Sergio Villalvazo : Citation Profile

Are you Sergio Villalvazo?

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

6

H index

6

i10 index

123

Citations

RESEARCH PRODUCTION:

7

Articles

13

Papers

RESEARCH ACTIVITY:

   7 years (2017 - 2024). See details.
   Cites by year: 17
   Journals where Sergio Villalvazo has often published
   Relations with other researchers
   Recent citing documents: 36.    Total self citations: 8 (6.11 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pvi447
   Updated: 2024-12-03    RAS profile: 2024-03-06    
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Relations with other researchers

Works with:

Aruoba, S. Boragan (11)

Schorfheide, Frank (11)

Cuba-Borda, Pablo (8)

Krueger, Dirk (2)

Ludwig, Alexander (2)

Mendoza, Enrique (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)

Ascari, Guido (7)

Chien, YiLi (7)

Ikeda, Daisuke (6)

Zanetti, Francesco (6)

Porapakkarm, Ponpoje (5)

Pashchenko, Svetlana (5)

Marcellino, Massimiliano (4)

Corrado, Luisa (4)

Clark, Todd (4)

Mertens, Elmar (4)

Cites to:

Mendoza, Enrique (15)

Bianchi, Javier (7)

Ríos-Rull, José-Víctor (7)

Dávila, Julio (7)

Baumeister, Christiane (5)

Krusell, Per (5)

Schorfheide, Frank (5)

Hamilton, James (4)

Kehoe, Patrick (4)

Weil, Philippe (4)

Aruoba, S. Boragan (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
NBER Working Papers / National Bureau of Economic Research, Inc3
International Finance Discussion Papers / Board of Governors of the Federal Reserve System (U.S.)2
Finance and Economics Discussion Series / 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 (2024 and 2023)

YearTitle of citing document
2023Testing the effectiveness of unconventional monetary policy in Japan and the United States. (2020). Zanetti, Francesco ; Mavroeidis, Sophocles ; Ikeda, Daisuke ; Li, Shangshang. In: Papers. RePEc:arx:papers:2012.15158.

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2023Cointegration with Occasionally Binding Constraints. (2022). Mavroeidis, Sophocles ; Wycherley, Sam ; Duffy, James A. In: Papers. RePEc:arx:papers:2211.09604.

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

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2024.

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2023Global public goods, fiscal policy coordination, and welfare in the world economy. (2023). Agénor, Pierre-Richard ; Pereira, Luiz Awazu ; Agenor, Pierre-Richard. In: BIS Working Papers. RePEc:bis:biswps:1106.

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2024Taylor Rules with Endogenous Regimes. (2024). van Dijk, Herman K ; Furlanetto, Francesco ; Cross, Jamie L ; Aastveit, Knut Are. In: Working Papers. RePEc:bny:wpaper:0130.

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2023Capital Risk, Fiscal Policy, and the Distribution of Wealth. (2023). Regis, Luca ; Modena, Andrea. In: CRC TR 224 Discussion Paper Series. RePEc:bon:boncrc:crctr224_2023_454.

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2023A stochastic model for stop-and-go phenomenon in traffic oscillation: On the prospective of macro and micro traffic flow. (2023). Xiao, Xinping ; Dai, Min ; Hong, Lijiang ; Wen, Jianghui ; Wu, Chaozhong. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:440:y:2023:i:c:s0096300322007093.

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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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2023Loss aversion and inefficient general equilibrium over the business cycle. (2023). Li, Meng. In: Economic Modelling. RePEc:eee:ecmode:v:118:y:2023:i:c:s0264999322003236.

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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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2023Green technology policies versus carbon pricing: An intergenerational perspective. (2023). Rausch, Sebastian ; Yonezawa, Hidemichi. In: European Economic Review. RePEc:eee:eecrev:v:154:y:2023:i:c:s0014292123000648.

