Details about Constantino Hevia
Access statistics for papers by Constantino Hevia.
Last updated 2024-03-07. Update your information in the RePEc Author Service.
Short-id: phe241
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Working Papers
2022
- Bond Risk Premia, Priced Regime Shifts, and Macroeconomic Fundamentals
Working Papers, Red Nacional de Investigadores en Economía (RedNIE) 
Also in Department of Economics Working Papers, Universidad Torcuato Di Tella (2022)
- Covid-19 in Unequal Societies
Working Papers, Red Nacional de Investigadores en Economía (RedNIE) View citations (1)
See also Journal Article Covid-19 in unequal societies, Journal of Economic Dynamics and Control, Elsevier (2022) View citations (1) (2022)
2021
- Online Appendix for: Real Exchange Rates and Primary Commodity Prices: Mussa Meets Backus-Smith
Working Papers, Federal Reserve Bank of Minneapolis
- Real Exchange Rates and Primary Commodity Prices: Mussa Meets Backus-Smith
Working Papers, Red Nacional de Investigadores en Economía (RedNIE) 
Also in Working Papers, Federal Reserve Bank of Minneapolis (2021)  Department of Economics Working Papers, Universidad Torcuato Di Tella (2021)  IDB Publications (Working Papers), Inter-American Development Bank (2021)
2019
- A Quantitative Analysis of Real Exchange Rates and Primary Commodity Prices
2019 Meeting Papers, Society for Economic Dynamics View citations (3)
- Real Exchange Rates and Primary Commodity Prices
Staff Report, Federal Reserve Bank of Minneapolis View citations (3)
Also in Working Papers, Federal Reserve Bank of Minneapolis (2017) View citations (6) IDB Publications (Working Papers), Inter-American Development Bank (2019) View citations (2) 2015 Meeting Papers, Society for Economic Dynamics (2015) 
See also Journal Article Real exchange rates and primary commodity prices, Journal of International Economics, Elsevier (2020) View citations (12) (2020)
2018
- Assessing the degree of international consumption risk sharing
Department of Economics Working Papers, Universidad Torcuato Di Tella View citations (9)
Also in Policy Research Working Paper Series, The World Bank (2016) 
See also Journal Article Assessing the degree of international consumption risk sharing, Journal of Development Economics, Elsevier (2018) View citations (9) (2018)
- Bond Risk Premia and the ”Return Forecasting Factor”
Department of Economics Working Papers, Universidad Torcuato Di Tella 
See also Journal Article Bond risk premia and the return forecasting factor, Studies in Nonlinear Dynamics & Econometrics, De Gruyter (2020) (2020)
- Bond risk premia and restrictions on risk prices
Department of Economics Working Papers, Universidad Torcuato Di Tella View citations (1)
See also Journal Article Bond Risk Premia and Restrictions on Risk Prices, JRFM, MDPI (2018) View citations (1) (2018)
2017
- Industrial Policies vs Public Goods under Asymmetric Information
Working Papers, Peruvian Economic Association 
Also in Policy Research Working Paper Series, The World Bank (2017) 
See also Journal Article Industrial Policies vs Public Goods under Asymmetric Information, Revista Economía, Fondo Editorial - Pontificia Universidad Católica del Perú (2023) (2023)
- Monitoring Money for Price Stability
Department of Economics Working Papers, Universidad Torcuato Di Tella View citations (1)
Also in Working Papers, Federal Reserve Bank of Minneapolis (2017) 
See also Journal Article Monitoring money for price stability, Journal of Economic Dynamics and Control, Elsevier (2018) (2018)
2016
- Risk Premia and Seasonality in Commodity Futures
