18
H index
24
i10 index
1770
Citations
University of Kentucky | 18 H index 24 i10 index 1770 Citations RESEARCH PRODUCTION: 30 Articles 12 Papers 1 Chapters RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Ana María Herrera. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Economics Letters | 3 |
Macroeconomic Dynamics | 3 |
Journal of Econometrics | 2 |
Journal of Economic Dynamics and Control | 2 |
Energy Economics | 2 |
Journal of Business & Economic Statistics | 2 |
Journal of Applied Econometrics | 2 |
Working Papers Series with more than one paper published | # docs |
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Working Papers / Federal Reserve Bank of Dallas | 4 |
Working Papers / Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School | 2 |
Year ![]() | Title of citing document ![]() |
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2024 | The Local to Unity Dynamic Tobit Model. (2022). Duffy, James A ; Bykhovskaya, Anna. In: Papers. RePEc:arx:papers:2210.02599. Full description at Econpapers || Download paper |
2025 | Cointegration with Occasionally Binding Constraints. (2022). Mavroeidis, Sophocles ; Wycherley, Sam ; Duffy, James A. In: Papers. RePEc:arx:papers:2211.09604. Full description at Econpapers || Download paper |
2025 | Impulse Response Analysis for Structural Nonlinear Time Series Models. (2023). Ballarin, Giovanni. In: Papers. RePEc:arx:papers:2305.19089. Full description at Econpapers || Download paper |
2024 | Machine Learning the Macroeconomic Effects of Financial Shocks. (2024). Klieber, Karin ; Huber, Florian ; Hauzenberger, Niko ; Marcellino, Massimiliano. In: Papers. RePEc:arx:papers:2412.07649. Full description at Econpapers || Download paper |
2025 | The E-Rule: A Novel Composite Indicator for Predicting Economic Recessions. (2025). Ebadi, Esmaeil. In: Papers. RePEc:arx:papers:2503.09839. Full description at Econpapers || Download paper |
2025 | Nonlinear Forecast Error Variance Decompositions with Hermite Polynomials. (2025). Lee, Quinlan. In: Papers. RePEc:arx:papers:2503.11416. Full description at Econpapers || Download paper |
2025 | Innovations Meet Narratives -Improving the Power-Credibility Trade-off in Macro. (2025). Barnichon, Raegis ; Mesters, Geert. In: Working Papers. RePEc:bge:wpaper:1475. Full description at Econpapers || Download paper |
2024 | Interest rate risk exposures of non-financial corporates and households. (2024). Bank for International Settlements, . In: CGFS Papers. RePEc:bis:biscgf:70. Full description at Econpapers || Download paper |
2024 | Do higher global oil and wheat prices matter for the wheat flour price in Lebanon?. (2024). Neaimeh, Andrios ; Karaki, Mohamad B. In: Agricultural Economics. RePEc:bla:agecon:v:55:y:2024:i:4:p:559-571. Full description at Econpapers || Download paper |
2024 | New evidence on crude oil market efficiency. (2024). Lee, Yoonjin ; Hu, Liang. In: Economic Inquiry. RePEc:bla:ecinqu:v:62:y:2024:i:2:p:892-916. Full description at Econpapers || Download paper |
2025 | The Effect of Oil News Shocks on Job Creation and Destruction. (2025). Herrera, Ana Mara ; Hanson, Ryan. In: Working Papers. RePEc:cen:wpaper:25-06. Full description at Econpapers || Download paper |
2024 | US monetary policy is more powerful in low economic growth regimes. (2024). Tornese, Tommaso ; de Santis, Roberto A. In: Working Paper Series. RePEc:ecb:ecbwps:20242919. Full description at Econpapers || Download paper |
2024 | Can Oil Prices Volatility Explain Economic Growth?. (2024). Ahmad, Moid U ; Al-Harbi, Ahmad. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-06-60. Full description at Econpapers || Download paper |
2024 | Intensified law enforcement and firm innovation: Evidence from Chinas antitrust consolidation. (2024). Gu, Jinnan ; Zhu, Jialiang. In: China Economic Review. RePEc:eee:chieco:v:87:y:2024:i:c:s1043951x24001548. Full description at Econpapers || Download paper |
2024 | How to construct monthly VAR proxies based on daily surprises in futures markets. (2024). Kilian, Lutz. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:168:y:2024:i:c:s0165188924001581. Full description at Econpapers || Download paper |
