Sergio Villalvazo : Citation Profile

Federal Reserve Board (Board of Governors of the Federal Reserve System)

6

H index

6

i10 index

150

Citations

RESEARCH PRODUCTION:

7

Articles

14

Papers

RESEARCH ACTIVITY:

   8 years (2017 - 2025). See details.
   Cites by year: 18
   Journals where Sergio Villalvazo has often published
   Relations with other researchers
   Recent citing documents: 37.    Total self citations: 9 (5.66 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pvi447
   Updated: 2025-12-20    RAS profile: 2025-04-24    
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Relations with other researchers

Works with:

Schorfheide, Frank (11)

Aruoba, S. Boragan (11)

Cuba-Borda, Pablo (8)

Krueger, Dirk (2)

Ludwig, Alexander (2)

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

Is cited by:

Mavroeidis, Sophocles (21)

Sahuc, Jean-Guillaume (8)

Marcellino, Massimiliano (7)

Chien, YiLi (7)

Mertens, Elmar (7)

Ascari, Guido (7)

Clark, Todd (7)

Zanetti, Francesco (6)

Ikeda, Daisuke (6)

Pashchenko, Svetlana (5)

Porapakkarm, Ponpoje (5)

Cites to:

Mendoza, Enrique (16)

Dávila, Julio (7)

Ríos-Rull, José-Víctor (7)

Bianchi, Javier (7)

Baumeister, Christiane (5)

Krusell, Per (5)

Schorfheide, Frank (5)

Hamilton, James (4)

Weil, Philippe (4)

Aruoba, S. Boragan (4)

Kehoe, Patrick (4)

Main data

Where Sergio Villalvazo has published?

Journals with more than one article published# docs
Review of Economic Dynamics3

Working Papers Series with more than one paper published# docs
Finance and Economics Discussion Series / Board of Governors of the Federal Reserve System (U.S.)3
NBER Working Papers / National Bureau of Economic Research, Inc3
International Finance Discussion Papers / Board of Governors of the Federal Reserve System (U.S.)2
CEPR Discussion Papers / C.E.P.R. Discussion Papers2

Recent works citing Sergio Villalvazo (2025 and 2024)

YearTitle of citing document
2025Cointegration with Occasionally Binding Constraints. (2025). Wycherley, Sam ; Mavroeidis, Sophocles ; Duffy, James A. In: Papers. RePEc:arx:papers:2211.09604.

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2024Common Trends and Long-Run Identification in Nonlinear Structural VARs. (2024). Mavroeidis, Sophocles ; Duffy, James A. In: Papers. RePEc:arx:papers:2404.05349.

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2024Economic impacts of a drastic gas supply shock and short-term mitigation strategies. (2024). Reisch, Tobias ; Thurner, Stefan ; Stangl, Johannes ; Hurt, Jan ; Pichler, Anton. In: Papers. RePEc:arx:papers:2409.07981.

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2024On optimal subsidies for prevention and long-term care. (2024). Pierrard, Olivier ; Marchiori, Luca ; Garcia Sanchez, Pablo. In: BCL working papers. RePEc:bcl:bclwop:bclwp186.

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2024A General Equilibrium Approach to Carbon Permit Banking.. (2024). Vermandel, Gauthier ; Sahuc, Jean-Guillaume ; Dubois, Loick. In: Single Market Economics Papers. RePEc:bda:wpsmep:wp2024/20.

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2024A General Equilibrium Approach to Carbon Permit Banking. (2024). Sahuc, Jean-Guillaume ; Vermandel, Gauthier ; Dubois, Loick. In: Working papers. RePEc:bfr:banfra:971.

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2024Accounting for Individual-Specific Heterogeneity in Intergenerational Income Mobility. (2024). Aastveit, Knut Are ; Cross, Jamie L ; van Dijk, Herman K ; Furlanetto, Francesco. In: Working Papers. RePEc:bny:wpaper:0130.

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2024Taylor Rules with Endogenous Regimes. (2024). Furlanetto, Francesco ; Cross, Jamie ; Aastveit, Knut Are ; van Dijk, Herman K. In: Working Papers. RePEc:bny:wpaper:0131.

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2024Filtering with Limited Information. (2024). Fernandez-Villaverde, Jesus ; Drautzburg, Thorsten ; Guerron-Quintana, Pablo ; Oosthuizen, Dick. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11243.

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2025Nonlinear Estimation of a New Keynesian Model with Endogenous Inflation De-Anchoring. (2025). Wolters, Maik ; Hecker, Dominik. In: CESifo Working Paper Series. RePEc:ces:ceswps:_12280.

