9
H index
8
i10 index
213
Citations
University of Texas-Dallas | 9 H index 8 i10 index 213 Citations RESEARCH PRODUCTION: 19 Articles 7 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Victor (Vic) J. Valcarcel. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Economics Letters | 2 |
Journal of Economics and Business | 2 |
Journal of Economic Dynamics and Control | 2 |
Working Papers Series with more than one paper published | # docs |
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WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS / University of Kansas, Department of Economics | 4 |
Research Working Paper / Federal Reserve Bank of Kansas City | 2 |
Year ![]() | Title of citing document ![]() |
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2024 | The macroeconomic effects of reducing a central bank monetary policy portfolio: a model-based evaluation. (2024). Pisani, Massimiliano ; Notarpietro, Alessandro ; Bartocci, Anna. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1472_24. Full description at Econpapers || Download paper |
2024 | Macro and micro of external finance premium and monetary policy transmission. (2024). Quaedvlieg, Rogier ; Gurkaynak, Refet S ; Altavilla, Carlo. In: Working Paper Series. RePEc:ecb:ecbwps:20242934. Full description at Econpapers || Download paper |
2024 | A tale of two tightenings. (2024). Lu, Yundi ; Valcarcel, Victor J. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:166:y:2024:i:c:s0165188924000988. Full description at Econpapers || Download paper |
2024 | Pushing and pulling on a string? Inflationary effects of expansionary and contractionary monetary policies when rates are negative. (2024). Pihlajamaa, Matias ; Laine, Olli-Matti. In: Economic Modelling. RePEc:eee:ecmode:v:131:y:2024:i:c:s0264999323004327. Full description at Econpapers || Download paper |
2024 | Estimating the output gap after COVID: How to address unprecedented macroeconomic variations. (2024). Parra-Amado, Daniel ; Granados, Camilo. In: Economic Modelling. RePEc:eee:ecmode:v:135:y:2024:i:c:s0264999324000671. Full description at Econpapers || Download paper |
2024 | Unwinding quantitative easing: State dependency and household heterogeneity. (2024). Meichtry, Pascal ; Cantore, Cristiano. In: European Economic Review. RePEc:eee:eecrev:v:170:y:2024:i:c:s0014292124001946. Full description at Econpapers || Download paper |
2024 | Hedging inflation expectations in the cryptocurrency futures market. (2024). Valcarcel, Victor J ; Liu, Jinan. In: Journal of Financial Stability. RePEc:eee:finsta:v:70:y:2024:i:c:s1572308923001055. Full description at Econpapers || Download paper |
2024 | Macro and micro of external finance premium and monetary policy transmission. (2024). Gürkaynak, Refet ; Altavilla, Carlo ; Quaedvlieg, Rogier ; Gurkaynak, Refet S. In: Journal of Monetary Economics. RePEc:eee:moneco:v:147:y:2024:i:s:s0304393224000874. Full description at Econpapers || Download paper |
2024 | Money, output, and prices: 1967-2022. (2024). Horan, Patrick. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:97:y:2024:i:c:s1062976924000760. Full description at Econpapers || Download paper |
2024 | Monetary policy in China: A Factor Augmented VAR approach. (2024). Tang, Biyan ; Kitenge, Erick ; Yemba, Boniface ; Gaekwad, Neepa B. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:975-1008. Full description at Econpapers || Download paper |
2024 | Unveiling the Dynamics: Exploring the Relationship between Emerging Stock Market Prices and Macroeconomic Indicators through ARDL Analysis. (2024). Baba, Murtala Mustapha ; Gm, Nihat. In: International Econometric Review (IER). RePEc:erh:journl:v:16:y:2024:i:1:p:24-49. Full description at Econpapers || Download paper |
2024 | Does the Fed Adhere to its Mandate? Estimating the Federal Reserves Objective Function. (2024). El-Shagi, Makram. In: CFDS Discussion Paper Series. RePEc:fds:dpaper:202403. Full description at Econpapers || Download paper |
2024 | Modelling Reserve Demand with Deposits and the Cost of Collateral. (2024). Bristow, Laurence. In: RBA Research Discussion Papers. RePEc:rba:rbardp:rdp2024-08. Full description at Econpapers || Download paper |
2025 | Modeling inflation expectations in forward-looking interest rate and money growth rules. (2025). Chen, Zhengyang ; Valcarcel, Victor J. In: EconStor Open Access Articles and Book Chapters. RePEc:zbw:espost:308694. Full description at Econpapers || Download paper |
2025 | From Money Growth to Consumer Spending: Forecasting with Divisia Monetary Aggregates. (2025). Chen, Zhengyang. In: EconStor Preprints. RePEc:zbw:esprep:308692. Full description at Econpapers || Download paper |
