Jose L Fillat : Citation Profile

Are you Jose L Fillat?

Federal Reserve Bank of Boston

7

H index

6

i10 index

307

Citations

RESEARCH PRODUCTION:

4

Articles

34

Papers

RESEARCH ACTIVITY:

   14 years (2008 - 2022). See details.
   Cites by year: 21
   Journals where Jose L Fillat has often published
   Relations with other researchers
   Recent citing documents: 41.    Total self citations: 9 (2.85 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pfi69
   Updated: 2023-11-04    RAS profile: 2023-03-16    
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Relations with other researchers

Works with:

Bräuning, Falk (7)

Wang, J. Christina (3)

Van den Heuvel, Skander (3)

Arseneau, David (3)

Morgan, Donald (3)

Garetto, Stefania (2)

Joaquim, Gustavo (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Jose L Fillat.

Is cited by:

Gambacorta, Leonardo (10)

Gropp, Reint (9)

Gaigne, Carl (9)

Oldenski, Lindsay (9)

Ongena, Steven (8)

Zlate, Andrei (8)

Tintelnot, Felix (8)

Esposito, Federico (8)

Gumpert, Anna (8)

Moxnes, Andreas (8)

Laeven, Luc (7)

Cites to:

Goldberg, Linda (13)

Russ, Katheryn (13)

Niepmann, Friederike (10)

Correa, Ricardo (8)

Roberts, Mark (8)

Tybout, James (8)

Ongena, Steven (7)

Gabaix, Xavier (7)

Campbell, John (6)

Garetto, Stefania (6)

Owen, Ann (6)

Main data

Where Jose L Fillat has published?

Working Papers Series with more than one paper published# docs
Working Papers / Federal Reserve Bank of Boston6
Current Policy Perspectives / Federal Reserve Bank of Boston5
Supervisory Research and Analysis Working Papers / Federal Reserve Bank of Boston4
Boston University - Department of Economics - Working Papers Series / Boston University - Department of Economics4

Recent works citing Jose L Fillat (2023 and 2022)

YearTitle of citing document
2023The Spectral Approach to Linear Rational Expectations Models. (2020). Al-Sadoon, Majid. In: Papers. RePEc:arx:papers:2007.13804.

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2022Global banks local presence: a new lens. (2022). Chen, Yingyuan ; Caparusso, John ; Aldasoro, Iaki. In: BIS Quarterly Review. RePEc:bis:bisqtr:2203d.

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2022Cross-border regulatory spillovers and macroprudential policy coordination. (2022). Pereira, Luiz Awazu ; Jackson, Timothy ; Agenor, Pierre-Richard. In: BIS Working Papers. RePEc:bis:biswps:1007.

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2022Valuation effects of the US–China trade war: The effects of foreign managers and foreign exposure. (2022). Qi, Tong ; Pu, BO ; Ding, Haoyuan ; Wang, Kai. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:36:y:2022:i:3:p:662-683.

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2023Estimation of Heterogeneous Agent Models: A Likelihood Approach. (2023). Wang, Muchun ; Posch, Olaf ; Parraalvarez, Juan Carlos. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:2:p:304-330.

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2022Disentangling the effect of home ownership on household stockholdings: Evidence from Japanese micro data. (2022). Tokuda, Hidenobu ; Saito, Amane ; Ono, Arito ; Iwaisako, Tokuo. In: Real Estate Economics. RePEc:bla:reesec:v:50:y:2022:i:1:p:268-295.

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2022Foreign banks and the doom loop. (2022). Maffei-Faccioli, Nicolo ; Cimadomo, Jacopo ; Albertazzi, Ugo. In: Working Paper. RePEc:bno:worpap:2022_2.

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2022Linear Identification of Linear Rational-Expectations Models by Exogenous Variables Reconciles Lucas and Sims. (2022). Zadrozny, Peter A. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10078.

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2023Labour Market Power and the Dynamic Gains to Openness Reforms. (2023). Spencer, Adam Hal ; Rodriguez-Lopez, Antonio ; Jha, Priyaranjan. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10247.

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2022Stress tests and capital requirement disclosures: do they impact banks’ lending and risk-taking decisions?. (2022). Marques, Aurea Ponte ; Ongena, Steven ; Konietschke, Paul. In: Working Paper Series. RePEc:ecb:ecbwps:20222679.

