Juan R. Hernandez
Personal Details
First Name: | Juan |
Middle Name: | R. |
Last Name: | Hernandez |
Suffix: | |
RePEc Short-ID: | phe622 |
[This author has chosen not to make the email address public] | |
https://sites.google.com/view/juan-r-hernandez | |
TBA | |
Terminal Degree: | 2014 Economics Department; University of Essex (from RePEc Genealogy) |
Affiliation
Centro de Investigación y Docencia Económicas (CIDE)
México, Mexicohttp://www.cide.edu/
RePEc:edi:cideemx (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Juan R. Hernández, 2024. "Covered interest parity: a forecasting approach to estimate the neutral band," BIS Working Papers 1206, Bank for International Settlements.
- Juan R. Hernández & Mateo Hoyos & Daniel Ventosa-Santaulària, 2024. "Monetary Policy in Emerging Markets under Global Uncertainty," Working Papers DTE 634, CIDE, División de Economía.
- Alba Carlos & Cuadra Gabriel & Hernández Juan R. & Ibarra-Ramírez Raúl, 2021.
"Capital Flows to Emerging Economies and Global Risk Aversion during the COVID-19 Pandemic,"
Working Papers
2021-17, Banco de México.
- Carlos Alba & Gabriel Cuadra & Juan R. Hernandez & Raul Ibarra, 2024. "Capital flows to emerging economies and global risk aversion during the COVID‐19 pandemic," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 29(3), pages 2804-2836, July.
- Hernández Juan R., 2020.
"Covered Interest Parity: A Stochastic Volatility Approach to Estimate the Neutral Band,"
Working Papers
2020-02, Banco de México.
- Hernández, Juan R., 2020. "Covered Interest Parity: A Stochastic Volatility Approach to Estimate the Neutral Band," MPRA Paper 100744, University Library of Munich, Germany.
- Capistrán Carlos & Chiquiar Daniel & Hernández Juan R., 2017.
"Identifying Dornbusch's Exchange Rate Overshooting with Structural VECs: Evidence from Mexico,"
Working Papers
2017-11, Banco de México.
- Carlos Capistrán & Daniel Chiquiar & Juan R. Hernández, 2019. "Identifying Dornbusch's Exchange Rate Overshooting with Structural VECs: Evidence from Mexico," International Journal of Central Banking, International Journal of Central Banking, vol. 15(5), pages 207-254, December.
- Capistran, Carlos & Chiquiar, Daniel & Hernandez, Juan R., 2017. "Identifying Dornbusch's Exchange Rate Overshooting with Structural VECs: Evidence from Mexico," MPRA Paper 100745, University Library of Munich, Germany.
- Hernández Juan R., 2016. "Unit Root Testing in ARMA Models: A Likelihood Ratio Approach," Working Papers 2016-03, Banco de México.
- Hernández Juan R., 2014. "Peso-Dollar Forward Market Analysis: Explaining Arbitrage Opportunities during the Financial Crisis," Working Papers 2014-09, Banco de México.
Articles
- Carlos Alba & Gabriel Cuadra & Juan R. Hernandez & Raul Ibarra, 2024.
"Capital flows to emerging economies and global risk aversion during the COVID‐19 pandemic,"
International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 29(3), pages 2804-2836, July.
- Alba Carlos & Cuadra Gabriel & Hernández Juan R. & Ibarra-Ramírez Raúl, 2021. "Capital Flows to Emerging Economies and Global Risk Aversion during the COVID-19 Pandemic," Working Papers 2021-17, Banco de México.
- Hernández, Juan R. & Ventosa-Santaulària, Daniel & Valencia, J. Eduardo, 2024. "Global supply chain inflationary pressures and monetary policy in Mexico," Emerging Markets Review, Elsevier, vol. 58(C).
- Juan R. Hernández, 2023. "Explaining Apparent deviations from Covered Interest Parity: Evidence from Mexico," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 18(1), pages 1-27, Enero - M.
- Carlos Capistrán & Daniel Chiquiar & Juan R. Hernández, 2019.
"Identifying Dornbusch's Exchange Rate Overshooting with Structural VECs: Evidence from Mexico,"
International Journal of Central Banking, International Journal of Central Banking, vol. 15(5), pages 207-254, December.
- Capistran, Carlos & Chiquiar, Daniel & Hernandez, Juan R., 2017. "Identifying Dornbusch's Exchange Rate Overshooting with Structural VECs: Evidence from Mexico," MPRA Paper 100745, University Library of Munich, Germany.
- Capistrán Carlos & Chiquiar Daniel & Hernández Juan R., 2017. "Identifying Dornbusch's Exchange Rate Overshooting with Structural VECs: Evidence from Mexico," Working Papers 2017-11, Banco de México.
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
- Alba Carlos & Cuadra Gabriel & Hernández Juan R. & Ibarra-Ramírez Raúl, 2021.
"Capital Flows to Emerging Economies and Global Risk Aversion during the COVID-19 Pandemic,"
Working Papers
2021-17, Banco de México.
- Carlos Alba & Gabriel Cuadra & Juan R. Hernandez & Raul Ibarra, 2024. "Capital flows to emerging economies and global risk aversion during the COVID‐19 pandemic," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 29(3), pages 2804-2836, July.
Cited by:
- Muduli, Silu & Behera, Harendra & Patra, Michael Debabrata, 2022. "Capital Flows at Risk: India’s Experience," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 76(6), pages 73-88.