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2025A General Equilibrium Approach to Carbon Permit Banking. (2025). Sahuc, Jean-Guillaume ; Vermandel, Gauthier ; Dubois, Loick. In: EconomiX Working Papers. RePEc:drm:wpaper:2025-5.

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2024Estimation of DSGE models with the effective lower bound. (2024). Strobel, Felix ; Boehl, Gregor. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:158:y:2024:i:c:s0165188923001902.

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2024Capital income taxation and reforming social security in an OLG economy. (2024). Tyrowicz, Joanna ; Makarski, Krzysztof ; Komada, Oliwia. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:165:y:2024:i:c:s0165188924000708.

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2024Nowcasting the output gap with shadow rates. (2024). Kempa, Bernd ; Dubbert, Tore. In: Economics Letters. RePEc:eee:ecolet:v:236:y:2024:i:c:s0165176524000661.

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2024The local to unity dynamic Tobit model. (2024). Duffy, James A ; Bykhovskaya, Anna. In: Journal of Econometrics. RePEc:eee:econom:v:241:y:2024:i:2:s0304407624001106.

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2025Global public goods, fiscal policy coordination, and welfare in the world economy. (2025). Agénor, Pierre-Richard ; Agnor, Pierre-Richard ; Pereira, Luiz A. In: European Economic Review. RePEc:eee:eecrev:v:172:y:2025:i:c:s0014292124002435.

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2024Geopolitical risks and energy uncertainty: Implications for global and domestic energy prices. (2024). YILMAZKUDAY, HAKAN. In: Energy Economics. RePEc:eee:eneeco:v:140:y:2024:i:c:s0140988324006935.

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2025Geopolitical risk and uncertainty in energy markets: Evidence from wavelet-based methods. (2025). Vellucci, Pierluigi ; de Crescenzo, Ivan ; Mastroeni, Loretta ; Quaresima, Greta. In: Energy Economics. RePEc:eee:eneeco:v:143:y:2025:i:c:s0140988325001045.

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2024Sudden Stops and optimal policy in a two-agent economy. (2024). Biljanovska, Nina ; Vardoulakis, Alexandros P. In: Journal of International Economics. RePEc:eee:inecon:v:148:y:2024:i:c:s0022199624000187.

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2024Economic impacts of a drastic gas supply shock and short-term mitigation strategies. (2024). Thurner, Stefan ; Stangl, Johannes ; Reisch, Tobias ; Hurt, Jan ; Pichler, Anton. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:227:y:2024:i:c:s0167268124003640.

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2025A general equilibrium approach to carbon permit banking. (2025). Sahuc, Jean-Guillaume ; Dubois, Loick ; Vermandel, Gauthier. In: Journal of Environmental Economics and Management. RePEc:eee:jeeman:v:129:y:2025:i:c:s0095069624001505.

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2024Who saves more, the naive or the sophisticated agent?. (2024). Zimper, Alexander ; Groneck, Max ; Ludwig, Alexander. In: Journal of Economic Theory. RePEc:eee:jetheo:v:219:y:2024:i:c:s0022053124000541.

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2024An overlapping-generations model with data-driven equilibrium behavior. (2024). Rubinchik, Anna ; Gorokhovsky, Alexander. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:115:y:2024:i:c:s0304406824001253.

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2024EU sanctions on Russia and implications for a small open economy: the case of Cyprus. (2024). Sakkas, Stelios ; Mavrigiannakis, Konstantinos. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:125336.

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2024Geopolitical Risks and Energy Uncertainty: Implications for Global and Domestic Energy Prices. (2024). YILMAZKUDAY, HAKAN. In: Working Papers. RePEc:fiu:wpaper:2413.

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2024EU sanctions on Russia and implications for a small open economy: The case of Cyprus. (2024). Sakkas, Stelios ; Mavrigiannakis, Konstantinos. In: GreeSE – Hellenic Observatory Papers on Greece and Southeast Europe. RePEc:hel:greese:200.

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2024From abnormal FDI to a normal driver of sudden stop episodes. (2024). Širaňová, Mária ; Tiruneh, Menbere Workie ; Siranova, Maria ; Konig, Brian. In: Working Papers. RePEc:inf:wpaper:2024.02.

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2025EU Sanctions on Russia and Implications for a Small Open Economy: The Case of Cyprus. (2025). Sakkas, Stelios ; Mavrigiannakis, Konstantinos. In: Open Economies Review. RePEc:kap:openec:v:36:y:2025:i:3:d:10.1007_s11079-024-09786-1.

