Details about Victor Pontines

Workplace:

International Monetary Fund (IMF), (more information at EDIRC)

Access statistics for papers by Victor Pontines.

Last updated 2024-12-19. Update your information in the RePEc Author Service.

Short-id: ppo149

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Working Papers

2023

1. External Commodity Shocks and the Insulating Role of Fiscal Policy on Real Output: Evidence from a Commodity-Exporting Economy
   Working Papers, South East Asian Central Banks (SEACEN) Research and Training Centre
   Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2023)

2022

2. Portfolio Capital Flows and the US Dollar Exchange Rate: Viewed from the Lens of Time and Frequency Dynamics of Connectedness 
   CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University
3. Portfolio capital flows and the US dollar exchange rate: Viewed from the lens of time and frequency dynamics of connectedness
   Working Papers, South East Asian Central Banks (SEACEN) Research and Training Centre
   See also Journal Article Portfolio capital flows and the US dollar exchange rate: Viewed from the lens of time and frequency dynamics of connectedness, International Review of Financial Analysis, Elsevier (2023) View citations (1) (2023)
4. Which Financial Inclusion Indicators and Dimensions Matter for Income Inequality? A Bayesian Model Averaging Approach
   CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University
   Also in Working Papers, South East Asian Central Banks (SEACEN) Research and Training Centre (2022)
   See also Journal Article Which financial inclusion indicators and dimensions matter for income inequality? A Bayesian model averaging approach, Empirical Economics, Springer (2024) (2024)

2020

5. The Effectiveness of Currency Intervention in a Commodity-Exporter: Evidence from Mongolia
   Working Papers, South East Asian Central Banks (SEACEN) Research and Training Centre
   Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2020)
6. The real effects of loan-to-value limits: Empirical evidence from Korea
   CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University
   Also in Working Papers, South East Asian Central Banks (SEACEN) Research and Training Centre (2019)
   See also Journal Article The real effects of loan-to-value limits: empirical evidence from Korea, Empirical Economics, Springer (2021) (2021)

2019

7. A Provincial View of Consumption Risk Sharing: Asset Classes as Shock Absorbers
   Working Papers, South East Asian Central Banks (SEACEN) Research and Training Centre
   Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2019) View citations (1)

2018

8. Self-selection and Treatment Effects in Macroeconomics: Revisiting the Effectiveness of Foreign Exchange Intervention
   Working Papers, South East Asian Central Banks (SEACEN) Research and Training Centre
   Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2018) View citations (3)

2017

9. Extracting and Measuring Periodicities of Credit and Housing Cycles: Evidence from Eight Economies
   Working Papers, South East Asian Central Banks (SEACEN) Research and Training Centre View citations (1)
10. Non-core liabilities and monetary policy transmission in Indonesia during the post-2007 global financial crisis
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University

2016

11. The Financial Cycles in Four East Asian Economies
    Working Papers, South East Asian Central Banks (SEACEN) Research and Training Centre
    See also Journal Article The financial cycles in four East Asian economies, Economic Modelling, Elsevier (2017) View citations (11) (2017)

2015

12. The Asian Currency Unit, Deviation Indicators, and Exchange Rate Coordination in East Asia: A Panel-Based Convergence Approach
    ADBI Working Papers, Asian Development Bank Institute View citations (1)
13. The “Highway Effect” on Public Finance: Case of the STAR Highway in the Philippines
    ADBI Working Papers, Asian Development Bank Institute View citations (4)

2014

14. Financial Stability and Financial Inclusion
    Finance Working Papers, East Asian Bureau of Economic Research View citations (63)
    Also in ADBI Working Papers, Asian Development Bank Institute (2014) View citations (66)
    Microeconomics Working Papers, East Asian Bureau of Economic Research (2014) View citations (72)
15. Is There Really a Renminbi Bloc in Asia?
    ADBI Working Papers, Asian Development Bank Institute View citations (12)
16. The Renminbi and Exchange Rate Regimes in East Asia
    Macroeconomics Working Papers, East Asian Bureau of Economic Research View citations (11)
    Also in Finance Working Papers, East Asian Bureau of Economic Research (2014) View citations (11)
    ADBI Working Papers, Asian Development Bank Institute (2014) View citations (13)

