Details about Victor (Vic) J. Valcarcel

Access statistics for papers by Victor (Vic) J. Valcarcel.

Last updated 2023-05-10. Update your information in the RePEc Author Service.

Short-id: pva578

Working Papers

2021

1. The Financial Market Effects of Unwinding the Federal Reserve’s Balance Sheet
   Research Working Paper, Federal Reserve Bank of Kansas City View citations (2)
   See also Journal Article The financial market effects of unwinding the Federal Reserve’s balance sheet, Journal of Economic Dynamics and Control, Elsevier (2023) View citations (16) (2023)

2014

2. A Model of Monetary Policy Shocks for Financial Crises and Normal Conditions
   WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics View citations (16)
   Also in Research Working Paper, Federal Reserve Bank of Kansas City (2014) View citations (1)
   See also Journal Article A Model of Monetary Policy Shocks for Financial Crises and Normal Conditions, Journal of Money, Credit and Banking, Blackwell Publishing (2019) View citations (22) (2019)
3. A Refinement of the Relationship between Economic Growth and Income Inequality in Developing Countries
   MPRA Paper, University Library of Munich, Germany View citations (10)

2012

4. Greater Moderations
   WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics View citations (4)
   See also Journal Article Greater moderations, Economics Letters, Elsevier (2012) View citations (11) (2012)
5. The Time Varying Effects of Permanent and Transitory Shocks to Real Output
   WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics View citations (5)
   See also Journal Article THE TIME-VARYING EFFECTS OF PERMANENT AND TRANSITORY SHOCKS TO REAL OUTPUT, Macroeconomic Dynamics, Cambridge University Press (2015) View citations (18) (2015)
6. What's so Great about the Great Moderation? A Multi-Country Investigation of Time-Varying Volatilities of Output Growth and Inflation
   WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics View citations (8)

Journal Articles

2023

1. The financial market effects of unwinding the Federal Reserve’s balance sheet
   Journal of Economic Dynamics and Control, 2023, 146, (C) View citations (16)
   See also Working Paper The Financial Market Effects of Unwinding the Federal Reserve’s Balance Sheet, Research Working Paper (2021) View citations (2) (2021)

2021

2. Monetary transmission in money markets: The not-so-elusive missing piece of the puzzle
   Journal of Economic Dynamics and Control, 2021, 131, (C) View citations (3)

2020

3. Inflation volatility and inflation in the wake of the great recession
   Empirical Economics, 2020, 59, (4), 1997-2015 View citations (1)

2019

4. A Model of Monetary Policy Shocks for Financial Crises and Normal Conditions
   Journal of Money, Credit and Banking, 2019, 51, (1), 227-259 View citations (22)
   See also Working Paper A Model of Monetary Policy Shocks for Financial Crises and Normal Conditions, WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS (2014) View citations (16) (2014)

2018

5. Interest rate pass†through: Divisia user costs of monetary assets and the federal funds rate
   International Journal of Finance & Economics, 2018, 23, (2), 94-110 View citations (2)

2017

6. Predictability and underreaction in industry-level returns: Evidence from commodity markets
   Journal of Commodity Markets, 2017, 6, (C), 1-15 View citations (3)
7. What's so great about the Great Moderation?
   Journal of Macroeconomics, 2017, 51, (C), 115-142 View citations (9)

2016

8. Compression in monetary user costs in the aftermath of the financial crisis: implications for the Divisia M4 monetary aggregate
   Applied Economics Letters, 2016, 23, (18), 1294-1300 View citations (3)

2015

9. Developing Countries and Economies in Transition: The Nexus between Economic Growth and Income Inequality
   Applied Economics Quarterly (formerly: Konjunkturpolitik), 2015, 61, (2), 155-174
10. THE TIME-VARYING EFFECTS OF PERMANENT AND TRANSITORY SHOCKS TO REAL OUTPUT
    Macroeconomic Dynamics, 2015, 19, (3), 477-507 View citations (18)
    See also Working Paper The Time Varying Effects of Permanent and Transitory Shocks to Real Output, WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS (2012) View citations (5) (2012)

2014

11. A refinement of the relationship between economic growth and income inequality
    Applied Economics, 2014, 46, (27), 3351-3361 View citations (10)
12. Solving the price puzzle with an alternative indicator of monetary policy
    Economics Letters, 2014, 124, (2), 188-194 View citations (27)

2013

13. Changes in the oil price-inflation pass-through
    Journal of Economics and Business, 2013, 68, (C), 24-42 View citations (33)
14. Exchange rate volatility and the time-varying effects of aggregate shocks
    Journal of International Money and Finance, 2013, 32, (C), 822-843 View citations (3)
15. Instituting a Monetary Economy in a Semester-Long Macroeconomics Course
    The Journal of Economic Education, 2013, 44, (2), 129-141
16. The Impact of Government Spending on Private Spending in a Two-Sector Economy
    Public Finance Review, 2013, 41, (2), 248-272 View citations (1)

2012

17. Fluctuations, Uncertainty and Income Inequality in Developing Countries
    Eastern Economic Journal, 2012, 38, (4), 495-511 View citations (4)
18. Greater moderations
    Economics Letters, 2012, 115, (2), 168-171 View citations (11)
    See also Working Paper Greater Moderations, WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS (2012) View citations (4) (2012)
19. The dynamic adjustments of stock prices to inflation disturbances
    Journal of Economics and Business, 2012, 64, (2), 117-144 View citations (21)

Chapters

2018

1. An International Perspective on the Loan Puzzle in Emerging Markets☆
   A chapter in Banking and Finance Issues in Emerging Markets, 2018, vol. 25, pp 163-191 View citations (1)