Details about Damian Romero

Access statistics for papers by Damian Romero.

Last updated 2025-01-07. Update your information in the RePEc Author Service.

Short-id: pro1313

Working Papers

2024

1. A Post-Pandemic New Normal for Interest Rates in Emerging Bond Markets? Evidence from Chile
   Working Paper Series, Federal Reserve Bank of San Francisco
   See also Journal Article A post-pandemic new normal for interest rates in emerging bond markets? Evidence from Chile, Journal of International Money and Finance, Elsevier (2025) (2025)
2. UIP Deviations: Insights from Event Studies
   Working Papers Central Bank of Chile, Central Bank of Chile View citations (2)
   See also Journal Article UIP deviations: Insights from event studies, Journal of International Economics, Elsevier (2024) View citations (5) (2024)

2023

3. Market-Based Estimates of the Natural Real Rate: Evidence from Latin American Bond Markets
   Working Paper Series, Federal Reserve Bank of San Francisco
4. Time-Varying Expenditure Shares and Macroeconomic Dynamics
   Working Papers Central Bank of Chile, Central Bank of Chile

2022

5. Domestic Linkages and the Transmission of Commodity Price Shocks
   Working Papers Central Bank of Chile, Central Bank of Chile View citations (1)
   See also Journal Article Domestic linkages and the transmission of commodity price shocks, Journal of International Economics, Elsevier (2025) (2025)
6. Market Incompleteness, Consumption Heterogeneity and Commodity Price Shocks
   Working Papers Central Bank of Chile, Central Bank of Chile

2021

7. Inequality, Nominal Rigidities, and Aggregate Demand
   Working Papers Central Bank of Chile, Central Bank of Chile
   See also Journal Article Inequality, nominal rigidities, and aggregate demand, European Economic Review, Elsevier (2023) View citations (3) (2023)

2018

8. Channels of US monetary policy spillovers to international bond markets
   BIS Working Papers, Bank for International Settlements View citations (13)
   Also in Working Papers Central Bank of Chile, Central Bank of Chile (2015) View citations (14)
   See also Journal Article Channels of US monetary policy spillovers to international bond markets, Journal of Financial Economics, Elsevier (2019) View citations (57) (2019)

2015

9. Decomposing Long-Term Interest Rates: An International Comparison
   Working Papers Central Bank of Chile, Central Bank of Chile
10. Nominal Term Structure and Term Premia: Evidence from Chile
    Working Papers Central Bank of Chile, Central Bank of Chile View citations (4)
    Also in MPRA Paper, University Library of Munich, Germany (2014) View citations (5)
    See also Journal Article Nominal term structure and term premia: evidence from Chile, Applied Economics, Taylor & Francis Journals (2016) View citations (3) (2016)

2014

11. Risk Matters: The Impact of Nominal Uncertainty in Chile
    Working Papers Central Bank of Chile, Central Bank of Chile View citations (2)
12. The Yield Curve Information Under Unconventional Monetary Policies
    Working Papers Central Bank of Chile, Central Bank of Chile
    See also Journal Article The Yield Curve Information under Unconventional Monetary Policies, Revista de Analisis Economico – Economic Analysis Review, Universidad Alberto Hurtado/School of Economics and Business (2015) (2015)

2013

13. A Note on Yield Spread and Output Growth
    Working Papers Central Bank of Chile, Central Bank of Chile

Journal Articles

2025

1. A post-pandemic new normal for interest rates in emerging bond markets? Evidence from Chile
   Journal of International Money and Finance, 2025, 150, (C)
   See also Working Paper A Post-Pandemic New Normal for Interest Rates in Emerging Bond Markets? Evidence from Chile, Working Paper Series (2024) (2024)
2. Domestic linkages and the transmission of commodity price shocks
   Journal of International Economics, 2025, 153, (C)
   See also Working Paper Domestic Linkages and the Transmission of Commodity Price Shocks, Working Papers Central Bank of Chile (2022) View citations (1) (2022)

2024

3. UIP deviations: Insights from event studies
   Journal of International Economics, 2024, 148, (C) View citations (5)
   See also Working Paper UIP Deviations: Insights from Event Studies, Working Papers Central Bank of Chile (2024) View citations (2) (2024)

2023

4. Inequality, nominal rigidities, and aggregate demand
   European Economic Review, 2023, 158, (C) View citations (3)
   See also Working Paper Inequality, Nominal Rigidities, and Aggregate Demand, Working Papers Central Bank of Chile (2021) (2021)

2022

5. International portfolio bond spillovers
   Economics Letters, 2022, 220, (C) View citations (1)

2019

6. Channels of US monetary policy spillovers to international bond markets
   Journal of Financial Economics, 2019, 134, (2), 447-473 View citations (57)
   See also Working Paper Channels of US monetary policy spillovers to international bond markets, BIS Working Papers (2018) View citations (13) (2018)

2016

7. Nominal term structure and term premia: evidence from Chile
   Applied Economics, 2016, 48, (29), 2721-2735 View citations (3)
   See also Working Paper Nominal Term Structure and Term Premia: Evidence from Chile, Working Papers Central Bank of Chile (2015) View citations (4) (2015)

2015

8. The Yield Curve Information under Unconventional Monetary Policies
   Revista de Analisis Economico – Economic Analysis Review, 2015, 30, (2), 4-18
   See also Working Paper The Yield Curve Information Under Unconventional Monetary Policies, Working Papers Central Bank of Chile (2014) (2014)