2013

17. An Asian Perspective on Global Financial Reforms
    Finance Working Papers, East Asian Bureau of Economic Research View citations (2)
    Also in ADBI Working Papers, Asian Development Bank Institute (2013) View citations (2)
18. Exchange Rate Policy and Regional Trade Agreements: A Case of Conflicted Interests?
    Trade Working Papers, East Asian Bureau of Economic Research
    Also in ADBI Working Papers, Asian Development Bank Institute (2013)
    Finance Working Papers, East Asian Bureau of Economic Research (2013)
    See also Chapter Exchange rate policy and regional trade agreements: a case of conflicted interests?, Chapters, Edward Elgar Publishing (2014) (2014)
19. How Useful Is an Asian Currency Unit (ACU) Index for Surveillance in East Asia?
    ADBI Working Papers, Asian Development Bank Institute View citations (3)
    Also in Governance Working Papers, East Asian Bureau of Economic Research (2013) View citations (3)
    Finance Working Papers, East Asian Bureau of Economic Research (2013) View citations (5)
    See also Journal Article How useful is an Asian Currency Unit (ACU) index for surveillance in East Asia?, Economic Systems, Elsevier (2015) View citations (3) (2015)

2012

20. Episodes of large exchange rate appreciations and reserves accumulations in selected Asian economies: Is fear of appreciations justified?
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University
21. How Should We Bank With Foreigners? An Empirical Assessment of Lending Behaviour of International Banks to Six East Asian Countries
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University View citations (6)
22. How Should We Bank With Foreigners?—An Empirical Assessment of Lending Behavior of International Banks to Six East Asian Economies
    Finance Working Papers, East Asian Bureau of Economic Research View citations (4)
    Also in Macroeconomics Working Papers, East Asian Bureau of Economic Research (2012) View citations (6)
23. How Should We Bank With Foreigners?—An Empirical Assessment of Lending Behavior of International Banks to Six East Asian Economies
    ADBI Working Papers, Asian Development Bank Institute View citations (5)
    See also Book How Should We Bank With Foreigners? An Empirical Assessment of Lending Behaviour of International Banks to Six East Asian Economies, Occasional Papers, South East Asian Central Banks (SEACEN) Research and Training Centre (2012) View citations (6) (2012)
    Journal Article How should we bank with foreigners? An empirical assessment of lending behavior of international banks to six East Asian economies, International Review of Economics & Finance, Elsevier (2014) View citations (3) (2014)

2011

24. Cross-border bank lending to selected SEACEN economies: an integrative report
    MPRA Paper, University Library of Munich, Germany
    See also Book Cross-border Bank Lending to Selected SEACEN Economies: An Integrative Report, Staff Papers, South East Asian Central Banks (SEACEN) Research and Training Centre (2011) (2011)

2010

25. Exchange Rate Asymmetry and Flexible Exchange Rates under Inflation Targeting Regimes: Evidence from Four East and Southeast Asian Countries
    MPRA Paper, University Library of Munich, Germany View citations (3)
    See also Book Exchange Rate Asymmetry and Flexible Exchange Rates under Inflation Targeting Regimes: Evidence from Four East and Southeast Asian Countries, Staff Papers, South East Asian Central Banks (SEACEN) Research and Training Centre (2010) View citations (6) (2010)
    Journal Article Exchange Rate Asymmetry and Flexible Exchange Rates under Inflation Targeting Regimes: Evidence from Four East and Southeast Asian Countries, Review of International Economics, Wiley Blackwell (2012) View citations (14) (2012)
26. Fear of Appreciation in East and Southeast Asia: The Role of the Chinese Renminbi
    MPRA Paper, University Library of Munich, Germany View citations (9)
    See also Book Fear of Appreciation in East and Southeast Asia: The Role of the Chinese Renminbi, Staff Papers, South East Asian Central Banks (SEACEN) Research and Training Centre (2010) View citations (10) (2010)
    Journal Article Fear of appreciation in East and Southeast Asia: The role of the Chinese renminbi, Journal of Asian Economics, Elsevier (2012) View citations (32) (2012)
27. The US Subprime Crises and Extreme Market Pressures in Asia
    MPRA Paper, University Library of Munich, Germany View citations (2)

