Constantino Hevia : Citation Profile


Are you Constantino Hevia?

Universidad Torcuato Di Tella

7

H index

6

i10 index

191

Citations

RESEARCH PRODUCTION:

15

Articles

36

Papers

2

Chapters

RESEARCH ACTIVITY:

   16 years (2004 - 2020). See details.
   Cites by year: 11
   Journals where Constantino Hevia has often published
   Relations with other researchers
   Recent citing documents: 35.    Total self citations: 10 (4.98 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/phe241
   Updated: 2021-11-20    RAS profile: 2021-07-29    
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Relations with other researchers


Works with:

Sola, Martin (10)

Nicolini, Juan Pablo (5)

Ayres, Joao (5)

Petrella, Ivan (5)

Loayza, Norman (3)

Servén, Luis (3)

Meza-Cuadra, Claudia (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Constantino Hevia.

Is cited by:

Belke, Ansgar (6)

Schmukler, Sergio (6)

Costa Filho, João Ricardo (6)

Dreger, Christian (6)

Didier, Tatiana (5)

Salisu, Afees (5)

Benigno, Gianluca (5)

Alberola, Enrique (5)

Cheng, Gong (4)

Joyce, Joseph (4)

Ohnsorge, Franziska (3)

Cites to:

Rogoff, Kenneth (21)

Reinhart, Carmen (18)

Nicolini, Juan Pablo (12)

Kehoe, Patrick (11)

McGrattan, Ellen (10)

Spiegel, Mark (10)

Schmukler, Sergio (10)

Rose, Andrew (10)

Obstfeld, Maurice (9)

Eichengreen, Barry (9)

Chari, Varadarajan (9)

Main data


Where Constantino Hevia has published?


Journals with more than one article published# docs
Journal of Applied Econometrics2
Journal of International Economics2
Studies in Nonlinear Dynamics & Econometrics2

Working Papers Series with more than one paper published# docs
Policy Research Working Paper Series / The World Bank10
Department of Economics Working Papers / Universidad Torcuato Di Tella8
Working Papers / Federal Reserve Bank of Minneapolis4
Working Papers / Peruvian Economic Association2

Recent works citing Constantino Hevia (2021 and 2020)


YearTitle of citing document
2020La economía argentina ayer y hoy: hechos estilizados y des-estilizados.. (2020). Rojas, Mara Leticia. In: Asociación Argentina de Economía Política: Working Papers. RePEc:aep:anales:4400.

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2021General Bayesian time-varying parameter VARs for predicting government bond yields. (2021). Pfarrhofer, Michael ; Huber, Florian ; Hauzenberger, Niko ; Fischer, Manfred M. In: Papers. RePEc:arx:papers:2102.13393.

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2020Testing the static and dynamic performance of statistical methods for the detection of national industrial clusters. (2020). Sarica, Serhad ; Benita, Francisco ; Bansal, Garvit. In: Papers in Regional Science. RePEc:bla:presci:v:99:y:2020:i:4:p:1137-1157.

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2021Terms-of-trade shocks are not all alike. (2021). Petrella, Ivan ; Juvenal, Luciana ; Dipace, Federico ; di Pace, Federico. In: Bank of England working papers. RePEc:boe:boeewp:0901.

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2021Connectedness between the Crude Oil Futures and Equity Markets during the Pre- and Post-Financialisation Eras. (2021). Gronwald, Marc ; Durand, Robert D ; Wadud, Sania. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9202.

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2020The effects of conventional and unconventional monetary policy on forecasting the yield curve. (2020). Eo, Yunjong ; Ho, Kyu. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:111:y:2020:i:c:s016518891930209x.

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2020Historical market genes, marketization and economic growth in China. (2020). Chen, Xirong ; Ma, Zhongxin ; Li, Renyu. In: Economic Modelling. RePEc:eee:ecmode:v:86:y:2020:i:c:p:327-333.

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2021Forecasting U.S. Yield Curve Using the Dynamic Nelson–Siegel Model with Random Level Shift Parameters. (2021). Xu, Jiawen ; Pang, Tao ; Luo, Deqing. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:340-350.

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2020Monetary policy efficiency and macroeconomic stability: Do financial openness and economic globalization matter?. (2020). de Mendonça, Helder ; Nascimento, Natalia Cunha ; de Mendona, Helder Ferreira ; deMendona, Helder Ferreira . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818302651.

