Paul G. Castillo : Citation Profile


Are you Paul G. Castillo?

Pontificia Universidad Católica del Perú (25% share)
Banco Central de Reserva del Perú (75% share)

12

H index

12

i10 index

336

Citations

RESEARCH PRODUCTION:

48

Articles

33

Papers

4

Books

3

Chapters

RESEARCH ACTIVITY:

   25 years (1997 - 2022). See details.
   Cites by year: 13
   Journals where Paul G. Castillo has often published
   Relations with other researchers
   Recent citing documents: 17.    Total self citations: 10 (2.89 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pca201
   Updated: 2024-01-16    RAS profile: 2023-09-08    
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Relations with other researchers


Works with:

Pérez Forero, Fernando (6)

Rodríguez, Gabriel (2)

Medina, Juan (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Paul G. Castillo.

Is cited by:

Rodríguez, Gabriel (24)

Pérez Forero, Fernando (14)

Levine, Paul (10)

Castellares, Renzo (9)

Toma, Hiroshi (9)

Winkelried, Diego (8)

Contreras-Miranda, Alex (8)

Gondo Mori, Rocio (8)

Brown, Martin (8)

Gonzalez, Andres (8)

Nivin, Rafael (7)

Cites to:

Galí, Jordi (27)

Gertler, Mark (22)

Tuesta, Vicente (22)

Vega, Marco (16)

Lane, Philip (15)

Blanchard, Olivier (14)

Woodford, Michael (13)

Chang, Roberto (13)

Gopinath, Gita (13)

Benigno, Pierpaolo (12)

Obstfeld, Maurice (12)

Main data


Where Paul G. Castillo has published?


Journals with more than one article published# docs
Revista Moneda28
Revista Estudios Econmicos10
Journal of Macroeconomics2

Working Papers Series with more than one paper published# docs
Working Papers / Banco Central de Reserva del Per18
Macroeconomics / University Library of Munich, Germany2
Working Papers Central Bank of Chile / Central Bank of Chile2
Computing in Economics and Finance 2006 / Society for Computational Economics2
Documentos de Trabajo / Working Papers / Departamento de Economa - Pontificia Universidad Catlica del Per2
BIS Working Papers / Bank for International Settlements2

Recent works citing Paul G. Castillo (2024 and 2023)


YearTitle of citing document
2023Foreign Exchange Interventions and Foreign Shocks: The case of Uruguay. (2023). Miguel, Mello ; Elizabeth, Bucacos ; Javier, Garcia-Cicco. In: Asociación Argentina de Economía Política: Working Papers. RePEc:aep:anales:4657.

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2023Spillovers of US Interest Rates: Monetary Policy & Information Effects. (2021). Camara, Santiago. In: Papers. RePEc:arx:papers:2111.08631.

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2023Partial dollarization and financial frictions in emerging economies. (2023). Levine, Paul ; Gabriel, Vasco ; Yang, BO. In: Review of International Economics. RePEc:bla:reviec:v:31:y:2023:i:2:p:609-651.

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2023Financial market imperfections, informality and government spending multipliers. (2023). Kumar, Alok. In: Journal of Development Economics. RePEc:eee:deveco:v:163:y:2023:i:c:s0304387823000585.

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2023Sectoral credit reallocation: An excessive bank risk-taking explanation. (2023). Pozo, Jorge. In: Emerging Markets Review. RePEc:eee:ememar:v:54:y:2023:i:c:s1566014122000899.

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2023How macroeconomic factors drive the linkages between inflation and oil markets in global economies? A multiscale analysis. (2023). Kim, Won Joong ; Vo, Xuan Vinh ; Hammoudeh, Shawkat ; Ur, Mobeen ; Mensi, Walid. In: International Economics. RePEc:eee:inteco:v:173:y:2023:i:c:p:212-232.

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2023Impacts of oil shocks on stock markets in Norway and Japan: Does monetary policys effectiveness matter?. (2023). Ahmadian-Yazdi, Farzaneh ; al Kharusi, Sami ; Mensi, Walid ; Roudari, Soheil. In: International Economics. RePEc:eee:inteco:v:173:y:2023:i:c:p:343-358.

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2023Nonlinearities in the exchange rate pass-through: The role of inflation expectations. (2023). Caporale, Guglielmo Maria ; Anderl, Christina. In: International Economics. RePEc:eee:inteco:v:173:y:2023:i:c:p:86-101.

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2023Why is dollar debt Cheaper? Evidence from Peru. (2023). Salomao, Juliana ; Ivashina, Victoria ; Gutierrez, Bryan. In: Journal of Financial Economics. RePEc:eee:jfinec:v:148:y:2023:i:3:p:245-272.