2009

28. Intervention index and exchange rate regimes: the cases of selected East-Asian economies
    MPRA Paper, University Library of Munich, Germany

2007

29. Tranquil and Crisis Windows, Heteroscedasticity, and Contagion Measurement: MS-VAR Application of the DCC Procedure
    School of Economics and Public Policy Working Papers, University of Adelaide, School of Economics and Public Policy
    See also Journal Article Tranquil and crisis windows, heteroscedasticity, and contagion measurement: MS-VAR application of the DCC procedure, Applied Financial Economics, Taylor & Francis Journals (2009) View citations (7) (2009)

2006

30. Exchange Market Intervention and Evidence of Post-Crisis Flexible Exchange Rate Regimes in Selected East Asian Economies
    Centre for International Economic Studies Working Papers, University of Adelaide, Centre for International Economic Studies View citations (2)
31. Fundamental Pitfalls of Exchange Market Pressure-Based Approaches to Identification of Currency Crises
    Centre for International Economic Studies Working Papers, University of Adelaide, Centre for International Economic Studies View citations (8)
    See also Journal Article Fundamental pitfalls of exchange market pressure-based approaches to identification of currency crises, International Review of Economics & Finance, Elsevier (2008) View citations (34) (2008)

2005

32. External Debt and Exchange Rate Overshooting: The Case of Selected East Asian Countries
    School of Economics and Public Policy Working Papers, University of Adelaide, School of Economics and Public Policy View citations (5)
    Also in International Finance, University Library of Munich, Germany (2005) View citations (5)
33. External Debt and Exchange Rate Overshooting: The Case of Selected East Asian Countries Abstract: The accumulations of foreign debts had indeed been at a rapid phase, particularly during the last few years leading to the outbreak of the 1997 financial crises in the four most severely effected economies, namely Indonesia, the Philippines, Thailand and Korea. Interestingly, during the same period, the rates of overshooting of these East Asian currencies have also been found to increase considerably. The objective of this paper is to evaluate whether the rapid accumulation of external debts, especially since 1994, has contributed to the overshooting of the East Asian countriesÂ’ currencies starting late 1997
    Centre for International Economic Studies Working Papers, University of Adelaide, Centre for International Economic Studies
34. Incidence of Speculative Attacks on Rupiah During the Pre- and Post- 1997 Financial Crisis
    School of Economics and Public Policy Working Papers, University of Adelaide, School of Economics and Public Policy
    Also in Centre for International Economic Studies Working Papers, University of Adelaide, Centre for International Economic Studies (2005)

2004

35. Extreme Value Theory and the Incidence of Currency Crises
    Econometric Society 2004 Australasian Meetings, Econometric Society View citations (6)
36. Successful and Unsuccessful Attacks: Evaluating the Stability of the East Asian Currencies
    Centre for International Economic Studies Working Papers, University of Adelaide, Centre for International Economic Studies
37. The Yen, The US dollar and The Speculative Attacks Against The Thailand Baht
    Centre for International Economic Studies Working Papers, University of Adelaide, Centre for International Economic Studies

2001

38. NO to ¥E$? Enhancing Economic Integration in East Asia through Closer Monetary Cooperation
    Discussion Papers, Philippine Institute for Development Studies View citations (2)

