Details about Gabriel Montes-Rojas

E-mail:
Homepage:	https://sites.google.com/view/gabrielmontes
Phone:	+54 11 5285-6578
Postal address:	Universidad de Buenos Aires, Av. Córdoba 2122 2do piso, C1120AAQ, Ciudad Autónoma de Buenos Aires, Argentina
Workplace:	Departament de Economía (Department of Economics), Facultad de Ciencias Económicas (School of Economic Sciences), Universidad de Buenos Aires (University of Buenos Aires), (more information at EDIRC) Instituto Interdisciplinario de Economía Política de Buenos Aires (IIEP) UBA-CONICET (Buenos Aires Interdisciplinary Political Economy Institute), Facultad de Ciencias Económicas (School of Economic Sciences), Universidad de Buenos Aires (University of Buenos Aires), (more information at EDIRC)

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Short-id: pmo380

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Working Papers

2021

A first-stage representation for instrumental variables quantile
Working Papers, Red Nacional de Investigadores en Economía (RedNIE)
EXPERIMENTS ON PORTFOLIO SELECTION: A COMPARISON BETWEEN QUANTILE PREFERENCES AND EXPECTED UTILITY DECISION MODELS
Documentos de trabajo del Instituto Interdisciplinario de Economía Política IIEP (UBA-CONICET), Universidad de Buenos Aires, Facultad de Ciencias Económicas, Instituto Interdisciplinario de Economía Política IIEP (UBA-CONICET)
Also in Asociación Argentina de Economía Política: Working Papers, Asociación Argentina de Economía Política (2021)
See also Journal Article Experiments on portfolio selection: A comparison between quantile preferences and expected utility decision models, Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier (2022) (2022)
MENTORING AS A DOSE TREATMENT: FREQUENCY MATTERS: Evidence from a French mentoring program
Documentos de trabajo del Instituto Interdisciplinario de Economía Política IIEP (UBA-CONICET), Universidad de Buenos Aires, Facultad de Ciencias Económicas, Instituto Interdisciplinario de Economía Política IIEP (UBA-CONICET)
See also Journal Article Mentoring as a dose treatment: Frequency matters—Evidence from a French mentoring programme, LABOUR, CEIS (2022) (2022)
Quantile Regression under Limited Dependent Variable
Papers, arXiv.org
RIF Regression via Sensitivity Curves
Papers, arXiv.org
Also in Working Papers, Universidad de San Andres, Departamento de Economia (2021)
Working Papers, Red Nacional de Investigadores en Economía (RedNIE) (2021)
See also Journal Article RIF regression via sensitivity curves, Statistical Methods & Applications, Springer (2023) (2023)
SHOCKS EXTERNOS Y TENSIONES INFLACIONARIAS EN ARGENTINA: UNA APROXIMACIÓN EMPÍRICA POSKEYNESIANA-ESTRUCTURALISTA
Documentos de trabajo del Instituto Interdisciplinario de Economía Política IIEP (UBA-CONICET), Universidad de Buenos Aires, Facultad de Ciencias Económicas, Instituto Interdisciplinario de Economía Política IIEP (UBA-CONICET)

2020

A first-stage test for instrumental variables quantile regression
Asociación Argentina de Economía Política: Working Papers, Asociación Argentina de Economía Política
Density estimation using bootstrap quantile variance and quantile-mean covariance
Documentos de trabajo del Instituto Interdisciplinario de Economía Política IIEP (UBA-CONICET), Universidad de Buenos Aires, Facultad de Ciencias Económicas, Instituto Interdisciplinario de Economía Política IIEP (UBA-CONICET)
Persistent current account deficits and balance of payments crises
UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de EconomÃa
Portfolio Selection in Quantile Decision Models
Working Papers, Red Nacional de Investigadores en Economía (RedNIE)
See also Journal Article Portfolio selection in quantile decision models, Annals of Finance, Springer (2022) View citations (1) (2022)
The empirical dimension of overborrowing
Working Papers, Red Nacional de Investigadores en Economía (RedNIE) View citations (1)
Also in Working Papers, Universidad de San Andres, Departamento de Economia (2020) View citations (1)
Documentos de trabajo del Instituto Interdisciplinario de Economía Política IIEP (UBA-CONICET), Universidad de Buenos Aires, Facultad de Ciencias Económicas, Instituto Interdisciplinario de Economía Política IIEP (UBA-CONICET) (2019) View citations (1)
What are the Empirical Determinants of International Tourist Arrivals and Expenditures?: An Empirical Application to the Case of Sao Tome and Principe
Policy Research Working Paper Series, The World Bank