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2023Economic recovery through multisector management resources in small and medium businesses in China. (2023). Chok, Nyen Vui ; Cheok, Mui Yee ; Ma, Cong. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006249.

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2023Policy mix in a small open emerging economy with commodity prices. (2023). Sandoval, Jamel ; Espidio, Sebastian Medina ; Armijo, Alberto ; Andre, Marine C. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:4:y:2023:i:1:s2666143822000369.

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2023The effects of countercyclical leverage buffers on macroeconomic and financial stability. (2023). Pozo, Jorge. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:89:y:2023:i:c:p:194-217.

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2023Role of renewable energy investment and geopolitical risk in green finance development: Empirical evidence from BRICS countries. (2023). Chang, Lei ; Lin, Huifang ; Zhou, Jianwen ; Wu, Hao ; Dong, Chunlong. In: Renewable Energy. RePEc:eee:renene:v:207:y:2023:i:c:p:234-241.

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2023Time-varying impact of fiscal shocks over GDP growth in Peru: An empirical application using hybrid TVP-VAR-SV models. (2023). Rodríguez, Gabriel ; Jimenez, Alvaro ; Ataurima Arellano, Miguel. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:64:y:2023:i:c:p:314-332.

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2023Drivers of inflation in Turkey: a new Keynesian Phillips curve perspective. (2023). Kocoglu, Mustafa. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:56:y:2023:i:4:d:10.1007_s10644-023-09532-6.

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2023Yet it Endures: The Persistence of Original Sin. (2023). Panizza, Ugo ; Hausmann, Ricardo ; Eichengreen, Barry. In: Open Economies Review. RePEc:kap:openec:v:34:y:2023:i:1:d:10.1007_s11079-022-09704-3.

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2023Time changing effects of external shocks on macroeconomic fluctuations in Peru: empirical application using regime-switching VAR models with stochastic volatility. (2023). Rodríguez, Gabriel ; Chavez, Paulo. In: Review of World Economics (Weltwirtschaftliches Archiv). RePEc:spr:weltar:v:159:y:2023:i:2:d:10.1007_s10290-022-00474-1.

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Works by Paul G. Castillo:


