Details about Marco Vega

Phone:	++511 613 2042
Postal address:	Banco Central de Reserva del Peru Jiron Miroquesada, 441 Lima 1 Peru
Workplace:	Departamento de Economía (Department of Economics), Pontificia Universidad Católica del Perú (Catholic Pontifical University of Peru), (more information at EDIRC) Banco Central de Reserva del Perú (Central Bank of Peru), (more information at EDIRC)

Access statistics for papers by Marco Vega.

Last updated 2024-10-08. Update your information in the RePEc Author Service.

Short-id: pve50

---

Jump to Journal Articles Books Edited books Chapters

Working Papers

2024

1. Forecasting inflation with a framework for model and neural architecture search with tree-structured search spaces
   Working Papers, Banco Central de Reserva del Perú

2023

2. Estimation and assessment of measures of the natural rate of interest: Evidence from Latin American economies with inflation targeting
   Working Papers, Banco Central de Reserva del Perú

2021

3. Fiscal Rules and Public Investment: The Case of Peru, 2000-2019
   IDB Publications (Working Papers), Inter-American Development Bank View citations (4)
4. ¿Qué tan rígidos son los precios en línea? Evidencia para Perú usando Big Data
   Documentos de Trabajo / Working Papers, Departamento de Economía - Pontificia Universidad Católica del Perú
   Also in Working Papers, Banco Central de Reserva del Perú (2020)
   See also Journal Article ¿Qué tan rígidos son los precios en línea? Evidencia para el Perú usando Big Data, Revista Moneda, Banco Central de Reserva del Perú (2021) (2021)

2020

5. An internal fraud model for operational losses in retail banking
   Papers, arXiv.org
6. Assessing central bank communication through monetary policy statements: Results for Colombia, Chile and Peru
   Working Papers, Banco Central de Reserva del Perú View citations (1)

2019

7. The Economic Legacy of General Velasco: Long-Term Consequences of Interventionism
   Working Papers, George Mason University, Interdisciplinary Center for Economic Science
   Also in Working Papers, Banco Central de Reserva del Perú (2019)
   See also Journal Article The Economic Legacy of General Velasco: Long-Term Consequences of Interventionism, Revista Economía, Fondo Editorial - Pontificia Universidad Católica del Perú (2019) (2019)
8. The Monetary and Fiscal History of Peru, 1960-2017
   Working Papers, George Mason University, Interdisciplinary Center for Economic Science View citations (1)

2018

9. Monetary and Fiscal History of Peru 1960-2010: Radical Policy Experiments, Inflation and Stabilization
   Working Papers, Banco Central de Reserva del Perú View citations (6)
10. The Monetary and Fiscal History of Peru, 1960-2017: Radical Policy Experiments, Inflation and Stabilization
    Documentos de Trabajo / Working Papers, Departamento de Economía - Pontificia Universidad Católica del Perú View citations (6)

2017

11. Propagación de Choques de Encaje en el Sistema Bancario Peruano
    Working Papers, Banco Central de Reserva del Perú View citations (2)
12. The Dynamics of Investment Projects: Evidence from Peru
    Working Papers, Banco Central de Reserva del Perú View citations (1)
    Also in BIS Working Papers, Bank for International Settlements (2017) View citations (2)
    See also Journal Article The dynamics of investment projects: Evidence from Peru, Journal of International Money and Finance, Elsevier (2019) View citations (1) (2019)

2016

13. Asymmetric Exchange Rate Pass-through: Evidence from Nonlinear SVARs
    Working Papers, Peruvian Economic Association View citations (1)

2015

14. Asymmetric exchange rate pass-through: Evidence from Peru
    Working Papers, Banco Central de Reserva del Perú View citations (11)
15. Monetary policy, financial dollarization and agency costs
    Working Papers, Banco Central de Reserva del Perú View citations (4)