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2022Overseas industrial parks and Chinas outward foreign direct investment. (2022). Geng, Xinyue ; Wei, Shengmin ; Huang, Liangxiong ; Shi, Buchao. In: Journal of Asian Economics. RePEc:eee:asieco:v:83:y:2022:i:c:s1049007822001014.

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2022COVID-19, firm exposure, and firm value: A tale of two lockdowns. (2022). Lin, Shu ; fan, haichao ; Hulin, S ; Ding, Haoyuan. In: China Economic Review. RePEc:eee:chieco:v:71:y:2022:i:c:s1043951x21001395.

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2022Corporate diversification and stock risk: Evidence from a global shock. (2022). Mascia, Danilo V ; Onali, Enrico. In: Journal of Corporate Finance. RePEc:eee:corfin:v:72:y:2022:i:c:s0929119921002728.

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2022Natural disasters, intra-national FDI spillovers, and economic divergence: Evidence from India. (2022). Friedt, Felix ; Toner-Rodgers, Aidan. In: Journal of Development Economics. RePEc:eee:deveco:v:157:y:2022:i:c:s0304387822000438.

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2022Debt maturity heterogeneity and investment responses to monetary policy. (2022). Fang, Min ; Deng, Minjie. In: European Economic Review. RePEc:eee:eecrev:v:144:y:2022:i:c:s0014292122000393.

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2022Stress tests and loan pricing—Evidence from syndicated loans. (2022). Mukherjee, Abhik ; Lambertini, Luisa. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pa:s1544612321003226.

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2023Financial contracting as behavior towards risk: The corporate finance of business cycles 8/3/22. (2023). Krainer, Robert E. In: Journal of Financial Stability. RePEc:eee:finsta:v:65:y:2023:i:c:s1572308923000049.

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2022Learning, foreign operations and operating performance. (2022). Vithessonthi, Chaiporn ; Tongurai, Jittima. In: Global Finance Journal. RePEc:eee:glofin:v:52:y:2022:i:c:s1044028322000230.

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2022Demand risk and diversification through international trade. (2022). Esposito, Federico. In: Journal of International Economics. RePEc:eee:inecon:v:135:y:2022:i:c:s0022199621001422.

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2022Economic and policy uncertainty: Aggregate export dynamics and the value of agreements. (2022). Handley, Kyle ; Limo, Nuno ; Carballo, Jeronimo. In: Journal of International Economics. RePEc:eee:inecon:v:139:y:2022:i:c:s0022199622000939.

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2022Fund manager skill in an era of globalization: Offshore concentration and fund performance. (2022). Wan, Chi ; Yuksel, Zafer H ; Tang, Yuehua ; Bai, John Jianqiu. In: Journal of Financial Economics. RePEc:eee:jfinec:v:145:y:2022:i:2:p:18-40.

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2022Real estate climate index and aggregate stock returns: Evidence from China. (2022). Zaremba, Adam ; Long, Huaigang ; Fu, Tao ; Jiang, Yuexiang ; Zhou, Wenyu. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:75:y:2022:i:c:s0927538x22001366.

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2023The effects of countercyclical leverage buffers on macroeconomic and financial stability. (2023). Pozo, Jorge. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:89:y:2023:i:c:p:194-217.

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2022The effect of cultural heterogeneity on cash holdings of multinational businesses. (2022). Zhang, John Fan ; So, Jacky Yuk-Chow. In: Research in International Business and Finance. RePEc:eee:riibaf:v:61:y:2022:i:c:s0275531922000484.

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2023Direct and spillover portfolio effects of COVID-19. (2023). Ying, Jiezhou ; Pu, BO ; Ding, Haoyuan. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000582.

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2022The importance of export diversification for national entrepreneurship density. (2022). Thanh, Su Dinh ; Dinhthanh, SU ; Nguyen, Bach. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:62:y:2022:i:c:p:114-129.

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2022Regulatory Stress Tests and Bank Responses: Heterogeneous Treatment Effect in Dynamic Settings. (2022). Kravtsov, Oleg ; Janda, Karel. In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2022:q:2:a:1.

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2023From Local to Global: Offshoring and Asset Prices. (2023). Bretscher, Lorenzo. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:3:p:1420-1448.

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2022Mortgage Market Induced Booms and Busts in the Housing Market in a Modified DiPasquale-Wheaton Model. (2022). Borgersen, Trond-Arne ; Emblem, Anne Wenche. In: International Real Estate Review. RePEc:ire:issued:v:25:n:03:2022:p:281-306.