YearTitleTypeCited
2014Spillovers, capital flows and prudential regulation in small open economies In: Working Papers.
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paper8
2014Spillovers, capital ows and prudential regulation in small open economies.(2014) In: BIS Working Papers.
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This paper has nother version. Agregated cites: 8
paper
2014Spillovers, capital flows and prudential regulation in small open economies.(2014) In: Working Papers.
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This paper has nother version. Agregated cites: 8
paper
2019International reserves and forex intervention in Peru In: BIS Papers chapters.
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chapter1
2012Inflation Dynamics in the Presence of Informal Labour Markets In: BIS Working Papers.
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paper12
2012Inflation Dynamics in the Presence of Informal Labour Markets.(2012) In: Journal Economía Chilena (The Chilean Economy).
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This paper has nother version. Agregated cites: 12
article
2012Regime shifts and inflation uncertainty in Peru In: Journal of Applied Economics.
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article9
2012Regime Shifts and Inflation Uncertainty in Peru.(2012) In: Journal of Applied Economics.
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This paper has nother version. Agregated cites: 9
article
2007Inflation Premium and Oil Price Volatility In: CEP Discussion Papers.
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paper16
2005Inflation Premium and Oil Price Volatility.(2005) In: Working Papers Central Bank of Chile.
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This paper has nother version. Agregated cites: 16
paper
2007Inflation premium and oil price volatility.(2007) In: LSE Research Online Documents on Economics.
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This paper has nother version. Agregated cites: 16
paper
2006Inflation Premium and Oil Price Volatility.(2006) In: Computing in Economics and Finance 2006.
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This paper has nother version. Agregated cites: 16
paper
2005Inflation Premium and Oil Price Volatility.(2005) In: Macroeconomics.
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This paper has nother version. Agregated cites: 16
paper
2006An Estimated Stochastic General Equilibrium Model with Partial Dollarization: A Bayesian Approach In: Working Papers Central Bank of Chile.
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paper41
2013An Estimated Stochastic General Equilibrium Model with Partial Dollarization: A Bayesian Approach.(2013) In: Open Economies Review.
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This paper has nother version. Agregated cites: 41
article
2006Estimación de la tasa natural de interés para la economía peruana In: Monetaria.
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article4
2006¿Por qué la dolarización es persistente? In: Premio de Banca Central Rodrigo Gómez / Central Banking Award Rodrigo Gómez.
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book0
2006Why Dollarization is so persistent? In: Premio de Banca Central Rodrigo Gómez / Central Banking Award Rodrigo Gómez.
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book0
2010Los términos de intercambio como impulsores de fluctuaciones económicas en economías en desarrollo: estudio empírico In: Premio de Banca Central Rodrigo Gómez / Central Banking Award Rodrigo Gómez.
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book5
2010The Terms of Trade as Drivers of Economic Fluctuations in Developing Economies: An Empirical Study In: Premio de Banca Central Rodrigo Gómez / Central Banking Award Rodrigo Gómez.
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book6
2014Inflation Targeting and Quantitative Tightening: Effects of Reserve Requirements in Peru In: Economía Journal.
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article25
2014Inflation Targeting and Quantitative Tightening: Effects of Reserve Requirements in Peru.(2014) In: IDB Publications (Working Papers).
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This paper has nother version. Agregated cites: 25
paper
2014Inflation targeting and Quantitative Tightening: Effects of Reserve Requirements in Peru.(2014) In: Working Papers.
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This paper has nother version. Agregated cites: 25
paper
2021Foreign Exchange Intervention, Capital Flows, and Liability Dollarization In: GRU Working Paper Series.
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paper4
2021Foreign Exchange Intervention, Capital Flows, and Liability Dollarization..(2021) In: Working Papers.
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This paper has nother version. Agregated cites: 4
paper
2010Dollarization persistence and individual heterogeneity In: Journal of International Money and Finance.
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article23
2007Dollarization Persistence and Individual Heterogeneity.(2007) In: Working Papers.
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This paper has nother version. Agregated cites: 23
paper
2005Dollarization Persistence and Individual Heterogeneity.(2005) In: Macroeconomics.
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This paper has nother version. Agregated cites: 23
paper
2012Does the exchange rate pass-through into prices change when inflation targeting is adopted? The Peruvian case study between 1994 and 2007 In: Journal of Macroeconomics.
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article22
2011DOES THE EXCHANGE RATE PASS-THROUGH INTO PRICES CHANGE WHEN INFLATION TARGETING IS ADOPTED? THE PERUVIAN CASE STUDY BETWEEN 1994 AND 2007.(2011) In: Documentos de Trabajo / Working Papers.
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paper
2020Inflation, oil price volatility and monetary policy In: Journal of Macroeconomics.
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article16
2010Inflation, Oil Price Volatility and Monetary Policy.(2010) In: Working Papers.
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paper
2022Evolution of Monetary Policy in Peru: An Empirical Application Using a Mixture Innovation TVP-VAR-SV Model* In: CESifo Economic Studies.
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article4
2016Términos de intercambio y productividad total de factores en el Perú In: Chapters of Books.
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chapter0
2015Peru’s Recent Experience in Managing Capital Flows In: International Economic Association Series.
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chapter0
2021Does the Central Bank of Peru Respond to Exchange Rate Movements? A Bayesian Estimation of a New Keynesian DSGE Model with FX Interventions In: Documentos de Trabajo / Working Papers.
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paper0
1997Desestacionalización de agregados financieros: 1991 - 1996 In: Revista Estudios Económicos.
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article0
1998Evaluación de portafolio de inversionistas institucionales: fondos mutuos y fondos de pensionistas In: Revista Estudios Económicos.
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article0
2007Hechos estilizados de la economía peruana In: Revista Estudios Económicos.
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article17
2009Un modelo de equilibrio general con dolarización para la economía peruana In: Revista Estudios Económicos.
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article23
2009Crisis financieras y manejo de reservas en el Perú In: Revista Estudios Económicos.