2019

Regional and State Heterogeneity of Monetary Shocks in Argentina
Documentos de trabajo del Instituto Interdisciplinario de Economía Política IIEP (UBA-CONICET), Universidad de Buenos Aires, Facultad de Ciencias Económicas, Instituto Interdisciplinario de Economía Política IIEP (UBA-CONICET) View citations (7)
See also Journal Article Regional and state heterogeneity of monetary shocks in Argentina, The Journal of Economic Asymmetries, Elsevier (2019) View citations (5) (2019)
Subgraph Network Random Effects Error Components Models: Specification and Testing
Documentos de trabajo del Instituto Interdisciplinario de Economía Política IIEP (UBA-CONICET), Universidad de Buenos Aires, Facultad de Ciencias Económicas, Instituto Interdisciplinario de Economía Política IIEP (UBA-CONICET)
See also Journal Article Subgraph Network Random Effects Error Components Models: Specification and Testing, Journal of Econometric Methods, De Gruyter (2022) (2022)

2018

On Model-Consistent Expectations in Macroeconomics
Documentos de trabajo del Instituto Interdisciplinario de Economía Política IIEP (UBA-CONICET), Universidad de Buenos Aires, Facultad de Ciencias Económicas, Instituto Interdisciplinario de Economía Política IIEP (UBA-CONICET) View citations (1)
See also Journal Article On model-consistent expectations in macroeconomics, Económica, Departamento de Economía, Facultad de Ciencias Económicas, Universidad Nacional de La Plata (2018) View citations (1) (2018)

2017

Dual Practice by Health Workers: Theory and Evidence from Indonesia
IZA Discussion Papers, Institute of Labor Economics (IZA) View citations (7)
Also in Working Papers, Universidad Pablo de Olavide, Department of Economics (2017) View citations (6)

2016

Mutual Fund Flows, Monetary Policy and Financial Stability
Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (2)
Network Centrality and Funding Rates in the e-MID Interbank Market
Working Papers, Department of Economics, City University London View citations (1)
See also Journal Article Network centrality and funding rates in the e-MID interbank market, Journal of Financial Stability, Elsevier (2017) View citations (17) (2017)

2015

Tests for Normality in Linear Panel Data Models
CEDLAS, Working Papers, CEDLAS, Universidad Nacional de La Plata View citations (8)
See also Journal Article Tests for normality in linear panel-data models, Stata Journal, StataCorp LLC (2015) View citations (11) (2015)

2014

Earnings and Caste: An Evaluation of Caste Wage Differentials in the Nepalese Labour Market
Working Papers, Department of Economics, City University London
See also Journal Article Earnings and Caste: An Evaluation of Caste Wage Differentials in the Nepalese Labour Market, Journal of Development Studies, Taylor & Francis Journals (2017) View citations (6) (2017)
The Anticipation Effect of Marriage on Female Education: Theory and Evidence from Nepal
Working Papers, Department of Economics, City University London

2013

Bayesian Endogeneity Bias Modeling
Working Papers, Department of Economics, City University London
See also Journal Article Bayesian endogeneity bias modeling, Economics Letters, Elsevier (2014) View citations (6) (2014)
Earnings and Social Background: An evaluation of caste/ethnic wage differentials in the Nepalese labor market
Working Papers, Department of Economics, City University London View citations (1)
Informal Jobs and Trade Liberalisation in Argentina
Working Papers, Department of Economics, City University London View citations (2)
Also in Documentos de trabajo del Instituto Interdisciplinario de Economía Política IIEP (UBA-CONICET), Universidad de Buenos Aires, Facultad de Ciencias Económicas, Instituto Interdisciplinario de Economía Política IIEP (UBA-CONICET) (2013)
See also Journal Article Informal Jobs and Trade Liberalisation in Argentina, Journal of Development Studies, Taylor & Francis Journals (2014) View citations (12) (2014)

