Citation profile for Marco Vega

Marco Vega : Citation Profile

Banco Central de Reserva del Perú (90% share)
Pontificia Universidad Católica del Perú (10% share)

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i10 index

396

Citations

RESEARCH PRODUCTION:

Articles

Papers

Books

Chapters

RESEARCH ACTIVITY:

   18 years (2003 - 2021). See details.
   Cites by year: 22
   Journals where Marco Vega has often published
   Relations with other researchers
   Recent citing documents: 27.    Total self citations: 8 (1.98 %)

MORE DETAILS IN:

EconPapers

ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pve50
   Updated: 2022-05-21    RAS profile: 2022-03-15
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Relations with other researchers

Works with:

Lahura, Erick (6)

Martinelli, Cesar (5)

Gondo Mori, Rocio (4)

PÃ©rez Forero, Fernando (2)

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

Is cited by:

Winkelried, Diego (18)

Castillo, Paul (14)

Tuesta, Vicente (11)

PÃ©rez Forero, Fernando (9)

Horvath, Roman (8)

de Haan, Jakob (8)

Fratzscher, Marcel (8)

Castellares, Renzo (8)

Tapsoba, RenÃ© (8)

Ehrmann, Michael (8)

LÃ³pez Villavicencio, Antonia (8)

Cites to:

Gertler, Mark (19)

GalÃ, Jordi (14)

Clarida, Richard (14)

Winkelried, Diego (13)

Armas, Adrian (12)

Quah, Danny (12)

Rogoff, Kenneth (12)

Reinhart, Carmen (11)

Vahey, Shaun (10)

Quispe, Zenon (7)

Grippa, Francisco (7)

Main data

Where Marco Vega has published?

Journals with more than one article published	# docs
Revista Moneda	18
Revista Estudios Econ�micos	8
Apuntes. Revista de ciencias sociales	2

Working Papers Series with more than one paper published	# docs
Working Papers / Banco Central de Reserva del Per�	18
Documentos de Trabajo / Working Papers / Departamento de Econom�a - Pontificia Universidad Cat�lica del Per�	6
BIS Working Papers / Bank for International Settlements	3
Working Papers / George Mason University, Interdisciplinary Center for Economic Science	2
Macroeconomics / University Library of Munich, Germany	2
IDB Publications (Working Papers) / Inter-American Development Bank	2
Papers / arXiv.org	2
Computing in Economics and Finance 2006 / Society for Computational Economics	2

Recent works citing Marco Vega (2021 and 2020)