2014

16. Inflation Targeting and Quantitative Tightening: Effects of Reserve Requirements in Peru
    IDB Publications (Working Papers), Inter-American Development Bank View citations (21)
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2014)
    Working Papers, Banco Central de Reserva del Perú (2014) View citations (24)
    See also Journal Article Inflation Targeting and Quantitative Tightening: Effects of Reserve Requirements in Peru, Economía Journal, The Latin American and Caribbean Economic Association - LACEA (2014) View citations (24) (2014)
17. Stock market development and real economic activity in Peru
    Working Papers, Banco Central de Reserva del Perú View citations (1)
    See also Journal Article Stock market development and real economic activity in Peru, Empirical Economics, Springer (2017) View citations (1) (2017)
18. The Dynamic Effects of Interest Rates and Reserve Requirements
    Working Papers, Banco Central de Reserva del Perú View citations (11)
19. The effects of intraday foreign exchange market operations in Latin America: results for Chile, Colombia, Mexico and Peru
    Borradores de Economia, Banco de la Republica de Colombia View citations (12)
    Also in BIS Working Papers, Bank for International Settlements (2014) View citations (10)

2013

20. Asymmetric effects of FOREX intervention using intraday data: evidence from Peru
    BIS Working Papers, Bank for International Settlements View citations (24)
21. Regímenes Cambiarios y Desempeño Macroeconómico: Una Evaluación de la Literatura
    Working Papers, Banco Central de Reserva del Perú
    Also in Documentos de Trabajo / Working Papers, Departamento de Economía - Pontificia Universidad Católica del Perú (2013) View citations (1)
    See also Journal Article Regímenes cambiarios y desempeño macroeconómico: Una evaluación de la literatura, Revista Estudios Económicos, Banco Central de Reserva del Perú (2013) (2013)
22. The dynamic relationship between stock market development and economic activity evidence from Peru, 1965-2011
    Documentos de Trabajo / Working Papers, Departamento de Economía - Pontificia Universidad Católica del Perú View citations (1)

2012

23. Real Output Costs of Financial Crises: A Loss Distribution Approach
    Papers, arXiv.org View citations (9)
    Also in Working Papers, Banco Central de Reserva del Perú (2012) View citations (6)
    Documentos de Trabajo / Working Papers, Departamento de Economía - Pontificia Universidad Católica del Perú (2012) View citations (7)
    See also Journal Article Real output costs of financial crises: A loss distribution approach, Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía (2014) View citations (4) (2014)

2011

24. Evaluation of Wavelet-based Core Inflation Measures: Evidence from Peru
    Documentos de Trabajo / Working Papers, Departamento de Economía - Pontificia Universidad Católica del Perú
25. Wavelet-based Core Inflation Measures: Evidence from Peru
    Working Papers, Banco Central de Reserva del Perú

2009

26. Modelo de Proyección Trimestral del BCRP
    Working Papers, Banco Central de Reserva del Perú

2007

27. The monetary policy transmission mechanism under financial dollarization: the case of Peru 1996-2006
    Working Papers, Banco Central de Reserva del Perú View citations (2)
    See also Chapter The monetary policy transmission mechanism under financial dollarisation: the case of Peru 1996-2006, BIS Papers chapters, Bank for International Settlements (2008) View citations (11) (2008)

2006

28. Monetary Policy under Balance Sheet Uncertainty
    Computing in Economics and Finance 2006, Society for Computational Economics View citations (2)
29. Skewed policy responses and IT in Latin America
    Computing in Economics and Finance 2006, Society for Computational Economics
30. ¿Cambia la Inflación Cuando los Países Adoptan Metas Explícitas de Inflación?
    Working Papers, Banco Central de Reserva del Perú View citations (1)
    See also Journal Article ¿Cambia la inflación cuando los países adoptan metas explícitas de inflación?, Apuntes. Revista de ciencias sociales, Fondo Editorial, Universidad del Pacífico (2005) (2005)

2005

31. How Does a Global Disinflation Drag Inflation in Small Open Economies?
    Working Papers, Banco Central de Reserva del Perú View citations (5)
    Also in Econometric Society 2004 Latin American Meetings, Econometric Society (2004) View citations (4)
    Macroeconomics, University Library of Munich, Germany (2004) View citations (10)
32. Inflation Targeting and Inflation Behavior: A Successful Story?
    Macroeconomics, University Library of Munich, Germany View citations (230)
    Also in MPRA Paper, University Library of Munich, Germany (2004) View citations (2)
    See also Journal Article Inflation Targeting and Inflation Behavior: A Successful Story?, International Journal of Central Banking, International Journal of Central Banking (2005) View citations (207) (2005)