2012

Migration, Remittances and Capital Accumulation: Evidence from Rural Mexico
Post-Print, HAL View citations (35)
Also in Carlo Alberto Notebooks, Collegio Carlo Alberto (2010) View citations (7)
PSE-Ecole d'économie de Paris (Postprint), HAL (2012) View citations (39)
See also Journal Article Migration, Remittances and Capital Accumulation: Evidence from Rural Mexico, Journal of Development Studies, Taylor & Francis Journals (2012) View citations (45) (2012)

2010

An Inter-urban Wage Test of the Monocentric Model
Regional and Urban Modeling, EcoMod
Argentina's default and the lack of dire consequences
Working Papers, Department of Economics, City University London View citations (1)
Nonparametric estimation of ATE and QTE: an application of Fractile Graphical Analysis
Working Papers, Department of Economics, City University London
See also Journal Article Nonparametric Estimation of ATE and QTE: An Application of Fractile Graphical Analysis, Journal of Probability and Statistics, Hindawi (2011) (2011)
Robust tests for heteroskedasticity in the one-way error components model
Post-Print, HAL
See also Journal Article Robust tests for heteroskedasticity in the one-way error components model, Journal of Econometrics, Elsevier (2011) View citations (10) (2011)
Which quantile is the most informative? Maximum likelihood, maximum entropy and quantile regression
Working Papers, Department of Economics, City University London View citations (1)
See also Chapter Which Quantile is the Most Informative? Maximum Likelihood, Maximum Entropy and Quantile Regression, World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd. (2014) (2014)
Who benefits from reducing the cost of formality? Quantile regression discontinuity analysis
Working Papers, Department of Economics, City University London

2009

Does Formality Improve Micro-Firm Performance? Quasi-Experimental Evidence from the Brazilian SIMPLES Program
IZA Discussion Papers, Institute of Labor Economics (IZA) View citations (19)
Foreign informational lobbying can enhance tourism: evidence from the Caribbean
Policy Research Working Paper Series, The World Bank View citations (14)
See also Journal Article Foreign informational lobbying can enhance tourism: Evidence from the Caribbean, Journal of Development Economics, Elsevier (2009) View citations (22) (2009)
Instrumental variables quantile regression for panel data with measurement errors
Working Papers, Department of Economics, City University London View citations (11)
Migration and capital accumulation: Evidence from rural Mexico
Working Papers, HAL View citations (2)
Quantile autoregressive distributed lag model with an application to house price returns
Working Papers, Department of Economics, City University London View citations (7)
See also Journal Article Quantile Autoregressive Distributed Lag Model with an Application to House Price Returns, Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford (2013) View citations (28) (2013)
Testing Under Local Misspecification and Artificial Regressions
Working Papers, Universidad de San Andres, Departamento de Economia View citations (6)
See also Journal Article Testing under local misspecification and artificial regressions, Economics Letters, Elsevier (2009) View citations (6) (2009)
Threshold quantile autoregressive models
Working Papers, Department of Economics, City University London View citations (1)
See also Journal Article Threshold quantile autoregressive models, Journal of Time Series Analysis, Wiley Blackwell (2011) View citations (19) (2011)

2008

Robust misspecification tests for the Heckman’s two-step estimator
Working Papers, Department of Economics, City University London
See also Journal Article Robust Misspecification Tests for the Heckman's Two-Step Estimator, Econometric Reviews, Taylor & Francis Journals (2011) View citations (6) (2011)

2007

Can foreign lobbying enhance development ? The case of tourism in the Caribbean
Policy Research Working Paper Series, The World Bank View citations (2)
Microentrepreneurship and the business cycle: is self-employment a desired outcome?
FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta View citations (3)

