Maria Teresa Valderrama : Citation Profile

Are you Maria Teresa Valderrama?

Oesterreichische Nationalbank

10

H index

10

i10 index

378

Citations

RESEARCH PRODUCTION:

18

Articles

16

Papers

RESEARCH ACTIVITY:

   29 years (1991 - 2020). See details.
   Cites by year: 13
   Journals where Maria Teresa Valderrama has often published
   Relations with other researchers
   Recent citing documents: 40.    Total self citations: 11 (2.83 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pva114
   Updated: 2022-06-25    RAS profile: 2020-04-22    
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Relations with other researchers

Works with:

Pelzl, Paul (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Maria Teresa Valderrama.

Is cited by:

Silvestrini, Andrea (8)

Kaufmann, Sylvia (8)

Rumler, Fabio (7)

Ongena, Steven (7)

Vermeulen, Philip (7)

Chatelain, Jean-Bernard (7)

Balcilar, Mehmet (6)

Konecny, Tomas (6)

Peydro, Jose-Luis (6)

Babecká-Kucharčuková, Oxana (6)

Zaghini, Andrea (5)

Cites to:

Gertler, Mark (21)

Bernanke, Ben (17)

Ciccarelli, Matteo (14)

Lane, Philip (13)

Vermeulen, Philip (13)

Pagano, Marco (12)

Galí, Jordi (12)

Canova, Fabio (12)

Orphanides, Athanasios (11)

Reis, Ricardo (11)

Rajan, Raghuram (11)

Main data

Where Maria Teresa Valderrama has published?

Journals with more than one article published# docs
Monetary Policy & the Economy11

Working Papers Series with more than one paper published# docs
Working Paper Series / European Central Bank3
Working Papers / Oesterreichische Nationalbank (Austrian Central Bank)3
Occasional Paper Series / European Central Bank2
EcoMod2007 / EcoMod2

Recent works citing Maria Teresa Valderrama (2021 and 2020)

YearTitle of citing document
2020The impact of Climate on Economic and Financial Cycles: A Markov-switching Panel Approach. (2020). Billio, Monica ; Mistry, Malcolm ; de Cian, Enrica ; DeCian, Enrica ; Casarin, Roberto ; Osuntuyi, Anthony. In: Papers. RePEc:arx:papers:2012.14693.

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2020Macro-financial interactions in a changing world. (2020). Leiva-Leon, Danilo ; Gerba, Eddie. In: Working Papers. RePEc:bde:wpaper:2018.

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2020Spend today or spend tomorrow? The role of inflation expectations in consumer behaviour. (2020). Zizza, Roberta ; Rondinelli, Concetta. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1276_20.

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2021Disaggregate income and wealth effects on private consumption in Greece. (2021). Pavlou, Georgia ; Sideris, Dimitrios. In: Working Papers. RePEc:bog:wpaper:293.

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2021What does peer-to-peer lending evidence say about the Risk-Taking Channel of monetary policy?. (2021). Li, Xiang ; Huang, Yiping ; Wang, Chu. In: Journal of Corporate Finance. RePEc:eee:corfin:v:66:y:2021:i:c:s0929119920302893.

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2021Industry heterogeneity in the risk-taking channel. (2021). Mylonidis, Nikolaos ; Delis, Manthos ; Iosifidi, Maria. In: Economic Modelling. RePEc:eee:ecmode:v:104:y:2021:i:c:s0264999321002108.

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2020Thai inflation dynamics: A view from disaggregated price data. (2020). Manopimoke, Pym ; Disyatat, Piti ; Apaitan, Tosapol. In: Economic Modelling. RePEc:eee:ecmode:v:84:y:2020:i:c:p:117-134.

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2020Inflation forecasting using the New Keynesian Phillips Curve with a time-varying trend. (2020). Rumler, Fabio ; Mihailov, Alexander ; McKnight, Stephen. In: Economic Modelling. RePEc:eee:ecmode:v:87:y:2020:i:c:p:383-393.

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2020Strategic offering of a flexible producer in day-ahead and intraday power markets. (2020). Siddiqui, Afzal S ; Rintamaki, Tuomas ; Salo, Ahti. In: European Journal of Operational Research. RePEc:eee:ejores:v:284:y:2020:i:3:p:1136-1153.