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2024Filtering with Limited Information. (2024). Fernandez-Villaverde, Jesus ; Drautzburg, Thorsten ; Guerron-Quintana, Pablo ; Oosthuizen, Dick. In: PIER Working Paper Archive. RePEc:pen:papers:24-016.

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2024Identifying Economic Shocks in a Rare Disaster Environment. (2024). Corrado, Luisa ; Grassi, Stefano ; Paolillo, Aldo. In: CEIS Research Paper. RePEc:rtv:ceisrp:517.

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2024Capital risk, fiscal policy, and the distribution of wealth. (2024). Modena, Andrea ; Regis, Luca. In: Mathematics and Financial Economics. RePEc:spr:mathfi:v:18:y:2024:i:2:d:10.1007_s11579-024-00359-x.

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2024Taylor Rules with Endogenous Regimes. (2024). Furlanetto, Francesco ; Cross, Jamie ; Aastveit, Knut Are ; van Dijk, Herman K. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20240030.

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2024Asymmetric Gradualism in US Monetary Policy. (2024). Furlanetto, Francesco ; Cross, Jamie ; van Dijk, Herman K ; Aastveit, Knut Are. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20240074.

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2025Informing DSGE Models Through Dynamic Factor Models. (2025). Lippi, Marco ; Gambetti, Luca ; Forni, Mario ; Sala, Luca. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:40:y:2025:i:5:p:487-507.

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2025Forecasting with shadow rate VARs. (2025). Mertens, Elmar ; Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea. In: Quantitative Economics. RePEc:wly:quante:v:16:y:2025:i:3:p:795-822.

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2024Estimating Nonlinear Heterogeneous Agent Models with Neural Networks. (2024). Melosi, Leonardo ; Rottner, Matthias ; Kase, Hanno. In: The Warwick Economics Research Paper Series (TWERPS). RePEc:wrk:warwec:1499.

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2025Optimal Time-Consistent Macroprudential Policy Revisited. (2025). Knapp, Fabian. In: VfS Annual Conference 2024 (Berlin): Upcoming Labor Market Challenges. RePEc:zbw:vfsc24:302415.

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Works by Sergio Villalvazo:

YearTitleTypeCited
2020Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper29
2020Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints.(2020) In: International Finance Discussion Papers.
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This paper has nother version. Agregated cites: 29		paper
2020Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints.(2020) In: Working Papers.
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This paper has nother version. Agregated cites: 29		paper
2020Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints.(2020) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 29		paper
2020Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints.(2020) In: PIER Working Paper Archive.
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This paper has nother version. Agregated cites: 29		paper
2021Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints.(2021) In: Review of Economic Dynamics.
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This paper has nother version. Agregated cites: 29		article
2021SVARs With Occasionally-Binding Constraints In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper24
2022SVARs with occasionally-binding constraints.(2022) In: Journal of Econometrics.
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This paper has nother version. Agregated cites: 24		article
2021SVARs With Occasionally-Binding Constraints.(2021) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 24		paper
2017The effect of natural gas shortages on the Mexican economy In: Energy Economics.
[Full Text][Citation analysis]		article17
2024FDI flows and sudden stops in small open economies In: Journal of Macroeconomics.
[Full Text][Citation analysis]		article4
2021Optimal taxes on capital in the OLG model with uninsurable idiosyncratic income risk In: Journal of Public Economics.
[Full Text][Citation analysis]		article39
2021Optimal taxes on capital in the OLG model with uninsurable idiosyncratic income risk.(2021) In: ICIR Working Paper Series.
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This paper has nother version. Agregated cites: 39		paper
2024Nonlinear Effects of Loan-to-Value Constraints In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper0
2025Changing Jobs to Fight Inflation: Labor Market Reactions to Inflationary Shocks In: Finance and Economics Discussion Series.
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2023Disclosure Regulation, Intangible Capital and the Disappearance of Public Firms In: Finance and Economics Discussion Series.
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2024Inequality and Asset Prices during Sudden Stops In: International Finance Discussion Papers.
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2019FiPIt: A Simple, Fast Global Method for Solving Models with Two Endogenous States & Occasionally Binding Constraints In: NBER Working Papers.
[Full Text][Citation analysis]		paper17
2020FiPIt: A Simple, Fast Global Method for Solving Models with Two Endogenous States & Occasionally Binding Constraints.(2020) In: Review of Economic Dynamics.
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This paper has nother version. Agregated cites: 17		article
2021Online Appendix to Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints In: Online Appendices.
[Full Text][Citation analysis]		paper20
2021Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints.(2021) In: Review of Economic Dynamics.
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This paper has nother version. Agregated cites: 20		article

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