2024 | Does exchange rate volatility affect the impact of appreciation and depreciation on the trade balance? A nonlinear bivariate approach. (2024). Bosupeng, Mpho ; Naranpanawa, Athula. In: Economic Modelling. RePEc:eee:ecmode:v:130:y:2024:i:c:s0264999323004042. Full description at Econpapers || Download paper |
2024 | Oil price fluctuations and their impact on oil-exporting emerging economies. (2024). Yang, BO ; Chowdhury, Rosen ; Agboola, Emmanuel. In: Economic Modelling. RePEc:eee:ecmode:v:132:y:2024:i:c:s026499932400021x. Full description at Econpapers || Download paper |
2024 | On the robustness of the relationship between tax progressivity, growth, and inequality in the US. (2024). Hansen, Erwin ; Cubillos, Pablo Gutierrez ; Diaz, Juan D ; Nofal, Bastian Castro. In: Economics Letters. RePEc:eee:ecolet:v:241:y:2024:i:c:s016517652400291x. Full description at Econpapers || Download paper |
2024 | The macroeconomic impact of euro area labor market reforms: evidence from a narrative panel VAR. (2024). Runstler, Gerhard. In: European Economic Review. RePEc:eee:eecrev:v:168:y:2024:i:c:s0014292124001491. Full description at Econpapers || Download paper |
2024 | Do recessions induce Schumpeterian creative destruction? Micro Evidence from India. (2024). Uddin, Gazi Salah ; Ahmad, Wasim ; Saini, Seema. In: Emerging Markets Review. RePEc:eee:ememar:v:59:y:2024:i:c:s1566014124000013. Full description at Econpapers || Download paper |
2024 | Can inflation predict energy price volatility?. (2024). Batten, Jonathan ; Mo, DI ; Pourkhanali, Armin. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323006564. Full description at Econpapers || Download paper |
2024 | Time-varying jump intensity and volatility forecasting of crude oil returns. (2024). Bouri, Elie ; Chen, Yan ; Zhang, Lei. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s014098832300734x. Full description at Econpapers || Download paper |
2024 | The flow of industrial lifeblood: The impact of the West-to-East oil transportation project on enterprise performance of China. (2024). Hu, Yao ; Tong, Xinyue ; Lin, Weifen ; Wang, Hui. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007727. Full description at Econpapers || Download paper |
2024 | A simple model of global fuel consumption. (2024). Ellwanger, Reinhard ; Bilgin, Doga. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988323007521. Full description at Econpapers || Download paper |
2024 | Oil price uncertainty shocks and the gender gap in U.S. unemployment. (2024). Payne, James E ; Elder, John. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s014098832400046x. Full description at Econpapers || Download paper |
2024 | Time-varying relationship between international monetary policy and energy markets. (2024). Sahay, Vinita S ; Adeabah, David ; Abdullah, Mohammad ; Aikins, Emmanuel Joel ; Tiwari, Aviral Kumar. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000471. Full description at Econpapers || Download paper |
2024 | Revisiting the relationship between oil supply news shocks and U.S. economic activity: Role of the zero lower bound. (2024). Sardar, Naafey ; Qureshi, Irfan. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001786. Full description at Econpapers || Download paper |
2024 | The important of eliminating energy market distortions: The perspective of industrial green productivity. (2024). Tang, Liwei ; Xu, Chang ; Li, KE. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001804. Full description at Econpapers || Download paper |
2024 | Unraveling the structural sources of oil production and their impact on CO2 emissions. (2024). Wang, Shu ; Theilen, Bernd ; Herwartz, Helmut. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001968. Full description at Econpapers || Download paper |
2024 | From oil surges to renewable shifts: Unveiling the dynamic impact of supply and demand shocks in global crude oil market on U.S. clean energy trends. (2024). Esmaeili, Parisa ; Rafei, Meysam ; Salari, Mahmoud ; Balsalobre-Lorente, Daniel. In: Energy Policy. RePEc:eee:enepol:v:192:y:2024:i:c:s0301421524002726. Full description at Econpapers || Download paper |
2024 | Does oil price volatility matter for the US transportation industry?. (2024). Rothovius, Timo ; Bouri, Elie ; Dutta, Anupam ; Uddin, Gazi Salah ; Azoury, Nehme. In: Energy. RePEc:eee:energy:v:290:y:2024:i:c:s0360544223035880. Full description at Econpapers || Download paper |
