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: 19.    Total self citations: 11 (2.83 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pva114
   Updated: 2022-08-13    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:

Kaufmann, Sylvia (8)

Silvestrini, Andrea (8)

Vermeulen, Philip (7)

Ongena, Steven (7)

Chatelain, Jean-Bernard (7)

Rumler, Fabio (7)

Konecny, Tomas (6)

Peydro, Jose-Luis (6)

Babecká-Kucharčuková, Oxana (6)

Balcilar, Mehmet (6)

Claessens, Stijn (5)

Cites to:

Gertler, Mark (21)

Bernanke, Ben (17)

Ciccarelli, Matteo (14)

Vermeulen, Philip (14)

Canova, Fabio (12)

Galí, Jordi (12)

Orphanides, Athanasios (11)

Rajan, Raghuram (11)

Chatelain, Jean-Bernard (11)

BORIO, Claudio (11)

Peydro, Jose-Luis (8)

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 Papers / Oesterreichische Nationalbank (Austrian Central Bank)3
Working Paper Series / European Central Bank3
EcoMod2007 / EcoMod2
Occasional Paper Series / European Central Bank2

Recent works citing Maria Teresa Valderrama (2022 and 2021)

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

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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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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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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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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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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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This paper has another version. Agregated cites: 27		paper
1991Impacto de la Reforma Tributaria de 1986 sobre la estructura patrimonial de las empresas In: Ensayos sobre Política Económica.
[Full Text][Citation analysis]		article0
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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This paper has another version. Agregated cites: 17		paper
2016Commonalities and cross-country spillovers in macroeconomic-financial linkages In: The B.E. Journal of Macroeconomics.
[Full Text][Citation analysis]		article9
2019DO BANKS TAKE UNUSUAL RISKS WHEN INTEREST RATES ARE EXPECTED TO STAY LOW FOR A LONG TIME? In: Macroeconomic Dynamics.
[Full Text][Citation analysis]		article5
2019Capital regulations and the management of credit commitments during crisis times In: DNB Working Papers.
[Full Text][Citation analysis]		paper1
2020Capital Regulations and the Management of Credit Commitments during Crisis Times.(2020) In: Discussion Papers.
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This paper has another version. Agregated cites: 1		paper
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.
[Full Text][Citation analysis]		paper44
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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This paper has another version. Agregated cites: 32		paper
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.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 21		paper
2008Comparing the New Keynesian Phillips Curve with Time Series Models to Forecast Inflation.(2008) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 21		paper
2007Modeling a Two Pillar Phillips Curve for the Euro Area Using State Space and Non-Linear Models In: EcoMod2007.
[Full Text][Citation analysis]		paper0
2010Inflation Uncertainty: What Can Behavioural Economics Teach Us? In: EcoMod2010.
[Full Text][Citation analysis]		paper0
2010Modeling Credit Aggregates In: EcoMod2004.
[Full Text][Citation analysis]		paper29
2004Modeling Credit Aggregates.(2004) In: Working Papers.
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This paper has another version. Agregated cites: 29		paper
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.
[Full Text][Citation analysis]		article4
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.
[Full Text][Citation analysis]		article9
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.
[Full Text][Citation analysis]		article5
2010Does a Low Interest Rate Environment Affect Risk Taking in Austria? In: Monetary Policy & the Economy.
[Full Text][Citation analysis]		article24
2011Heterogeneity in Euro Area Consumers’ Inflation Expectations: Some Stylized Facts and Implications In: Monetary Policy & the Economy.
[Full Text][Citation analysis]		article4
2016A (not so brief ) history of inflation in Austria In: Monetary Policy & the Economy.
[Full Text][Citation analysis]		article6
2018Monetary policy after the crisis: mandates, targets, and international linkages In: Monetary Policy & the Economy.
[Full Text][Citation analysis]		article1
2019Financing conditions in Austria since the introduction of the euro In: Monetary Policy & the Economy.
[Full Text][Citation analysis]		article1

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