2004

33. Policy Makers Priors and Inflation Density Forecasts
    Econometrics, University Library of Munich, Germany View citations (7)

Journal Articles

2022

1. 100 memorias y un índice de incertidumbre económica
   Revista Moneda, 2022, (191), 4-9

2021

2. Análisis de los picos de las dos olas de la pandemia del COVID-19 en el Perú
   Revista Moneda, 2021, (186), 52-55
3. ¿Qué tan rígidos son los precios en línea? Evidencia para el Perú usando Big Data
   Revista Moneda, 2021, (188), 30-33
   See also Working Paper ¿Qué tan rígidos son los precios en línea? Evidencia para Perú usando Big Data, Documentos de Trabajo / Working Papers (2021) (2021)

2020

4. El COVID-19 versus la gripe española
   Revista Moneda, 2020, (184), 36-38
5. Estimación del número de reproducción (R) en tiempo real para el Perú
   Revista Moneda, 2020, (184), 39-42
6. La pandemia del Covid-19
   Revista Moneda, 2020, (182), 4-9

2019

7. The Economic Legacy of General Velasco: Long-Term Consequences of Interventionism
   Revista Economía, 2019, 42, (84), 102-133
   See also Working Paper The Economic Legacy of General Velasco: Long-Term Consequences of Interventionism, Working Papers (2019) (2019)
8. The dynamics of investment projects: Evidence from Peru
   Journal of International Money and Finance, 2019, 96, (C), 324-340 View citations (1)
   See also Working Paper The Dynamics of Investment Projects: Evidence from Peru, Working Papers (2017) View citations (1) (2017)

2018

9. El Esquema de metas de Inflación y la Inflación peruana
   Revista Moneda, 2018, (173), 4-8
10. La comunicación de la Política Monetaria: Una primera evaluación
    Revista Moneda, 2018, (175), 4-10
11. La dinámica de los proyectos de inversión en el Perú
    Revista Moneda, 2018, (173), 20-23

2017

12. Stock market development and real economic activity in Peru
    Empirical Economics, 2017, 53, (3), 1011-1038 View citations (1)
    See also Working Paper Stock market development and real economic activity in Peru, Working Papers (2014) View citations (1) (2014)

2016

13. Expectativas de inflación y dolarización en el Perú
    Revista Estudios Económicos, 2016, (31), 71-84 View citations (4)
14. Transmisión de la política monetaria de Estados Unidos sobre América Latina
    Revista Moneda, 2016, (167), 8-10

2014

15. Inflation Targeting and Quantitative Tightening: Effects of Reserve Requirements in Peru
    Economía Journal, 2014, Volume 15 Number 1, (Fall 2014), 133-175 View citations (24)
    See also Working Paper Inflation Targeting and Quantitative Tightening: Effects of Reserve Requirements in Peru, IDB Publications (Working Papers) (2014) View citations (21) (2014)
16. Los efectos colaterales de las políticas económicas de los países desarrollados en las economías emergentes
    Revista Moneda, 2014, (157), 33-38
17. Real output costs of financial crises: A loss distribution approach
    Cuadernos de Economía - Spanish Journal of Economics and Finance, 2014, 37, (103), 13-28 View citations (4)
    See also Working Paper Real Output Costs of Financial Crises: A Loss Distribution Approach, Papers (2012) View citations (9) (2012)
18. ¿Qué es la Nueva Economía Monetarista?
    Revista Moneda, 2014, (160), 31-33

2013

19. Las ideas de C.A.E. Goodhart
    Revista Moneda, 2013, (153), 11-14
20. Regímenes cambiarios y desempeño macroeconómico: Una evaluación de la literatura
    Revista Estudios Económicos, 2013, (26), 101-119
    See also Working Paper Regímenes Cambiarios y Desempeño Macroeconómico: Una Evaluación de la Literatura, Working Papers (2013) (2013)

2012

21. Entrevista al profesor Kiyotaki durante su visita al BCRP
    Revista Moneda, 2012, (152), 16-17
22. Intermediación financiera y macroeconomía
    Revista Moneda, 2012, (150), 20-23
23. Regímenes cambiarios y desempeño macroeconómico
    Revista Moneda, 2012, (150), 24-26 View citations (1)

