Manuel González-Astudillo
(Manuel Gonzalez-Astudillo)
Personal Details
First Name: | Manuel |
Middle Name: | |
Last Name: | Gonzalez-Astudillo |
Suffix: | |
RePEc Short-ID: | pgo189 |
[This author has chosen not to make the email address public] | |
https://sites.google.com/site/manuelgonzalezastudillo/home | |
Twitter: | @manugonzalez76 |
Terminal Degree: | 2012 Department of Economics; Indiana University (from RePEc Genealogy) |
Affiliation
(70%) Macroeconomic and Quantitative Studies Section
Federal Reserve Board (Board of Governors of the Federal Reserve System)
Washington, District of Columbia (United States)http://www.federalreserve.gov/research/rsmaqs.htm
RePEc:edi:mqfrbus (more details at EDIRC)
(30%) Facultad de Ciencias Sociales y Humanísticas
Escuela Superior Politécnica del Litoral (ESPOL)
Guayaquil, Ecuadorhttp://www.fcsh.espol.edu.ec/
RePEc:edi:feespec (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Manuel González-Astudillo & Juan Guerra-Salas & Avi Lipton, 2024. "Fiscal Consolidations in Commodity-Exporting Countries: A DSGE Perspective," Working Papers Central Bank of Chile 1015, Central Bank of Chile.
- Manuel Gonzalez-Astudillo & Rakeen Tanvir, 2023. "Hawkish or Dovish Fed? Estimating a Time-Varying Reaction Function of the Federal Open Market Committee's Median Participant," Finance and Economics Discussion Series 2023-070, Board of Governors of the Federal Reserve System (U.S.).
- Avellán, Guillermo & González-Astudillo, Manuel & Salcedo, Juan José, 2020. "A Streamlined Procedure to Construct a Macroeconomic Uncertainty Index with an Application to the Ecuadorian Economy," MPRA Paper 102593, University Library of Munich, Germany.
- García-Albán, Freddy & Gonzalez-Astudillo, Manuel & Vera-Albán, Cristhian, 2020. "Good Luck or Good Policy? An Analysis of the Effects of Oil Revenue and Fiscal Policy Shocks: The Case of Ecuador," MPRA Paper 102592, University Library of Munich, Germany.
- Manuel Gonzalez-Astudillo & Jean-Philippe Laforte, 2020. "Estimates of r* Consistent with a Supply-Side Structure and a Monetary Policy Rule for the U.S. Economy," Finance and Economics Discussion Series 2020-085, Board of Governors of the Federal Reserve System (U.S.).
- Manuel Gonzalez-Astudillo & Diego Vilán, 2019. "A New Procedure for Generating the Stochastic Simulations in FRB/US," FEDS Notes 2019-03-07, Board of Governors of the Federal Reserve System (U.S.).
- Gonzalez-Astudillo, Manuel, 2019. "Dolarización: efectos y riesgos en el caso ecuatoriano [Dollarization: effects and risks in the Ecuadorian case]," MPRA Paper 98250, University Library of Munich, Germany.
- Daniel Baquero & Manuel Gonzalez-Astudillo, 2018. "A Nowcasting Model for the Growth Rate of Real GDP of Ecuador : Implementing a Time-Varying Intercept," Finance and Economics Discussion Series 2018-044, Board of Governors of the Federal Reserve System (U.S.).
- Manuel Gonzalez-Astudillo, 2018.
"An Output Gap Measure for the Euro Area : Exploiting Country-Level and Cross-Sectional Data Heterogeneity,"
Finance and Economics Discussion Series
2018-040, Board of Governors of the Federal Reserve System (U.S.).
- González-Astudillo, Manuel, 2019. "An output gap measure for the euro area: Exploiting country-level and cross-sectional data heterogeneity," European Economic Review, Elsevier, vol. 120(C).
- Manuel Gonzalez-Astudillo, 2017. "GDP Trend-cycle Decompositions Using State-level Data," Finance and Economics Discussion Series 2017-051, Board of Governors of the Federal Reserve System (U.S.).
- Manuel Gonzalez-Astudillo & John M. Roberts, 2016. "When Can Trend-Cycle Decompositions Be Trusted?," Finance and Economics Discussion Series 2016-099, Board of Governors of the Federal Reserve System (U.S.).
- Manuel Gonzalez-Astudillo, 2014.