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2022The Resilience of FDI to Natural Disasters Through Industrial Linkages. (2022). Okubo, Toshihiro ; Kato, Hayato. In: Environmental & Resource Economics. RePEc:kap:enreec:v:82:y:2022:i:1:d:10.1007_s10640-022-00666-1.

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2023Reshaping Global Trade: The Immediate and Long-Run Effects of Bank Failures*. (2023). Xu, Chenzi. In: Journal of Economic Geography. RePEc:oup:jecgeo:v:137:y:2023:i:4:p:2107-2161..

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2022Reshaping Global Trade: The Immediate and Long-Run Effects of Bank Failures*. (2022). Xu, Chenzi. In: The Quarterly Journal of Economics. RePEc:oup:qjecon:v:137:y:2022:i:4:p:2107-2161..

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2023Reshaping Global Trade: The Immediate and Long-Run Effects of Bank Failures*. (2023). Xu, Chenzi. In: The Quarterly Journal of Economics. RePEc:oup:qjecon:v:137:y:2023:i:4:p:2107-2161..

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2022Foreign Reserve Accumulation, Foreign Direct Investment, and Economic Growth. (). Matsumoto, Hidehiko. In: Review of Economic Dynamics. RePEc:red:issued:19-52.

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2022The Dynamics of Export Diversification, Economic Complexity and Economic Growth Cycles: Global Evidence. (2022). Thanh, Su Dinh ; Dinhthanh, SU ; Canh, Nguyen Phuc. In: Foreign Trade Review. RePEc:sae:fortra:v:57:y:2022:i:3:p:234-260.

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2023How do countries deal with global uncertainty? Domestic ability to absorb shock through the lens of the economic complexity and export diversification. (2023). Schinckus, Christophe ; Nguyen, Canh Phuc. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:57:y:2023:i:3:d:10.1007_s11135-022-01478-7.

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2022Bootstrap inference and diagnostics in state space models: With applications to dynamic macro models. (2022). Fanelli, Luca ; Cavaliere, Giuseppe ; Angelini, Giovanni. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:37:y:2022:i:1:p:3-22.

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2023Using arbitrary precision arithmetic to sharpen identification analysis for DSGE models. (2023). Qu, Zhongjun ; Tkachenko, Denis. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:4:p:644-667.

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2022Cyclicality of capital adequacy ratios in heterogeneous environment: A nonlinear panel smooth transition regression explanation. (2022). Almessabi, Balqees Naser ; Polyzos, Stathis ; Khalid, Ali Awais ; Rubbaniy, Ghulame. In: Managerial and Decision Economics. RePEc:wly:mgtdec:v:43:y:2022:i:6:p:1960-1979.

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2023Corporate diversification and debt financing: Do family shareholders protect their control rights?. (2023). Hosen, Mosharrof ; Subramaniam, Vasanthan. In: Managerial and Decision Economics. RePEc:wly:mgtdec:v:44:y:2023:i:2:p:1305-1317.

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2022Linear identification of linear rational-expectations models by exogenous variables reconciles Lucas and Sims. (2022). Zadrozny, Peter. In: CFS Working Paper Series. RePEc:zbw:cfswop:682.

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Works by Jose L Fillat:

YearTitleTypeCited
2018What are the consequences of global banking for the international transmission of shocks? A quantitative analysis∗ In: Boston University - Department of Economics - The Institute for Economic Development Working Papers Series.
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2018What are the consequences of global banking for the international transmission of shocks? A quantitative analysis∗.(2018) In: Boston University - Department of Economics - Working Papers Series.
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This paper has another version. Agregated cites: 6		paper
2014Diversification, Cost Structure, and the Risk Premium of Multinational Corporations In: Boston University - Department of Economics - Working Papers Series.
[Full Text][Citation analysis]		paper35
2015Diversification, cost structure, and the risk premium of multinational corporations.(2015) In: Journal of International Economics.
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This paper has another version. Agregated cites: 35		article
2014Risk, Returns, and Multinational Production In: Boston University - Department of Economics - Working Papers Series.
[Full Text][Citation analysis]		paper101
2010Risk, returns, and multinational production.(2010) In: Supervisory Research and Analysis Working Papers.
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This paper has another version. Agregated cites: 101		paper
2015Risk, Returns, and Multinational Production.(2015) In: The Quarterly Journal of Economics.
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2010Risk, Returns, and Multinational Production.(2010) In: 2010 Meeting Papers.
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This paper has another version. Agregated cites: 101		paper
2015Global Identification in DSGE Models Allowing for Indeterminacy In: Boston University - Department of Economics - Working Papers Series.
[Full Text][Citation analysis]		paper19
2018What are the consequences of global banking for the international transmission of shocks? A quantitative analysis In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper8
2018What are the consequences of global banking for the international transmission of shocks?: a quantitative analysis.(2018) In: Working Papers.
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This paper has another version. Agregated cites: 8		paper
2018What are the Consequences of Global Banking for the International Transmission of Shocks? A Quantitative Analysis.(2018) In: NBER Working Papers.
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This paper has another version. Agregated cites: 8		paper
2012Optimal portfolio choice with predictability in house prices and transaction costs In: IESE Research Papers.
[Full Text][Citation analysis]		paper42
2012Optimal portfolio choice with predictability in house prices and transaction costs.(2012) In: Working Paper Series.
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This paper has another version. Agregated cites: 42		paper
2010Optimal portfolio choice with predictability in house prices and transaction costs.(2010) In: Supervisory Research and Analysis Working Papers.
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This paper has another version. Agregated cites: 42		paper
2014Optimal Portfolio Choice with Predictability in House Prices and Transaction Costs.(2014) In: Review of Financial Studies.
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This paper has another version. Agregated cites: 42		article
2019Stress testing effects on portfolio similarities among large US Banks In: Current Policy Perspectives.
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2020Corporate Debt Maturity and Monetary Policy In: Current Policy Perspectives.
[Full Text][Citation analysis]		paper1
2021A Helping Hand to Main Street Where and When It Was Needed In: Current Policy Perspectives.
[Full Text][Citation analysis]		paper2
2021The Main Street Lending Program In: Current Policy Perspectives.
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2022The Main Street Lending Program.(2022) In: Economic Policy Review.
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2022Cost-Price Relationships in a Concentrated Economy In: Current Policy Perspectives.
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2008Looking behind the aggregates: a reply to “Facts and Myths about the Financial Crisis of 2008” In: Supervisory Research and Analysis Working Papers.
[Full Text][Citation analysis]		paper45
2010Addressing the pro-cyclicality of capital requirements with a dynamic loan loss provision system In: Supervisory Research and Analysis Working Papers.
[Full Text][Citation analysis]		paper28
2017Portfolio choice with house value misperception In: Working Papers.
[Full Text][Citation analysis]		paper2
2020The Impact of Regulatory Stress Tests on Bank Lending and Its Macroeconomic Consequences In: Working Papers.
[Full Text][Citation analysis]		paper3
2021Corporate Finance and the Transmission of Shocks to the Real Economy In: Working Papers.
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2021On the Origins of the Multinational Premium In: Working Papers.
[Full Text][Citation analysis]		paper0
2022Did High Leverage Render Small Businesses Vulnerable to the COVID-19 Shock? In: Working Papers.
[Full Text][Citation analysis]		paper1
2021COVID Response: The Main Street Lending Program In: Staff Reports.
[Full Text][Citation analysis]		paper1
2008Housing as a Measure for the Long Run Risk in Asset Pricing In: 2008 Meeting Papers.
[Citation analysis]		paper6
2012Multinational Banks In: 2012 Meeting Papers.
[Full Text][Citation analysis]		paper2
2015Multinational Banks.(2015) In: 2015 Meeting Papers.
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This paper has another version. Agregated cites: 2		paper
2013Diversification, Cost Structure, and the Stock Returns of Multinational Corporations In: 2013 Meeting Papers.
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2014Global Banks Dynamics and the International Transmission of Shocks In: 2014 Meeting Papers.
[Full Text][Citation analysis]		paper0
2017Becoming a Multinational: an Analysis of Market Access and Risk through Mergers In: 2017 Meeting Papers.
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2018To Branch or not to Branch? A Quantitative Evaluation of the Consequences of Global Banks’ Organization In: 2018 Meeting Papers.
[Full Text][Citation analysis]		paper2
2019Household Choices with House Value Misperception In: 2019 Meeting Papers.
[Full Text][Citation analysis]		paper0

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