2006

Releasing constraints to growth or pushing on a string ? the impact of credit, training, business associations, and taxes on the performance of Mexican micro-firms
Policy Research Working Paper Series, The World Bank View citations (16)

Journal Articles

2025

Impact of private practice of public health workers on public health provision: Evidence from a natural experiment
Social Science & Medicine, 2025, 366, (C)

2024

A decomposition method to evaluate the ‘paradox of progress’, with evidence for Argentina
The Journal of Economic Inequality, 2024, 22, (2), 453-472
See also Working Paper A decomposition method to evaluate the ‘paradox of progress’ with evidence for Argentina, CEDLAS, Working Papers (2022) (2022)
Análisis distributivo del impacto de la pandemia del covid-19 en la calidad de la educación en Colombia
Revista Finanzas y Politica Economica, 2024, 16, (2), 375-399
First-stage analysis for instrumental-variables quantile regression
Stata Journal, 2024, 24, (2), 273-286
Income Inequality and External Wealth of Nations
Journal of Globalization and Development, 2024, 15, (1), 47-62
See also Working Paper Income Inequality and External Wealth of Nations, Asociación Argentina de Economía Política: Working Papers (2023) (2023)
Shocks sobre precios de commodities e inflación. Estimaciones de modelos de datos en panel dinámicos
Económica, 2024, 70, 1-21
Unconditional effects of general policy interventions
Journal of Econometrics, 2024, 238, (2) View citations (3)
See also Working Paper Unconditional Effects of General Policy Interventions, Papers (2023) View citations (1) (2023)
Value added of Economics programs in Colombia: An analysis quantitative reasoning competency
(Valor agregado de los programas de Economía en Colombia: un análisis para la competencia de razonamiento cuantitativo)
Estudios Economicos, 2024, 041 (Nueva Serie), (83), 123-153

2023

A first-stage representation for instrumental variables quantile regression
The Econometrics Journal, 2023, 26, (3), 350-377 View citations (1)
See also Working Paper A first-stage representation for instrumental variables quantile regression, Papers (2022) (2022)
A typology of Marxian transformation procedures with endogenous exploitation rate
Metroeconomica, 2023, 74, (1), 119-137
Correction to: RIF regression via sensitivity curves
Statistical Methods & Applications, 2023, 32, (1), 347-347
Functional coefficient quantile regression model with time-varying loadings
Journal of Applied Economics, 2023, 26, (1), 2167151
Global financial cycle, commodity terms of trade and financial spreads in emerging markets and developing economies
Structural Change and Economic Dynamics, 2023, 64, (C), 179-190
See also Working Paper Global Financial Cycle, Commodity Terms of Trade and Financial Spreads in Emerging Markets and Developing Economies, Asociación Argentina de Economía Política: Working Papers (2022) (2022)
In the name of TRIPS: The impact of IPR harmonisation on patent activity in Latin America
Research Policy, 2023, 52, (6) View citations (4)
Minskyan model with credit rationing in a network economy
SN Business & Economics, 2023, 3, (3), 1-26
Persistent external deficits and balance of payments crises
European Economic Review, 2023, 159, (C)
RIF regression via sensitivity curves
Statistical Methods & Applications, 2023, 32, (1), 329-345
See also Working Paper RIF Regression via Sensitivity Curves, Papers (2021) (2021)
Una evaluación estática y dinámica del desempleo en Argentina (2003-2019)
(A static and dynamic assessment of unemployment in Argentina (2003-2019))
Estudios Economicos, 2023, 040 (Nueva Serie), (80), 77-104