"Identifying the Stance of Monetary Policy at the Zero Lower Bound: A Markov-switching Estimation Exploiting Monetary-Fiscal Policy Interdependence,"
Finance and Economics Discussion Series
2014-97, Board of Governors of the Federal Reserve System (U.S.).
- Manuel Gonzalez‐Astudillo, 2018. "Identifying the Stance of Monetary Policy at the Zero Lower Bound: A Markov‐Switching Estimation Exploiting Monetary‐Fiscal Policy Interdependence," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 50(1), pages 115-154, February.
- Manuel Gonzalez-Astudillo, 2013.
"Monetary-fiscal policy interactions: interdependent policy rule coefficients,"
Finance and Economics Discussion Series
2013-58, Board of Governors of the Federal Reserve System (U.S.).
- Gonzalez-Astudillo, Manuel, 2013. "Monetary-Fiscal Policy Interactions: Interdependent Policy Rule Coefficients," MPRA Paper 50040, University Library of Munich, Germany.
- Gonzalez-Astudillo, Manuel, 2011. "Policy Rule Coefficients Driven by Latent Factors: Monetary and Fiscal Policy Interactions in an Endowment Economy," MPRA Paper 29976, University Library of Munich, Germany.
- Gonzalez-Astudillo, Manuel, 2009. "An Equilibrium Model of the Term Structure of Interest Rates: Recursive Preferences at Play," MPRA Paper 19153, University Library of Munich, Germany.
- González, Manuel, 2004. "La Curva de Retorno y el Modelo C-CAPM: Evidencia para Chile," MPRA Paper 309, University Library of Munich, Germany.
- Orus, Juan & González, Manuel, 2004. "Inflation-Proof Credits and Financial Instruments. Making the Fisher Hypothesis a Reality," MPRA Paper 343, University Library of Munich, Germany.
- González, Manuel & Wong, Sara, 2004. "Elasticidades de Sustitución de Importaciones para Ecuador," MPRA Paper 306, University Library of Munich, Germany, revised May 2005.
Articles
- Guillermo Avellán & Manuel González-Astudillo & Juan José Salcedo Cruz, 2022. "Measuring uncertainty: A streamlined application for the Ecuadorian economy," Empirical Economics, Springer, vol. 62(4), pages 1517-1542, April.
- Manuel González-Astudillo & John M. Roberts, 2022. "When are trend–cycle decompositions of GDP reliable?," Empirical Economics, Springer, vol. 62(5), pages 2417-2460, May.
- García-Albán, Freddy & González-Astudillo, Manuel & Vera-Avellán, Cristhian, 2021. "Good policy or good luck? Analyzing the effects of fiscal policy and oil revenue shocks in Ecuador," Energy Economics, Elsevier, vol. 100(C).
- González-Astudillo, Manuel, 2019.
"An output gap measure for the euro area: Exploiting country-level and cross-sectional data heterogeneity,"
European Economic Review, Elsevier, vol. 120(C).
- Manuel Gonzalez-Astudillo, 2018. "An Output Gap Measure for the Euro Area : Exploiting Country-Level and Cross-Sectional Data Heterogeneity," Finance and Economics Discussion Series 2018-040, Board of Governors of the Federal Reserve System (U.S.).
- Manuel González‐Astudillo, 2019. "Estimating the U.S. output gap with state‐level data," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 34(5), pages 795-810, August.
- González-Astudillo, Manuel & Baquero, Daniel, 2019. "A nowcasting model for Ecuador: Implementing a time-varying mean output growth," Economic Modelling, Elsevier, vol. 82(C), pages 250-263.
- Manuel Gonzalez‐Astudillo, 2018.
"Identifying the Stance of Monetary Policy at the Zero Lower Bound: A Markov‐Switching Estimation Exploiting Monetary‐Fiscal Policy Interdependence,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 50(1), pages 115-154, February.
- Manuel Gonzalez-Astudillo, 2014. "Identifying the Stance of Monetary Policy at the Zero Lower Bound: A Markov-switching Estimation Exploiting Monetary-Fiscal Policy Interdependence," Finance and Economics Discussion Series 2014-97, Board of Governors of the Federal Reserve System (U.S.).
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Manuel Gonzalez-Astudillo & Rakeen Tanvir, 2023.