Journal Articles

2024

1. Climate risk and the natural interest rate: An E-DSGE perspective
   Economics Letters, 2024, 238, (C)
2. Which financial inclusion indicators and dimensions matter for income inequality? A Bayesian model averaging approach
   Empirical Economics, 2024, 67, (2), 609-654
   See also Working Paper Which Financial Inclusion Indicators and Dimensions Matter for Income Inequality? A Bayesian Model Averaging Approach, CAMA Working Papers (2022) (2022)

2023

3. LIBOR meets machine learning: A Lasso regression approach to detecting data irregularities
   Finance Research Letters, 2023, 55, (PA)
4. Portfolio capital flows and the US dollar exchange rate: Viewed from the lens of time and frequency dynamics of connectedness
   International Review of Financial Analysis, 2023, 89, (C) View citations (1)
   See also Working Paper Portfolio capital flows and the US dollar exchange rate: Viewed from the lens of time and frequency dynamics of connectedness, Working Papers (2022) (2022)
5. The dynamics of business cycle connectedness and the decoupling of Asia‐Pacific
   International Journal of Finance & Economics, 2023, 28, (2), 1667-1692

2021

6. The effectiveness of currency intervention: Evidence from Mongolia
   Journal of International Financial Markets, Institutions and Money, 2021, 75, (C) View citations (1)
7. The real effects of loan-to-value limits: empirical evidence from Korea
   Empirical Economics, 2021, 61, (3), 1311-1350
   See also Working Paper The real effects of loan-to-value limits: Empirical evidence from Korea, CAMA Working Papers (2020) (2020)

2020

8. A provincial view of consumption risk sharing in Korea:Asset classes as shock absorbers
   Journal of the Japanese and International Economies, 2020, 55, (C) View citations (2)

2019

9. Non-core liabilities and interest rate pass-through: bank-level evidence from Indonesia
   Applied Economics, 2019, 51, (25), 2703-2714 View citations (2)

2018

10. FINANCIAL STABILITY AND FINANCIAL INCLUSION: THE CASE OF SME LENDING
    The Singapore Economic Review (SER), 2018, 63, (01), 111-124 View citations (24)
11. Self-selection and treatment effects: Revisiting the effectiveness of foreign exchange intervention
    Journal of Macroeconomics, 2018, 57, (C), 299-316 View citations (4)

2017

12. The financial cycles in four East Asian economies
    Economic Modelling, 2017, 65, (C), 51-66 View citations (11)
    See also Working Paper The Financial Cycles in Four East Asian Economies, Working Papers (2016) (2016)

2016

13. Is there really a renminbi bloc in Asia?: A modified Frankel–Wei approach
    Journal of International Money and Finance, 2016, 62, (C), 72-97 View citations (49)

2015

14. Asian Currency Unit (ACU), deviation indicators and exchange rate coordination in East Asia: A panel-based convergence approach
    Japan and the World Economy, 2015, 36, (C), 42-55 View citations (1)
15. How useful is an Asian Currency Unit (ACU) index for surveillance in East Asia?
    Economic Systems, 2015, 39, (2), 269-287 View citations (3)
    See also Working Paper How Useful Is an Asian Currency Unit (ACU) Index for Surveillance in East Asia?, ADBI Working Papers (2013) View citations (3) (2013)

2014

16. How should we bank with foreigners? An empirical assessment of lending behavior of international banks to six East Asian economies
    International Review of Economics & Finance, 2014, 29, (C), 552-568 View citations (3)
    See also Working Paper How Should We Bank With Foreigners?—An Empirical Assessment of Lending Behavior of International Banks to Six East Asian Economies, ADBI Working Papers (2012) View citations (5) (2012)
    Book How Should We Bank With Foreigners? An Empirical Assessment of Lending Behaviour of International Banks to Six East Asian Economies, Occasional Papers, 2012 (2012) View citations (6) (2012)

2013

17. Inflation Targeting and Exchange Rate Volatility: A Treatment Effect Regression Approach
    International Economic Journal, 2013, 27, (1), 25-39 View citations (8)