2022

Credit-constrained fluctuations and uncertainty in a network economy
Ensayos Económicos, 2022, 1, (80), 5-52
Estimating Impulse-Response Functions for Macroeconomic Models using Directional Quantiles
Journal of Time Series Econometrics, 2022, 14, (2), 199-225 View citations (1)
Experiments on portfolio selection: A comparison between quantile preferences and expected utility decision models
Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), 2022, 97, (C)
See also Working Paper EXPERIMENTS ON PORTFOLIO SELECTION: A COMPARISON BETWEEN QUANTILE PREFERENCES AND EXPECTED UTILITY DECISION MODELS, Documentos de trabajo del Instituto Interdisciplinario de Economía Política IIEP (UBA-CONICET) (2021) (2021)
External Shocks and Inflationary Pressures in Argentina: A Post-Keynesian-Structuralist Empirical Approach
Review of Political Economy, 2022, 34, (4), 789-806 View citations (5)
Mentoring as a dose treatment: Frequency matters—Evidence from a French mentoring programme
LABOUR, 2022, 36, (2), 145-166
See also Working Paper MENTORING AS A DOSE TREATMENT: FREQUENCY MATTERS: Evidence from a French mentoring program, Documentos de trabajo del Instituto Interdisciplinario de Economía Política IIEP (UBA-CONICET) (2021) (2021)
Network structure and fragmentation of the Argentinean interbank markets
Latin American Journal of Central Banking (previously Monetaria), 2022, 3, (3)
See also Working Paper Network Structure and Fragmentation of the Argentinean Interbank Markets, Working Papers (2022) View citations (1) (2022)
Portfolio selection in quantile decision models
Annals of Finance, 2022, 18, (2), 133-181 View citations (1)
See also Working Paper Portfolio Selection in Quantile Decision Models, Working Papers (2020) (2020)
Subgraph Network Random Effects Error Components Models: Specification and Testing
Journal of Econometric Methods, 2022, 11, (1), 17-34
See also Working Paper Subgraph Network Random Effects Error Components Models: Specification and Testing, Documentos de trabajo del Instituto Interdisciplinario de Economía Política IIEP (UBA-CONICET) (2019) (2019)
The effects of U.S. monetary policy shocks on mutual fund investing
Journal of International Money and Finance, 2022, 123, (C) View citations (1)

2021

Conditional vs Unconditional Quantile Regression Models: A Guide to Practitioners
Revista Economía, 2021, 44, (88), 76-93 View citations (4)
Tests for nonlinear restrictions under misspecified alternatives with an application to testing rational expectation hypotheses
The Econometrics Journal, 2021, 24, (1), 41-57
Un enfoque de red para estudiar los efectos de la inversión extranjera directa sobre el crecimiento económico
Revista de Economía y Estadística, 2021, 59, (1), 11–35

2020

A practical generalized propensity-score estimator for quantile continuous treatment effects
Stata Journal, 2020, 20, (2), 276-296
Age at marriage, social norms, and female education in Nepal
Review of Development Economics, 2020, 24, (3), 878-909 View citations (1)
Level-Based Estimation of Dynamic Panel Models
Journal of Econometric Methods, 2020, 9, (1), 23
Network effects in interbank markets of Call and Repo in Argentina
Ensayos Económicos, 2020, 1, (75), 50-81
Quantile selection in non-linear GMM quantile models
Economics Letters, 2020, 195, (C) View citations (1)

2019

Decomposition methods for analyzing inequality changes in Latin America 2002–2014
Empirical Economics, 2019, 57, (6), 2043-2078 View citations (3)
Measuring the effect of monetary shocks on European sovereign country risk: an application of GVAR models
Journal of Applied Economics, 2019, 22, (1), 484-503 View citations (3)
Multivariate Quantile Impulse Response Functions
Journal of Time Series Analysis, 2019, 40, (5), 739-752 View citations (16)
Regional and state heterogeneity of monetary shocks in Argentina
The Journal of Economic Asymmetries, 2019, 20, (C) View citations (5)
See also Working Paper Regional and State Heterogeneity of Monetary Shocks in Argentina, Documentos de trabajo del Instituto Interdisciplinario de Economía Política IIEP (UBA-CONICET) (2019) View citations (7) (2019)
Tests of asset pricing with time‐varying factor loads
Journal of Applied Econometrics, 2019, 34, (5), 762-778
Una evaluación del pass-through en la Argentina usando funciones impulso respuesta de cuantiles multivariados
(An evaluation of pass-through in Argentina using multivariate quantile impulse response functions)
Estudios Economicos, 2019, 036 (Nueva Serie), (73), 145-189