"Hawkish or Dovish Fed? Estimating a Time-Varying Reaction Function of the Federal Open Market Committee's Median Participant,"
Finance and Economics Discussion Series
2023-070, Board of Governors of the Federal Reserve System (U.S.).
Cited by:
- Makram El-Shagi, 2024. "Does the Fed Adhere to its Mandate? Estimating the Federal Reserve's Objective Function," CFDS Discussion Paper Series 2024/3, Center for Financial Development and Stability at Henan University, Kaifeng, Henan, China.
- Manuel Gonzalez-Astudillo & Jean-Philippe Laforte, 2020.
"Estimates of r* Consistent with a Supply-Side Structure and a Monetary Policy Rule for the U.S. Economy,"
Finance and Economics Discussion Series
2020-085, Board of Governors of the Federal Reserve System (U.S.).
Cited by:
- Brand, Claus & Goy, Gavin W & Lemke, Wolfgang, 2020.
"Natural rate chimera and bond pricing reality,"
VfS Annual Conference 2020 (Virtual Conference): Gender Economics
224546, Verein für Socialpolitik / German Economic Association.
- Brand, Claus & Goy, Gavin & Lemke, Wolfgang, 2021. "Natural rate chimera and bond pricing reality," Working Paper Series 2612, European Central Bank.
- Andrea Carriero & Todd E. Clark & Massimiliano Marcellino & Elmar Mertens, 2021. "Forecasting with Shadow-Rate VARs," Working Papers 21-09, Federal Reserve Bank of Cleveland.
- Saeed Zaman, 2021. "A Unified Framework to Estimate Macroeconomic Stars," Working Papers 21-23R2, Federal Reserve Bank of Cleveland, revised 31 May 2024.
- Brand, Claus & Goy, Gavin W & Lemke, Wolfgang, 2020.
"Natural rate chimera and bond pricing reality,"
VfS Annual Conference 2020 (Virtual Conference): Gender Economics
224546, Verein für Socialpolitik / German Economic Association.
- Manuel Gonzalez-Astudillo & Diego Vilán, 2019.
"A New Procedure for Generating the Stochastic Simulations in FRB/US,"
FEDS Notes
2019-03-07, Board of Governors of the Federal Reserve System (U.S.).
Cited by:
- Harry Turunen & Anastasia Zhutova & Matthieu Lemoine, 2023. "Stochastic Simulation of the FR-BDF Model and an Assessment of Uncertainty around Conditional Forecasts," Working papers 920, Banque de France.
- Manuel Gonzalez-Astudillo, 2018.
"An Output Gap Measure for the Euro Area : Exploiting Country-Level and Cross-Sectional Data Heterogeneity,"
Finance and Economics Discussion Series
2018-040, Board of Governors of the Federal Reserve System (U.S.).
- González-Astudillo, Manuel, 2019. "An output gap measure for the euro area: Exploiting country-level and cross-sectional data heterogeneity," European Economic Review, Elsevier, vol. 120(C).
Cited by:
- Panovska, Irina & Ramamurthy, Srikanth, 2022. "Decomposing the output gap with inflation learning," Journal of Economic Dynamics and Control, Elsevier, vol. 136(C).
- Morley, James & Rodríguez-Palenzuela, Diego & Sun, Yiqiao & Wong, Benjamin, 2023.
"Estimating the euro area output gap using multivariate information and addressing the COVID-19 pandemic,"
European Economic Review, Elsevier, vol. 153(C).
- Morley, James & Palenzuela, Diego Rodriguez & Sun, Yiqiao & Wong, Benjamin, 2022. "Estimating the Euro Area output gap using multivariate information and addressing the COVID-19 pandemic," Working Paper Series 2716, European Central Bank.
- Dovern, Jonas & Zuber, Christopher, 2020. "How economic crises damage potential output – Evidence from the Great Recession," Journal of Macroeconomics, Elsevier, vol. 65(C).
- Manuel Gonzalez-Astudillo, 2017.
"GDP Trend-cycle Decompositions Using State-level Data,"
Finance and Economics Discussion Series
2017-051, Board of Governors of the Federal Reserve System (U.S.).
Cited by:
- Travis J. Berge & Damjan Pfajfar, 2019. "Duration Dependence, Monetary Policy Asymmetries, and the Business Cycle," Finance and Economics Discussion Series 2019-020, Board of Governors of the Federal Reserve System (U.S.).