2024 | Interpreting the effect of global economic risks on crude oil market: A supply-demand perspective. (2024). Xu, Pengfei ; Cao, Shijiao ; Hong, Yanran ; Pan, Zhigang. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005240. Full description at Econpapers || Download paper |
2024 | Green bond issuance and green innovation: Evidence from Chinas energy industry. (2024). Yu, Mingzhe ; Dong, Xiao. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002138. Full description at Econpapers || Download paper |
2024 | Attractiveness of clean energy stocks in Europe. (2024). Zkan, Ayegl Ukun ; Sanin, Maria Eugenia. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005301. Full description at Econpapers || Download paper |
2024 | Public debt determinants: A time-varying analysis of core and peripheral Euro area countries. (2024). di Serio, Mario. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pa:s1544612324011309. Full description at Econpapers || Download paper |
2024 | Weather, credit, and economic fluctuations: Evidence from China. (2024). Tang, Yao ; Li, LI ; Chen, Zhenzhu. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:221:y:2024:i:c:p:406-422. Full description at Econpapers || Download paper |
2024 | Are exchange rates absorbers of global oil shocks? A generalized structural analysis. (2024). Liu, Xiaochun ; Stewart, Shamar L ; Harrison, Andre. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:146:y:2024:i:c:s026156062400113x. Full description at Econpapers || Download paper |
2024 | Gas price shocks and euro area inflation. (2024). Ferrari Minesso, Massimo ; Adolfsen, Jakob ; van Robays, Ine ; Mork, Jente Esther. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:149:y:2024:i:c:s0261560624001700. Full description at Econpapers || Download paper |
2024 | Energy price surges and inflation: Fiscal policy to the rescue?. (2024). Wegmueller, Philipp ; Glocker, Christian ; Wegmller, Philipp. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:149:y:2024:i:c:s0261560624001888. Full description at Econpapers || Download paper |
2024 | Government spending multipliers: Is there a difference between government consumption and investment purchases?. (2024). Haug, Alfred ; Sznajderska, Anna. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:79:y:2024:i:c:s0164070423000848. Full description at Econpapers || Download paper |
2024 | The macroeconomic impact of energy price shocks: Threshold effects and the fracking boom. (2024). Yerger, David B ; Potts, Todd B. In: Resources Policy. RePEc:eee:jrpoli:v:90:y:2024:i:c:s0301420724001399. Full description at Econpapers || Download paper |
2024 | Oil Price and Long-run Economic Growth in Oil-importing Developing Countries. (2024). Gamtessa, Samuel F ; Guliani, Harminder. In: Research in Economics. RePEc:eee:reecon:v:78:y:2024:i:4:s1090944324000735. Full description at Econpapers || Download paper |
2024 | Political connections and corporate innovation: A stepping stone or stumbling block?. (2024). Liu, Xiaomin ; Ni, Jinlan ; Zhao, Hongjun. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:310-326. Full description at Econpapers || Download paper |
2024 | Exogenous oil supply shocks and global agricultural commodity prices: The role of biofuels. (2024). Zhang, Xindon ; Qiu, Feng ; Wei, Yanfeng ; Guo, Xiaoying ; Li, Changhong. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:394-414. Full description at Econpapers || Download paper |
2024 | Return and volatility spillovers among oil price shocks and international green bond markets. (2024). Umar, Muhammad ; Usman, Muhammad ; Aikins, Emmanuel Joel ; Hadhri, Sinda. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000461. Full description at Econpapers || Download paper |
2024 | Can innovative pilot city policies improve the allocation level of innovation factors? – Evidence from China. (2024). Tao, Chang-Qi ; Wang, Zhi-Chao ; Xu, YE. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:200:y:2024:i:c:s004016252300820x. Full description at Econpapers || Download paper |
2024 | Multi-scale impacts of oil shocks on travel and leisure stocks: A MODWT-Bayesian TVP model with shrinkage approach. (2024). Cao, Yan ; Cheng, Sheng ; Liang, Ruibin. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:200:y:2024:i:c:s0040162523008764. Full description at Econpapers || Download paper |