2018

Can countries lobby for foreign direct investment? Evidence from the US
International Journal of Monetary Economics and Finance, 2018, 11, (5), 516-523
On model-consistent expectations in macroeconomics
Económica, 2018, 64, 22-45 View citations (1)
Also in Económica, 2018, 64, 22-45 (2018) View citations (1)
See also Working Paper On Model-Consistent Expectations in Macroeconomics, Documentos de trabajo del Instituto Interdisciplinario de Economía Política IIEP (UBA-CONICET) (2018) View citations (1) (2018)
On solving endogeneity with invalid instruments: an application to investment equations
Journal of the Royal Statistical Society Series A, 2018, 181, (3), 689-716 View citations (1)
Quantile continuous treatment effects
Econometrics and Statistics, 2018, 8, (C), 13-36 View citations (4)
Testing Slope Homogeneity in Quantile Regression Panel Data with an Application to the Cross-Section of Stock Returns
Journal of Financial Econometrics, 2018, 16, (2), 211-243 View citations (3)
Testing for serial correlation in hierarchical linear models
Journal of Multivariate Analysis, 2018, 165, (C), 101-116 View citations (1)

2017

A Capital Invariant Solution to the Marxian Transformation Problem
Review of Radical Political Economics, 2017, 49, (1), 114-124
A new robust and most powerful test in the presence of local misspecification
Communications in Statistics - Theory and Methods, 2017, 46, (16), 8187-8198
Earnings and Caste: An Evaluation of Caste Wage Differentials in the Nepalese Labour Market
Journal of Development Studies, 2017, 53, (3), 396-421 View citations (6)
See also Working Paper Earnings and Caste: An Evaluation of Caste Wage Differentials in the Nepalese Labour Market, Working Papers (2014) (2014)
Endogeneity bias modeling using observables
Economics Letters, 2017, 152, (C), 41-45 View citations (2)
Labour income inequality and the informal sector in Colombian cities
Revista Cuadernos de Economia, 2017, 36, (72) View citations (2)
Mean and quantile regression Oaxaca-Blinder decompositions with an application to caste discrimination
The Journal of Economic Inequality, 2017, 15, (3), 245-255 View citations (14)
Also in The Journal of Economic Inequality, 2017, 15, (3), 245-255 (2017) View citations (14)
Network centrality and funding rates in the e-MID interbank market
Journal of Financial Stability, 2017, 33, (C), 346-365 View citations (17)
See also Working Paper Network Centrality and Funding Rates in the e-MID Interbank Market, Working Papers (2016) View citations (1) (2016)
Reduced form vector directional quantiles
Journal of Multivariate Analysis, 2017, 158, (C), 20-30 View citations (7)

2016

An equicorrelation Moulton factor in the presence of arbitrary intra-cluster correlation
Economics Letters, 2016, 145, (C), 221-224 View citations (2)
Asymmetric Laplace Regression: Maximum Likelihood, Maximum Entropy and Quantile Regression
Journal of Econometric Methods, 2016, 5, (1), 79-101 View citations (19)
Tests for normality based on the quantile-mean covariance
Stata Journal, 2016, 16, (4), 1039-1057 View citations (2)

2015

On Bootstrap Inference for Quantile Regression Panel Data: A Monte Carlo Study
Econometrics, 2015, 3, (3), 1-13 View citations (17)
On the equivalence of instrumental variables estimators for linear models
Economics Letters, 2015, 134, (C), 13-15 View citations (4)
Spatial competition and the location on firms with non uniformly distributed costumers
Revista de Economía Política de Buenos Aires, 2015, (14), 83-107 View citations (1)
Tests for normality in linear panel-data models
Stata Journal, 2015, 15, (3), 822-832 View citations (11)
See also Working Paper Tests for Normality in Linear Panel Data Models, CEDLAS, Working Papers (2015) View citations (8) (2015)
The role of bank relationships in the interbank market
Journal of Economic Dynamics and Control, 2015, 59, (C), 118-141 View citations (39)

