Constantino Hevia : Citation Profile

Universidad Torcuato Di Tella

9

H index

9

i10 index

314

Citations

RESEARCH PRODUCTION:

17

Articles

43

Papers

2

Chapters

RESEARCH ACTIVITY:

   19 years (2004 - 2023). See details.
   Cites by year: 16
   Journals where Constantino Hevia has often published
   Relations with other researchers
   Recent citing documents: 33.    Total self citations: 15 (4.56 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/phe241
   Updated: 2026-01-17    RAS profile: 2024-03-07    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Ayres, Joao (6)

Nicolini, Juan Pablo (5)

Sola, Martin (3)

Petrella, Ivan (2)

Neumeyer, Pablo (2)

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

Is cited by:

Schmukler, Sergio (12)

Didier, Tatiana (10)

Bergholt, Drago (8)

Salisu, Afees (7)

Dreger, Christian (6)

Kose, Ayhan (6)

Torvik, Ragnar (5)

Benigno, Gianluca (5)

GUPTA, RANGAN (5)

Demirer, Riza (5)

Alberola, Enrique (5)

Cites to:

Rogoff, Kenneth (44)

Obstfeld, Maurice (29)

Reinhart, Carmen (24)

Kehoe, Patrick (17)

Nicolini, Juan Pablo (16)

Milesi-Ferretti, Gian Maria (15)

McGrattan, Ellen (15)

Chari, Varadarajan (14)

Lane, Philip (13)

Schmukler, Sergio (13)

Rose, Andrew (11)

Main data

Where Constantino Hevia has published?

Journals with more than one article published# docs
Journal of Economic Dynamics and Control2
Journal of Applied Econometrics2
Journal of International Economics2

Working Papers Series with more than one paper published# docs
Policy Research Working Paper Series / The World Bank10
Department of Economics Working Papers / Universidad Torcuato Di Tella10
Working Papers / Federal Reserve Bank of Minneapolis6
Working Papers / Red Nacional de Investigadores en Economía (RedNIE)3
Working Papers / Peruvian Economic Association2
IDB Publications (Working Papers) / Inter-American Development Bank2

Recent works citing Constantino Hevia (2025 and 2024)

YearTitle of citing document
2025Machine Learning and the Yield Curve: Tree-Based Macroeconomic Regime Switching. (2024). Diebold, Francis ; Bie, Siyu ; Li, Junye ; He, Jingyu. In: Papers. RePEc:arx:papers:2408.12863.

Full description at Econpapers || Download paper

2024Business cycle accounting: What have we learned so far?. (2024). Costa Filho, JoĂŁo Ricardo ; Brinca, Pedro ; Loria, Francesca. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:4:p:1276-1316.

Full description at Econpapers || Download paper

2025The direct and indirect effects of trade policy uncertainty on the volatility of world agricultural prices. (2025). Yan, Wenshou ; Lin, Faqin ; Cai, Yan. In: Journal of Asian Economics. RePEc:eee:asieco:v:100:y:2025:i:c:s1049007825001381.

Full description at Econpapers || Download paper

2025The effects of mixed ownership reforms on Chinese firms’ emissions. (2025). Yu, Renjie ; Yuan, Peng ; Xu, Kefan. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:86:y:2025:i:c:p:191-209.

Full description at Econpapers || Download paper

2024Yield curve trading strategies exploiting sentiment data. (2024). Serwart, Jan ; Audrino, Francesco. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001517.

Full description at Econpapers || Download paper

2025Unveiling asymmetric return spillovers with portfolio implications among Indian stock sectors during Covid-19 pandemic. (2025). Kappagantula, Akhil Venkatasai ; Anand, Kamesh ; Mishra, Aswini Kumar. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824002225.

Full description at Econpapers || Download paper

2025Are Latin American stock markets connected? Exploring spillovers and the impact of risk factors. (2025). Demir, Ender ; Assaf, Ata ; Al-Shboul, Mohammad ; Mokni, Khaled. In: Emerging Markets Review. RePEc:eee:ememar:v:65:y:2025:i:c:s1566014125000020.

Full description at Econpapers || Download paper

2024Energy supply chain efficiency in the digital era: Evidence from Chinas listed companies. (2024). Hao, YU ; Ge, Yingchen ; Fu, Shuke ; Tian, Jiali ; Peng, Jiachao. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324003050.

Full description at Econpapers || Download paper

2024Measuring financial stability in the presence of energy shocks. (2024). Mattera, Raffaele ; Snchez-Garca, Javier ; Cerqueti, Roy ; Cruz-Rambaud, Salvador. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s0140988324006303.

Full description at Econpapers || Download paper

2024The impact of COVID-19 on global financial markets: A multiscale volatility spillover analysis. (2024). Hong, Yongmiao ; Cheng, Zishu ; Wei, Yunjie ; Wang, Shouyang ; Cui, Ruhong ; Li, Mingchen. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003867.

