Details about Ana María Herrera

Access statistics for papers by Ana María Herrera.

Last updated 2025-01-06. Update your information in the RePEc Author Service.

Short-id: phe101

Working Papers

2024

1. Nonparametric Local Projections
   Working Papers, Federal Reserve Bank of Dallas

2023

2. Oil Prices Uncertainty, Endogenous Regime Switching, and Inflation Anchoring
   CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington View citations (5)
   Also in Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School (2023) View citations (6)
   CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2023) View citations (5)
   See also Journal Article Oil prices uncertainty, endogenous regime switching, and inflation anchoring, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2023) View citations (5) (2023)
3. State-Dependent Local Projections
   Working Papers, Federal Reserve Bank of Dallas View citations (2)
   See also Journal Article State-dependent local projections, Journal of Econometrics, Elsevier (2024) View citations (24) (2024)
4. The Economic Consequences of Effective Carbon Taxes
   Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School View citations (2)

2022

5. When Do State-Dependent Local Projections Work?
   Working Papers, Federal Reserve Bank of Dallas View citations (14)
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2022)

2020

6. Impulse Response Analysis for Structural Dynamic Models with Nonlinear Regressors
   Working Papers, Federal Reserve Bank of Dallas
   See also Journal Article Impulse response analysis for structural dynamic models with nonlinear regressors, Journal of Econometrics, Elsevier (2021) View citations (16) (2021)

2005

7. 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

8. Los obstáculos al desarrollo empresarial y el tamaño de las firmas en América Latina
   IDB Publications (Working Papers), Inter-American Development Bank View citations (3)
9. 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 (54)

Journal Articles

2024

1. Building Connections: The Impact of Digital Storytelling on Communication and Leadership Skills Among Disabled Young Adults
   Disabilities, 2024, 4, (4), 1-12
2. State-dependent local projections
   Journal of Econometrics, 2024, 244, (2) View citations (24)
   See also Working Paper State-Dependent Local Projections, Working Papers (2023) View citations (2) (2023)

2023

3. Oil news shocks and the U.S. stock market
   Energy Economics, 2023, 126, (C) View citations (2)
4. Oil prices uncertainty, endogenous regime switching, and inflation anchoring
   Journal of Applied Econometrics, 2023, 38, (6), 820-839 View citations (5)
   See also Working Paper Oil Prices Uncertainty, Endogenous Regime Switching, and Inflation Anchoring, CAEPR Working Papers (2023) View citations (5) (2023)

2022

5. Policy and misallocation: Evidence from Chinese firm-level data
   European Economic Review, 2022, 149, (C) View citations (8)

2021

6. Impulse response analysis for structural dynamic models with nonlinear regressors
   Journal of Econometrics, 2021, 225, (1), 107-130 View citations (16)
   See also Working Paper Impulse Response Analysis for Structural Dynamic Models with Nonlinear Regressors, Working Papers (2020) (2020)
7. Tax news in good and bad times
   Economics Letters, 2021, 207, (C) View citations (4)

2020

8. 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 (59)

2019

9. Oil price shocks and U.S. economic activity
   Energy Policy, 2019, 129, (C), 89-99 View citations (64)
10. The quantitative effects of tax foresight: Not all states are equal
    Journal of Economic Dynamics and Control, 2019, 107, (C), - View citations (3)

2018

11. Forecasting crude oil price volatility
    International Journal of Forecasting, 2018, 34, (4), 622-635 View citations (46)
12. OIL PRICE SHOCKS, INVENTORIES, AND MACROECONOMIC DYNAMICS
    Macroeconomic Dynamics, 2018, 22, (3), 620-639 View citations (17)

2017

13. Where do jobs go when oil prices drop?
    Energy Economics, 2017, 64, (C), 469-482 View citations (47)

2015

14. 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 (88)
15. Oil Price Shocks and the U.S. Stock Market: Do Sign and Size Matter?
    The Energy Journal, 2015, 36, (3), 171-188
    Also in The Energy Journal, 2015, Volume 36, (Number 3) (2015) View citations (67)
16. The effects of oil price shocks on job reallocation
    Journal of Economic Dynamics and Control, 2015, 61, (C), 95-113 View citations (58)

2014

17. 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 (8)

2011

18. Credit reallocation
    Journal of Monetary Economics, 2011, 58, (6), 551-563 View citations (24)
19. Dynamic Censored Regression and the Open Market Desk Reaction Function
    Journal of Business & Economic Statistics, 2011, 29, (2), 228-237 View citations (15)
    Also in Journal of Business & Economic Statistics, 2011, 29, (2), 228-237 (2011) View citations (16)
20. OIL PRICE SHOCKS AND INDUSTRIAL PRODUCTION: IS THE RELATIONSHIP LINEAR?
    Macroeconomic Dynamics, 2011, 15, (S3), 472-497 View citations (150)
21. 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 (60)

2010

22. Why are gasoline prices sticky? A test of alternative models of price adjustment
    Journal of Applied Econometrics, 2010, 25, (6), 903-928 View citations (29)

2009

23. OIL PRICE SHOCKS, SYSTEMATIC MONETARY POLICY, AND THE “GREAT MODERATION”
    Macroeconomic Dynamics, 2009, 13, (1), 107-137 View citations (176)

2008

24. The comovement in inventories and in sales: Higher and higher
    Economics Letters, 2008, 99, (1), 155-158 View citations (10)

2007

25. Informed finance and technological change: Evidence from credit relationships
    Journal of Financial Economics, 2007, 83, (1), 223-269 View citations (159)

2005

26. The Decline in U.S. Output Volatility: Structural Changes and Inventory Investment
    Journal of Business & Economic Statistics, 2005, 23, 462-472 View citations (70)
27. Why So Small? Explaining the Size of Firms in Latin America
    The World Economy, 2005, 28, (7), 1005-1028 View citations (7)

2004

28. 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 (520)

Chapters

2013

1. Unit Roots, Cointegration, and Pretesting in Var Models☆The views expressed here are the authors and not necessarily those of the Federal Reserve Bank of Atlanta or the Federal Reserve System
   A chapter in VAR Models in Macroeconomics – New Developments and Applications: Essays in Honor of Christopher A. Sims, 2013, vol. 32, pp 81-115