- Manuel Gonzalez-Astudillo, 2018.
"An Output Gap Measure for the Euro Area : Exploiting Country-Level and Cross-Sectional Data Heterogeneity,"
Finance and Economics Discussion Series
2018-040, Board of Governors of the Federal Reserve System (U.S.).
- González-Astudillo, Manuel, 2019. "An output gap measure for the euro area: Exploiting country-level and cross-sectional data heterogeneity," European Economic Review, Elsevier, vol. 120(C).
- Manuel Gonzalez-Astudillo & John M. Roberts, 2016.
"When Can Trend-Cycle Decompositions Be Trusted?,"
Finance and Economics Discussion Series
2016-099, Board of Governors of the Federal Reserve System (U.S.).
Cited by:
- Elena Deryugina & Alexey Ponomarenko, 2019.
"Disinflation and reliability of underlying inflation measures,"
Bank of Russia Working Paper Series
wps44, Bank of Russia.
- Elena Deryugina & Alexey Ponomarenko, 2020. "Disinflation and Reliability of Underlying Inflation Measures," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 12(1), pages 91-111, March.
- Deryugina, Elena & Ponomarenko, Alexey & Rozhkova, Anna, 2020.
"When are credit gap estimates reliable?,"
Economic Analysis and Policy, Elsevier, vol. 67(C), pages 221-238.
- Elena Deryugina & Alexey Ponomarenko & Anna Rozhkova, 2018. "When are credit gap estimates reliable?," Bank of Russia Working Paper Series wps34, Bank of Russia.
- Manuel Gonzalez-Astudillo & Jean-Philippe Laforte, 2020. "Estimates of r* Consistent with a Supply-Side Structure and a Monetary Policy Rule for the U.S. Economy," Finance and Economics Discussion Series 2020-085, Board of Governors of the Federal Reserve System (U.S.).
- Soloschenko, Max & Weber, Enzo, 2012.
"Trend-Cycle Interactions and the Subprime Crisis: Analysis of US and Canadian Output,"
University of Regensburg Working Papers in Business, Economics and Management Information Systems
470, University of Regensburg, Department of Economics.
- Max Soloschenko & Enzo Weber, 2021. "Trend-Cycle Interactions and the Subprime Crisis: Analysis of US and Canadian Output," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 17(2), pages 109-128, November.
- Agbeyegbe, Terence D., 2020. "Bayesian analysis of output gap in Barbados," Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 1(1).
- Constantinescu, Mihnea & Nguyen, Anh D.M., 2018. "Unemployment or credit: Which one holds the potential? Results for a small open economy with a low degree of financialization," Economic Systems, Elsevier, vol. 42(4), pages 649-664.
- Julien Champagne & Guillaume Poulin‐Bellisle & Rodrigo Sekkel, 2018.
"The Real‐Time Properties of the Bank of Canada's Staff Output Gap Estimates,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 50(6), pages 1167-1188, September.
- Julien Champagne & Guillaume Poulin-Bellisle & Rodrigo Sekkel, 2016. "The Real-Time Properties of the Bank of Canada’s Staff Output Gap Estimates," Staff Working Papers 16-28, Bank of Canada.
- Canova, Fabio & Ferroni, Filippo, 2020.
"A hitchhiker guide to empirical macro models,"
CEPR Discussion Papers
15446, C.E.P.R. Discussion Papers.
- Fabio Canova & Filippo Ferroni, 2021. "A Hitchhiker’s Guide to Empirical Macro Models," Working Paper Series WP-2021-15, Federal Reserve Bank of Chicago, revised 03 Oct 2021.
- Alessandro Barbarino & Travis J. Berge & Han Chen & Andrea Stella, 2020. "Which Output Gap Estimates Are Stable in Real Time and Why?," Finance and Economics Discussion Series 2020-102, Board of Governors of the Federal Reserve System (U.S.).
- Casey, Eddie, 2020. "Do macroeconomic forecasters use macroeconomics to forecast?," International Journal of Forecasting, Elsevier, vol. 36(4), pages 1439-1453.
- Elena Deryugina & Alexey Ponomarenko, 2019.
"Disinflation and reliability of underlying inflation measures,"
Bank of Russia Working Paper Series
wps44, Bank of Russia.
- Manuel Gonzalez-Astudillo, 2014.
