Access Statistics for Ana María Herrera

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Dynamic Model of Central Bank Intervention 0 0 5 331 0 0 7 913
Impulse Response Analysis for Structural Dynamic Models with Nonlinear Regressors 0 0 0 43 0 0 3 88
Los obstáculos al desarrollo empresarial y el tamaño de las firmas en América Latina 0 0 0 1 0 0 0 1
Nonparametric Local Projections 0 1 33 33 2 6 24 24
Oil Prices Uncertainty, Endogenous Regime Switching, and Inflation Anchoring 0 0 1 17 0 1 8 23
Oil Prices Uncertainty, Endogenous Regime Switching, and Inflation Anchoring 0 0 1 23 0 0 3 24
Oil Prices Uncertainty, Endogenous Regime Switching, and Inflation Anchoring 0 0 0 19 0 2 5 34
Oil Shocks and Aggregate Macroeconomic Behavior: The Role of Monetary Policy 0 0 1 113 0 1 3 244
State-Dependent Local Projections 1 1 5 87 1 3 10 39
The Economic Consequences of Effective Carbon Taxes 2 2 7 30 5 8 19 25
When Do State-Dependent Local Projections Work? 0 1 2 72 0 1 4 61
When do state-dependent local projections work? 0 0 2 5 0 0 9 29
Total Working Papers 3 5 57 774 8 22 95 1,505
1 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Asymmetries in the response of economic activity to oil price increases and decreases? 1 2 6 90 3 4 17 304
Building Connections: The Impact of Digital Storytelling on Communication and Leadership Skills Among Disabled Young Adults 0 0 1 1 3 3 7 7
Credit reallocation 0 0 3 94 0 0 6 277
Dynamic Censored Regression and the Open Market Desk Reaction Function 0 0 1 5 0 0 1 32
Dynamic Censored Regression and the Open Market Desk Reaction Function 0 0 0 11 0 0 1 59
Dynamic pricing and asymmetries in retail gasoline markets: What can they tell us about price stickiness? 0 0 0 18 0 0 2 78
Forecasting crude oil price volatility 1 1 3 41 1 2 8 181
Impulse response analysis for structural dynamic models with nonlinear regressors 0 2 8 33 1 4 19 78
Informed finance and technological change: Evidence from credit relationships 1 2 5 249 2 4 13 564
OIL PRICE SHOCKS AND INDUSTRIAL PRODUCTION: IS THE RELATIONSHIP LINEAR? 0 0 1 86 0 1 9 267
OIL PRICE SHOCKS, INVENTORIES, AND MACROECONOMIC DYNAMICS 0 0 0 13 0 0 1 57
OIL PRICE SHOCKS, SYSTEMATIC MONETARY POLICY, AND THE “GREAT MODERATION” 0 0 6 284 1 4 18 702
Oil Price Shocks and the U.S. Stock Market: Do Sign and Size Matter? 1 1 1 91 1 2 6 296
Oil Price Shocks and the U.S. Stock Market: Do Sign and Size Matter? 0 0 2 2 0 0 5 5
Oil Shocks and Aggregate Macroeconomic Behavior: The Role of Monetary Policy: Comment 0 0 0 0 0 5 28 1,747
Oil news shocks and the U.S. stock market 0 0 0 3 0 0 3 15
Oil price shocks and U.S. economic activity 1 2 8 58 3 6 19 237
Oil prices uncertainty, endogenous regime switching, and inflation anchoring 0 2 4 17 1 3 12 31
Policy and misallocation: Evidence from Chinese firm-level data 1 2 5 15 4 8 22 72
State-dependent local projections 2 3 3 3 4 7 13 13
Tax news in good and bad times 0 0 0 11 0 0 1 25
Testing for the cartel in OPEC: non-cooperative collusion or just non-cooperative? 1 1 1 78 3 3 8 255
The Decline in U.S. Output Volatility: Structural Changes and Inventory Investment 0 0 0 54 0 0 0 173
The comovement in inventories and in sales: Higher and higher 0 0 0 13 0 0 0 64
The effect of oil supply shocks on US economic activity: What have we learned? 0 2 4 50 0 3 12 126
The effects of oil price shocks on job reallocation 0 0 3 44 1 6 12 191
The quantitative effects of tax foresight: Not all states are equal 0 0 1 8 0 0 2 70
Where do jobs go when oil prices drop? 0 0 1 25 1 2 4 110
Why So Small? Explaining the Size of Firms in Latin America 0 0 1 51 0 0 3 156
Why are gasoline prices sticky? A test of alternative models of price adjustment 0 1 1 144 1 3 6 492
Total Journal Articles 9 21 69 1,592 30 70 258 6,684

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Unit Roots, Cointegration, and Pretesting in Var Models☆The views expressed here are the authors and not necessarily those of the Federal Reserve Bank of Atlanta or the Federal Reserve System 0 0 3 8 0 1 6 21
Total Chapters 0 0 3 8 0 1 6 21

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Statistics updated 2025-06-06