2014

Bayesian endogeneity bias modeling
Economics Letters, 2014, 122, (1), 36-39 View citations (6)
See also Working Paper Bayesian Endogeneity Bias Modeling, Working Papers (2013) (2013)
Informal Jobs and Trade Liberalisation in Argentina
Journal of Development Studies, 2014, 50, (8), 1104-1118 View citations (12)
See also Working Paper Informal Jobs and Trade Liberalisation in Argentina, Working Papers (2013) View citations (2) (2013)
Robust tests for time-invariant individual heterogeneity versus dynamic state dependence
Empirical Economics, 2014, 47, (4), 1365-1387 View citations (1)
Testing linearity against threshold effects: uniform inference in quantile regression
Annals of the Institute of Statistical Mathematics, 2014, 66, (2), 413-439 View citations (10)

2013

A panel data test for poverty traps
Applied Economics, 2013, 45, (14), 1943-1952 View citations (1)
Can Poor Countries Lobby for More US Bilateral Aid?
World Development, 2013, 44, (C), 77-87 View citations (2)
Quantile Autoregressive Distributed Lag Model with an Application to House Price Returns
Oxford Bulletin of Economics and Statistics, 2013, 75, (2), 307-321 View citations (28)
See also Working Paper Quantile autoregressive distributed lag model with an application to house price returns, Working Papers (2009) View citations (7) (2009)
Quantile Double AR Time Series Models for Financial Returns
Journal of Forecasting, 2013, 32, (6), 551-560 View citations (5)
Tests for skewness and kurtosis in the one-way error component model
Journal of Multivariate Analysis, 2013, 122, (C), 35-52 View citations (12)

2012

Asymptotics for panel quantile regression models with individual effects
Journal of Econometrics, 2012, 170, (1), 76-91 View citations (144)
Migration, Remittances and Capital Accumulation: Evidence from Rural Mexico
Journal of Development Studies, 2012, 48, (8), 1139-1155 View citations (45)
See also Working Paper Migration, Remittances and Capital Accumulation: Evidence from Rural Mexico, Post-Print (2012) View citations (35) (2012)
Optimal Spatial Prediction and the Construction of Regional Indexes
The Journal of Economic Asymmetries, 2012, 9, (1), 1-21

2011

Does formality improve micro-firm performance? Evidence from the Brazilian SIMPLES program
Journal of Development Economics, 2011, 94, (2), 262-276 View citations (136)
Nonparametric Estimation of ATE and QTE: An Application of Fractile Graphical Analysis
Journal of Probability and Statistics, 2011, 2011, 1-23
See also Working Paper Nonparametric estimation of ATE and QTE: an application of Fractile Graphical Analysis, Working Papers (2010) (2010)
Quantile Regression with Classical Additive Measurement Errors
Economics Bulletin, 2011, 31, (4), 2863-2868 View citations (4)
Robust Misspecification Tests for the Heckman's Two-Step Estimator
Econometric Reviews, 2011, 30, (2), 154-172 View citations (6)
See also Working Paper Robust misspecification tests for the Heckman’s two-step estimator, Working Papers (2008) (2008)
Robust tests for heteroskedasticity in the one-way error components model
Journal of Econometrics, 2011, 160, (2), 300-310 View citations (10)
See also Working Paper Robust tests for heteroskedasticity in the one-way error components model, Post-Print (2010) (2010)
Technical Efficiency Estimation via Metafrontier Technique with Factors that Affect Supply Chain Operations
International Journal of Business and Economics, 2011, 10, (2), 117-138
Threshold quantile autoregressive models
Journal of Time Series Analysis, 2011, 32, (3), 253-267 View citations (19)
See also Working Paper Threshold quantile autoregressive models, Working Papers (2009) View citations (1) (2009)

2010

Confronting Neoclassical Myths about Self-employment in Latin America
Review of Radical Political Economics, 2010, 42, (1), 50-65 View citations (1)
GENERAL SPECIFICATION TESTING WITH LOCALLY MISSPECIFIED MODELS
Econometric Theory, 2010, 26, (6), 1838-1845 View citations (19)