"Identifying the Stance of Monetary Policy at the Zero Lower Bound: A Markov-switching Estimation Exploiting Monetary-Fiscal Policy Interdependence,"
Finance and Economics Discussion Series
2014-97, Board of Governors of the Federal Reserve System (U.S.).
- Manuel Gonzalez‐Astudillo, 2018. "Identifying the Stance of Monetary Policy at the Zero Lower Bound: A Markov‐Switching Estimation Exploiting Monetary‐Fiscal Policy Interdependence," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 50(1), pages 115-154, February.
Cited by:
- Guglielmo Maria Caporale & Abdurrahman Nazif Catik & Mohamad Husam Helmi & Faek Nemla Ali & Coskun Akdeniz, 2016.
"Monetary Policy Rules in Emerging Countries: Is there an Augmented Nonlinear Taylor Rule?,"
CESifo Working Paper Series
5965, CESifo.
- Guglielmo Maria Caporale & Abdurrahman Nazif Catik & Mohamad Husam Helmi & Faek Menla Ali & Coskun Akdeniz, 2016. "Monetary Policy Rules in Emerging Countries: Is There an Augmented Nonlinear Taylor Rule?," Discussion Papers of DIW Berlin 1588, DIW Berlin, German Institute for Economic Research.
- Caporale, Guglielmo Maria & Helmi, Mohamad Husam & Çatık, Abdurrahman Nazif & Menla Ali, Faek & Akdeniz, Coşkun, 2018. "Monetary policy rules in emerging countries: Is there an augmented nonlinear taylor rule?," Economic Modelling, Elsevier, vol. 72(C), pages 306-319.
- Hinterlang, Natascha & Hollmayr, Josef, 2022. "Classification of monetary and fiscal dominance regimes using machine learning techniques," Journal of Macroeconomics, Elsevier, vol. 74(C).
- Manuel Gonzalez-Astudillo & Jean-Philippe Laforte, 2020. "Estimates of r* Consistent with a Supply-Side Structure and a Monetary Policy Rule for the U.S. Economy," Finance and Economics Discussion Series 2020-085, Board of Governors of the Federal Reserve System (U.S.).
- Hinterlang, Natascha & Hollmayr, Josef, 2020. "Classification of monetary and fiscal dominance regimes using machine learning techniques," Discussion Papers 51/2020, Deutsche Bundesbank.
- Kliem, Martin & Kriwoluzky, Alexander & Sarferaz, Samad, 2015.
"Monetary-fiscal policy interaction and fiscal inflation: A tale of three countries,"
Discussion Papers
42/2015, Deutsche Bundesbank.
- Martin Kliem & Alexander Kriwoluzky & Samad Sarferaz, 2015. "Monetary-fiscal policy interaction and fiscal inflation: a tale of three countries," KOF Working papers 15-396, KOF Swiss Economic Institute, ETH Zurich.
- Kliem, Martin & Kriwoluzky, Alexander & Sarferaz, Samad, 2015. "Monetary-Fiscal Policy Interaction and Fiscal Inflation: A Tale of Three Countries," IWH Discussion Papers 17/2015, Halle Institute for Economic Research (IWH).
- Kliem, Martin & Kriwoluzky, Alexander & Sarferaz, Samad, 2016. "Monetary–fiscal policy interaction and fiscal inflation: A tale of three countries," European Economic Review, Elsevier, vol. 88(C), pages 158-184.
- Panovska, Irina & Ramamurthy, Srikanth, 2022. "Decomposing the output gap with inflation learning," Journal of Economic Dynamics and Control, Elsevier, vol. 136(C).
- Chang, Yoosoon & Kwak, Boreum & Qiu, Shi, 2021. "U.S. monetary and fiscal policy regime changes and their interactions," IWH Discussion Papers 12/2021, Halle Institute for Economic Research (IWH).
- Hinterlang, Natascha & Hollmayr, Josef, 2021. "Classification of monetary and fiscal dominance regimes using machine learning techniques," IMFS Working Paper Series 160, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Manuel Gonzalez-Astudillo & Rakeen Tanvir, 2023. "Hawkish or Dovish Fed? Estimating a Time-Varying Reaction Function of the Federal Open Market Committee's Median Participant," Finance and Economics Discussion Series 2023-070, Board of Governors of the Federal Reserve System (U.S.).
- Manuel Gonzalez-Astudillo, 2013.