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2021Bank lending in Switzerland: Driven by business models and exposed to uncertainty. (2021). Kaufmann, Sylvia ; Gubler, Matthias ; Hauri, Simona ; Beutler, Toni. In: International Review of Financial Analysis. RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002519.

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2021Two decades of contagion effect on stock markets: Which events are more contagious?. (2021). Smaga, Pawe ; Kurowski, Ukasz ; Rogowicz, Karol ; Iwanicz-Drozdowska, Magorzata. In: Journal of Financial Stability. RePEc:eee:finsta:v:55:y:2021:i:c:s157230892100067x.

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2020The cross-border credit channel and lending standards surveys. (2020). Siklos, Pierre L ; Filardo, Andrew J. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:67:y:2020:i:c:s1042443120300901.

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2021Playing the synthesizer with Canadian data: Adding polls to a structural forecasting model. (2021). Jérôme, Bruno ; Jerome, Bruno ; Nadeau, Richard ; Mongrain, Philippe. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:1:p:289-301.

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2021Portfolio rebalancing in times of stress. (2021). Kaufmann, Sylvia ; Grisse, Christian ; Fischer, Andreas ; Greminger, Rafael P. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:113:y:2021:i:c:s0261560621000097.

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2020.

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2020Fed’s unconventional monetary policy and risk spillover in the US financial markets. (2020). Ozdemir, Zeynel ; Balcilar, Mehmet ; Wohar, Mark E. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:78:y:2020:i:c:p:42-52.

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2020The conditioning role of performance on the bank risk-taking channel of monetary policy: Evidence from a multiple-tool regime. (2020). Dang, Van Cuong. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s027553192030297x.

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2021Trend Capital when Goods and Capital Market Frictions Exist. (2021). Roeger, Werner ; Vandermeulen, Valerie. In: European Economy - Discussion Papers 2015 -. RePEc:euf:dispap:145.

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2022Financial Stability Considerations for Monetary Policy: Empirical Evidence and Challenges. (2022). Schularick, Moritz ; Favara, Giovanni ; Boyarchenko, Nina. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2022-06.

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2022The transmission of financial shocks and leverage of financial institutions: An endogenous regime switching framework. (2022). Waggoner, Daniel F ; Hubrich, Kirstin. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2022-34.

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2022Financial Stability Considerations for Monetary Policy: Empirical Evidence and Challenges. (2022). Schularick, Moritz ; Favara, Giovanni ; Boyarchenko, Nina. In: Staff Reports. RePEc:fip:fednsr:93712.

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2020Financial channels and economic activity in the euro area: a large-scale Bayesian VAR approach. (2020). Vašíček, Bořek ; Vaiek, Boek ; Balta, Narcissa . In: Empirica. RePEc:kap:empiri:v:47:y:2020:i:2:d:10.1007_s10663-019-09432-x.

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2020Global Factors Driving Inflation and Monetary Policy: A Global VAR Assessment. (2020). Feldkircher, Martin ; Tondl, Gabriele. In: International Advances in Economic Research. RePEc:kap:iaecre:v:26:y:2020:i:3:d:10.1007_s11294-020-09792-2.

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2020The Impact of Foreign Technology & Embodied R&D On Productivity in Internationally-Oriented & High-Technology Industries in Egypt, 2006-2009. (2020). Read, Robert ; Ingham, Hilary ; Elkony, Shimaa. In: Working Papers. RePEc:lan:wpaper:293574925.

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2022How Tight are U.S. Labor Markets?. (2022). Summers, Lawrence ; Domash, Alex. In: NBER Working Papers. RePEc:nbr:nberwo:29739.

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2020Langfristige Determinanten der österreichischen Inflation – die Rolle des EU-Beitritts. (2020). Rumler, Fabio ; Messner, Teresa . In: Monetary Policy & the Economy. RePEc:onb:oenbmp:y:2020:i:q1-q2/20:b:10.

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2020A new long-run consumer price index for Austria (1800–2018). (2020). Jobst, Clemens ; Hubmann, Gerald ; Maier, Michaela . In: Monetary Policy & the Economy. RePEc:onb:oenbmp:y:2020:i:q3/20:b:4.