Department of Economics Working Papers, Universidad Torcuato Di Tella View citations (3)
Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2016) View citations (3) Bank of England working papers, Bank of England (2016) View citations (3)
See also Journal Article Risk premia and seasonality in commodity futures, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2018) View citations (9) (2018)
2015
- Monetary Policy and Dutch Disease: The Case of Price and Wage Rigidity
Department of Economics Working Papers, Universidad Torcuato Di Tella View citations (9)
Also in Working Papers, Federal Reserve Bank of Minneapolis (2015) View citations (6)
See also Chapter Monetary Policy and Dutch Disease: The Case of Price and Wage Rigidity, Central Banking, Analysis, and Economic Policies Book Series, Central Bank of Chile (2015) View citations (9) (2015)
- Privatization and Nationalization Cycles
Working Papers, Peruvian Economic Association View citations (2)
Also in NBER Working Papers, National Bureau of Economic Research, Inc (2010) View citations (12) Policy Research Working Paper Series, The World Bank (2009) View citations (3)
See also Journal Article PRIVATIZATION AND NATIONALIZATION CYCLES, Macroeconomic Dynamics, Cambridge University Press (2018) View citations (4) (2018)
2014
- Estimating and Forecasting the Yield Curve Using a Markov Switching Dynamic Nelson and Siegel Model
BCAM Working Papers, Birkbeck Centre for Applied Macroeconomics View citations (1)
Also in Department of Economics Working Papers, Universidad Torcuato Di Tella (2012) View citations (1)
See also Journal Article Estimating and Forecasting the Yield Curve Using A Markov Switching Dynamic Nelson and Siegel Model, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2015) View citations (15) (2015)
2013
- Optimal Monetary and Fiscal Policy in a New Keynesian Model with a Dutch Disease: The Case of Complete Markets
Department of Economics Working Papers, Universidad Torcuato Di Tella View citations (11)
- Optimal devaluations
Working Papers, Federal Reserve Bank of Minneapolis View citations (9)
Also in Econometric Society 2004 Latin American Meetings, Econometric Society (2004) View citations (3) Policy Research Working Paper Series, The World Bank (2009) View citations (3) 2011 Meeting Papers, Society for Economic Dynamics (2011) View citations (10)
See also Journal Article Optimal Devaluations, IMF Economic Review, Palgrave Macmillan (2013) View citations (10) (2013)
- Partial consumption insurance and financial openness across the world
Policy Research Working Paper Series, The World Bank View citations (1)
- Policy Responses to the Global Financial Crisis: What Did Emerging Economies Do Differently?
Working Papers, Banco Central de Reserva del Perú View citations (7)
- Saving and growth in Sri Lanka
Policy Research Working Paper Series, The World Bank View citations (3)
2012
- Using pooled information and bootstrap methods to assess debt sustainability in low income countries
Policy Research Working Paper Series, The World Bank View citations (1)
2011
- How resilient and countercyclical were emerging economies to the global financial crisis ?
Policy Research Working Paper Series, The World Bank View citations (30)
- Saving and growth in Egypt
Policy Research Working Paper Series, The World Bank View citations (7)
See also Journal Article SAVING AND GROWTH IN EGYPT, Middle East Development Journal (MEDJ), World Scientific Publishing Co. Pte. Ltd. (2012) View citations (5) (2012)
2009
- Emerging market fluctuations: what makes the difference ?