Full description at Econpapers || Download paper

2024Does high volatility increase connectedness? A study of Asian equity markets. (2024). Wiesen, Thomas ; Afatsao, Richard ; Oliyide, Johnson ; Adekoya, Oluwasegun Babatunde. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006677.

Full description at Econpapers || Download paper

2025Commodity prices and the US dollar. (2025). Rees, Daniel. In: Journal of International Economics. RePEc:eee:inecon:v:157:y:2025:i:c:s0022199625000704.

Full description at Econpapers || Download paper

2024Zombification of the economy? Assessing the effectiveness of French government support during COVID-19 lockdown. (2024). Schiavo, Stefano ; Ragot, Xavier ; Guerini, Mattia ; Nesta, Lionel. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:218:y:2024:i:c:p:263-280.

Full description at Econpapers || Download paper

2025Alternative investment behavior of households during crises: The effects of the COVID-19 shock on gold purchases in India. (2025). Gopalakrishnan, Balagopal ; Baur, Dirk G ; Mohapatra, Sanket. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:229:y:2025:i:c:s0167268124004645.

Full description at Econpapers || Download paper

2025Commodity correlation risk. (2025). Sakemoto, Ryuta ; Byrne, Joseph P. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:38:y:2025:i:c:s2405851325000170.

Full description at Econpapers || Download paper

2025Framework for assessing intranational risk of critical mineral sectors: Case study of India. (2025). Decarlo, Keita F. In: Resources Policy. RePEc:eee:jrpoli:v:106:y:2025:i:c:s0301420725001679.

Full description at Econpapers || Download paper

2025Natural gas and the macroeconomy: Not all energy shocks are alike. (2025). Gazzani, Andrea Giovanni ; Alessandri, Piergiorgio. In: Journal of Monetary Economics. RePEc:eee:moneco:v:151:y:2025:i:c:s0304393225000200.

Full description at Econpapers || Download paper

2025How did banks react to SVB collapse?. (2025). Ye, XI ; Salama, Feras M ; Gleason, Kimberly C ; Samet, Anis. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:78:y:2025:i:c:s1042444x25000040.

Full description at Econpapers || Download paper

2025Financial risk management innovation in global commodity futures markets: A macroeconomic attention perspective. (2025). Ma, Feng ; Lu, Xinjie ; Wang, Tianyang ; Guo, Qiang. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:92:y:2025:i:c:s0927538x25001374.

Full description at Econpapers || Download paper

2025The diverging control policy’s hand in supranational supply chain reconfiguration. (2025). Brusset, Xavier ; la Torre, Davide ; Hafiz, Faizal ; Broekaert, Jan B. In: International Journal of Production Economics. RePEc:eee:proeco:v:284:y:2025:i:c:s0925527325000520.

Full description at Econpapers || Download paper

2024Do shipping freight markets impact commodity markets?. (2024). Wohar, Mark ; Tiwari, Aviral ; Trabelsi, Nader ; Aikins, Emmanuel Joel. In: International Review of Economics & Finance. RePEc:eee:reveco:v:91:y:2024:i:c:p:986-1014.

Full description at Econpapers || Download paper

2024Are high-income and innovative nations resilient to the Russia-Ukraine war?. (2024). Pandey, Dharen ; Kumari, Vineeta ; Hassan, Majdi. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pa:p:1268-1287.

Full description at Econpapers || Download paper

2025Revisiting the currency-commodity nexus: New insights into the R2 decomposed connectedness and the role of global shocks. (2025). Xia, Xiaohua ; An, Chaofan ; Liu, Mengai ; Chen, Baifan ; Huang, Jionghao. In: International Review of Economics & Finance. RePEc:eee:reveco:v:98:y:2025:i:c:s1059056025000152.

Full description at Econpapers || Download paper

2024Impact of firm characteristics and country-level governance on global energy stocks during crises. (2024). Pandey, Dharen ; Nor, Safwan Mohd ; Ali, Azwadi ; Rusere, Warren ; Al-Ahdal, Waleed M. In: Research in International Business and Finance. RePEc:eee:riibaf:v:72:y:2024:i:pa:s0275531924002939.

Full description at Econpapers || Download paper

2024Do trade agreements contribute to the decline in labor share? Evidence from Latin American countries. (2024). Ruffo, Hernán ; Gonzalez-Rozada, Martin. In: World Development. RePEc:eee:wdevel:v:177:y:2024:i:c:s0305750x24000317.

Full description at Econpapers || Download paper

2024Measuring financial stability in the presence of energy shocks. (2024). Cerqueti, Roy ; Cruz-Rambaud, Salvador ; Mattera, Raffaele ; Snchez-Garca, Javier. In: Post-Print. RePEc:hal:journl:hal-05115049.