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

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2023Coherence without rationality at the zero lower bound. (2023). McClung, Nigel ; Ascari, Guido ; Mavroeidis, Sophocles. In: Journal of Economic Theory. RePEc:eee:jetheo:v:214:y:2023:i:c:s0022053123001412.

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2023Efficacies of technological progress and renewable energy transition in amplifying national electrification rates: contextual evidence from developing countries. (2023). Murshed, Muntasir. In: Utilities Policy. RePEc:eee:juipol:v:81:y:2023:i:c:s0957178723000243.

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2023What does anticipated monetary policy do?. (2023). King, Thomas B ; Damico, Stefania. In: Journal of Monetary Economics. RePEc:eee:moneco:v:138:y:2023:i:c:p:123-139.

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2023Financial crises and shadow banks: A quantitative analysis. (2023). Rottner, Matthias. In: Journal of Monetary Economics. RePEc:eee:moneco:v:139:y:2023:i:c:p:74-92.

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2023Optimal Government Debt Policy in the Overlapping Generations Model with Idiosyncratic Capital Return Risk. (2023). Ryoji, Hiraguchi. In: Discussion papers. RePEc:eti:dpaper:23063.

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2023Financial and Macroeconomic Data Through the Lens of a Nonlinear Dynamic Factor Model. (2023). Zhong, Molin ; Khazanov, Alexey ; Guerron-Quintana, Pablo. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2023-27.

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2023Global GDSGE Models. (). Nie, Guangyu ; Luo, Wenlan ; Cao, Dan. In: Review of Economic Dynamics. RePEc:red:issued:22-86.

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2024Identifying Economic Shocks in a Rare Disaster Environment. (2021). Corrado, Luisa ; Paolillo, Aldo ; Grassi, Stefano. In: CEIS Research Paper. RePEc:rtv:ceisrp:517.

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2023Undesired Consequences of Calvo Pricing in a Non-linear World. (2023). Kaszab, Lorant ; Rabitsch, Katrin ; Marsal, Ales. In: Working and Discussion Papers. RePEc:svk:wpaper:1091.

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2023Shadow-rate VARs. (2023). Mertens, Elmar ; Marcellino, Massimiliano ; Clark, Todd E ; Carriero, Andrea. In: Discussion Papers. RePEc:zbw:bubdps:142023.

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2023Green technology policies versus carbon pricing: An intergenerational perspective. (2023). Yonezawa, Hidemichi ; Rausch, Sebastian. In: ZEW Discussion Papers. RePEc:zbw:zewdip:23017.

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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]		paper24
2020Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints.(2020) In: International Finance Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 24		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: 24		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: 24		paper
2020Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints.(2020) In: PIER Working Paper Archive.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 24		paper
2021Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints.(2021) In: Review of Economic Dynamics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 24		article
2021SVARs With Occasionally-Binding Constraints In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper19
2022SVARs with occasionally-binding constraints.(2022) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 19		article
2021SVARs With Occasionally-Binding Constraints.(2021) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 19		paper
2017The effect of natural gas shortages on the Mexican economy In: Energy Economics.
[Full Text][Citation analysis]		article15
2024FDI flows and sudden stops in small open economies In: Journal of Macroeconomics.
[Full Text][Citation analysis]		article0
2021Optimal taxes on capital in the OLG model with uninsurable idiosyncratic income risk In: Journal of Public Economics.
[Full Text][Citation analysis]		article36
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: 36		paper
2024Nonlinear Effects of Loan-to-Value Constraints In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper0
2023Disclosure Regulation, Intangible Capital and the Disappearance of Public Firms In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper0
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]		paper14
2020FiPIt: A Simple, Fast Global Method for Solving Models with Two Endogenous States & Occasionally Binding Constraints.(2020) In: Review of Economic Dynamics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14		article
2021Online Appendix to Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints In: Online Appendices.
[Full Text][Citation analysis]		paper15
2021Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints.(2021) In: Review of Economic Dynamics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15		article

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