Year	Title of citing document
2022	What Drives Inflation and How: Evidence from Additive Mixed Models Selected by cAIC. (2020). Volkmann, Alexander ; Rossi, Enzo ; Baumann, Philipp. In: Papers. RePEc:arx:papers:2006.06274. Full description at Econpapers \|\| Download paper
2021	Dollarization dynamics and de-dollarization policies in Peru. (2021). Misaico, Zenon Quispe ; Rivas, Adrian Armas. In: Ensayos Económicos. RePEc:bcr:ensayo:v:1:y:2021:i:77:p:6-32. Full description at Econpapers \|\| Download paper
2020	Uncovering Time-Specific Heterogeneity in Regression Discontinuity Designs. (2020). Villamizar-Villegas, mauricio ; Onder, Yasin. In: Borradores de Economia. RePEc:bdr:borrec:1141. Full description at Econpapers \|\| Download paper
2020	La Magnitud y Duración del Efecto de la Intervención por Subastas sobre el Mercado Cambiario: El caso Colombiano. (2020). Julio, Juan ; Julio-Roman, Juan Manuel ; Moreno-Jimenez, William Ivan ; Bejarano-Salcedo, Valeria. In: Borradores de Economia. RePEc:bdr:borrec:1142. Full description at Econpapers \|\| Download paper
2021	Changing patterns of capital flows. (2021). Bank for International Settlements, . In: CGFS Papers. RePEc:bis:biscgf:66. Full description at Econpapers \|\| Download paper
2021	Inflation targeting adoption and institutional quality: Evidence from developing countries. (2021). villieu, patrick ; Minea, Alexandru ; Tapsoba, Rene. In: The World Economy. RePEc:bla:worlde:v:44:y:2021:i:7:p:2107-2127. Full description at Econpapers \|\| Download paper
2021	Output Losses from Currency Crises and the Role of Central Bank. (2021). Yazdani, Mahdi ; Nikzad, Mohammad. In: Journal of Central Banking Theory and Practice. RePEc:cbk:journl:v:10:y:2021:i:3:p:79-97. Full description at Econpapers \|\| Download paper
2020	EstimaciÃ³n Bayesiana de un Modelo de EconomÃa Abierta con Sector Bancario. (2020). Rodriguez, Aldo. In: Dynare Working Papers. RePEc:cpm:dynare:052. Full description at Econpapers \|\| Download paper
2020	Monetary policy rules for an open economy with financial frictions: A Bayesian approach. (2020). Aliaga Miranda, Augusto. In: Dynare Working Papers. RePEc:cpm:dynare:062. Full description at Econpapers \|\| Download paper
2020	Forex interventions and exchange rate exposure: Evidence from emerging market firms. (2020). Sikarwar, Ekta. In: Economic Modelling. RePEc:eee:ecmode:v:93:y:2020:i:c:p:69-81. Full description at Econpapers \|\| Download paper
2021	Transitions between monetary policy frameworks and their effects on economic performance. (2021). Cobham, David ; Song, Mengdi. In: Economic Modelling. RePEc:eee:ecmode:v:95:y:2021:i:c:p:311-329. Full description at Econpapers \|\| Download paper
2020	Inflation targeting as a shock absorber. (2020). Fratzscher, Marcel ; Rieth, Malte ; Grosse-Steffen, Christoph. In: Journal of International Economics. RePEc:eee:inecon:v:123:y:2020:i:c:s0022199620300271. Full description at Econpapers \|\| Download paper
2021	Point targets, tolerance bands or target ranges? Inflation target types and the anchoring of inflation expectations. (2021). Ehrmann, Michael. In: Journal of International Economics. RePEc:eee:inecon:v:132:y:2021:i:c:s0022199621000945. Full description at Econpapers \|\| Download paper
2020	Effects of a mandatory local currency pricing law on the exchange rate pass-through. (2020). Toma, Hiroshi ; Castellares, Renzo. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:106:y:2020:i:c:s026156062030142x. Full description at Econpapers \|\| Download paper
2021	Comparing the impact of discretionary and pre-announced central bank interventions. (2021). Santos, Francisco Luna . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:110:y:2021:i:c:s0261560620302631. Full description at Econpapers \|\| Download paper
2021	Why did inflation targeting fail in Argentina?. (2021). Ferrelli, Federico Julian ; Cachanosky, Nicolas. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:80:y:2021:i:c:p:102-116. Full description at Econpapers \|\| Download paper
2021	On the link between the shadow economy and stock market development: An asymmetry analysis. (2021). Hayes, Linda A ; Stringer, Donna Y ; Hajilee, Massomeh. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:80:y:2021:i:c:p:303-316. Full description at Econpapers \|\| Download paper
2020	Is Foreign Exchange Intervention a Panacea in Diversified Circumstances? The Perspectives of Asymmetric Effects. (2020). Park, Hail ; Le, Dieu Thanh ; Wang, Wenbo. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:7:p:2913-:d:342024. Full description at Econpapers \|\| Download paper
2020	The Impact of Inflation Targeting on Inflation and Growth: How Robust Is the Evidence?. (2020). Wong, Chun Yee ; Junankar, Pramod N. In: IZA Discussion Papers. RePEc:iza:izadps:dp13284. Full description at Econpapers \|\| Download paper
2020	Evolution of Monetary Policy in Peru: An Empirical Application Using a Mixture Innovation TVP-VAR-SV Model. (2020). RodrÃguez, Gabriel ; Goicochea, Jhonatan Portilla. In: Documentos de Trabajo / Working Papers. RePEc:pcp:pucwps:wp00485. Full description at Econpapers \|\| Download paper
2022	Time Evolution of External Shocks on Macroeconomic Fluctuations in Pacific Alliance Countries: Empirical Application using TVP-VAR-SV Models. (2022). Vassallo, Renato ; Rodriguez, Gabriel. In: Documentos de Trabajo / Working Papers. RePEc:pcp:pucwps:wp00508. Full description at Econpapers \|\| Download paper
2020	. Full description at Econpapers \|\| Download paper
2021	Inflation Targeting in India : An Interim Assessment. (2021). Choudhary, Rishabh ; Eichengreen, Barry ; Gupta, Poonam. In: MPRA Paper. RePEc:pra:mprapa:112656. Full description at Econpapers \|\| Download paper
2020	Building Credibility and Influencing Expectations- The Evolution of Central Bank Communication. (2020). Reid, Monique ; Siklos, Pierre. In: Working Papers. RePEc:rbz:wpaper:10144. Full description at Econpapers \|\| Download paper
2021	What drives inflation and how? Evidence from additive mixed models selected by cAIC. (2021). Rossi, Enzo ; Volkmann, Alexander. In: Working Papers. RePEc:snb:snbwpa:2021-12. Full description at Econpapers \|\| Download paper
2021	Macroeconomic effects of inflation targeting in emerging market economies. (2021). Stojanovikj, Martin ; Petrevski, Goran. In: Empirical Economics. RePEc:spr:empeco:v:61:y:2021:i:5:d:10.1007_s00181-020-01987-0. Full description at Econpapers \|\| Download paper
2022	Inflation in the G7 and the expected time to reach the reference rate: A nonparametric approach. (2022). Nicolau, Joo ; da Cunha, Ines. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:2:p:1608-1620. Full description at Econpapers \|\| Download paper