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2021Forecasting WTI crude oil futures returns: Does the term structure help?. (2021). O'Sullivan, Conall ; Bredin, Don ; Spencer, Simon. In: Energy Economics. RePEc:eee:eneeco:v:100:y:2021:i:c:s0140988321002565.

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2021The impact of Covid-19 on liquidity of emerging market bonds. (2021). Gubareva, Mariya. In: Finance Research Letters. RePEc:eee:finlet:v:41:y:2021:i:c:s1544612320316408.

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2021Global corporate debt during crises: Implications of switching borrowing across markets. (2021). Schmukler, Sergio L ; Didier, Tatiana ; Cortina, Juan J. In: Journal of International Economics. RePEc:eee:inecon:v:131:y:2021:i:c:s0022199621000647.

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2021The effect of COVID – 19 pandemic on global stock market volatility: Can economic strength help to manage the uncertainty?. (2021). Chowdhury, Anup ; Uddin, Moshfique ; Chaudhuri, Kausik ; Anderson, Keith. In: Journal of Business Research. RePEc:eee:jbrese:v:128:y:2021:i:c:p:31-44.

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2020Adding space to the international business cycle. (2020). Servén, Luis ; Abate, Girum Dagnachew ; Serven, Luis. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:65:y:2020:i:c:s0164070420301373.

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2020Commodity terms of trade shocks and real effective exchange rate dynamics in Africas commodity-exporting countries. (2020). Yacouba, kassouri ; Altinta, Halil ; Kassouri, Yacouba. In: Resources Policy. RePEc:eee:jrpoli:v:68:y:2020:i:c:s0301420720301501.

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2021The collapse of the Venezuelan oil industry: The role of above-ground risks limiting foreign investment. (2021). Hernandez, Igor ; Monaldi, Francisco ; la Rosa, Jose. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721001306.

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2020Measuring co-dependencies of economic policy uncertainty in Latin American countries using vine copulas. (2020). Tiwari, Aviral ; Pradhan, Ashis ; GUPTA, RANGAN ; Çekin, Semih. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:76:y:2020:i:c:p:207-217.

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2020The impact of forced divestments on parent company stock prices: Buy on the rumor, sell on the news?. (2020). Pea, Juan Ignacio ; Restrepo-Ochoa, Diana Constanza. In: Research in International Business and Finance. RePEc:eee:riibaf:v:53:y:2020:i:c:s0275531919305586.

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2021Operations Management teaching practices and information technologies adoption in emerging economies during COVID-19 outbreak. (2021). Cauchick-Miguel, Paulo A ; Sunder, Vijaya ; Narayanamurthy, Gopalakrishnan ; Tortorella, Guilherme Luz. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:171:y:2021:i:c:s0040162521004285.

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2020Lessons from the Monetary and Fiscal History of Latin America. (2020). Nicolini, Juan Pablo ; Kehoe, Timothy ; Esquivel, Carlos. In: Staff Report. RePEc:fip:fedmsr:88446.

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2021Initial Output Losses from the Covid-19 Pandemic: Robust Determinants. (2021). Ostry, Jonathan ; Furceri, Davide ; Yang, Naihan ; Ganslmeier, Michael. In: IMF Working Papers. RePEc:imf:imfwpa:2021/018.

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2020The shape of sovereign yield curve in an emerging economy: Do macroeconomic or external factors matter?. (2020). Ozturk, Huseyin. In: Empirica. RePEc:kap:empiri:v:47:y:2020:i:1:d:10.1007_s10663-018-9405-y.

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2021Assessing the Impact of Covid-19 Pandemic on Emerging Market Economies’ (EMEs) Sovereign Bond Risk Premium and Fiscal Solvency. (2021). Geremew, Menelik ; Bizuneh, Menna. In: Eastern Economic Journal. RePEc:pal:easeco:v:47:y:2021:i:4:d:10.1057_s41302-021-00201-y.

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2020Business Cycle Accounting: what have we learned so far?. (2020). Costa Filho, João Ricardo ; Brinca, Pedro ; Loria, Francesca ; Costa-Filho, Joo. In: MPRA Paper. RePEc:pra:mprapa:100180.

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2020Chocs externes, Institutions démocratiques et Résilience économique. (2020). Trabelsi, Mohamed Ali ; Ahmed, Salah . In: MPRA Paper. RePEc:pra:mprapa:100382.