2024 | Can the construction of smart cities promote the capital allocation efficiency: Evidence from China. (2024). Liu, Jiashu ; Cui, Shuhui. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:208:y:2024:i:c:s004016252400475x. Full description at Econpapers || Download paper |
2024 | The US Banks’ Balance Sheet Transmission Channel of Oil Price Shocks. (2022). Lorusso, Marco ; Gelain, Paolo. In: Working Papers. RePEc:fip:fedcwq:95098. Full description at Econpapers || Download paper |
2025 | Impulse Response Diagnostics for Priors on Parameters in Structural Vector Autoregressions. (2025). Kilian, Lutz. In: Working Papers. RePEc:fip:feddwp:99620. Full description at Econpapers || Download paper |
2024 | Oil and the Stock Market Revisited: A Mixed Functional VAR Approach. (2023). Bjørnland, Hilde ; Chang, Yoosoon ; Bjornland, Hilde C. In: CAEPR Working Papers. RePEc:inu:caeprp:2023005. Full description at Econpapers || Download paper |
2024 | Oil price shocks and macroeconomic dynamics: How important is the role of nonlinearity?. (2024). Kim, Jaebeom ; Hwang, Inwook. In: Empirical Economics. RePEc:spr:empeco:v:66:y:2024:i:3:d:10.1007_s00181-023-02484-w. Full description at Econpapers || Download paper |
2025 | How sensitive are industrial demand and supply to energy price shocks. (2025). Iram, Humera ; Ridzuan, Abdul Rahim. In: Economia e Politica Industriale: Journal of Industrial and Business Economics. RePEc:spr:epolin:v:52:y:2025:i:1:d:10.1007_s40812-024-00326-z. Full description at Econpapers || Download paper |
2024 | A hybrid econometrics and machine learning based modeling of realized volatility of natural gas. (2024). Kristjanpoller, Werner. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00577-0. Full description at Econpapers || Download paper |
2024 | Changes in the effects of oil price shocks on US industrial production. (2024). Kwon, Dohyoung. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:2:p:2515-2526. Full description at Econpapers || Download paper |
2024 | The micro and macro effects of changes in the potential benefit duration. (2024). Gałecka-Burdziak, Ewa ; Jessen, Robin ; Gra, Marek ; Gaecka-Burdziak, Ewa ; Kluve, Jochen. In: Ruhr Economic Papers. RePEc:zbw:rwirep:311189. Full description at Econpapers || Download paper |
Year ![]() | Title ![]() | Type ![]() | Cited ![]() |
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2015 | Oil Price Shocks and the U.S. Stock Market: Do Sign and Size Matter? In: The Energy Journal. [Full Text][Citation analysis] | article | 56 |
.() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 56 | article | ||
2005 | The Decline in U.S. Output Volatility: Structural Changes and Inventory Investment In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 69 |
2011 | Dynamic Censored Regression and the Open Market Desk Reaction Function In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 17 |
2011 | Dynamic Censored Regression and the Open Market Desk Reaction Function.(2011) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | article | |
2005 | Why So Small? Explaining the Size of Firms in Latin America In: The World Economy. [Full Text][Citation analysis] | article | 7 |
2023 | The Economic Consequences of Effective Carbon Taxes In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
2023 | Oil Prices Uncertainty, Endogenous Regime Switching, and Inflation Anchoring In: Working Papers. [Full Text][Citation analysis] | paper | 5 |
2023 | Oil Prices Uncertainty, Endogenous Regime Switching, and Inflation Anchoring.(2023) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
2023 | Oil Prices Uncertainty, Endogenous Regime Switching, and Inflation Anchoring.(2023) In: CAEPR Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
2023 | Oil prices uncertainty, endogenous regime switching, and inflation anchoring.(2023) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | article | |
2001 | Oil Shocks and Aggregate Macroeconomic Behavior: The Role of Monetary Policy In: University of California at San Diego, Economics Working Paper Series. [Full Text][Citation analysis] | paper | 54 |
