Alberto Humala : Citation Profile


Are you Alberto Humala?

Banco Central de Reserva del Perú

6

H index

3

i10 index

71

Citations

RESEARCH PRODUCTION:

11

Articles

8

Papers

RESEARCH ACTIVITY:

   16 years (1997 - 2013). See details.
   Cites by year: 4
   Journals where Alberto Humala has often published
   Relations with other researchers
   Recent citing documents: 11.    Total self citations: 1 (1.39 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/phu256
   Updated: 2017-10-21    RAS profile: 2014-01-28    
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Relations with other researchers


Works with:

Rodríguez, Gabriel (2)

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

Is cited by:

Rodríguez, Gabriel (19)

Castillo, Paul (7)

Winkelried, Diego (3)

Tuesta, Vicente (3)

Montoro, Carlos (3)

Tiwari, Aviral (2)

Salas, Jorge (2)

GUPTA, RANGAN (2)

Broto, Carmen (2)

Miller, Stephen (2)

Adler, Gustavo (2)

Cites to:

Taylor, Mark (7)

Zha, Tao (6)

Smets, Frank (6)

Ehrmann, Michael (5)

Sarno, Lucio (5)

Valente, Giorgio (5)

Clarida, Richard (5)

Reinhart, Carmen (5)

Castillo, Paul (4)

Garcia, René (4)

Ogaki, Masao (4)

Main data


Where Alberto Humala has published?


Journals with more than one article published# docs
Revista Moneda2
Revista Estudios Econmicos2
Monetaria2
Applied Economics Letters2

Working Papers Series with more than one paper published# docs
Working Papers / Banco Central de Reserva del Per5
Documentos de Trabajo / Working Papers / Departamento de Economa - Pontificia Universidad Catlica del Per3

Recent works citing Alberto Humala (2017 and 2016)


YearTitle of citing document
2016Time-varying mark-up and the ECB monetary policy transmission in a highly non linear framework. (2016). Paladino, Giovanna ; Cifarelli, Giulio. In: International Review of Economics & Finance. RePEc:eee:reveco:v:45:y:2016:i:c:p:247-262.

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2016The Time - Varying Natural Rate of Interest and Its Fundamental Determinants: Time Series Evidence from Turkey. (2016). Şıklar, İlyas ; Yildiz, Umit ; Cakan, Sinan ; Siklar, Ilyas . In: Business and Economic Research. RePEc:mth:ber888:v:6:y:2016:i:2:p:390-400.

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2016 Asymmetries in Volatility: An Empirical Study for the Peruvian Stock and Forex Market [Asimetrías en volatilidad: Un estudio empírico para los mercados bursátil y cambiario del Perú]. (2016). Rodríguez, Gabriel ; Alanya, Willy . In: Documentos de Trabajo / Working Papers. RePEc:pcp:pucwps:wp00413.

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2016 Modelling the Volatility of Commodities Prices using a Stochastic Volatility Model with Random Level Shifts [Modelando la volatilidad de los precios de los commodities utilizando un modelo de volatil. (2016). Rodríguez, Gabriel ; Guillen, Angel ; Alvaro, Dennis . In: Documentos de Trabajo / Working Papers. RePEc:pcp:pucwps:wp00414.

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2016 An Empirical Application of a Random Level Shifts Model with Time-Varying Probability and Mean Reversion to the Volatility of Latin-American Forex Markets Returns [Una aplicación empírica de un mod. (2016). Rodríguez, Gabriel ; Gonzales, Jose Carlos . In: Documentos de Trabajo / Working Papers. RePEc:pcp:pucwps:wp00415.

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2016 Modeling Latin-American Stock and Forex Markets Volatility: Empirical Application of a Model with Random Level Shifts and Genuine Long Memory [Modelando la volatilidad de los mercados bursátiles y c. (2016). Rodríguez, Gabriel. In: Documentos de Trabajo / Working Papers. RePEc:pcp:pucwps:wp00416.

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2016From the “Great Inflation” to the “Great Moderation” in Peru: A Time Varying Structural Vector Autoregressions Analysis. (2016). Castillo, Paul ; Montoya, Jimena ; Quineche, Ricardo . In: Working Papers. RePEc:rbp:wpaper:2016-003.

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2016Are We Systematically Wrong when Estimating Potential Output and the Natural Rate of Interest?. (2016). Croitoru, Lucian. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2016:i:2:p:128-151.

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2016Time-Frequency Relationship between Inflation and Inflation Uncertainty for the U.S.: Evidence from Historical Data. (2016). Tiwari, Aviral ; Miller, Stephen ; GUPTA, RANGAN ; Albulescu, Claudiu. In: Working papers. RePEc:uct:uconnp:2016-12.

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2017Zinstransmission in der Niedrigzinsphase: Eine empirische Untersuchung des Zinskanals in Deutschland. (2017). Hennecke, Peter . In: Thuenen-Series of Applied Economic Theory. RePEc:zbw:roswps:150.

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2017The interest rate pass-through in the low interest rate environment: Evidence from Germany. (2017). Hennecke, Peter . In: Thuenen-Series of Applied Economic Theory. RePEc:zbw:roswps:151.

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Works by Alberto Humala:


YearTitleTypeCited
2012Regime shifts and inflation uncertainty in Peru In: Journal of Applied Economics.
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article10
2008South American disinflation and regime switches: unobserved volatility components? In: Monetaria.
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article0
2009Intervención en el mercado cambiario y volatilidad del tipo de cambio en el Perú In: Monetaria.
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article0
2013Some stylized facts of return in the foreign exchange and stock markets in Peru In: Studies in Economics and Finance.
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article6
2011A FACTORIAL DECOMPOSITION OF INFLATION IN PERU, AN ALTERNATIVE MEASURE OF CORE INFLATION In: Documentos de Trabajo / Working Papers.
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paper1
2012A factorial decomposition of inflation in Peru: an alternative measure of core inflation.(2012) In: Applied Economics Letters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
article
2011ESTIMATION OF A TIME VARYING NATURAL INTEREST RATE FOR PERU In: Documentos de Trabajo / Working Papers.
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paper5
2009Estimation of a Time Varying Natural Interest Rate for Peru.(2009) In: Working Papers.
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This paper has another version. Agregated cites: 5
paper
2011Some Stylized Facts of Returns in the Foreign Exchange and Stock Markets in Peru In: Documentos de Trabajo / Working Papers.
[Full Text][Citation analysis]
paper7
2010Some stylized facts of returns in the foreign exchange and stock markets in Peru.(2010) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
paper
1997El mercado bursátil peruano y la hipótesis del mercado eficiente In: Revista Estudios Económicos.
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article1
2007Expectativas de depreciación y diferencial de tasas de interés: ¿Hay regímenes cambiantes? El caso de Perú In: Revista Estudios Económicos.
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article4
2011Swaps de incumplimiento de crédito (Credit Default Swaps) In: Revista Moneda.
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article0
2011Volatilidad financiera y rentabilidades cambiarias y bursátiles en el Perú In: Revista Moneda.
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article0
2006Depreciation expectations and interest rate differentials: Are there regime switches? The Peruvian case 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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paper8
2009Foreign Exchange Intervention and Exchange Rate Volatility in Peru In: Working Papers.
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paper16
2010Foreign exchange intervention and exchange rate volatility in Peru.(2010) In: Applied Economics Letters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 16
article
2005Interest rate pass-through and financial crises: do switching regimes matter? the case of Argentina In: Applied Financial Economics.
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article13

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