"Monetary-fiscal policy interactions: interdependent policy rule coefficients,"
Finance and Economics Discussion Series
2013-58, Board of Governors of the Federal Reserve System (U.S.).
- Gonzalez-Astudillo, Manuel, 2013. "Monetary-Fiscal Policy Interactions: Interdependent Policy Rule Coefficients," MPRA Paper 50040, University Library of Munich, Germany.
Cited by:
- Tryphonides, Andreas, 2018. "Learning from Errors: The case of monetary and fiscal policy regimes," IRTG 1792 Discussion Papers 2018-022, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
- Lisa Kustina & Junedi, 2017. "ASEAN Economic Community Impact on SMSs: A Regional Case Study," European Research Studies Journal, European Research Studies Journal, vol. 0(4B), pages 432-438.
- Yoosoon Chang & Boreum Kwak, 2017.
"U.S. Monetary-Fiscal Regime Changes in the Presence of Endogenous Feedback in Policy Rules,"
CAEPR Working Papers
2017-016, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
- Chang, Yoosoon & Kwak, Boreum, 2017. "U.S. monetary-fiscal regime changes in the presence of endogenous feedback in policy rules," IWH Discussion Papers 15/2017, Halle Institute for Economic Research (IWH).
- Kazeem Abimbola Sanusi & Zandri Dickason-Koekemoer, 2023. "Fiscal and Monetary Policies Interactions in Nigeria and South Africa: Dynamic Stochastic General Equilibrium Approach," International Journal of Economics and Financial Issues, Econjournals, vol. 13(5), pages 21-31, September.
- Leeper, E.M. & Leith, C., 2016. "Understanding Inflation as a Joint Monetary–Fiscal Phenomenon," Handbook of Macroeconomics, in: J. B. Taylor & Harald Uhlig (ed.), Handbook of Macroeconomics, edition 1, volume 2, chapter 0, pages 2305-2415, Elsevier.
- Timothy S. Hills & Taisuke Nakata, 2014.
"Fiscal Multipliers at the Zero Lower Bound: The Role of Policy Inertia,"
Finance and Economics Discussion Series
2014-107, Board of Governors of the Federal Reserve System (U.S.).
- Timothy S. Hills & Taisuke Nakata, 2018. "Fiscal Multipliers at the Zero Lower Bound: The Role of Policy Inertia," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 50(1), pages 155-172, February.
- V.A. Slepov & V.K. Burlachkov & T.P. Danko & M.E. Kosov & I.I. Volkov & N.V. Ivolgina & V.D. Sekerin, 2017. "Model for Integrating Monetary and Fiscal Policies to Stimulate Economic Growth and Sustainable Debt Dynamics," European Research Studies Journal, European Research Studies Journal, vol. 0(4A), pages 457-470.
- Chang, Yoosoon & Kwak, Boreum & Qiu, Shi, 2021. "U.S. monetary and fiscal policy regime changes and their interactions," IWH Discussion Papers 12/2021, Halle Institute for Economic Research (IWH).
- Campbell Leith & Eric Leeper, 2016.
"Understanding Inflation as a Joint Monetary-Fiscal Phenomenon,"
Working Papers
2016_01, Business School - Economics, University of Glasgow.
- Eric M. Leeper & Campbell Leith, 2016. "Understanding Inflation as a Joint Monetary-Fiscal Phenomenon," NBER Working Papers 21867, National Bureau of Economic Research, Inc.
- Manuel Gonzalez‐Astudillo, 2018.
"Identifying the Stance of Monetary Policy at the Zero Lower Bound: A Markov‐Switching Estimation Exploiting Monetary‐Fiscal Policy Interdependence,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 50(1), pages 115-154, February.
- Manuel Gonzalez-Astudillo, 2014. "Identifying the Stance of Monetary Policy at the Zero Lower Bound: A Markov-switching Estimation Exploiting Monetary-Fiscal Policy Interdependence," Finance and Economics Discussion Series 2014-97, Board of Governors of the Federal Reserve System (U.S.).
- Iwata, Yasuharu & Iiboshi, Hirokuni, 2020. "Fiscal Adjustments and Debt-Dependent Multipliers: Evidence from the U.S. Time Series," Discussion paper series HIAS-E-103, Hitotsubashi Institute for Advanced Study, Hitotsubashi University.