2009

A note on the variance of average treatment effects estimators
Economics Bulletin, 2009, 29, (4), 2937-2943 View citations (2)
A simple IM test for exponential distributions
Applied Economics Letters, 2009, 16, (2), 109-112
Foreign informational lobbying can enhance tourism: Evidence from the Caribbean
Journal of Development Economics, 2009, 90, (2), 267-275 View citations (22)
See also Working Paper Foreign informational lobbying can enhance tourism: evidence from the Caribbean, Policy Research Working Paper Series (2009) View citations (14) (2009)
Inter-city wage differentials and intra-city workplace centralization
Regional Science and Urban Economics, 2009, 39, (5), 602-609 View citations (4)
Is Self-employment and Micro-entrepreneurship a Desired Outcome?
World Development, 2009, 37, (12), 1914-1925 View citations (34)
On the nature of micro-entrepreneurship: evidence from Argentina
Applied Economics, 2009, 41, (21), 2667-2680 View citations (6)
Quantile Threshold Effects in the Dynamics of the Dollar/Pound Exchange Rate
The Journal of Economic Asymmetries, 2009, 6, (2), 69-82
Releasing Constraints to Growth or Pushing on a String? Policies and Performance of Mexican Micro-Firms
Journal of Development Studies, 2009, 45, (7), 1027-1047 View citations (46)
Testing under local misspecification and artificial regressions
Economics Letters, 2009, 104, (2), 66-68 View citations (6)
See also Working Paper Testing Under Local Misspecification and Artificial Regressions, Working Papers (2009) View citations (6) (2009)

2008

From Privatization to Re-nationalization: What went Wrong with Privatizations in Argentina?
Oxford Development Studies, 2008, 36, (3), 323-337 View citations (5)
Non-Uniform Wealth Distribution in a Simple Spatial Banking Model
Journal of Applied Economics, 2008, 11, (1), 145-165
Also in Journal of Applied Economics, 2008, 11, 145-165 (2008)
Trade Reform and Inequality: The Case of Mexico and Argentina in the 1990s
The World Economy, 2008, 31, (6), 763-780 View citations (21)

2007

Sources of productivity growth: Evidence from the Mexican manufacturing sector
The North American Journal of Economics and Finance, 2007, 18, (3), 263-278 View citations (8)
The Burden of Labour Costs in Mexico
LABOUR, 2007, 21, (1), 157-188 View citations (6)

2006

Microenterprise Dynamics in Developing Countries: How Similar are They to Those in the Industrialized World? Evidence from Mexico
The World Bank Economic Review, 2006, 20, (3), 389-419 View citations (70)
Skill premia in Mexico: demand and supply factors
Applied Economics Letters, 2006, 13, (14), 917-924 View citations (11)

2005

How elastic are sea, sand and sun? Dynamic panel estimates of the demand for tourism
Applied Economics Letters, 2005, 12, (5), 277-280 View citations (22)

Books

2017

The Econometrics of Multi-dimensional Panels
Advanced Studies in Theoretical and Applied Econometrics, Springer View citations (30)

Chapters

2024

Multi-dimensional Panels in Quantile Regression Models
Springer

2023

When are devaluations more contractionary? A quantile VAR estimation for Argentina
Chapter 8 in Monetary Policy Challenges in Latin America, 2023, pp 132-149
See also Working Paper WHEN ARE DEVALUATIONS MORE CONTRACTIONARY? A QUANTILE VAR ESTIMATION FOR ARGENTINA, Universidad de Buenos Aires, Facultad de Ciencias Económicas, Instituto Interdisciplinario de Economía Política IIEP (UBA-CONICET) (2022) (2022)

2014

Which Quantile is the Most Informative? Maximum Likelihood, Maximum Entropy and Quantile Regression
Chapter 7 in Econometric Methods and Their Applications in Finance, Macro and Related Fields, 2014, pp 167-199
See also Working Paper Which quantile is the most informative? Maximum likelihood, maximum entropy and quantile regression, Department of Economics, City University London (2010) View citations (1) (2010)

2012

Chapter 3 Who Benefits from Reducing the Cost of Formality? Quantile Regression Discontinuity Analysis
A chapter in Informal Employment in Emerging and Transition Economies, 2012, pp 101-133