2012

18. Exchange Rate Asymmetry and Flexible Exchange Rates under Inflation Targeting Regimes: Evidence from Four East and Southeast Asian Countries
    Review of International Economics, 2012, 20, (5), 893-908 View citations (14)
    See also Working Paper Exchange Rate Asymmetry and Flexible Exchange Rates under Inflation Targeting Regimes: Evidence from Four East and Southeast Asian Countries, MPRA Paper (2010) View citations (3) (2010)
    Book Exchange Rate Asymmetry and Flexible Exchange Rates under Inflation Targeting Regimes: Evidence from Four East and Southeast Asian Countries, Staff Papers, 2010 (2010) View citations (6) (2010)
19. Fear of appreciation in East and Southeast Asia: The role of the Chinese renminbi
    Journal of Asian Economics, 2012, 23, (4), 324-334 View citations (32)
    See also Book Fear of Appreciation in East and Southeast Asia: The Role of the Chinese Renminbi, Staff Papers, 2010 (2010) View citations (10) (2010)
    Working Paper Fear of Appreciation in East and Southeast Asia: The Role of the Chinese Renminbi, MPRA Paper (2010) View citations (9) (2010)
20. Managed floating by stealth: the case of Taiwan
    Journal of the Asia Pacific Economy, 2012, 17, (3), 514-526 View citations (4)

2011

21. Foreign exchange market intervention and reserve accumulation in emerging Asia: Is there evidence of fear of appreciation?
    Economics Letters, 2011, 111, (3), 252-255 View citations (51)
22. Regime dependence, Mrs. Machlup's wardrobe and the accumulation of international reserves in Asia
    Economics Letters, 2011, 110, (3), 231-234 View citations (6)

2010

23. Fat-tails and house prices in OECD countries
    Applied Economics Letters, 2010, 17, (14), 1373-1377 View citations (7)

2009

24. Optimal common currency basket in East Asia
    Applied Economics Letters, 2009, 16, (11), 1139-1141 View citations (7)
25. Tranquil and crisis windows, heteroscedasticity, and contagion measurement: MS-VAR application of the DCC procedure
    Applied Financial Economics, 2009, 19, (9), 745-752 View citations (7)
    See also Working Paper Tranquil and Crisis Windows, Heteroscedasticity, and Contagion Measurement: MS-VAR Application of the DCC Procedure, School of Economics and Public Policy Working Papers (2007) (2007)

2008

26. Economic Liberalization and Integration in East Asia: a post-crisis paradigm - by Yung Chul Park
    Asian-Pacific Economic Literature, 2008, 22, (1), 79-80
27. Fundamental pitfalls of exchange market pressure-based approaches to identification of currency crises
    International Review of Economics & Finance, 2008, 17, (3), 345-365 View citations (34)
    See also Working Paper Fundamental Pitfalls of Exchange Market Pressure-Based Approaches to Identification of Currency Crises, Centre for International Economic Studies Working Papers (2006) View citations (8) (2006)
28. The Asian Currency Unit (ACU): exploring alternative currency weights
    Macroeconomics and Finance in Emerging Market Economies, 2008, 1, (2), 269-278 View citations (3)

2007

29. The Yen, the US dollar, and the trade weighted basket of currencies: Does the choice of anchor currencies matter in identifying incidences of speculative attacks?
    Japan and the World Economy, 2007, 19, (2), 214-235 View citations (8)

2006

30. IDENTIFYING AND DATING THE EPISODES OF SPECULATIVE PRESSURES AGAINST THE SINGAPORE DOLLAR
    The Singapore Economic Review (SER), 2006, 51, (02), 113-133 View citations (1)

