Marco Vega : Citation Profile


Are you Marco Vega?

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

10

H index

10

i10 index

396

Citations

RESEARCH PRODUCTION:

35

Articles

42

Papers

2

Books

3

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:
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)

Pérez 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)

Pérez Forero, Fernando (9)

Horvath, Roman (8)

de Haan, Jakob (8)

Fratzscher, Marcel (8)

Castellares, Renzo (8)

Tapsoba, René (8)

Ehrmann, Michael (8)

López Villavicencio, Antonia (8)

Cites to:

Gertler, Mark (19)

Galí, 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 Moneda18
Revista Estudios Econmicos8
Apuntes. Revista de ciencias sociales2

Working Papers Series with more than one paper published# docs
Working Papers / Banco Central de Reserva del Per18
Documentos de Trabajo / Working Papers / Departamento de Economa - Pontificia Universidad Catlica del Per6
BIS Working Papers / Bank for International Settlements3
Working Papers / George Mason University, Interdisciplinary Center for Economic Science2
Macroeconomics / University Library of Munich, Germany2
IDB Publications (Working Papers) / Inter-American Development Bank2
Papers / arXiv.org2
Computing in Economics and Finance 2006 / Society for Computational Economics2

Recent works citing Marco Vega (2021 and 2020)


YearTitle of citing document
2022What 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.

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2021Dollarization 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.

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2020Uncovering Time-Specific Heterogeneity in Regression Discontinuity Designs. (2020). Villamizar-Villegas, mauricio ; Onder, Yasin. In: Borradores de Economia. RePEc:bdr:borrec:1141.

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2020La 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.

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2021Changing patterns of capital flows. (2021). Bank for International Settlements, . In: CGFS Papers. RePEc:bis:biscgf:66.

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2021Inflation 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.

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2021Output 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.

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2020Estimación Bayesiana de un Modelo de Economía Abierta con Sector Bancario. (2020). Rodriguez, Aldo. In: Dynare Working Papers. RePEc:cpm:dynare:052.

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2020Monetary policy rules for an open economy with financial frictions: A Bayesian approach. (2020). Aliaga Miranda, Augusto. In: Dynare Working Papers. RePEc:cpm:dynare:062.

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2020Forex 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.

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2021Transitions 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.

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2020Inflation 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.

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2021Point 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.

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2020Effects 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.

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2021Comparing 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.

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2021Why 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.

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2021On 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.

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2020Is 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.

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2020The 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.

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2020Evolution of Monetary Policy in Peru: An Empirical Application Using a Mixture Innovation TVP-VAR-SV Model. (2020). Rodríguez, Gabriel ; Goicochea, Jhonatan Portilla. In: Documentos de Trabajo / Working Papers. RePEc:pcp:pucwps:wp00485.

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2022Time 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.

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2020.

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2021Inflation Targeting in India : An Interim Assessment. (2021). Choudhary, Rishabh ; Eichengreen, Barry ; Gupta, Poonam. In: MPRA Paper. RePEc:pra:mprapa:112656.

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2020Building Credibility and Influencing Expectations- The Evolution of Central Bank Communication. (2020). Reid, Monique ; Siklos, Pierre. In: Working Papers. RePEc:rbz:wpaper:10144.

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2021What 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.

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2021Macroeconomic 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.

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2022Inflation 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.

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Works by Marco Vega:


YearTitleTypeCited
2016Asymmetric Exchange Rate Pass-through: Evidence from Nonlinear SVARs In: Working Papers.
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paper0
2012Real Output Costs of Financial Crises: A Loss Distribution Approach In: Papers.
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paper13
2014Real output costs of financial crises: A loss distribution approach.(2014) In: Cuadernos de Economía - Spanish Journal of Economics and Finance.
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This paper has another version. Agregated cites: 13
article
2012Real Output Costs of Financial Crises: a Loss Distribution Approach.(2012) In: Documentos de Trabajo / Working Papers.
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This paper has another version. Agregated cites: 13
paper
2012The Real Output Costs of Financial Crisis: A Loss Distribution Approach.(2012) In: Working Papers.
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This paper has another version. Agregated cites: 13
paper
2020An internal fraud model for operational losses in retail banking In: Papers.
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paper0
2014The effects of intraday foreign exchange market operations in Latin America: results for Chile, Colombia, Mexico and Peru In: Borradores de Economia.
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paper13
2014The effects of intraday foreign exchange market operations in Latin America: results for Chile, Colombia, Mexico and Peru.(2014) In: BIS Working Papers.
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This paper has another version. Agregated cites: 13
paper
2008The monetary policy transmission mechanism under financial dollarisation: the case of Peru 1996-2006 In: BIS Papers chapters.
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chapter12
2007The monetary policy transmission mechanism under financial dollarization: the case of Peru 1996-2006.(2007) In: Working Papers.
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This paper has another version. Agregated cites: 12
paper
2010Measurement of price indices used by the central bank of Peru In: BIS Papers chapters.
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chapter9
2016Inflation expectations and dollarisation in Peru In: BIS Papers chapters.
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chapter1
2013Asymmetric effects of FOREX intervention using intraday data: evidence from Peru In: BIS Working Papers.
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paper22
2017The dynamics of investment projects: evidence from Peru In: BIS Working Papers.
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paper1
2019The dynamics of investment projects: Evidence from Peru.(2019) In: Journal of International Money and Finance.
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This paper has another version. Agregated cites: 1
article
2017The Dynamics of Investment Projects: Evidence from Peru.(2017) In: Working Papers.
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This paper has another version. Agregated cites: 1
paper
2006A BVAR Forecasting Model for Peruvian Inflation In: Money Affairs.
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article8
2004El efecto arrastre de la inflación mundial en economías pequeñas y abiertas In: Premio de Banca Central Rodrigo Gómez / Central Banking Award Rodrigo Gómez.
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book2
2004The Dragging Effect of World Inflation in Small Open Economies In: Premio de Banca Central Rodrigo Gómez / Central Banking Award Rodrigo Gómez.
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book0
2014Inflation Targeting and Quantitative Tightening: Effects of Reserve Requirements in Peru In: Economía Journal.
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article22
2014Inflation Targeting and Quantitative Tightening: Effects of Reserve Requirements in Peru.(2014) In: IDB Publications (Working Papers).
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This paper has another version. Agregated cites: 22
paper
2014Inflation targeting and Quantitative Tightening: Effects of Reserve Requirements in Peru.(2014) In: Working Papers.
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This paper has another version. Agregated cites: 22
paper
2004How Does Global Disinflation Drag Inflation in Small Open Economies? In: Econometric Society 2004 Latin American Meetings.
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paper9
2005How Does a Global Disinflation Drag Inflation in Small Open Economies?.(2005) In: Working Papers.
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This paper has another version. Agregated cites: 9
paper
2004How Does Global Disinflation Drag Inflation in Small Open Economies?.(2004) In: Macroeconomics.
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This paper has another version. Agregated cites: 9
paper
2019The Monetary and Fiscal History of Peru, 1960-2017 In: Working Papers.
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paper0
2019The Economic Legacy of General Velasco: Long-Term Consequences of Interventionism In: Working Papers.
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paper0
2019The economic legacy of General Velasco: Long-term consequences of interventionism..(2019) In: Working Papers.
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This paper has another version. Agregated cites: 0
paper
2021Fiscal Rules and Public Investment: The Case of Peru, 2000-2019 In: IDB Publications (Working Papers).
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paper0
2005Inflation Targeting and Inflation Behavior: A Successful Story? In: International Journal of Central Banking.
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article199
2004Inflation Targeting and Inflation Behavior: A Successful Story?.(2004) In: MPRA Paper.
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This paper has another version. Agregated cites: 199
paper
2005Inflation Targeting and Inflation Behavior: A Successful Story?.(2005) In: Macroeconomics.
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This paper has another version. Agregated cites: 199
paper
2004Policymakers Priors and lnflation Density Forecasting In: Apuntes. Revista de ciencias sociales.
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article0
2005¿Cambia la inflación cuando los países adoptan metas explícitas de inflación? In: Apuntes. Revista de ciencias sociales.
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article1
2006¿Cambia la Inflación Cuando los Países Adoptan Metas Explícitas de Inflación?.(2006) In: Working Papers.
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This paper has another version. Agregated cites: 1
paper
2019 El legado económico del general Velasco: consecuencias a largo plazo del intervencionismo In: Revista Economía.
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article0
2011Evaluation of Wavelet-based Core Inflation Measures: Evidence from Peru In: Documentos de Trabajo / Working Papers.
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paper0
2013Regímenes cambiarios y desempeño macroeconómico: una evaluación de la literatura In: Documentos de Trabajo / Working Papers.