2009 | OIL PRICE SHOCKS, SYSTEMATIC MONETARY POLICY, AND THE “GREAT MODERATION” In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 170 |
2011 | OIL PRICE SHOCKS AND INDUSTRIAL PRODUCTION: IS THE RELATIONSHIP LINEAR? In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 141 |
2018 | OIL PRICE SHOCKS, INVENTORIES, AND MACROECONOMIC DYNAMICS In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 15 |
2019 | The quantitative effects of tax foresight: Not all states are equal In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 2 |
2015 | The effects of oil price shocks on job reallocation In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 53 |
2014 | Dynamic pricing and asymmetries in retail gasoline markets: What can they tell us about price stickiness? In: Economics Letters. [Full Text][Citation analysis] | article | 8 |
2021 | Tax news in good and bad times In: Economics Letters. [Full Text][Citation analysis] | article | 4 |
2008 | The comovement in inventories and in sales: Higher and higher In: Economics Letters. [Full Text][Citation analysis] | article | 10 |
2021 | Impulse response analysis for structural dynamic models with nonlinear regressors In: Journal of Econometrics. [Full Text][Citation analysis] | article | 11 |
2020 | Impulse Response Analysis for Structural Dynamic Models with Nonlinear Regressors.(2020) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
2024 | State-dependent local projections In: Journal of Econometrics. [Full Text][Citation analysis] | article | 20 |
2023 | State-Dependent Local Projections.(2023) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 20 | paper | |
2022 | Policy and misallocation: Evidence from Chinese firm-level data In: European Economic Review. [Full Text][Citation analysis] | article | 8 |
2023 | Oil news shocks and the U.S. stock market In: Energy Economics. [Full Text][Citation analysis] | article | 1 |
2017 | Where do jobs go when oil prices drop? In: Energy Economics. [Full Text][Citation analysis] | article | 45 |
2019 | Oil price shocks and U.S. economic activity In: Energy Policy. [Full Text][Citation analysis] | article | 69 |
2018 | Forecasting crude oil price volatility In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 39 |
2007 | Informed finance and technological change: Evidence from credit relationships In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 153 |
2015 | Asymmetries in the response of economic activity to oil price increases and decreases? In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 83 |
2011 | Credit reallocation In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 24 |
2013 | Unit Roots, Cointegration, and Pretesting in Var Models☆The views expressed here are the authors and not necessarily those of the Federal Reserve Bank of Atlanta or the Federal Reserve System. In: Advances in Econometrics. [Full Text][Citation analysis] | chapter | 0 |
2022 | When Do State-Dependent Local Projections Work? In: Working Papers. [Full Text][Citation analysis] | paper | 13 |
2024 | Nonparametric Local Projections In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
In: . [Full Text][Citation analysis] | article | 0 | |
2001 | Los obstáculos al desarrollo empresarial y el tamaño de las firmas en América Latina In: IDB Publications (Working Papers). [Full Text][Citation analysis] | paper | 12 |
2010 | Why are gasoline prices sticky? A test of alternative models of price adjustment In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 28 |
2004 | Oil Shocks and Aggregate Macroeconomic Behavior: The Role of Monetary Policy: Comment. In: Journal of Money, Credit and Banking. [Citation analysis] | article | 505 |
2011 | Testing for the cartel in OPEC: non-cooperative collusion or just non-cooperative? In: Oxford Review of Economic Policy. [Full Text][Citation analysis] | article | 60 |
2021 | Financial Liberalization, Credit Market Dynamism, and Allocative Efficiency In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2005 | A Dynamic Model of Central Bank Intervention In: Working Papers. [Full Text][Citation analysis] | paper | 32 |
2020 | The effect of oil supply shocks on US economic activity: What have we learned? In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 54 |
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