Policy Research Working Paper Series, The World Bank View citations (1)
See also Journal Article Emerging market fluctuations: What makes the difference?, Journal of International Economics, Elsevier (2014) View citations (15) (2014)
Journal Articles
2023
- Industrial Policies vs Public Goods under Asymmetric Information
Revista Economía, 2023, 46, (91), 39-52 
See also Working Paper Industrial Policies vs Public Goods under Asymmetric Information, Working Papers (2017) (2017)
2022
- Covid-19 in unequal societies
Journal of Economic Dynamics and Control, 2022, 140, (C) View citations (1)
See also Working Paper Covid-19 in Unequal Societies, Working Papers (2022) View citations (1) (2022)
2020
- Bond risk premia and the return forecasting factor
Studies in Nonlinear Dynamics & Econometrics, 2020, 24, (1), 12 
See also Working Paper Bond Risk Premia and the ”Return Forecasting Factor”, Department of Economics Working Papers (2018) (2018)
- Real exchange rates and primary commodity prices
Journal of International Economics, 2020, 122, (C) View citations (12)
See also Working Paper Real Exchange Rates and Primary Commodity Prices, Staff Report (2019) View citations (3) (2019)
2018
- Assessing the degree of international consumption risk sharing
Journal of Development Economics, 2018, 134, (C), 176-190 View citations (9)
See also Working Paper Assessing the degree of international consumption risk sharing, Department of Economics Working Papers (2018) View citations (9) (2018)
- Bond Risk Premia and Restrictions on Risk Prices
JRFM, 2018, 11, (4), 1-22 View citations (1)
See also Working Paper Bond risk premia and restrictions on risk prices, Department of Economics Working Papers (2018) View citations (1) (2018)
- Monitoring money for price stability
Journal of Economic Dynamics and Control, 2018, 89, (C), 50-63 
See also Working Paper Monitoring Money for Price Stability, Department of Economics Working Papers (2017) View citations (1) (2017)
- PRIVATIZATION AND NATIONALIZATION CYCLES
Macroeconomic Dynamics, 2018, 22, (2), 331-361 View citations (4)
See also Working Paper Privatization and Nationalization Cycles, Working Papers (2015) View citations (2) (2015)
- Risk premia and seasonality in commodity futures
Journal of Applied Econometrics, 2018, 33, (6), 853-873 View citations (9)
See also Working Paper Risk Premia and Seasonality in Commodity Futures, Department of Economics Working Papers (2016) View citations (3) (2016)
2015
- Estimating and Forecasting the Yield Curve Using A Markov Switching Dynamic Nelson and Siegel Model
Journal of Applied Econometrics, 2015, 30, (6), 987-1009 View citations (15)
See also Working Paper Estimating and Forecasting the Yield Curve Using a Markov Switching Dynamic Nelson and Siegel Model, BCAM Working Papers (2014) View citations (1) (2014)
- Política Monetaria y la Enfermedad Holandesa: Rigidez de Precios y de Salarios
Journal Economía Chilena (The Chilean Economy), 2015, 18, (2), 28-60
2014
- Emerging market fluctuations: What makes the difference?
Journal of International Economics, 2014, 94, (1), 33-49 View citations (15)
See also Working Paper Emerging market fluctuations: what makes the difference ?, Policy Research Working Paper Series (2009) View citations (1) (2009)
2013
- Optimal Devaluations
IMF Economic Review, 2013, 61, (1), 22-51 View citations (10)
See also Working Paper Optimal devaluations, Working Papers (2013) View citations (9) (2013)
2012
- How resilient and countercyclical were emerging economies during the global financial crisis?
Journal of International Money and Finance, 2012, 31, (8), 2052-2077 View citations (78)
- Respuestas de política a la crisis financiera global: ¿Qué hicieron diferente las economías emergentes?
Revista Estudios Económicos, 2012, (24), 27-43
- SAVING AND GROWTH IN EGYPT
Middle East Development Journal (MEDJ), 2012, 04, (01), 1-23 View citations (5)
Also in Middle East Development Journal, 2012, 4, (1), 1250001-1-1250001-23 (2012) View citations (5)
See also Working Paper Saving and growth in Egypt, Policy Research Working Paper Series (2011) View citations (7) (2011)
Chapters
2020
- A perfect storm: COVID-19 in emerging economies
Chapter 1 in COVID-19 in Developing Economies, 2020, vol. 1, pp 25-37 View citations (31)
2015
- Monetary Policy and Dutch Disease: The Case of Price and Wage Rigidity
Chapter 03 in Commodity Prices and Macroeconomic Policy, 2015, vol. 22, pp 051-089 View citations (9)
See also Working Paper Monetary Policy and Dutch Disease: The Case of Price and Wage Rigidity, Universidad Torcuato Di Tella (2015) View citations (9) (2015)
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