- Dennis Bonam & Bart Hobijn, 2021. "Generalized Stability of Monetary Unions Under Regime Switching in Monetary and Fiscal Policies," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 53(1), pages 73-94, February.
- Gonzalez-Astudillo, Manuel, 2009.
"An Equilibrium Model of the Term Structure of Interest Rates: Recursive Preferences at Play,"
MPRA Paper
19153, University Library of Munich, Germany.
Cited by:
- Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2013. "On the Stratonovich – Kalman - Bucy filtering algorithm application for accurate characterization of financial time series with use of state-space model by central banks," MPRA Paper 50235, University Library of Munich, Germany.
- González, Manuel, 2004.
"La Curva de Retorno y el Modelo C-CAPM: Evidencia para Chile,"
MPRA Paper
309, University Library of Munich, Germany.
Cited by:
Articles
- Guillermo Avellán & Manuel González-Astudillo & Juan José Salcedo Cruz, 2022.
"Measuring uncertainty: A streamlined application for the Ecuadorian economy,"
Empirical Economics, Springer, vol. 62(4), pages 1517-1542, April.
Cited by:
- Ogbuabor, Jonathan E. & Ukwueze, Ezebuilo R. & Mba, Ifeoma C. & Ojonta, Obed I. & Orji, Anthony, 2023. "The asymmetric impact of economic policy uncertainty on global retail energy markets: Are the markets responding to the fear of the unknown?," Applied Energy, Elsevier, vol. 334(C).
- Manuel González-Astudillo & John M. Roberts, 2022.
"When are trend–cycle decompositions of GDP reliable?,"
Empirical Economics, Springer, vol. 62(5), pages 2417-2460, May.
Cited by:
- Ivan Mendieta-Muñoz, 2024.
"Time-varying investment dynamics in the USA,"
Working Paper Series, Department of Economics, University of Utah
2024_01, University of Utah, Department of Economics.
- Li, Mengheng & Mendieta-Muñoz, Ivan, 2024. "Dynamic hysteresis effects," Journal of Economic Dynamics and Control, Elsevier, vol. 163(C).
- Ivan Mendieta-Muñoz, 2024.
"Time-varying investment dynamics in the USA,"
Working Paper Series, Department of Economics, University of Utah
2024_01, University of Utah, Department of Economics.
- García-Albán, Freddy & González-Astudillo, Manuel & Vera-Avellán, Cristhian, 2021.
"Good policy or good luck? Analyzing the effects of fiscal policy and oil revenue shocks in Ecuador,"
Energy Economics, Elsevier, vol. 100(C).
Cited by:
- Díaz-Kovalenko, Igor E. & Torres, José L., 2022. "Oil price shocks, government revenues and public investment: The case of Ecuador," MPRA Paper 112268, University Library of Munich, Germany, revised 07 Mar 2022.
- Manuel González-Astudillo & Juan Guerra-Salas & Avi Lipton, 2024. "Fiscal Consolidations in Commodity-Exporting Countries: A DSGE Perspective," Working Papers Central Bank of Chile 1015, Central Bank of Chile.
- González-Astudillo, Manuel, 2019.
"An output gap measure for the euro area: Exploiting country-level and cross-sectional data heterogeneity,"
European Economic Review, Elsevier, vol. 120(C).
See citations under working paper version above.
- Manuel Gonzalez-Astudillo, 2018. "An Output Gap Measure for the Euro Area : Exploiting Country-Level and Cross-Sectional Data Heterogeneity," Finance and Economics Discussion Series 2018-040, Board of Governors of the Federal Reserve System (U.S.).
- Manuel González‐Astudillo, 2019.
"Estimating the U.S. output gap with state‐level data,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 34(5), pages 795-810, August.
Cited by:
- Guisinger, Amy Y. & Owyang, Michael T. & Soques, Daniel, 2024.
"Industrial Connectedness and Business Cycle Comovements,"
Econometrics and Statistics, Elsevier, vol. 29(C), pages 132-149.
- Amy Y. Guisinger & Michael T. Owyang & Daniel Soques, 2020. "Industrial Connectedness and Business Cycle Comovements," Working Papers 2020-052, Federal Reserve Bank of St. Louis, revised 04 Aug 2021.
- Guisinger, Amy Y. & Owyang, Michael T. & Soques, Daniel, 2024.
"Industrial Connectedness and Business Cycle Comovements,"
Econometrics and Statistics, Elsevier, vol. 29(C), pages 132-149.