Works by Marco Vega:

Year	Title	Type	Cited
2016	Asymmetric Exchange Rate Pass-through: Evidence from Nonlinear SVARs In: Working Papers. [Full Text][Citation analysis]	paper	0
2012	Real Output Costs of Financial Crises: A Loss Distribution Approach In: Papers. [Full Text][Citation analysis]	paper	13
2014	Real output costs of financial crises: A loss distribution approach.(2014) In: Cuadernos de Economía - Spanish Journal of Economics and Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13	article
2012	Real Output Costs of Financial Crises: a Loss Distribution Approach.(2012) In: Documentos de Trabajo / Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13	paper
2012	The Real Output Costs of Financial Crisis: A Loss Distribution Approach.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13	paper
2020	An internal fraud model for operational losses in retail banking In: Papers. [Full Text][Citation analysis]	paper	0
2014	The effects of intraday foreign exchange market operations in Latin America: results for Chile, Colombia, Mexico and Peru In: Borradores de Economia. [Full Text][Citation analysis]	paper	13
2014	The effects of intraday foreign exchange market operations in Latin America: results for Chile, Colombia, Mexico and Peru.(2014) In: BIS Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13	paper
2008	The monetary policy transmission mechanism under financial dollarisation: the case of Peru 1996-2006 In: BIS Papers chapters. [Full Text][Citation analysis]	chapter	12
2007	The monetary policy transmission mechanism under financial dollarization: the case of Peru 1996-2006.(2007) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12	paper
2010	Measurement of price indices used by the central bank of Peru In: BIS Papers chapters. [Full Text][Citation analysis]	chapter	9
2016	Inflation expectations and dollarisation in Peru In: BIS Papers chapters. [Full Text][Citation analysis]	chapter	1
2013	Asymmetric effects of FOREX intervention using intraday data: evidence from Peru In: BIS Working Papers. [Full Text][Citation analysis]	paper	22
2017	The dynamics of investment projects: evidence from Peru In: BIS Working Papers. [Full Text][Citation analysis]	paper	1
2019	The dynamics of investment projects: Evidence from Peru.(2019) In: Journal of International Money and Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1	article
2017	The Dynamics of Investment Projects: Evidence from Peru.(2017) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1	paper
2006	A BVAR Forecasting Model for Peruvian Inflation In: Money Affairs. [Full Text][Citation analysis]	article	8
2004	El efecto arrastre de la inflaciÃ³n mundial en economÃas pequeÃ±as y abiertas In: Premio de Banca Central Rodrigo Gómez / Central Banking Award Rodrigo Gómez. [Full Text][Citation analysis]	book	2
2004	The Dragging Effect of World Inflation in Small Open Economies In: Premio de Banca Central Rodrigo Gómez / Central Banking Award Rodrigo Gómez. [Full Text][Citation analysis]	book	0
2014	Inflation Targeting and Quantitative Tightening: Effects of Reserve Requirements in Peru In: EconomÃa Journal. [Full Text][Citation analysis]	article	22
2014	Inflation Targeting and Quantitative Tightening: Effects of Reserve Requirements in Peru.(2014) In: IDB Publications (Working Papers). [Full Text][Citation analysis] This paper has another version. Agregated cites: 22	paper
2014	Inflation targeting and Quantitative Tightening: Effects of Reserve Requirements in Peru.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 22	paper
2004	How Does Global Disinflation Drag Inflation in Small Open Economies? In: Econometric Society 2004 Latin American Meetings. [Full Text][Citation analysis]	paper	9
2005	How Does a Global Disinflation Drag Inflation in Small Open Economies?.(2005) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9	paper
2004	How Does Global Disinflation Drag Inflation in Small Open Economies?.(2004) In: Macroeconomics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9	paper
