04 2020-05-04 2020-11-09 2021-04-05 2021-05-10 2021-05-24 2021-06-14. Author is listed
  2. NEP-DGE: Dynamic General Equilibrium (5) 2019-10-07 2020-05-04 2020-11-09 2021-05-24 2021-06-14. Author is listed
  3. NEP-ORE: Operations Research (4) 2019-10-07 2020-05-04 2020-05-04 2020-11-09. Author is listed
  4. NEP-ECM: Econometrics (2) 2020-05-04 2021-04-05
  5. NEP-ETS: Econometric Time Series (2) 2020-11-09 2021-04-05
  6. NEP-CBA: Central Banking (1) 2021-04-05
  7. NEP-CFN: Corporate Finance (1) 2023-10-09
  8. NEP-CMP: Computational Economics (1) 2020-11-09
  9. NEP-FDG: Financial Development and Growth (1) 2023-10-09
  10. NEP-GRO: Economic Growth (1) 2021-06-14
  11. NEP-PBE: Public Economics (1) 2021-06-14
  12. NEP-PUB: Public Finance (1) 2021-06-14
  13. NEP-UPT: Utility Models and Prospect Theory (1) 2021-06-14

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