Books

2012

1. Exchange Rate Appreciation, Capital Flows and Excess Liquidity: Adjustment and Effectiveness of Policy Responses
   Research Studies, South East Asian Central Banks (SEACEN) Research and Training Centre View citations (11)
2. Global Imbalances: A Primer
   Staff Papers, South East Asian Central Banks (SEACEN) Research and Training Centre View citations (4)
3. How Should We Bank With Foreigners? An Empirical Assessment of Lending Behaviour of International Banks to Six East Asian Economies
   Occasional Papers, South East Asian Central Banks (SEACEN) Research and Training Centre View citations (6)
   See also Journal Article How should we bank with foreigners? An empirical assessment of lending behavior of international banks to six East Asian economies, International Review of Economics & Finance, Elsevier (2014) View citations (3) (2014)
   Working Paper How Should We Bank With Foreigners?—An Empirical Assessment of Lending Behavior of International Banks to Six East Asian Economies, ADBI Working Papers, Asian Development Bank Institute (2012) View citations (5) (2012)

2011

4. Capital Flows Management During the Post-2007 Global Financial Crisis: The Experiences of SEACEN Economies
   Staff Papers, South East Asian Central Banks (SEACEN) Research and Training Centre View citations (5)
5. Cross-border Bank Lending to Selected SEACEN Economies: An Integrative Report
   Staff Papers, South East Asian Central Banks (SEACEN) Research and Training Centre
   See also Working Paper Cross-border bank lending to selected SEACEN economies: an integrative report, MPRA Paper, University Library of Munich, Germany (2011) (2011)
6. International and Cross-Border Bank Lending and Implications in SEACEN Economies: Balance Sheet Perspective
   Research Studies, South East Asian Central Banks (SEACEN) Research and Training Centre
7. Post Global Financial Crisis: Issues and Challenges for Central Banks of Emerging Markets
   Staff Papers, South East Asian Central Banks (SEACEN) Research and Training Centre View citations (2)
8. The Nexus Between Inflation Targeting and Exchange Rate Volatility
   Staff Papers, South East Asian Central Banks (SEACEN) Research and Training Centre View citations (3)

2010

9. Exchange Rate Asymmetry and Flexible Exchange Rates under Inflation Targeting Regimes: Evidence from Four East and Southeast Asian Countries
   Staff Papers, South East Asian Central Banks (SEACEN) Research and Training Centre View citations (6)
   See also Journal Article Exchange Rate Asymmetry and Flexible Exchange Rates under Inflation Targeting Regimes: Evidence from Four East and Southeast Asian Countries, Review of International Economics, Wiley Blackwell (2012) View citations (14) (2012)
   Working Paper Exchange Rate Asymmetry and Flexible Exchange Rates under Inflation Targeting Regimes: Evidence from Four East and Southeast Asian Countries, MPRA Paper, University Library of Munich, Germany (2010) View citations (3) (2010)
10. Fear of Appreciation in East and Southeast Asia: The Role of the Chinese Renminbi
    Staff Papers, South East Asian Central Banks (SEACEN) Research and Training Centre View citations (10)
    See also Working Paper Fear of Appreciation in East and Southeast Asia: The Role of the Chinese Renminbi, MPRA Paper, University Library of Munich, Germany (2010) View citations (9) (2010)
    Journal Article Fear of appreciation in East and Southeast Asia: The role of the Chinese renminbi, Journal of Asian Economics, Elsevier (2012) View citations (32) (2012)
11. The US Sub-prime Crises and Extreme Exchange Market Pressures in Asia
    Staff Papers, South East Asian Central Banks (SEACEN) Research and Training Centre View citations (4)

Chapters

2015

1. Session 3: Financial Inclusion and Financial Education
   Springer

2014

2. Exchange rate policy and regional trade agreements: a case of conflicted interests?
   Chapter 7 in A World Trade Organization for the 21st Century, 2014, pp 157-181
   See also Working Paper Exchange Rate Policy and Regional Trade Agreements: A Case of Conflicted Interests?, East Asian Bureau of Economic Research (2013) (2013)

2009

3. Is There a Role for an Asian Currency Unit?
   Palgrave Macmillan View citations (3)