2019	The Monetary and Fiscal History of Peru, 1960-2017 In: Working Papers. [Full Text][Citation analysis]	paper	0
2019	The Economic Legacy of General Velasco: Long-Term Consequences of Interventionism In: Working Papers. [Full Text][Citation analysis]	paper	0
2019	The economic legacy of General Velasco: Long-term consequences of interventionism..(2019) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0	paper
2021	Fiscal Rules and Public Investment: The Case of Peru, 2000-2019 In: IDB Publications (Working Papers). [Full Text][Citation analysis]	paper	0
2005	Inflation Targeting and Inflation Behavior: A Successful Story? In: International Journal of Central Banking. [Full Text][Citation analysis]	article	199
2004	Inflation Targeting and Inflation Behavior: A Successful Story?.(2004) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 199	paper
2005	Inflation Targeting and Inflation Behavior: A Successful Story?.(2005) In: Macroeconomics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 199	paper
2004	Policymakers Priors and lnflation Density Forecasting In: Apuntes. Revista de ciencias sociales. [Full Text][Citation analysis]	article	0
2005	Â¿Cambia la inflaciÃ³n cuando los paÃses adoptan metas explÃcitas de inflaciÃ³n? In: Apuntes. Revista de ciencias sociales. [Full Text][Citation analysis]	article	1
2006	¿Cambia la Inflación Cuando los Países Adoptan Metas Explícitas de Inflación?.(2006) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1	paper
2019	El legado econÃ³mico del general Velasco: consecuencias a largo plazo del intervencionismo In: Revista Economía. [Full Text][Citation analysis]	article	0
2011	Evaluation of Wavelet-based Core Inflation Measures: Evidence from Peru In: Documentos de Trabajo / Working Papers. [Full Text][Citation analysis]	paper	0
2013	RegÃmenes cambiarios y desempeÃ±o macroeconÃ³mico: una evaluaciÃ³n de la literatura In: Documentos de Trabajo / Working Papers. [Full Text][Citation analysis]	paper	1
2013	Regímenes cambiarios y desempeño macroeconómico: Una evaluación de la literatura.(2013) In: Revista Estudios Económicos. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1	article
2013	Regímenes Cambiarios y Desempeño Macroeconómico: Una Evaluación de la Literatura.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1	paper
2013	The dynamic relationship between stock market development and economic activity evidence from Peru, 1965-2011 In: Documentos de Trabajo / Working Papers. [Full Text][Citation analysis]	paper	1
2018	The Monetary and Fiscal History of Peru, 1960-2017: Radical Policy Experiments, Inflation and Stabilization In: Documentos de Trabajo / Working Papers. [Full Text][Citation analysis]	paper	1
2021	¿Qué tan rígidos son los precios en línea? Evidencia para Perú usando Big Data In: Documentos de Trabajo / Working Papers. [Full Text][Citation analysis]	paper	0
2020	¿Qué tan rígidos son los precios en línea? Evidencia para Perú usando Big Data.(2020) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0	paper
2003	Usando un modelo semi-estructural de pequeña escala para hacer proyecciones: Algunas consideraciones In: Revista Estudios Económicos. [Full Text][Citation analysis]	article	10
2003	Reportando la distribución de la proyección de inflación In: Revista Estudios Económicos. [Full Text][Citation analysis]	article	5
2006	Un modelo de proyección BVAR para la inflación peruana In: Revista Estudios Económicos. [Full Text][Citation analysis]	article	1
2007	El mecanismo de transmisión de la política monetaria en un entorno de dolarización financiera: El caso del Perú entre 1996 y 2006 In: Revista Estudios Económicos. [Full Text][Citation analysis]	article	10
2009	Un modelo semiestructural de proyección para la economía peruana In: Revista Estudios Económicos. [Full Text][Citation analysis]	article	9
2011	Indicadores tendenciales de inflación y su relevancia como variables indicativas de política monetaria In: Revista Estudios Económicos. [Full Text][Citation analysis]	article	4