- González-Astudillo, Manuel & Baquero, Daniel, 2019.
"A nowcasting model for Ecuador: Implementing a time-varying mean output growth,"
Economic Modelling, Elsevier, vol. 82(C), pages 250-263.
Cited by:
- Danilo Cascaldi-Garcia & Matteo Luciani & Michele Modugno, 2023.
"Lessons from Nowcasting GDP across the World,"
International Finance Discussion Papers
1385, Board of Governors of the Federal Reserve System (U.S.).
- Danilo Cascaldi-Garcia & Matteo Luciani & Michele Modugno, 2024. "Lessons from nowcasting GDP across the world," Chapters, in: Michael P. Clements & Ana Beatriz Galvão (ed.), Handbook of Research Methods and Applications in Macroeconomic Forecasting, chapter 8, pages 187-217, Edward Elgar Publishing.
- Luciano Campos & Danilo Leiva-León & Steven Zapata- Álvarez, 2022. "Latin American Falls, Rebounds and Tail Risks," Borradores de Economia 1201, Banco de la Republica de Colombia.
- Juan Tenorio & Wilder Perez, 2024. "Monthly GDP nowcasting with Machine Learning and Unstructured Data," Papers 2402.04165, arXiv.org.
- Guillermo Avellán & Manuel González-Astudillo & Juan José Salcedo Cruz, 2022. "Measuring uncertainty: A streamlined application for the Ecuadorian economy," Empirical Economics, Springer, vol. 62(4), pages 1517-1542, April.
- Danilo Cascaldi-Garcia & Matteo Luciani & Michele Modugno, 2023.
"Lessons from Nowcasting GDP across the World,"
International Finance Discussion Papers
1385, Board of Governors of the Federal Reserve System (U.S.).
- Manuel Gonzalez‐Astudillo, 2018.
"Identifying the Stance of Monetary Policy at the Zero Lower Bound: A Markov‐Switching Estimation Exploiting Monetary‐Fiscal Policy Interdependence,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 50(1), pages 115-154, February.
See citations under working paper version above.
- Manuel Gonzalez-Astudillo, 2014. "Identifying the Stance of Monetary Policy at the Zero Lower Bound: A Markov-switching Estimation Exploiting Monetary-Fiscal Policy Interdependence," Finance and Economics Discussion Series 2014-97, Board of Governors of the Federal Reserve System (U.S.).
More information
Research fields, statistics, top rankings, if available.Statistics
Access and download statistics for all items
Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 17 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-MAC: Macroeconomics (13) 2006-10-21 2009-12-19 2011-04-16 2013-09-25 2013-10-02 2014-12-24 2018-07-16 2018-07-23 2020-02-10 2020-09-14 2020-09-14 2020-10-26 2023-12-11. Author is listed
- NEP-MON: Monetary Economics (7) 2009-12-19 2011-04-16 2013-09-25 2013-10-02 2014-12-24 2020-10-26 2023-12-11. Author is listed
- NEP-CBA: Central Banking (4) 2006-12-04 2013-09-25 2013-10-02 2023-12-11
- NEP-ETS: Econometric Time Series (3) 2017-01-01 2017-05-14 2018-07-23
- NEP-PBE: Public Economics (2) 2013-09-25 2013-10-02
- NEP-DGE: Dynamic General Equilibrium (1) 2024-10-14
- NEP-ECM: Econometrics (1) 2014-12-24
- NEP-EEC: European Economics (1) 2018-07-23
- NEP-ENE: Energy Economics (1) 2020-09-14
- NEP-FMK: Financial Markets (1) 2006-10-21
- NEP-FOR: Forecasting (1) 2018-07-16
- NEP-IPR: Intellectual Property Rights (1) 2024-10-14
- NEP-LAM: Central and South America (1) 2013-09-25
- NEP-LTV: Unemployment, Inequality and Poverty (1) 2013-09-25
- NEP-NEU: Neuroeconomics (1) 2013-09-25
- NEP-OPM: Open Economy Macroeconomics (1) 2024-10-14
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.
To update listings or check citations waiting for approval, Manuel Gonzalez-Astudillo
(Manuel Gonzalez-Astudillo) should log into the RePEc Author Service.
To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.
To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.
Please note that most corrections can take a couple of weeks to filter through the various RePEc services.