Full description at Econpapers || Download paper

2025Responses of Foreign Exchange Market to External Shocks: What Makes Differences?. (2025). Lim, Hyunjoon. In: Open Economies Review. RePEc:kap:openec:v:36:y:2025:i:3:d:10.1007_s11079-024-09785-2.

Full description at Econpapers || Download paper

2024Economic growth before and after the fiscal stimulus of 2008–2009: the role of institutional quality and government size. (2024). Vianna, Andre ; Mollick, Andre Varella. In: Public Choice. RePEc:kap:pubcho:v:198:y:2024:i:1:d:10.1007_s11127-023-01121-5.

Full description at Econpapers || Download paper

2025What Drives the Exchange Rate?. (2025). Mukhin, Dmitry ; Itskhoki, Oleg. In: IMF Economic Review. RePEc:pal:imfecr:v:73:y:2025:i:1:d:10.1057_s41308-024-00251-0.

Full description at Econpapers || Download paper

2025The impact of commodity prices on developed and emerging financial markets during COVID-19 pandemic and Russia–Ukraine war: evidence from the Dynamic ARDL approach. (2025). Bouabdallah, Wassila ; Mouffok, Omar. In: SN Business & Economics. RePEc:spr:snbeco:v:5:y:2025:i:7:d:10.1007_s43546-025-00846-3.

Full description at Econpapers || Download paper

2025The Economic Ripple Effects of a Temporary Shutdown. (2025). Fattal, Roberto N ; Buera, Francisco J ; Neumeyer, Pablo Andrs ; Shin, Yongseok ; Hopenhayn, Hugo. In: Department of Economics Working Papers. RePEc:udt:wpecon:2025_06.

Full description at Econpapers || Download paper

2024Can Futures Prices Predict the Real Price of Primary Commodities?. (2024). Markos, Stephen Snudden. In: LCERPA Working Papers. RePEc:wlu:lcerpa:jc0145.

Full description at Econpapers || Download paper

2024Risky times: Seasonality and event risk of commodities. (2024). Boos, Dominik. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:5:p:767-783.

Full description at Econpapers || Download paper

Works by Constantino Hevia:

YearTitleTypeCited
2022Covid-19 in Unequal Societies In: Working Papers.
[Full Text][Citation analysis]		paper3
2022Covid-19 in unequal societies.(2022) In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		article
2022Bond Risk Premia, Priced Regime Shifts, and Macroeconomic Fundamentals In: Working Papers.
[Full Text][Citation analysis]		paper0
2022Bond risk premia, priced regime shifts, and macroeconomic fundamentals.(2022) In: Department of Economics Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2021Real Exchange Rates and Primary Commodity Prices: Mussa Meets Backus-Smith In: Working Papers.
[Full Text][Citation analysis]		paper0
2021Real Exchange Rates and Primary Commodity Prices: Mussa Meets Backus-Smith.(2021) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2021Real Exchange Rates and Primary Commodity Prices: Mussa Meets Backus-Smith.(2021) In: IDB Publications (Working Papers).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2021Real Exchange Rates and Primary Commodity Prices: Mussa Meets Backus-Smith*.(2021) In: Department of Economics Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2015Privatization and Nationalization Cycles In: Working Papers.
[Full Text][Citation analysis]		paper20
2018PRIVATIZATION AND NATIONALIZATION CYCLES.(2018) In: Macroeconomic Dynamics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 20		article
2010Privatization and Nationalization Cycles.(2010) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 20		paper
2009Privatization and nationalization cycles.(2009) In: Policy Research Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 20		paper
2017Industrial Policies vs Public Goods under Asymmetric Information In: Working Papers.
[Full Text][Citation analysis]		paper0
2023Industrial Policies vs Public Goods under Asymmetric Information.(2023) In: Revista EconomĂ­a.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		article
2017Industrial policies vs public goods under asymmetric information.(2017) In: Policy Research Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2014Estimating and Forecasting the Yield Curve Using a Markov Switching Dynamic Nelson and Siegel Model In: BCAM Working Papers.
[Full Text][Citation analysis]		paper17
2012Estimating and Forecasting the Yield Curve Using a Markov Switching Dynamic Nelson and Siegel Model.(2012) In: Department of Economics Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 17		paper
2015Estimating and Forecasting the Yield Curve Using A Markov Switching Dynamic Nelson and Siegel Model.(2015) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 17		article
2016Risk premia and seasonality in commodity futures In: Bank of England working papers.
[Full Text][Citation analysis]		paper12
2016Risk Premia and Seasonality in Commodity Futures.(2016) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12		paper
2016Risk Premia and Seasonality in Commodity Futures.(2016) In: Department of Economics Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12		paper
2018Risk premia and seasonality in commodity futures.(2018) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12		article
2020Bond risk premia and the return forecasting factor In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article0
2018Bond Risk Premia and the ”Return Forecasting Factor”.(2018) In: Department of Economics Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2015PolĂ­tica Monetaria y la Enfermedad Holandesa: Rigidez de Precios y de Salarios In: Journal EconomĂ­a Chilena (The Chilean Economy).
[Full Text][Citation analysis]		article0
2015Monetary Policy and Dutch Disease: The Case of Price and Wage Rigidity In: Central Banking, Analysis, and Economic Policies Book Series.
[Full Text][Citation analysis]		chapter9
2015Monetary Policy and Dutch Disease: The Case of Price and Wage Rigidity.(2015) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		paper
2015Monetary Policy and Dutch Disease: The Case of Price and Wage Rigidity.(2015) In: Department of Economics Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		paper
2020A perfect storm: COVID-19 in emerging economies In: Vox eBook Chapters.
[Full Text][Citation analysis]		chapter36
2004Optimal Devaluations In: Econometric Society 2004 Latin American Meetings.
[Full Text][Citation analysis]		paper23
2013Optimal devaluations.(2013) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 23		paper
2013Optimal Devaluations.(2013) In: IMF Economic Review.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 23		article
2011Optimal Devaluations.(2011) In: 2011 Meeting Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 23		paper
2009Optimal devaluations.(2009) In: Policy Research Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 23		paper
2018Assessing the degree of international consumption risk sharing In: Journal of Development Economics.
[Full Text][Citation analysis]		article8
2018Assessing the degree of international consumption risk sharing .(2018) In: Department of Economics Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8		paper
2016Assessing the degree of international consumption risk sharing.(2016) In: Policy Research Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8		paper
2018Monitoring money for price stability In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article1
2017Monitoring Money for Price Stability.(2017) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2017Monitoring Money for Price Stability.(2017) In: Department of Economics Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2020Real exchange rates and primary commodity prices In: Journal of International Economics.
[Full Text][Citation analysis]		article24
2019Real Exchange Rates and Primary Commodity Prices.(2019) In: Staff Report.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 24		paper
2017Real Exchange Rates and Primary Commodity Prices.(2017) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 24		paper
2019Real Exchange Rates and Primary Commodity Prices.(2019) In: IDB Publications (Working Papers).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 24		paper
2015Real Exchange Rates and Commodity Prices.(2015) In: 2015 Meeting Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 24		paper
2014Emerging market fluctuations: What makes the difference? In: Journal of International Economics.
[Full Text][Citation analysis]		article16
2009Emerging market fluctuations : what makes the difference ?.(2009) In: Policy Research Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 16		paper
2012How resilient and countercyclical were emerging economies during the global financial crisis? In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article84
2021Online Appendix for: Real Exchange Rates and Primary Commodity Prices: Mussa Meets Backus-Smith In: Working Papers.
[Full Text][Citation analysis]		paper0
2018Bond Risk Premia and Restrictions on Risk Prices In: JRFM.
[Full Text][Citation analysis]		article1
2018Bond risk premia and restrictions on risk prices.(2018) In: Department of Economics Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2012Respuestas de política a la crisis financiera global: ¿Qué hicieron diferente las economías emergentes? In: Revista Estudios Económicos.
[Full Text][Citation analysis]		article0
2013Policy Responses to the Global Financial Crisis: What Did Emerging Economies Do Differently? In: Working Papers.
[Full Text][Citation analysis]		paper8
2019A Quantitative Analysis of Real Exchange Rates and Primary Commodity Prices In: 2019 Meeting Papers.
[Full Text][Citation analysis]		paper3
2012Saving and Growth in Egypt In: Middle East Development Journal.
[Full Text][Citation analysis]		article9
2011Saving and growth in Egypt.(2011) In: Policy Research Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		paper
2012SAVING AND GROWTH IN EGYPT.(2012) In: Middle East Development Journal (MEDJ).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		article
2013Optimal Monetary and Fiscal Policy in a New Keynesian Model with a Dutch Disease: The Case of Complete Markets In: Department of Economics Working Papers.
[Full Text][Citation analysis]		paper8
2011How resilient and countercyclical were emerging economies to the global financial crisis ? In: Policy Research Working Paper Series.
[Full Text][Citation analysis]		paper27
2012Using pooled information and bootstrap methods to assess debt sustainability in low income countries In: Policy Research Working Paper Series.
[Full Text][Citation analysis]		paper1
2013Saving and growth in Sri Lanka In: Policy Research Working Paper Series.
[Full Text][Citation analysis]		paper3
2013Partial consumption insurance and financial openness across the world In: Policy Research Working Paper Series.
[Full Text][Citation analysis]		paper1

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team