Details about Ana María Herrera

Access statistics for papers by Ana María Herrera.

Last updated 2021-08-19. Update your information in the RePEc Author Service.

Short-id: phe101

Working Papers

2022

1. When Do State-Dependent Local Projections Work?
   Working Papers, Federal Reserve Bank of Dallas

2020

2. Impulse Response Analysis for Structural Dynamic Models with Nonlinear Regressors
   Working Papers, Federal Reserve Bank of Dallas

2005

3. A Dynamic Model of Central Bank Intervention
   Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey View citations (32)

2001

4. Oil Shocks and Aggregate Macroeconomic Behavior: The Role of Monetary Policy
   University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego View citations (49)

Journal Articles

2020

1. The effect of oil supply shocks on US economic activity: What have we learned?
   Journal of Applied Econometrics, 2020, 35, (2), 141-159 View citations (21)

2019

2. Oil price shocks and U.S. economic activity
   Energy Policy, 2019, 129, (C), 89-99 View citations (22)
3. The quantitative effects of tax foresight: Not all states are equal
   Journal of Economic Dynamics and Control, 2019, 107, (C), - View citations (3)

2018

4. Forecasting crude oil price volatility
   International Journal of Forecasting, 2018, 34, (4), 622-635 View citations (25)
5. OIL PRICE SHOCKS, INVENTORIES, AND MACROECONOMIC DYNAMICS
   Macroeconomic Dynamics, 2018, 22, (3), 620-639 View citations (13)

2017

6. Where do jobs go when oil prices drop?
   Energy Economics, 2017, 64, (C), 469-482 View citations (24)

2015

7. Asymmetries in the response of economic activity to oil price increases and decreases?
   Journal of International Money and Finance, 2015, 50, (C), 108-133 View citations (64)
8. Oil Price Shocks and the U.S. Stock Market: Do Sign and Size Matter?
   The Energy Journal, 2015, Volume 36, (Number 3) View citations (44)
9. The effects of oil price shocks on job reallocation
   Journal of Economic Dynamics and Control, 2015, 61, (C), 95-113 View citations (32)

2014

10. Dynamic pricing and asymmetries in retail gasoline markets: What can they tell us about price stickiness?
    Economics Letters, 2014, 122, (2), 247-252 View citations (5)

2011

11. Credit reallocation
    Journal of Monetary Economics, 2011, 58, (6), 551-563 View citations (18)
12. Dynamic Censored Regression and the Open Market Desk Reaction Function
    Journal of Business & Economic Statistics, 2011, 29, (2), 228-237 View citations (12)
    Also in Journal of Business & Economic Statistics, 2011, 29, (2), 228-237 (2011) View citations (11)
13. OIL PRICE SHOCKS AND INDUSTRIAL PRODUCTION: IS THE RELATIONSHIP LINEAR?
    Macroeconomic Dynamics, 2011, 15, (S3), 472-497 View citations (110)
14. Testing for the cartel in OPEC: non-cooperative collusion or just non-cooperative?
    Oxford Review of Economic Policy, 2011, 27, (1), 144-168 View citations (55)

2010

15. Why are gasoline prices sticky? A test of alternative models of price adjustment
    Journal of Applied Econometrics, 2010, 25, (6), 903-928 View citations (22)

2009

16. OIL PRICE SHOCKS, SYSTEMATIC MONETARY POLICY, AND THE “GREAT MODERATION”
    Macroeconomic Dynamics, 2009, 13, (1), 107-137 View citations (153)

2008

17. The comovement in inventories and in sales: Higher and higher
    Economics Letters, 2008, 99, (1), 155-158 View citations (12)

2007

18. Informed finance and technological change: Evidence from credit relationships
    Journal of Financial Economics, 2007, 83, (1), 223-269 View citations (132)

2005

19. The Decline in U.S. Output Volatility: Structural Changes and Inventory Investment
    Journal of Business & Economic Statistics, 2005, 23, 462-472 View citations (62)
20. Why So Small? Explaining the Size of Firms in Latin America
    The World Economy, 2005, 28, (7), 1005-1028 View citations (6)

2004

21. Oil Shocks and Aggregate Macroeconomic Behavior: The Role of Monetary Policy: Comment
    Journal of Money, Credit and Banking, 2004, 36, (2), 265-86 View citations (436)