Details about Hector Carcel

Access statistics for papers by Hector Carcel.

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

Short-id: pca1188

Working Papers

2021

1. Is Mobile Money Part of Money? Understanding the Trends and Measurement
   IMF Working Papers, International Monetary Fund View citations (5)

2020

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

2019

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

2018

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

2017

7. Central Bank Policy Rates: Are They Cointegrated?
   Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research View citations (7)
   Also in CESifo Working Paper Series, CESifo (2017) View citations (7)
   See also Journal Article Central bank policy rates: Are they cointegrated?, International Economics, CEPII research center (2017) View citations (7) (2017)
8. 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 (49)
   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) View citations (39) (2017)

2015

9. The EMBI in Latin America: Fractional Integration, Non-Linearities and Breaks
   CESifo Working Paper Series, CESifo View citations (1)
   Also in Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research (2015) View citations (1)
   See also Journal Article The EMBI in Latin America: Fractional integration, non-linearities and breaks, Finance Research Letters, Elsevier (2018) View citations (3) (2018)

Journal Articles

2023

1. Term premium in a fractionally cointegrated yield curve
   Journal of Banking & Finance, 2023, 149, (C) View citations (3)

2021

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

2020

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

2018

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

2017

8. Central bank policy rates: Are they cointegrated?
   International Economics, 2017, (152), 116-123 View citations (7)
   Also in International Economics, 2017, 152, (C), 116-123 (2017) View citations (6)
   See also Working Paper Central Bank Policy Rates: Are They Cointegrated?, Discussion Papers of DIW Berlin (2017) View citations (7) (2017)
9. 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 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 (49) (2017)
10. Fractional integration and nonlinear deterministic trends in the analysis of time series data
    Applied Economics Letters, 2017, 24, (14), 991-994
11. Shocks affecting electricity prices in Kenya, a fractional integration study
    Energy, 2017, 124, (C), 521-530 View citations (5)

2015

12. Inflation Convergence in the East African Community: A Fractional Integration and Cointegration Study
    Global Economy Journal, 2015, 15, (4), 507-524 View citations (3)
    Also in Global Economy Journal (GEJ), 2015, 15, (4), 507-524 (2015) View citations (3)
13. Modelling African inflation rates: nonlinear deterministic terms and long-range dependence
    Applied Economics Letters, 2015, 22, (5), 421-424 View citations (4)
14. 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 View citations (6)

2014

15. Fractional integration in the West African Economic and Monetary Union
    African Journal of Economic and Sustainable Development, 2014, 3, (3), 179-199 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

2022

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

2016

3. Currency Union in the East African Community: A Fractional Integration Approach
   Springer