Articles

• “Uncertainty and the uncovered interest parity condition: how are they related?” (with Marco E. Terrones), Review of World Economics, 160(4), 1505-1542, 2024.

• “Does uncertainty matter for the fiscal consolidation and investment nexus?” (with Ioannis Bournakis), The B.E. Journal of Macroeconomics, 24(1), 529-559, 2024.

• “Panel data models with two threshold variables” (with Arturo Lamadrid-Contreras), Studies in Nonlinear Dynamics & Econometrics, 27(3), 315-333, 2023.

• “Political institutions, economic uncertainty and sovereign credit ratings” (with Renato M. Rojas-Rojas and Julio A. Villavicencio), Finance Research Letters, 53, 103656, 2023.

• “Job finding and separation rates in an economy with high labor informality” (with Nikita Céspedes), Research in Labor Economics, 49, 277-302, 2021. 

• “Effects of US quantitative easing on Latin American economies” (with César Carrera), Macroeconomic Dynamics, 24(8), 1989-2011, 2020.

• Does financial sector development affect the growth gains from trade openness?” (with Marco E. Terrones and Andrea Vilchez), Review of World Economics, 156(3), 475-515, 2020.

• “Estimating factor shares from nonstationary panel data” (with Juan Carlos Aquino), Empirical Economics, 58(5), 2353–2380, 2020.

• “Maximum likelihood estimation of dynamic panel threshold models”, Econometric Reviews, 39(3), 260-276, 2020.

• “Inflation, information rigidity, and the sticky information Phillips curve” (with César Carrera), Macroeconomic Dynamics, 23(7), 2597-2615, 2019.

• “Balance sheet and currency mismatch: evidence for Peruvian firms”, Empirical Economics, 57(2), 449-473, 2019.

• “Comparison between charges on flow and charges on balance in individual-account pension systems” (with Luis Chávez-Bedoya),  Apuntes, 43(78), 61-88, 2016. [Spanish version]

• “Total factor productivity estimation in Peru: primal and dual approaches” (with Nikita Céspedes), Economía, 37(73), 9-29, 2014.

• “Un modelo semiestructural de proyección para la economía peruana” (with M. Vega, S. Bigio, D. Florián, G. Llosa, S. Miller, D. Rodríguez, J. Salas and D. Winkelried), Revista Estudios Económicos, 17, 51-83, 2009.

• “Crisis de inflación y productividad total de los factores en Latinoamérica” (with Juan Carlos Aquino). Revista Estudios Económicos, 11, 61-75, 2006.

• “Inflación y fuentes de crecimiento económico en Latinoamérica” (with Juan Carlos Aquino), Banca Central, 47, 49-68, 2004.

Chapters

• “Crecimiento económico en el Perú: un panorama general” (with Nikita Céspedes and Norman Loayza), In Céspedes, N., N. Loayza and N. Ramírez Rondán (eds.), Crecimiento económico en el Perú: causas y consecuencias, Universidad de San Martín de Porres Press, 10-37, 2020.

• “Corrupción e indicadores de desarrollo en el Perú y el mundo: una revisión empírica” (with Saki Bigio), In Céspedes, N., N. Loayza and N. Ramírez Rondán (eds.), Crecimiento económico en el Perú: causas y consecuencias, Universidad de San Martín de Porres Press, 118-151, 2020. 

• “Household access to financial services in Peru” (with Augusta Alfageme), In Roa, M.J. and D. Mejía (eds.), Financial Decisions of Households and Financial Inclusion: Evidence for Latin America and the Caribbean, Center for Latin American Monetary Studies, 245-277, 2018. [Spanish version]

• “La productividad en el Perú: un panorama general” (with Nikita Céspedes and Pablo Lavado), In Céspedes, N., P. Lavado and N. Ramírez Rondán (eds.), Productividad en el Perú: medición, determinantes e implicancias, Universidad del Pacífico Press, 9-40, 2016.

• “Estimación de la productividad total de los factores en el Perú: enfoques primal y dual” (with Nikita Céspedes), In Céspedes, N., P. Lavado and N. Ramírez Rondán (eds.), Productividad en el Perú: medición, determinantes e implicancias, Universidad del Pacífico Press, 43-68, 2016.

Books

• Crecimiento económico en el Perú: causas y consecuencias (with Nikita Céspedes and Norman Loayza, editors), Universidad de San Martín de Porres Press, 2020.

• Productividad en el Perú: medición, determinantes e implicancias (with Nikita Céspedes and Pablo Lavado, editors), Universidad del Pacífico Press, 2016.

Working papers

• “Effectiveness of monetary policy under economic uncertainty regimes” (with Luis Yépez), submitted.

• “Second job-holding in an emerging economy: the role of household shocks” (with Nikita Céspedes and Ana Isabel Olivera), submitted.

• “Equalizing growth: the case of Peru” (with Marco E. Terrones and Diego Winkelried).

• “Semiparametric regression with an unknown threshold: the case of capital flows” (with Arturo Lamadrid-Contreras).