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2021The share of zombie firms among Austrian nonfinancial companies. (2021). Waschiczek, Walter ; Ernst, Norbert ; Beer, Christian. In: Monetary Policy & the Economy. RePEc:onb:oenbmp:y:2021:i:q2/21:b:2.

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2021Determinants of corporate exposure at default under distressed economic and financial conditions in a developing economy: the case of Zimbabwe. (2021). Gumbo, Victor ; Chikodza, Eriyoti ; Sibanda, Mabutho ; Matenda, Frank Ranganai. In: Risk Management. RePEc:pal:risman:v:23:y:2021:i:1:d:10.1057_s41283-021-00071-w.

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2021Estimation of Macro-financial Linkages for the Indian Economy. (2021). Bhide, Shashanka ; Anand, Jayanthi K ; Banerjee, Shesadri. In: Journal of Emerging Market Finance. RePEc:sae:emffin:v:20:y:2021:i:1:p:7-47.

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2020Bank lending in Switzerland: Capturing cross-sectional heterogeneity and asymmetry over time. (2020). Kaufmann, Sylvia ; Hauri, Simona ; Gubler, Matthias ; Beutler, Toni. In: Working Papers. RePEc:snb:snbwpa:2020-12.

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2020Thick modelling income and wealth effects: a forecast application to euro area private consumption. (2020). Zekaite, Zivile ; de Bondt, Gabe ; Gieseck, Arne. In: Empirical Economics. RePEc:spr:empeco:v:58:y:2020:i:1:d:10.1007_s00181-019-01738-w.

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2021What’s behind firms’ inflation forecasts?. (2021). Zizza, Roberta ; Conflitti, Cristina. In: Empirical Economics. RePEc:spr:empeco:v:61:y:2021:i:5:d:10.1007_s00181-020-01958-5.

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2020Impulse and time persistence of disaggregate welfare expenditure on growth in the EU. (2020). Agovino, Massimiliano ; Cerciello, Massimiliano ; Mattoscio, Nicola ; Osmi, Giacomo ; Furia, Donatella ; Crociata, Alessandro. In: Economia Politica: Journal of Analytical and Institutional Economics. RePEc:spr:epolit:v:37:y:2020:i:1:d:10.1007_s40888-019-00156-6.

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2020Effects of declining bank health on borrowers’ earnings quality: evidence from the European sovereign debt crisis. (2020). Kiy, Florian ; Zick, Theresa. In: Journal of Business Economics. RePEc:spr:jbecon:v:90:y:2020:i:4:d:10.1007_s11573-020-00968-0.

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2021Explaining the lead–lag pattern in the money–inflation relationship: a microsimulation approach. (2021). Ponomarenko, Alexey ; Deryugina, Elena. In: Journal of Evolutionary Economics. RePEc:spr:joevec:v:31:y:2021:i:4:d:10.1007_s00191-021-00741-8.

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2020Bank lending in Switzerland: Capturing cross-sectional heterogeneity and asymmetry over time. (2020). Kaufmann, Sylvia ; Hauri, Simona ; Gubler, Matthias ; Beutler, Toni. In: Working Papers. RePEc:szg:worpap:2004.

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2021The Impact of Climate on Economic and Financial Cycles: A Markov-switching Panel Approach. (2021). Billio, Monica ; Mistry, Malcolm ; de Cian, Enrica ; DeCian, Enrica ; Casarin, Roberto ; Osuntuyi, Anthony. In: Working Papers. RePEc:ven:wpaper:2021:03.

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2021Governance disclosure quality and market valuation of firms in UK and Germany. (2021). Frecknallhughes, Jane ; Kodwani, Devendra ; Akbar, Saeed ; Ahmad, Sardar ; Ullah, Subhan. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:4:p:5031-5055.

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2020Inflation expectation uncertainty in a New Keynesian framework. (2020). Schmidt, Torsten ; Fuest, Angela. In: Ruhr Economic Papers. RePEc:zbw:rwirep:867.