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article3
2011Los mecanismos de transmisión de la política monetaria en Perú In: Revista Estudios Económicos.
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article7
2010Los Mecanismos de Transmisión de la Política Monetaria en Perú.(2010) In: Working Papers.
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paper
2014Términos de intercambio y productividad total de factores: Evidencia empírica de los mercados emergentes de América latina In: Revista Estudios Económicos.
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article1
2015Tendencias de las emisiones de bonos en el exterior de empresas en América Latina In: Revista Estudios Económicos.
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article0
2017Factores globales e idiosincráticos en la dinámica de la inflación en América Latina In: Revista Estudios Económicos.
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article0
2019La comunicación de la política monetaria en los bancos centrales de América del Sur In: Revista Estudios Económicos.
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article0
2020La comunicación de la política monetaria en los bancos centrales de América del Sur.(2020) In: Revista Moneda.
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This paper has nother version. Agregated cites: 0
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2019La comunicación de la política monetaria en los bancos centrales de América del Sur..(2019) In: Working Papers.
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2006La política monetaria frente a la dolarización In: Revista Moneda.
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article0
2008Dinero, inflación y la credibilidad del Banco Central In: Revista Moneda.
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article0
2008Política monetaria en una economía con dolarización parcial In: Revista Moneda.
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article0
2008Hacia una ley del trabajo que genere empleo adecuado en el Perú In: Revista Moneda.
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article0
2009Lecciones de la crisis rusa para enfrentar la crisis financiera global mundial In: Revista Moneda.
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article2
2009Política monetaria en periodos de turbulencia financiera In: Revista Moneda.
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article0
2009Reservas Internacionales, choques externos y políticas contra-cíclicas In: Revista Moneda.
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article0
2010Instrumentos no convencionales de política monetaria ¿Cuándo y por qué? In: Revista Moneda.
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article2
2010Respuestas de Política Económica frente al influjo de capitales In: Revista Moneda.
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article0
2011Tratamiento contable de las fluctuaciones cambiarias en el balance del BCRP In: Revista Moneda.
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article0
2011Política macro-prudencial en los países de la región In: Revista Moneda.
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article1
2012Algunas lecciones de la crisis financiera para el diseño de política monetaria In: Revista Moneda.
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article1
2012El rol de prestamista de última instancia de los bancos centrales ¿cuánto ha cambiado a raíz de la crisis financiera internacional? In: Revista Moneda.
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article0
2012La dolarización de los depósitos ¿Por qué las empresas y las familias se comportan de forma diferente? In: Revista Moneda.
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article0
2012Entrevista al profesor Kiyotaki durante su visita al BCRP In: Revista Moneda.
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2014Términos de intercambio y la productividad total de factores In: Revista Moneda.
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article1
2015Cambios en la volatilidad del PBI en el Perú: el rol de la estabilidad monetaria In: Revista Moneda.
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article0
2015La Conquista del Sol: Resultados de las medidas del BCRP para acelerar la desdolarización de la economía In: Revista Moneda.
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article1
2017Dolarización, volatilidad cambiaria y retos para la operatividad de la política monetaria In: Revista Moneda.
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article1
2017Intervención con Derivados Cambiarios: Motivos, instrumentos y experiencias en América Latina In: Revista Moneda.
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article0
2018Monedas digitales: Una perspectiva desde la Banca Central In: Revista Moneda.
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article0
2018Taxonomía de la desdolarización del crédito In: Revista Moneda.
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article1
2019La Política Monetaria del BCRP y la tasa de interés de la FED. In: Revista Moneda.
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article0
2019La política monetaria y el ciclo económico. In: Revista Moneda.
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article0
2019El esquema de metas de inflación en América del Sur: Evaluación y perspectivas. In: Revista Moneda.
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article0
2019Desarrollo reciente del mercado cambiario en el Perú In: Revista Moneda.
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article0
2019Conferencia internacional sobre tipos de cambio, política monetaria y fricciones financieras In: Revista Moneda.
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article0
2006Measuring the Natural Interest Rate for the Peruvian Economy In: Working Papers.
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paper7
2006Stylized Facts of the Peruvian Economy In: Working Papers.
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paper0
2007Monetary Policy, Regime Shifts, and Inflation Uncertainty in Peru (1949-2006) In: Working Papers.
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paper12
2008Facing up a sudden stop of capital flows: Policy lessons from the 90s peruvian experience In: Working Papers.
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paper3
2009Money, Infation and Interest Rate: Does the Link Change when the Policy Instrument Changes? In: Working Papers.
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2009A Dynamic Stochastic General Equilibrium Model with Dollarization for the Peruvian Economy In: Working Papers.
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2010Monetary Policy in the presence of Informal Labour Markets In: Working Papers.
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paper26
2014Terms of Trade and Total Factor Productivity: Empirical evidence from Latin American emerging markets In: Working Papers.
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paper5
2015Distribución de Ingresos y Dolarización Endógena In: Working Papers.
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paper0
2016De-dollarization of credit in Peru: the role of unconventional monetary policy tools In: Working Papers.
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2016From the “Great Inflation” to the “Great Moderation” in Peru: A Time Varying Structural Vector Autoregressions Analysis In: Working Papers.
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paper3
2006From Money Aggregates to Interest Rate Rules in a Small Open Economy: A Second Order Approach In: Computing in Economics and Finance 2006.
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paper3

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