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Details about Hector Carcel

Workplace:International Monetary Fund (IMF), (more information at EDIRC)

Access statistics for papers by Hector Carcel.

Last updated 2024-07-06. Update your information in the RePEc Author Service.

Short-id: pca1188


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Working Papers

2021

  1. Is Mobile Money Part of Money? Understanding the Trends and Measurement
    IMF Working Papers, International Monetary Fund Downloads View citations (2)

2020

  1. Measuring Financial Access: 10 Years of the IMF Financial Access Survey
    IMF Departmental Papers / Policy Papers, International Monetary Fund Downloads View citations (6)

2019

  1. Euro Area Government Bond Yield and Liquidity Dependence during different Monetary Policy Accommodation Phases
    Bank of Lithuania Working Paper Series, Bank of Lithuania Downloads
  2. Text Data Analysis Using Latent Dirichlet Allocation: An Application to FOMC Transcripts
    Bank of Lithuania Discussion Paper Series, Bank of Lithuania Downloads
    See also Journal Article Text data analysis using Latent Dirichlet Allocation: an application to FOMC transcripts, Applied Economics Letters, Taylor & Francis Journals (2021) Downloads View citations (3) (2021)
    Chapter Text data analysis using Latent Dirichlet Allocation: an application to FOMC transcripts, IFC Bulletins chapters, Bank for International Settlements (2022) Downloads (2022)

2018

  1. Prospects for a Monetary Union in the East Africa Community: Some Empirical Evidence
    CESifo Working Paper Series, CESifo Downloads
  2. Term Premium and Quantitative Easing in a Fractionally Cointegrated Yield Curve
    Bank of Lithuania Working Paper Series, Bank of Lithuania Downloads View citations (1)

2017

  1. Central Bank Policy Rates: Are They Cointegrated?
    Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research Downloads View citations (6)
    Also in CESifo Working Paper Series, CESifo (2017) Downloads View citations (6)

    See also Journal Article Central bank policy rates: Are they cointegrated?, International Economics, CEPII research center (2017) Downloads View citations (6) (2017)
  2. Does Gold Act as a Hedge against Inflation in the UK? Evidence from a Fractional Cointegration Approach Over 1257 to 2016
    Working Papers, University of Pretoria, Department of Economics View citations (46)
    See also Journal Article Does gold act as a hedge against inflation in the UK? Evidence from a fractional cointegration approach over 1257 to 2016, Resources Policy, Elsevier (2017) Downloads View citations (39) (2017)

2015

  1. The EMBI in Latin America: Fractional Integration, Non-Linearities and Breaks
    CESifo Working Paper Series, CESifo Downloads View citations (1)
    Also in Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research (2015) Downloads View citations (1)

    See also Journal Article The EMBI in Latin America: Fractional integration, non-linearities and breaks, Finance Research Letters, Elsevier (2018) Downloads View citations (3) (2018)

Journal Articles

2023

  1. Term premium in a fractionally cointegrated yield curve
    Journal of Banking & Finance, 2023, 149, (C) Downloads View citations (2)

2021

  1. Text data analysis using Latent Dirichlet Allocation: an application to FOMC transcripts
    Applied Economics Letters, 2021, 28, (1), 38-42 Downloads View citations (3)
    See also Chapter Text data analysis using Latent Dirichlet Allocation: an application to FOMC transcripts, IFC Bulletins chapters, 2022, 57 (2022) Downloads (2022)
    Working Paper Text Data Analysis Using Latent Dirichlet Allocation: An Application to FOMC Transcripts, Bank of Lithuania Discussion Paper Series (2019) Downloads (2019)

2020

  1. A fractional cointegration var analysis of exchange rate dynamics
    The North American Journal of Economics and Finance, 2020, 51, (C) Downloads View citations (11)
  2. The empirical properties of euro area M3, 1980-2017
    The Quarterly Review of Economics and Finance, 2020, 77, (C), 37-49 Downloads View citations (4)

2018

  1. Application of local projections in the monetary policy in Brazil
    Applied Economics Letters, 2018, 25, (13), 941-944 Downloads
  2. Inflation analysis in the Central American Monetary Council
    Empirical Economics, 2018, 54, (2), 547-565 Downloads View citations (1)
  3. The EMBI in Latin America: Fractional integration, non-linearities and breaks
    Finance Research Letters, 2018, 24, (C), 34-41 Downloads View citations (3)
    See also Working Paper The EMBI in Latin America: Fractional Integration, Non-Linearities and Breaks, CESifo Working Paper Series (2015) Downloads View citations (1) (2015)

2017

  1. Central bank policy rates: Are they cointegrated?
    International Economics, 2017, (152), 116-123 Downloads View citations (6)
    Also in International Economics, 2017, 152, (C), 116-123 (2017) Downloads View citations (6)

    See also Working Paper Central Bank Policy Rates: Are They Cointegrated?, Discussion Papers of DIW Berlin (2017) Downloads View citations (6) (2017)
  2. Does gold act as a hedge against inflation in the UK? Evidence from a fractional cointegration approach over 1257 to 2016
    Resources Policy, 2017, 54, (C), 53-57 Downloads View citations (39)
    See also Working Paper Does Gold Act as a Hedge against Inflation in the UK? Evidence from a Fractional Cointegration Approach Over 1257 to 2016, Working Papers (2017) View citations (46) (2017)
  3. Fractional integration and nonlinear deterministic trends in the analysis of time series data
    Applied Economics Letters, 2017, 24, (14), 991-994 Downloads
  4. Shocks affecting electricity prices in Kenya, a fractional integration study
    Energy, 2017, 124, (C), 521-530 Downloads View citations (4)

2015

  1. Inflation Convergence in the East African Community: A Fractional Integration and Cointegration Study
    Global Economy Journal (GEJ), 2015, 15, (4), 507-524 Downloads View citations (2)
    Also in Global Economy Journal, 2015, 15, (4), 507-524 (2015) Downloads View citations (2)
  2. Modelling African inflation rates: nonlinear deterministic terms and long-range dependence
    Applied Economics Letters, 2015, 22, (5), 421-424 Downloads View citations (4)
  3. Testing fractional persistence and non-linearities in the natural gas market: An application of non-linear deterministic terms based on Chebyshev polynomials in time
    Energy Economics, 2015, 52, (PA), 240-245 Downloads View citations (6)

2014

  1. Fractional integration in the West African Economic and Monetary Union
    African Journal of Economic and Sustainable Development, 2014, 3, (3), 179-199 Downloads View citations (2)

Chapters

2023

  1. Is mobile money part of money? Understanding the trends and measurement / Evaluating mobile money access and use with non-traditional data sources
    A chapter in Data science in central banking: applications and tools, 2023, vol. 59 Downloads

2022

  1. Text data analysis using Latent Dirichlet Allocation: an application to FOMC transcripts
    A chapter in Machine learning in central banking, 2022, vol. 57 Downloads
    See also Journal Article Text data analysis using Latent Dirichlet Allocation: an application to FOMC transcripts, Taylor & Francis Journals (2021) Downloads View citations (3) (2021)
    Working Paper Text Data Analysis Using Latent Dirichlet Allocation: An Application to FOMC Transcripts, Bank of Lithuania (2019) Downloads (2019)

2016

  1. Currency Union in the East African Community: A Fractional Integration Approach
    Springer
 
Page updated 2024-07-21