2016	Expectativas de inflación y dolarización en el Perú In: Revista Estudios Económicos. [Full Text][Citation analysis]	article	1
2007	Nueva meta de inflación en el Perú: 2 por ciento In: Revista Moneda. [Full Text][Citation analysis]	article	0
2008	Entendiendo la meta de inflación del Banco Central In: Revista Moneda. [Full Text][Citation analysis]	article	0
2010	¿Qué es la brecha del producto? In: Revista Moneda. [Full Text][Citation analysis]	article	1
2011	La utilidad de los indicadores de inflación subyacente In: Revista Moneda. [Full Text][Citation analysis]	article	0
2012	Intermediación financiera y macroeconomía In: Revista Moneda. [Full Text][Citation analysis]	article	0
2012	Regímenes cambiarios y desempeño macroeconómico In: Revista Moneda. [Full Text][Citation analysis]	article	1
2012	Entrevista al profesor Kiyotaki durante su visita al BCRP In: Revista Moneda. [Full Text][Citation analysis]	article	0
2013	Las ideas de C.A.E. Goodhart In: Revista Moneda. [Full Text][Citation analysis]	article	0
2014	Los efectos colaterales de las políticas económicas de los países desarrollados en las economías emergentes In: Revista Moneda. [Full Text][Citation analysis]	article	0
2014	¿Qué es la Nueva Economía Monetarista? In: Revista Moneda. [Full Text][Citation analysis]	article	0
2016	Transmisión de la política monetaria de Estados Unidos sobre América Latina In: Revista Moneda. [Full Text][Citation analysis]	article	0
2018	El Esquema de metas de Inflación y la Inflación peruana In: Revista Moneda. [Full Text][Citation analysis]	article	0
2018	La dinámica de los proyectos de inversión en el Perú In: Revista Moneda. [Full Text][Citation analysis]	article	0
2018	La comunicación de la Política Monetaria: Una primera evaluación. In: Revista Moneda. [Full Text][Citation analysis]	article	0
2020	La pandemia del Covid-19 In: Revista Moneda. [Full Text][Citation analysis]	article	0
2020	El COVID-19 versus la gripe española In: Revista Moneda. [Full Text][Citation analysis]	article	0
2020	Estimación del número de reproducción (R) en tiempo real para el Perú In: Revista Moneda. [Full Text][Citation analysis]	article	0
2021	Análisis de los picos de las dos olas de la pandemia del COVID-19 en el Perú In: Revista Moneda. [Full Text][Citation analysis]	article	0
2009	Modelo de Proyección Trimestral del BCRP In: Working Papers. [Full Text][Citation analysis]	paper	0
2011	Wavelet-based Core Inflation Measures: Evidence from Peru In: Working Papers. [Full Text][Citation analysis]	paper	0
2014	The Dynamic Effects of Interest Rates and Reserve Requirements In: Working Papers. [Full Text][Citation analysis]	paper	10
2014	Stock market development and real economic activity in Peru In: Working Papers. [Full Text][Citation analysis]	paper	2
2017	Stock market development and real economic activity in Peru.(2017) In: Empirical Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2	article
2015	Asymmetric exchange rate pass-through: Evidence from Peru In: Working Papers. [Full Text][Citation analysis]	paper	10
2015	Monetary policy, financial dollarization and agency costs In: Working Papers. [Full Text][Citation analysis]	paper	4
2017	Propagación de Choques de Encaje en el Sistema Bancario Peruano In: Working Papers. [Full Text][Citation analysis]	paper	2
2018	Monetary and Fiscal History of Peru 1960-2010: Radical Policy Experiments, Inflation and Stabilization In: Working Papers. [Full Text][Citation analysis]	paper	2
2020	Assessing central bank communication through monetary policy statements: Results for Colombia, Chile and Peru In: Working Papers. [Full Text][Citation analysis]	paper	0
2006	Monetary Policy under Balance Sheet Uncertainty In: Computing in Economics and Finance 2006. [Full Text][Citation analysis]	paper	2
2006	Skewed policy responses and IT in Latin America In: Computing in Economics and Finance 2006. [Full Text][Citation analysis]	paper	0
2004	Policy Makers Priors and Inflation Density Forecasts In: Econometrics. [Full Text][Citation analysis]	paper	7