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paper1
2013Regímenes cambiarios y desempeño macroeconómico: Una evaluación de la literatura.(2013) In: Revista Estudios Económicos.
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This paper has another version. Agregated cites: 1
article
2013Regímenes Cambiarios y Desempeño Macroeconómico: Una Evaluación de la Literatura.(2013) In: Working Papers.
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This paper has another version. Agregated cites: 1
paper
2013The dynamic relationship between stock market development and economic activity evidence from Peru, 1965-2011 In: Documentos de Trabajo / Working Papers.
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paper1
2018The Monetary and Fiscal History of Peru, 1960-2017: Radical Policy Experiments, Inflation and Stabilization In: Documentos de Trabajo / Working Papers.
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paper1
2021¿Qué tan rígidos son los precios en línea? Evidencia para Perú usando Big Data In: Documentos de Trabajo / Working Papers.
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paper0
2020¿Qué tan rígidos son los precios en línea? Evidencia para Perú usando Big Data.(2020) In: Working Papers.
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This paper has another version. Agregated cites: 0
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2003Usando un modelo semi-estructural de pequeña escala para hacer proyecciones: Algunas consideraciones In: Revista Estudios Económicos.
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article10
2003Reportando la distribución de la proyección de inflación In: Revista Estudios Económicos.
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article5
2006Un modelo de proyección BVAR para la inflación peruana In: Revista Estudios Económicos.
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article1
2007El 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.
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article10
2009Un modelo semiestructural de proyección para la economía peruana In: Revista Estudios Económicos.
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article9
2011Indicadores tendenciales de inflación y su relevancia como variables indicativas de política monetaria In: Revista Estudios Económicos.
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article4
2016Expectativas de inflación y dolarización en el Perú In: Revista Estudios Económicos.
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article1
2007Nueva meta de inflación en el Perú: 2 por ciento In: Revista Moneda.
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article0
2008Entendiendo la meta de inflación del Banco Central In: Revista Moneda.
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article0
2010¿Qué es la brecha del producto? In: Revista Moneda.
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article1
2011La utilidad de los indicadores de inflación subyacente In: Revista Moneda.
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article0
2012Intermediación financiera y macroeconomía In: Revista Moneda.
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article0
2012Regímenes cambiarios y desempeño macroeconómico In: Revista Moneda.
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article1
2012Entrevista al profesor Kiyotaki durante su visita al BCRP In: Revista Moneda.
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article0
2013Las ideas de C.A.E. Goodhart In: Revista Moneda.
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article0
2014Los efectos colaterales de las políticas económicas de los países desarrollados en las economías emergentes In: Revista Moneda.
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article0
2014¿Qué es la Nueva Economía Monetarista? In: Revista Moneda.
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article0
2016Transmisión de la política monetaria de Estados Unidos sobre América Latina In: Revista Moneda.
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article0
2018El Esquema de metas de Inflación y la Inflación peruana In: Revista Moneda.
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article0
2018La dinámica de los proyectos de inversión en el Perú In: Revista Moneda.
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article0
2018La comunicación de la Política Monetaria: Una primera evaluación. In: Revista Moneda.
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article0
2020La pandemia del Covid-19 In: Revista Moneda.
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article0
2020El COVID-19 versus la gripe española In: Revista Moneda.
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article0
2020Estimación del número de reproducción (R) en tiempo real para el Perú In: Revista Moneda.
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article0
2021Análisis de los picos de las dos olas de la pandemia del COVID-19 en el Perú In: Revista Moneda.
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article0
2009Modelo de Proyección Trimestral del BCRP In: Working Papers.
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paper0
2011Wavelet-based Core Inflation Measures: Evidence from Peru In: Working Papers.
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paper0
2014The Dynamic Effects of Interest Rates and Reserve Requirements In: Working Papers.
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2014Stock market development and real economic activity in Peru In: Working Papers.
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paper2
2017Stock market development and real economic activity in Peru.(2017) In: Empirical Economics.
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This paper has another version. Agregated cites: 2
article
2015Asymmetric exchange rate pass-through: Evidence from Peru In: Working Papers.
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paper10
2015Monetary policy, financial dollarization and agency costs In: Working Papers.
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paper4
2017Propagación de Choques de Encaje en el Sistema Bancario Peruano In: Working Papers.
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paper2
2018Monetary and Fiscal History of Peru 1960-2010: Radical Policy Experiments, Inflation and Stabilization In: Working Papers.
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paper2
2020Assessing central bank communication through monetary policy statements: Results for Colombia, Chile and Peru In: Working Papers.
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paper0
2006Monetary Policy under Balance Sheet Uncertainty In: Computing in Economics and Finance 2006.
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paper2
2006Skewed policy responses and IT in Latin America In: Computing in Economics and Finance 2006.
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paper0
2004Policy Makers Priors and Inflation Density Forecasts In: Econometrics.
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paper7

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