- Juan Carlos Moreno-Brid & Lorenzo Nalin & Edgar Pérez-Medina, 2022. "External challenges to the economic expansion of emerging markets in the post-COVID 19 and post-COP26 era: A balance-of-payments constrained growth (BPCG) perspective," PSL Quarterly Review, Economia civile, vol. 75(303), pages 313-354.
- Capistrán Carlos & Chiquiar Daniel & Hernández Juan R., 2017.
"Identifying Dornbusch's Exchange Rate Overshooting with Structural VECs: Evidence from Mexico,"
Working Papers
2017-11, Banco de México.
- Carlos Capistrán & Daniel Chiquiar & Juan R. Hernández, 2019. "Identifying Dornbusch's Exchange Rate Overshooting with Structural VECs: Evidence from Mexico," International Journal of Central Banking, International Journal of Central Banking, vol. 15(5), pages 207-254, December.
- Capistran, Carlos & Chiquiar, Daniel & Hernandez, Juan R., 2017. "Identifying Dornbusch's Exchange Rate Overshooting with Structural VECs: Evidence from Mexico," MPRA Paper 100745, University Library of Munich, Germany.
Cited by:
- Hernández, Juan R. & Ventosa-Santaulària, Daniel & Valencia, J. Eduardo, 2024. "Global supply chain inflationary pressures and monetary policy in Mexico," Emerging Markets Review, Elsevier, vol. 58(C).
- I Made Suidarma & I Gede Sanica & Putu Cita Ayu & I Gusti Nengah Darma Diatmika, 2018. "Overshooting Indonesian Rupiah's Exchange Rate towards US Dollar: Dornbusch Model Hypotheses Test," International Journal of Economics and Financial Issues, Econjournals, vol. 8(5), pages 52-58.
- Hernández Juan R., 2014.
"Peso-Dollar Forward Market Analysis: Explaining Arbitrage Opportunities during the Financial Crisis,"
Working Papers
2014-09, Banco de México.
Cited by:
- Hernández Juan R., 2020.
"Covered Interest Parity: A Stochastic Volatility Approach to Estimate the Neutral Band,"
Working Papers
2020-02, Banco de México.
- Hernández, Juan R., 2020. "Covered Interest Parity: A Stochastic Volatility Approach to Estimate the Neutral Band," MPRA Paper 100744, University Library of Munich, Germany.
- Juan R. Hernández, 2024. "Covered interest parity: a forecasting approach to estimate the neutral band," BIS Working Papers 1206, Bank for International Settlements.
- Bush Georgia, 2019. "Bank foreign currency funding and currency markets: the case of Mexico post GFC," Working Papers 2019-01, Banco de México.
- Hernández Juan R., 2020.
"Covered Interest Parity: A Stochastic Volatility Approach to Estimate the Neutral Band,"
Working Papers
2020-02, Banco de México.
Articles
- Carlos Alba & Gabriel Cuadra & Juan R. Hernandez & Raul Ibarra, 2024.
"Capital flows to emerging economies and global risk aversion during the COVID‐19 pandemic,"
International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 29(3), pages 2804-2836, July.
See citations under working paper version above.
- Alba Carlos & Cuadra Gabriel & Hernández Juan R. & Ibarra-Ramírez Raúl, 2021. "Capital Flows to Emerging Economies and Global Risk Aversion during the COVID-19 Pandemic," Working Papers 2021-17, Banco de México.
- Hernández, Juan R. & Ventosa-Santaulària, Daniel & Valencia, J. Eduardo, 2024.
"Global supply chain inflationary pressures and monetary policy in Mexico,"
Emerging Markets Review, Elsevier, vol. 58(C).
Cited by:
- Juan R. Hernández & Mateo Hoyos & Daniel Ventosa-Santaulària, 2024. "Monetary Policy in Emerging Markets under Global Uncertainty," Working Papers DTE 634, CIDE, División de Economía.
- Carlos Capistrán & Daniel Chiquiar & Juan R. Hernández, 2019.
"Identifying Dornbusch's Exchange Rate Overshooting with Structural VECs: Evidence from Mexico,"
International Journal of Central Banking, International Journal of Central Banking, vol. 15(5), pages 207-254, December.
See citations under working paper version above.
- Capistran, Carlos & Chiquiar, Daniel & Hernandez, Juan R., 2017. "Identifying Dornbusch's Exchange Rate Overshooting with Structural VECs: Evidence from Mexico," MPRA Paper 100745, University Library of Munich, Germany.
- Capistrán Carlos & Chiquiar Daniel & Hernández Juan R., 2017. "Identifying Dornbusch's Exchange Rate Overshooting with Structural VECs: Evidence from Mexico," Working Papers 2017-11, Banco de México.
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 8 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-MON: Monetary Economics (6) 2014-06-28 2017-07-02 2020-09-21 2021-10-18 2024-09-09 2024-09-16. Author is listed
- NEP-OPM: Open Economy Macroeconomics (3) 2017-07-02 2021-10-18 2024-09-09
- NEP-ORE: Operations Research (3) 2016-05-08 2020-07-13 2020-09-21
- NEP-FOR: Forecasting (2) 2020-07-13 2020-09-21
- NEP-CBA: Central Banking (1) 2024-09-09
- NEP-ECM: Econometrics (1) 2016-05-08
- NEP-ETS: Econometric Time Series (1) 2016-05-08
- NEP-FDG: Financial Development and Growth (1) 2021-10-18
- NEP-IFN: International Finance (1) 2024-09-16
- NEP-MAC: Macroeconomics (1) 2017-07-02
- NEP-PKE: Post Keynesian Economics (1) 2016-05-08
Corrections
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