Details about Máximo Sangiácomo

Access statistics for papers by Máximo Sangiácomo.

Last updated 2018-12-04. Update your information in the RePEc Author Service.

Short-id: psa1061

Working Papers

2019

1. Relationship Networks in Banking Around a Sovereign Default and Currency Crisis
   School of Economics Working Paper Series, LeBow College of Business, Drexel University
   Also in Working Papers, Federal Reserve Bank of Philadelphia (2019)

2015

2. Panel Time Series. Review of the Methodological Evolution
   BCRA Working Paper Series, Central Bank of Argentina, Economic Research Department
   See also Journal Article Panel time series: Review of the methodological evolution, Stata Journal, StataCorp LLC (2016) View citations (23) (2016)

2013

3. Credit vs. Payment Services: Financial Development and Economic Activity Revisited
   Department of Economics, Working Papers, Departamento de Economía, Facultad de Ciencias Económicas, Universidad Nacional de La Plata
   Also in BCRA Working Paper Series, Central Bank of Argentina, Economic Research Department (2012)
4. How do firms in Argentina get financing to export?
   Working Paper Series, European Central Bank View citations (8)
   Also in BCRA Working Paper Series, Central Bank of Argentina, Economic Research Department (2012) View citations (1)

2011

5. A New Look into Credit Procyclicality: International Panel Evidence
   BCRA Working Paper Series, Central Bank of Argentina, Economic Research Department

2009

6. Determinants of the Inter-Bank Interest Rate in Argentina
   BCRA Working Paper Series, Central Bank of Argentina, Economic Research Department

2008

7. Productive, Geographic and Debtor Diversification and Its Effect on the Quality of the Credit Portfolio in Argentina
   BCRA Working Paper Series, Central Bank of Argentina, Economic Research Department

2007

8. Determinants of the Non-Performing Loans Portfolio in Argentine Banks
   BCRA Working Paper Series, Central Bank of Argentina, Economic Research Department
9. Efficiency of Lending Sectoral Allocation in Argentina
   BCRA Working Paper Series, Central Bank of Argentina, Economic Research Department
   See also Journal Article Efficiency of Lending Sectoral Allocation in Argentina, Ensayos Económicos, Central Bank of Argentina, Economic Research Department (2007) (2007)

2006

10. Bancarization and Determinants of Availability of Banking Services in Argentina
    BCRA Working Paper Series, Central Bank of Argentina, Economic Research Department
    See also Journal Article Bankarization and Determinants of Availability of Banking Services in Argentina, Ensayos Económicos, Central Bank of Argentina, Economic Research Department (2010) (2010)
11. The Use of Collateral in the Argentine Banking System
    BCRA Working Paper Series, Central Bank of Argentina, Economic Research Department
    See also Journal Article Use of Collateral in the Argentine Banking System, Ensayos Económicos, Central Bank of Argentina, Economic Research Department (2010) (2010)

Journal Articles

2016

1. Panel time series: Review of the methodological evolution
   Stata Journal, 2016, 16, (2), 424-442 View citations (23)
   See also Working Paper Panel Time Series. Review of the Methodological Evolution, BCRA Working Paper Series (2015) (2015)
2. Panel times series. A review of methodological developments
   Ensayos Económicos, 2016, 1, (74), 105-131

2010

3. Bankarization and Determinants of Availability of Banking Services in Argentina
   Ensayos Económicos, 2010, 1, (60), 137-209
   See also Working Paper Bancarization and Determinants of Availability of Banking Services in Argentina, BCRA Working Paper Series (2006) (2006)
4. Call Money Interest Rate Determinants in Argentina
   Ensayos Económicos, 2010, 1, (57-58), 95-126
5. Use of Collateral in the Argentine Banking System
   Ensayos Económicos, 2010, 1, (59), 131-166
   See also Working Paper The Use of Collateral in the Argentine Banking System, BCRA Working Paper Series (2006) (2006)

2009

6. Productive, Geographical and Clientele Diversification of Banks, and its Effect on the Loan Portfolio Performance in Argentina
   Ensayos Económicos, 2009, 1, (56), 7-39

2008

7. The Determinants of Non-Performing Loan Portfolio in the Argentine Banking System
   Ensayos Económicos, 2008, 1, (51), 83-121

2007

8. Efficiency of Lending Sectoral Allocation in Argentina
   Ensayos Económicos, 2007, 1, (49), 13-32
   See also Working Paper Efficiency of Lending Sectoral Allocation in Argentina, BCRA Working Paper Series (2007) (2007)

Software Items

2018

1. HEATMAPGRAPH: Stata module to measure the evolution of risks to financial stability over the financial cycle
   Statistical Software Components, Boston College Department of Economics
2. XTCIPS: Stata module to compute Pesaran Panel Unit Root Test in the Presence of Cross-section Dependence
   Statistical Software Components, Boston College Department of Economics
3. XTCSI: Stata module to investigate Residual Cross-Section Independence
   Statistical Software Components, Boston College Department of Economics

2015

4. FVFIX: Stata module to compute the future value of a series of equal payments (cash flows)
   Statistical Software Components, Boston College Department of Economics
5. PVFIX: Stata module to compute the present value of a series of equal payments (cash flows)
   Statistical Software Components, Boston College Department of Economics

2013

6. DFSUMMARY: Stata module to compute the (Augmented) Dickey-Fuller unit-root test and reports a summary table for different lags
   Statistical Software Components, Boston College Department of Economics
7. FVVAR: Stata module to compute the future value of a series of payments (cash flows)
   Statistical Software Components, Boston College Department of Economics
8. IRR: Stata module to calculate the (periodic) internal rate of return for a series of periodic cash flows
   Statistical Software Components, Boston College Department of Economics
9. PAYPER: Stata module to compute the periodic payment and the entire schedule of a loan or annuity
   Statistical Software Components, Boston College Department of Economics
10. PVVAR: Stata module to compute the present value of a series of payments (cash flows)
    Statistical Software Components, Boston College Department of Economics
11. ROLLSTAT: Stata module to compute rolling-window statistics for time series or panel data
    Statistical Software Components, Boston College Department of Economics