Year ![]() | Title ![]() | Type ![]() | Cited ![]() |
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2015 | THE TIME-VARYING EFFECTS OF PERMANENT AND TRANSITORY SHOCKS TO REAL OUTPUT In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 19 |
2012 | The Time Varying Effects of Permanent and Transitory Shocks to Real Output.(2012) In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 19 | paper | |
2015 | Developing Countries and Economies in Transition: The Nexus between Economic Growth and Income Inequality In: Applied Economics Quarterly (formerly: Konjunkturpolitik). [Full Text][Citation analysis] | article | 0 |
2021 | Monetary transmission in money markets: The not-so-elusive missing piece of the puzzle In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 3 |
2023 | The financial market effects of unwinding the Federal Reserve’s balance sheet In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 17 |
2021 | The Financial Market Effects of Unwinding the Federal Reserve’s Balance Sheet.(2021) In: Research Working Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | paper | |
2012 | Greater moderations In: Economics Letters. [Full Text][Citation analysis] | article | 7 |
2012 | Greater Moderations.(2012) In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
2014 | Solving the price puzzle with an alternative indicator of monetary policy In: Economics Letters. [Full Text][Citation analysis] | article | 27 |
2012 | The dynamic adjustments of stock prices to inflation disturbances In: Journal of Economics and Business. [Full Text][Citation analysis] | article | 19 |
2013 | Changes in the oil price-inflation pass-through In: Journal of Economics and Business. [Full Text][Citation analysis] | article | 33 |
2013 | Exchange rate volatility and the time-varying effects of aggregate shocks In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 3 |
2017 | Whats so great about the Great Moderation? In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 9 |
2017 | Predictability and underreaction in industry-level returns: Evidence from commodity markets In: Journal of Commodity Markets. [Full Text][Citation analysis] | article | 3 |
2018 | An International Perspective on the Loan Puzzle in Emerging Markets☆ In: International Symposia in Economic Theory and Econometrics. [Full Text][Citation analysis] | chapter | 1 |
2014 | A model of monetary policy shocks for financial crises and normal conditions In: Research Working Paper. [Full Text][Citation analysis] | paper | 35 |
2014 | A Model of Monetary Policy Shocks for Financial Crises and Normal Conditions.(2014) In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 35 | paper | |
2019 | A Model of Monetary Policy Shocks for Financial Crises and Normal Conditions.(2019) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 35 | article | |
2012 | Whats so Great about the Great Moderation? A Multi-Country Investigation of Time-Varying Volatilities of Output Growth and Inflation In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. [Full Text][Citation analysis] | paper | 7 |
2012 | Fluctuations, Uncertainty and Income Inequality in Developing Countries In: Eastern Economic Journal. [Full Text][Citation analysis] | article | 2 |
2014 | A Refinement of the Relationship between Economic Growth and Income Inequality in Developing Countries In: MPRA Paper. [Full Text][Citation analysis] | paper | 10 |
2013 | The Impact of Government Spending on Private Spending in a Two-Sector Economy In: Public Finance Review. [Full Text][Citation analysis] | article | 1 |
2020 | Inflation volatility and inflation in the wake of the great recession In: Empirical Economics. [Full Text][Citation analysis] | article | 2 |
2016 | Compression in monetary user costs in the aftermath of the financial crisis: implications for the Divisia M4 monetary aggregate In: Applied Economics Letters. [Full Text][Citation analysis] | article | 3 |
2014 | A refinement of the relationship between economic growth and income inequality In: Applied Economics. [Full Text][Citation analysis] | article | 10 |
2013 | Instituting a Monetary Economy in a Semester-Long Macroeconomics Course In: The Journal of Economic Education. [Full Text][Citation analysis] | article | 0 |
2018 | Interest rate pass€ through: Divisia user costs of monetary assets and the federal funds rate In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 2 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated February, 4 2025. Contact: CitEc Team