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Details about Marco Vega

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

Access statistics for papers by Marco Vega.

Last updated 2022-05-20. Update your information in the RePEc Author Service.

Short-id: pve50


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Working Papers

2021

  1. Fiscal Rules and Public Investment: The Case of Peru, 2000-2019
    IDB Publications (Working Papers), Inter-American Development Bank Downloads
  2. ¿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 Downloads
    Also in Working Papers, Banco Central de Reserva del Perú (2020) Downloads

    See also Journal Article in Revista Moneda (2021)

2020

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

2019

  1. The Economic Legacy of General Velasco: Long-Term Consequences of Interventionism
    Working Papers, George Mason University, Interdisciplinary Center for Economic Science Downloads
    Also in Working Papers, Banco Central de Reserva del Perú (2019) Downloads
  2. The Monetary and Fiscal History of Peru, 1960-2017
    Working Papers, George Mason University, Interdisciplinary Center for Economic Science Downloads

2018

  1. Monetary and Fiscal History of Peru 1960-2010: Radical Policy Experiments, Inflation and Stabilization
    Working Papers, Banco Central de Reserva del Perú Downloads View citations (5)
  2. 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 Downloads View citations (5)

2017

  1. Propagación de Choques de Encaje en el Sistema Bancario Peruano
    Working Papers, Banco Central de Reserva del Perú Downloads View citations (2)
  2. The Dynamics of Investment Projects: Evidence from Peru
    Working Papers, Banco Central de Reserva del Perú Downloads View citations (1)
    Also in BIS Working Papers, Bank for International Settlements (2017) Downloads View citations (2)

    See also Journal Article in Journal of International Money and Finance (2019)

2016

  1. Asymmetric Exchange Rate Pass-through: Evidence from Nonlinear SVARs
    Working Papers, Peruvian Economic Association Downloads

2015

  1. Asymmetric exchange rate pass-through: Evidence from Peru
    Working Papers, Banco Central de Reserva del Perú Downloads View citations (10)
  2. Monetary policy, financial dollarization and agency costs
    Working Papers, Banco Central de Reserva del Perú Downloads View citations (6)

2014

  1. Inflation Targeting and Quantitative Tightening: Effects of Reserve Requirements in Peru
    IDB Publications (Working Papers), Inter-American Development Bank Downloads View citations (19)
    Also in Working Papers, Banco Central de Reserva del Perú (2014) Downloads View citations (21)

    See also Journal Article in Economía Journal (2014)
  2. Stock market development and real economic activity in Peru
    Working Papers, Banco Central de Reserva del Perú Downloads View citations (1)
    See also Journal Article in Empirical Economics (2017)
  3. The Dynamic Effects of Interest Rates and Reserve Requirements
    Working Papers, Banco Central de Reserva del Perú Downloads View citations (10)
  4. 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 Downloads View citations (8)
    Also in BIS Working Papers, Bank for International Settlements (2014) Downloads View citations (6)

2013

  1. Asymmetric effects of FOREX intervention using intraday data: evidence from Peru
    BIS Working Papers, Bank for International Settlements Downloads View citations (21)
  2. Regímenes Cambiarios y Desempeño Macroeconómico: Una Evaluación de la Literatura
    Working Papers, Banco Central de Reserva del Perú Downloads
    Also in Documentos de Trabajo / Working Papers, Departamento de Economía - Pontificia Universidad Católica del Perú (2013) Downloads View citations (1)

    See also Journal Article in Revista Estudios Económicos (2013)
  3. 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 Downloads View citations (1)

2012

  1. Real Output Costs of Financial Crises: A Loss Distribution Approach
    Papers, arXiv.org Downloads View citations (7)
    Also in Documentos de Trabajo / Working Papers, Departamento de Economía - Pontificia Universidad Católica del Perú (2012) Downloads View citations (5)
    Working Papers, Banco Central de Reserva del Perú (2012) Downloads View citations (6)

    See also Journal Article in Cuadernos de Economía - Spanish Journal of Economics and Finance (2014)

2011

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

2009

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

2007

  1. The monetary policy transmission mechanism under financial dollarization: the case of Peru 1996-2006
    Working Papers, Banco Central de Reserva del Perú Downloads View citations (2)
    See also Chapter (2008)