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2021Output falls and the international transmission of crises. (2021). Costa Filho, João Ricardo ; Brinca, Pedro ; Joo, Costa-Filho. In: MPRA Paper. RePEc:pra:mprapa:107297.

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2021Economic depression in Brazil: the 2014-2016 fall. (2021). Costa Filho, João Ricardo ; Brinca, Pedro ; Costa-Filho, Joo. In: MPRA Paper. RePEc:pra:mprapa:107298.

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2020To “ECO” or not to “ECO”? Evidence for the single currency agenda of ECOWAS. (2020). Salisu, Afees ; Ogbonna, Ahamuefula ; Adediran, Idris. In: MPRA Paper. RePEc:pra:mprapa:109680.

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2021The Financial US Uncertainty Spillover Multiplier: Evidence from a GVAR Model. (2021). Salisu, Afees ; GUPTA, RANGAN ; Demirer, Riza. In: Working Papers. RePEc:pre:wpaper:202145.

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2021Financial Turbulence, Systemic Risk and the Predictability of Stock Market Volatility. (2021). Salisu, Afees ; GUPTA, RANGAN ; Demirer, Riza. In: Working Papers. RePEc:pre:wpaper:202162.

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2020Applying multivariate-fractionally integrated volatility analysis on emerging market bond portfolios. (2020). Unal, Gazanfer ; Demirel, Mustafa. In: Financial Innovation. RePEc:spr:fininn:v:6:y:2020:i:1:d:10.1186_s40854-020-00203-3.

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2020Has the Financial Crisis affected the Real Interest Rate Dynamics in Europe?. (2020). Demiralp, Selva ; Aslanidis, Nektarios. In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:16:y:2020:i:1:d:10.1007_s41549-020-00041-3.

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2021Monetary Business Cycle Accounting Analysis of Indian Economy. (2021). Chatterjee, Partha ; Mishra, Kshitiz. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:19:y:2021:i:3:d:10.1007_s40953-021-00241-3.

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2020Global Corporate Debt during Crises : Implications of Switching Borrowing across Markets. (2020). Schmukler, Sergio ; Brandao, Tatiana Didier ; Cortina, Juan Jose. In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:9142.

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2021General Bayesian time-varying parameter VARs for predicting government bond yields. (2021). Huber, Florian ; Hauzenberger, Niko ; Fischer, Manfred ; Pfarrhofer, Michael. In: Working Papers in Regional Science. RePEc:wiw:wus046:8006.

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Works by Constantino Hevia:


YearTitleTypeCited
2015Privatization and Nationalization Cycles In: Working Papers.
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paper18
2018PRIVATIZATION AND NATIONALIZATION CYCLES.(2018) In: Macroeconomic Dynamics.
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This paper has another version. Agregated cites: 18
article
2010Privatization and Nationalization Cycles.(2010) In: NBER Working Papers.
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This paper has another version. Agregated cites: 18
paper
2009Privatization and nationalization cycles.(2009) In: Policy Research Working Paper Series.
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This paper has another version. Agregated cites: 18
paper
2017Industrial Policies vs Public Goods under Asymmetric Information In: Working Papers.
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paper0
2017Industrial policies vs public goods under asymmetric information.(2017) In: Policy Research Working Paper Series.
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This paper has another version. Agregated cites: 0
paper
2014Estimating and Forecasting the Yield Curve Using a Markov Switching Dynamic Nelson and Siegel Model In: BCAM Working Papers.
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paper10
2012Estimating and Forecasting the Yield Curve Using a Markov Switching Dynamic Nelson and Siegel Model.(2012) In: Department of Economics Working Papers.
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This paper has another version. Agregated cites: 10
paper
2015Estimating and Forecasting the Yield Curve Using A Markov Switching Dynamic Nelson and Siegel Model.(2015) In: Journal of Applied Econometrics.
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This paper has another version. Agregated cites: 10
article
2016Risk premia and seasonality in commodity futures In: Bank of England working papers.
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paper7
2016Risk Premia and Seasonality in Commodity Futures.(2016) In: CEPR Discussion Papers.
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paper
2016Risk Premia and Seasonality in Commodity Futures.(2016) In: Department of Economics Working Papers.
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2018Risk premia and seasonality in commodity futures.(2018) In: Journal of Applied Econometrics.
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article
2018Risk Premia and Seasonality in Commodity Futures.(2018) In: EMF Research Papers.
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paper
2020Bond risk premia and the return forecasting factor In: Studies in Nonlinear Dynamics & Econometrics.
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article0
2018Bond Risk Premia and the ”Return Forecasting Factor”.(2018) In: Department of Economics Working Papers.
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2020Bond risk premia and the return forecasting factor In: Studies in Nonlinear Dynamics & Econometrics.
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article0
2015Política Monetaria y la Enfermedad Holandesa: Rigidez de Precios y de Salarios In: Journal Economía Chilena (The Chilean Economy).
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article0
2015Monetary Policy and Dutch Disease: The Case of Price and Wage Rigidity In: Central Banking, Analysis, and Economic Policies Book Series.
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chapter6
2015Monetary Policy and Dutch Disease: The Case of Price and Wage Rigidity.(2015) In: Working Papers.
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This paper has another version. Agregated cites: 6
paper
2015Monetary Policy and Dutch Disease: The Case of Price and Wage Rigidity.(2015) In: Department of Economics Working Papers.
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This paper has another version. Agregated cites: 6
paper
2020A perfect storm: COVID-19 in emerging economies In: Vox eBook Chapters.
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chapter2
2004Optimal Devaluations In: Econometric Society 2004 Latin American Meetings.
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paper22
2013Optimal devaluations.(2013) In: Working Papers.
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This paper has another version. Agregated cites: 22
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2013Optimal Devaluations.(2013) In: IMF Economic Review.
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2011Optimal Devaluations.(2011) In: 2011 Meeting Papers.
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2009Optimal devaluations.(2009) In: Policy Research Working Paper Series.
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2018Assessing the degree of international consumption risk sharing In: Journal of Development Economics.
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article1
2018Assessing the degree of international consumption risk sharing .(2018) In: Department of Economics Working Papers.
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This paper has another version. Agregated cites: 1
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2016Assessing the degree of international consumption risk sharing.(2016) In: Policy Research Working Paper Series.
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2018Monitoring money for price stability In: Journal of Economic Dynamics and Control.
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2017Monitoring Money for Price Stability.(2017) In: Working Papers.
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2017Monitoring Money for Price Stability.(2017) In: Department of Economics Working Papers.
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2020Real exchange rates and primary commodity prices In: Journal of International Economics.
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2019Real Exchange Rates and Primary Commodity Prices.(2019) In: Staff Report.
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2017Real Exchange Rates and Primary Commodity Prices.(2017) In: Working Papers.
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2019Real Exchange Rates and Primary Commodity Prices.(2019) In: IDB Publications (Working Papers).
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2015Real Exchange Rates and Commodity Prices.(2015) In: 2015 Meeting Papers.
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2014Emerging market fluctuations: What makes the difference? In: Journal of International Economics.
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article10
2009Emerging market fluctuations : what makes the difference ?.(2009) In: Policy Research Working Paper Series.
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2012How resilient and countercyclical were emerging economies during the global financial crisis? In: Journal of International Money and Finance.
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article61
2018Bond Risk Premia and Restrictions on Risk Prices In: JRFM.
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article1
2018Bond risk premia and restrictions on risk prices.(2018) In: Department of Economics Working Papers.
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2012Respuestas de política a la crisis financiera global: ¿Qué hicieron diferente las economías emergentes? In: Revista Estudios Económicos.
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article0
2013Policy Responses to the Global Financial Crisis: What Did Emerging Economies Do Differently? In: Working Papers.
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paper8
2019A Quantitative Analysis of Real Exchange Rates and Primary Commodity Prices In: 2019 Meeting Papers.
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paper2
2013Optimal Monetary and Fiscal Policy in a New Keynesian Model with a Dutch Disease: The Case of Complete Markets In: Department of Economics Working Papers.
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2011Saving and growth in Egypt In: Policy Research Working Paper Series.
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2012SAVING AND GROWTH IN EGYPT.(2012) In: Middle East Development Journal (MEDJ).
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2011How resilient and countercyclical were emerging economies to the global financial crisis ? In: Policy Research Working Paper Series.
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2012Using pooled information and bootstrap methods to assess debt sustainability in low income countries In: Policy Research Working Paper Series.
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2013Saving and growth in Sri Lanka In: Policy Research Working Paper Series.
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paper3
2013Partial consumption insurance and financial openness across the world In: Policy Research Working Paper Series.
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paper1

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