Details about Manuel González-Astudillo

Access statistics for papers by Manuel González-Astudillo.

Last updated 2020-12-05. Update your information in the RePEc Author Service.

Short-id: pgo189

Working Papers

2020

1. A Streamlined Procedure to Construct a Macroeconomic Uncertainty Index with an Application to the Ecuadorian Economy
   MPRA Paper, University Library of Munich, Germany
2. Estimates of r* Consistent with a Supply-Side Structure and a Monetary Policy Rule for the U.S. Economy
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.)
3. Good Luck or Good Policy? An Analysis of the Effects of Oil Revenue and Fiscal Policy Shocks: The Case of Ecuador
   MPRA Paper, University Library of Munich, Germany

2019

4. A New Procedure for Generating the Stochastic Simulations in FRB/US
   FEDS Notes, Board of Governors of the Federal Reserve System (U.S.)
5. Dolarización: efectos y riesgos en el caso ecuatoriano
   (Dollarization: effects and risks in the Ecuadorian case)
   MPRA Paper, University Library of Munich, Germany

2018

6. A Nowcasting Model for the Growth Rate of Real GDP of Ecuador: Implementing a Time-Varying Intercept
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.)
7. An Output Gap Measure for the Euro Area: Exploiting Country-Level and Cross-Sectional Data Heterogeneity
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.)
   See also Journal Article in European Economic Review (2019)

2017

8. GDP Trend-cycle Decompositions Using State-level Data
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (2)

2016

9. When Can Trend-Cycle Decompositions Be Trusted?
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (8)

2014

10. 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, Board of Governors of the Federal Reserve System (U.S.) View citations (5)
    See also Journal Article in Journal of Money, Credit and Banking (2018)

2013

11. Monetary-Fiscal Policy Interactions: Interdependent Policy Rule Coefficients
    MPRA Paper, University Library of Munich, Germany View citations (1)
    Also in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2013) View citations (11)

2011

12. Policy Rule Coefficients Driven by Latent Factors: Monetary and Fiscal Policy Interactions in an Endowment Economy
    MPRA Paper, University Library of Munich, Germany

2009

13. An Equilibrium Model of the Term Structure of Interest Rates: Recursive Preferences at Play
    MPRA Paper, University Library of Munich, Germany View citations (1)

2005

14. Elasticidades de Sustitución de Importaciones para Ecuador
    MPRA Paper, University Library of Munich, Germany

2004

15. Inflation-Proof Credits and Financial Instruments. Making the Fisher Hypothesis a Reality
    MPRA Paper, University Library of Munich, Germany
16. La Curva de Retorno y el Modelo C-CAPM: Evidencia para Chile
    MPRA Paper, University Library of Munich, Germany View citations (1)

Journal Articles

2019

1. A nowcasting model for Ecuador: Implementing a time-varying mean output growth
   Economic Modelling, 2019, 82, (C), 250-263
2. An output gap measure for the euro area: Exploiting country-level and cross-sectional data heterogeneity
   European Economic Review, 2019, 120, (C)
   See also Working Paper (2018)
3. Estimating the U.S. output gap with state‐level data
   Journal of Applied Econometrics, 2019, 34, (5), 795-810

2018

4. 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, 2018, 50, (1), 115-154 View citations (1)
   See also Working Paper (2014)