Details about Julio A. Carrillo

Access statistics for papers by Julio A. Carrillo.

Last updated 2024-12-06. Update your information in the RePEc Author Service.

Short-id: pca313

Working Papers

2024

1. Information Effects of US Monetary Policy Announcements on Emerging Economies: Evidence from Mexico
   Working Papers, Banco de México

2021

2. The COVID-19 Economic Crisis in Mexico through the Lens of a Financial Conditions Index
   Working Papers, Banco de México View citations (2)

2019

3. Tight Money-Tight Credit: Coordination Failure in the Conduct of Monetary and Financial Policies
   IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan View citations (1)
   Also in Working Papers, Banco de México (2017) View citations (18)
   PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2017) View citations (18)
   Working Paper Series, European Central Bank (2018) View citations (1)
   IDB Publications (Working Papers), Inter-American Development Bank (2019) View citations (5)
   NBER Working Papers, National Bureau of Economic Research, Inc (2017) View citations (20)
   See also Journal Article Tight Money-Tight Credit: Coordination Failure in the Conduct of Monetary and Financial Policies, American Economic Journal: Macroeconomics, American Economic Association (2021) View citations (9) (2021)

2018

4. What Determines the Neutral Rate of Interest in an Emerging Economy?
   Working Papers, Banco de México View citations (10)

2017

5. Endogenous wage indexation and aggregate shocks
   BIS Working Papers, Bank for International Settlements View citations (1)
   Also in Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration (2014) View citations (2)
   Working Papers, Banco de México (2013) View citations (2)
   CESifo Working Paper Series, CESifo (2014) View citations (2)
   See also Journal Article Endogenous wage indexation and aggregate shocks, Journal of Macroeconomics, Elsevier (2022) View citations (2) (2022)
6. Financial and real shocks and the effectiveness of monetary and macroprudential policies in Latin American countries
   BIS Working Papers, Bank for International Settlements View citations (9)
7. Inquiry on the Transmission of U.S. Aggregate Shocks to Mexico: A SVAR Approach
   2017 Meeting Papers, Society for Economic Dynamics View citations (1)
   See also Journal Article Inquiry on the transmission of U.S. aggregate shocks to Mexico: A SVAR approach, Journal of International Money and Finance, Elsevier (2020) View citations (7) (2020)

2016

8. When the Central Bank Meets the Financial Authority: Strategic Interactions and Institutional Design
   2016 Meeting Papers, Society for Economic Dynamics View citations (1)

2015

9. How Robust Are SVARs at Measuring Monetary Policy in Small Open Economies?
   Working Papers, Banco de México View citations (8)

2014

10. Investigating the Zero Lower Bound on the Nominal Interest Rate Under Financial Instability
    Working Papers, Banco de México View citations (2)
    Also in Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR) (2010) View citations (2)

2013

11. Online Appendix to "How do financial frictions affect the spending multiplier during a liquidity trap?"
    Online Appendices, Review of Economic Dynamics View citations (62)
    Also in Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration (2012) View citations (1)
    See also Journal Article How do financial frictions affect the spending multiplier during a liquidity trap?, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2013) View citations (62) (2013)

2011

12. How Well Does Sticky Information Explain the Dynamics of Inflation, Output, and Real Wages?
    Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration
    Also in Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR) (2009)
    Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR) (2010) View citations (2)
    See also Journal Article How well does sticky information explain the dynamics of inflation, output, and real wages?, Journal of Economic Dynamics and Control, Elsevier (2012) View citations (8) (2012)

2010

13. On the Recovery Path during a Liquidity Trap: Do Financial Frictions Matter for Fiscal Multipliers?
    LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES) View citations (11)

2008

14. Comment on identification with Taylor Rules: is it indeed impossible?
    Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR) View citations (1)

2007

15. Monetary Policy Inertia or Persistent Shocks: A DSGE Analysis
    IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse View citations (30)
    See also Journal Article Monetary Policy Inertia or Persistent Shocks: A DSGE Analysis, International Journal of Central Banking, International Journal of Central Banking (2007) View citations (35) (2007)

2006

16. Monetary Policy Inertia or Persistent Shocks?
    Working papers, Banque de France
    See also Journal Article Monetary Policy Inertia or Persistent Shocks: A DSGE Analysis, International Journal of Central Banking, International Journal of Central Banking (2007) View citations (35) (2007)

2004

17. Some Perils of Policy Rule Regression
    IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse View citations (1)

Journal Articles

2022

1. Endogenous wage indexation and aggregate shocks
   Journal of Macroeconomics, 2022, 72, (C) View citations (2)
   See also Working Paper Endogenous wage indexation and aggregate shocks, BIS Working Papers (2017) View citations (1) (2017)

2021

2. Tight Money-Tight Credit: Coordination Failure in the Conduct of Monetary and Financial Policies
   American Economic Journal: Macroeconomics, 2021, 13, (3), 37-73 View citations (9)
   See also Working Paper Tight Money-Tight Credit: Coordination Failure in the Conduct of Monetary and Financial Policies, IMES Discussion Paper Series (2019) View citations (1) (2019)

2020

3. Inquiry on the transmission of U.S. aggregate shocks to Mexico: A SVAR approach
   Journal of International Money and Finance, 2020, 104, (C) View citations (7)
   See also Working Paper Inquiry on the Transmission of U.S. Aggregate Shocks to Mexico: A SVAR Approach, 2017 Meeting Papers (2017) View citations (1) (2017)

2013

4. How do financial frictions affect the spending multiplier during a liquidity trap?
   Review of Economic Dynamics, 2013, 16, (2), 296-311 View citations (62)
   See also Working Paper Online Appendix to "How do financial frictions affect the spending multiplier during a liquidity trap?", Online Appendices (2013) View citations (62) (2013)

2012

5. How well does sticky information explain the dynamics of inflation, output, and real wages?
   Journal of Economic Dynamics and Control, 2012, 36, (6), 830-850 View citations (8)
   See also Working Paper How Well Does Sticky Information Explain the Dynamics of Inflation, Output, and Real Wages?, Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium (2011) (2011)

2007

6. Monetary Policy Inertia or Persistent Shocks: A DSGE Analysis
   International Journal of Central Banking, 2007, 3, (2), 1-38 View citations (35)
   See also Working Paper Monetary Policy Inertia or Persistent Shocks: A DSGE Analysis, IDEI Working Papers (2007) View citations (30) (2007)
   Working Paper Monetary Policy Inertia or Persistent Shocks?, Working papers (2006) (2006)