Bank for International Settlements

Omar A Mendoza Lugo

English

Research Papers in Economics

A (2000): “Is all public capital created equal?”,

A nonlinear dynamic model of stock returns”,

A re-examination of purchasing power parity in Japan and Taiwan”,

Adjustment, trade policy and investment slumps: Evidence from Africa”,

Agency costs, net worth and business fluctuations”,

Applied econometric time series”,

Aspects of modelling nonlinear time series”, in: Engle,

Autoregressive modelling and money-income causality detection”,

Business acceleration and the law of demand: A technical factor in economic cycles”,

Business cycle non-linearities in UK consumption and production”,

Capital market imperfections before and after financial liberalization: An Euler equation approach to panel data for Ecuadorian firms”,

Capital theory and investment behavior”,

Characterizing nonlinearities in business cycles using smooth transition autoregressive models”,

Co-integration and error correction: Representation, estimation, and testing”,

Co-integration, error correction, and the econometric analysis of non-stationary data”,

Does financial reform raise or reduce saving?”,

Empirical specification of nonlinear error-correction models,

Estimating investment and savings functions for developing countries, with an application to Latin America”,

Financial deepening in economic development”,

Financial intermediation and growth: Causality and causes”,

Financial liberalisation and private investment: Evidence from Turkey”,

Financial restraints in the South Korean miracle”,

Impulse response analysis in nonlinear multivariate models”,

Interest rates, saving and investment:

Interest rates, saving, investment and growth in Mexico 1960–90: Test of the financial liberalization hypothesis”,

Investigating stability and linearity of a German M1 money demand function”,

Investigating the differential impact of real interest rates and credit availability on private investment: Evidence from Venezuela”,

Law and finance”,

Macroeconomic determinants of domestic private investment in Africa: An empirical analysis”,

Macroeconomics and reality”,

Macroeconomics development”, Second Edition,

Maximum likelihood inference on cointegration and seasonal cointegration”,

Modeling economic relationships with smooth transition regressions”, in: Ullah, A and D E A Giles (Eds), Handbook of applied economic statistics.

Modeling growth (and liberalization) using smooth transitions analysis”,

Modeling multiple regimes in the business cycle”,

Modeling nonlinearities in real effective exchange rates”,

Modeling private investment in Egypt”,

Modelling nonlinear economic relationship”,

Monetization, financial liberalization and economic development”,

Money and capital in economic development”, The Brookings Institution,

Money, government debt, q, and investment”,

Money, interest, and banking in economic development”, The Johns Hopkins

Non-linear dynamics of inflation in high inflation economies”, The Manchester School,

Non-linear time series models in empirical finance”,

Nonlinear adjustment, long-run equilibrium and exchange rate fundamentals”,

Nonstationary stochastic seasonality and the German M2 money demand function”,

On estimating thresholds in autoregressive models”,

Post-independence India: A case of finance-led industrialization?”,

Private investment in developing countries”,

Productiveness and welfare implications of public infrastructure: a dynamic two-sector general equilibrium analysis”,

Public and private investments in Greece: Complementary or substitute “goods”?”,

Seasonal integration and cointegration”,

Series estadísticas de Venezuela de los últimos cincuenta años”, vol I, Banco Central de Venezuela (BCV),

Specification tests in econometrics”,

Specification, estimation, and evaluation of smooth transition autoregressive models”,

Testing and modeling threshold autoregressive processes”,

Testing linearity against smooth transition autoregressive models”,

Testing the adequacy of smooth transition autoregressive models”,

The asymmetric effects of monetary policy: A nonlinear vector autoregression approach”,

The effects of financial liberalization on savings and investment

The impact of public investment on private investment spending in Latin America: 1980–95”,

The role of seasonality in economic time series reinterpreting money-output causality in US data”,

Threshold cointegration”,

Time series analysis”,

Understanding the disinflations in Australia, Canada and New Zealand using evidence from smooth transition analysis”,

Transmission mechanisms for monetary policy in emerging market economies

http://www.bis.org/publ/bppdf/bispap35y.pdf

Transmission mechanisms for monetary policy in emerging market economies

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Research Papers in Economics