2011

24. Indicadores tendenciales de inflación y su relevancia como variables indicativas de política monetaria
    Revista Estudios Económicos, 2011, (20), 27-56 View citations (6)
25. La utilidad de los indicadores de inflación subyacente
    Revista Moneda, 2011, (148), 8-12

2010

26. ¿Qué es la brecha del producto?
    Revista Moneda, 2010, (145), 9-11 View citations (1)

2009

27. Un modelo semiestructural de proyección para la economía peruana
    Revista Estudios Económicos, 2009, (17), 51-83 View citations (11)

2008

28. Entendiendo la meta de inflación del Banco Central
    Revista Moneda, 2008, (137), 27-29

2007

29. El mecanismo de transmisión de la política monetaria en un entorno de dolarización financiera: El caso del Perú entre 1996 y 2006
    Revista Estudios Económicos, 2007, (14), 11-32 View citations (11)
30. Nueva meta de inflación en el Perú: 2 por ciento
    Revista Moneda, 2007, (135), 30-35

2006

31. A BVAR Forecasting Model for Peruvian Inflation
    Money Affairs, 2006, XIX, (2), 117-141 View citations (9)
32. Un modelo de proyección BVAR para la inflación peruana
    Revista Estudios Económicos, 2006, (13) View citations (1)

2005

33. Inflation Targeting and Inflation Behavior: A Successful Story?
    International Journal of Central Banking, 2005, 1, (3) View citations (207)
    See also Working Paper Inflation Targeting and Inflation Behavior: A Successful Story?, Macroeconomics (2005) View citations (230) (2005)
34. ¿Cambia la inflación cuando los países adoptan metas explícitas de inflación?
    Apuntes. Revista de ciencias sociales, 2005, 32, (56-57), 139-156
    See also Working Paper ¿Cambia la Inflación Cuando los Países Adoptan Metas Explícitas de Inflación?, Working Papers (2006) View citations (1) (2006)

2004

35. Policymakers Priors and lnflation Density Forecasting
    Apuntes. Revista de ciencias sociales, 2004, 31, (55), 43-74

2003

36. Reportando la distribución de la proyección de inflación
    Revista Estudios Económicos, 2003, (10) View citations (5)
37. Usando un modelo semi-estructural de pequeña escala para hacer proyecciones: Algunas consideraciones
    Revista Estudios Económicos, 2003, (10) View citations (10)

Books

2022

1. Historia del Banco Central y la Política Monetaria de Perú, vol 1
   Libros, Banco Central de Reserva del Perú

2004

2. El efecto arrastre de la inflación mundial en economías pequeñas y abiertas
   Premio de Banca Central Rodrigo Gómez / Central Banking Award "Rodrigo Gómez", Centro de Estudios Monetarios Latinoamericanos, CEMLA View citations (2)
3. The Dragging Effect of World Inflation in Small Open Economies
   Premio de Banca Central Rodrigo Gómez / Central Banking Award "Rodrigo Gómez", Centro de Estudios Monetarios Latinoamericanos, CEMLA

Edited books

2022

1. Historia del Banco Central y la Política Monetaria de Perú, vol 2
   Libros, Banco Central de Reserva del Perú

Chapters

2022

1. Reformas económicas y génesis de la inflación: 1963-1980
   Chapter 6 in Historia del Banco Central y la Política Monetaria de Perú, 2022, vol. 1, pp 191-235

2016

2. Inflation expectations and dollarisation in Peru
   A chapter in Inflation mechanisms, expectations and monetary policy, 2016, vol. 89, pp 275-289 View citations (1)

2010

3. Measurement of price indices used by the central bank of Peru
   A chapter in Monetary policy and the measurement of inflation: prices, wages and expectations, 2010, vol. 49, pp 259-283 View citations (9)

2008

4. The monetary policy transmission mechanism under financial dollarisation: the case of Peru 1996-2006
   A chapter in Transmission mechanisms for monetary policy in emerging market economies, 2008, vol. 35, pp 395-412 View citations (11)
   See also Working Paper The monetary policy transmission mechanism under financial dollarization: the case of Peru 1996-2006, Banco Central de Reserva del Perú (2007) View citations (2) (2007)