2006

  1. Monetary Policy under Balance Sheet Uncertainty
    Computing in Economics and Finance 2006, Society for Computational Economics Downloads View citations (2)
  2. Skewed policy responses and IT in Latin America
    Computing in Economics and Finance 2006, Society for Computational Economics Downloads
  3. ¿Cambia la Inflación Cuando los Países Adoptan Metas Explícitas de Inflación?
    Working Papers, Banco Central de Reserva del Perú Downloads View citations (1)
    See also Journal Article in Apuntes. Revista de ciencias sociales (2005)

2005

  1. How Does a Global Disinflation Drag Inflation in Small Open Economies?
    Working Papers, Banco Central de Reserva del Perú Downloads View citations (5)
    Also in Macroeconomics, University Library of Munich, Germany (2004) Downloads View citations (10)
    Econometric Society 2004 Latin American Meetings, Econometric Society (2004) Downloads View citations (4)
  2. Inflation Targeting and Inflation Behavior: A Successful Story?
    Macroeconomics, University Library of Munich, Germany Downloads View citations (205)
    Also in MPRA Paper, University Library of Munich, Germany (2004) Downloads View citations (1)

    See also Journal Article in International Journal of Central Banking (2005)

2004

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

Journal Articles

2021

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

2020

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

2019

  1. El legado económico del general Velasco: consecuencias a largo plazo del intervencionismo
    Revista Economía, 2019, 42, (84), 102-133 Downloads
  2. The dynamics of investment projects: Evidence from Peru
    Journal of International Money and Finance, 2019, 96, (C), 324-340 Downloads
    See also Working Paper (2017)

2018

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

2017

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

2016

  1. Expectativas de inflación y dolarización en el Perú
    Revista Estudios Económicos, 2016, (31), 71-84 Downloads View citations (3)
  2. Transmisión de la política monetaria de Estados Unidos sobre América Latina
    Revista Moneda, 2016, (167), 8-10 Downloads

2014

  1. Inflation Targeting and Quantitative Tightening: Effects of Reserve Requirements in Peru
    Economía Journal, 2014, Volume 15 Number 1, (Fall 2014), 133-175 Downloads View citations (22)
    See also Working Paper (2014)
  2. Los efectos colaterales de las políticas económicas de los países desarrollados en las economías emergentes
    Revista Moneda, 2014, (157), 33-38 Downloads
  3. Real output costs of financial crises: A loss distribution approach
    Cuadernos de Economía - Spanish Journal of Economics and Finance, 2014, 37, (103), 13-28 Downloads View citations (4)
    See also Working Paper (2012)
  4. ¿Qué es la Nueva Economía Monetarista?
    Revista Moneda, 2014, (160), 31-33 Downloads

2013

  1. Las ideas de C.A.E. Goodhart
    Revista Moneda, 2013, (153), 11-14 Downloads
  2. Regímenes cambiarios y desempeño macroeconómico: Una evaluación de la literatura
    Revista Estudios Económicos, 2013, (26), 101-119 Downloads
    See also Working Paper (2013)

2012

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

2011

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

2010

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

2009

  1. Un modelo semiestructural de proyección para la economía peruana
    Revista Estudios Económicos, 2009, (17), 51-83 Downloads View citations (10)

2008

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

2007

  1. 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 Downloads View citations (10)
  2. Nueva meta de inflación en el Perú: 2 por ciento
    Revista Moneda, 2007, (135), 30-35 Downloads

2006

  1. A BVAR Forecasting Model for Peruvian Inflation
    Money Affairs, 2006, XIX, (2), 117-141 Downloads View citations (8)
  2. Un modelo de proyección BVAR para la inflación peruana
    Revista Estudios Económicos, 2006, (13) Downloads View citations (1)

2005

  1. Inflation Targeting and Inflation Behavior: A Successful Story?
    International Journal of Central Banking, 2005, 1, (3) Downloads View citations (186)
    See also Working Paper (2005)
  2. ¿Cambia la inflación cuando los países adoptan metas explícitas de inflación?
    Apuntes. Revista de ciencias sociales, 2005, 32, (56-57), 139-156 Downloads
    See also Working Paper (2006)

2004

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

2003

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

Books

2004

  1. 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 Downloads View citations (2)
  2. 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 Downloads

Chapters

2016

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

2010

  1. 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 Downloads View citations (9)

2008

  1. 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 Downloads View citations (10)
    See also Working Paper (2007)
 
Page updated 2022-12-03