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Works by Maria Teresa Valderrama:

YearTitleTypeCited
2012Heterogeneity and cross-country spillovers in macroeconomic-financial linkages In: Working Papers.
[Full Text][Citation analysis]		paper27
2012Heterogeneity and cross-country spillovers in macroeconomic-financial linkages.(2012) In: Working Paper Series.
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1991Impacto de la Reforma Tributaria de 1986 sobre la estructura patrimonial de las empresas In: Ensayos sobre Política Económica.
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1991Impacto de la Reforma Tributaria de 1986 sobre la estructura patrimonial de las empresas.(1991) In: Revista ESPE - Ensayos Sobre Política Económica.
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This paper has another version. Agregated cites: 0		article
2010THE ROLE OF CREDIT AGGREGATES AND ASSET PRICES IN THE TRANSMISSION MECHANISM: A COMPARISON BETWEEN THE EURO AREA AND THE USA In: Manchester School.
[Full Text][Citation analysis]		article17
2007The role of credit aggregates and asset prices in the transmission mechanism: a comparison between the euro area and the US.(2007) In: Working Paper Series.
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2016Commonalities and cross-country spillovers in macroeconomic-financial linkages In: The B.E. Journal of Macroeconomics.
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2019DO BANKS TAKE UNUSUAL RISKS WHEN INTEREST RATES ARE EXPECTED TO STAY LOW FOR A LONG TIME? In: Macroeconomic Dynamics.
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2019Capital regulations and the management of credit commitments during crisis times In: DNB Working Papers.
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2020Capital Regulations and the Management of Credit Commitments during Crisis Times.(2020) In: Discussion Papers.
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2005Wealth and asset price effects on economic activity In: Occasional Paper Series.
[Full Text][Citation analysis]		paper106
2005Wealth and asset price effects on economic activity.(2005) In: Open Access publications.
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This paper has another version. Agregated cites: 106		paper
2013Financial shocks and the macroeconomy: heterogeneity and non-linearities In: Occasional Paper Series.
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2001Credit channel and investment behaviour in Austria: a micro-econometric approach In: Working Paper Series.
[Full Text][Citation analysis]		paper32
2002Credit Channel and Investment Behavior in Austria: A Micro-Econometric Approach.(2002) In: Working Papers.
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2010Comparing the New Keynesian Phillips Curve with time series models to forecast inflation In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article21
2007Comparing the New Keynesian Phillips Curve with Time Series Models to Forecast Inflation.(2007) In: EcoMod2007.
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2008Comparing the New Keynesian Phillips Curve with Time Series Models to Forecast Inflation.(2008) In: Working Papers.
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2007Modeling a Two Pillar Phillips Curve for the Euro Area Using State Space and Non-Linear Models In: EcoMod2007.
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2010Inflation Uncertainty: What Can Behavioural Economics Teach Us? In: EcoMod2010.
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2010Modeling Credit Aggregates In: EcoMod2004.
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2004Modeling Credit Aggregates.(2004) In: Working Papers.
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2008Bank lending in Germany and the UK: are there differences between a bank-based and a market-based country? In: International Journal of Finance & Economics.
[Full Text][Citation analysis]		article13
2004The Role of Bank Lending in Market-Based and Bank-Based Financial Systems In: Monetary Policy & the Economy.
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2005EU and EMU Entry: A Monetary Policy Regime Change for Austria? In: Monetary Policy & the Economy.
[Full Text][Citation analysis]		article6
2006Globalization, Import Prices and Producer Prices in Austria In: Monetary Policy & the Economy.
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2006Globalization, Inflation and Monetary Policy In: Monetary Policy & the Economy.
[Full Text][Citation analysis]		article11
2008Do Aggregate Demand Factors Influence Current Inflation Developments? In: Monetary Policy & the Economy.
[Full Text][Citation analysis]		article3
2010Shocks, the Crisis and Uncertainty about Future Inflation: Theory and Evidence for the Euro Area In: Monetary Policy & the Economy.
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2010Does a Low Interest Rate Environment Affect Risk Taking in Austria? In: Monetary Policy & the Economy.
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2011Heterogeneity in Euro Area Consumers’ Inflation Expectations: Some Stylized Facts and Implications In: Monetary Policy & the Economy.
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2016A (not so brief ) history of inflation in Austria In: Monetary Policy & the Economy.
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2018Monetary policy after the crisis: mandates, targets, and international linkages In: Monetary Policy & the Economy.
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2019Financing conditions in Austria since the introduction of the euro In: Monetary Policy & the Economy.
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