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 4 331 0 0 5 913
Impulse Response Analysis for Structural Dynamic Models with Nonlinear Regressors 0 0 0 43 0 0 2 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 0 33 33 0 4 24 24
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 4 34
Oil Prices Uncertainty, Endogenous Regime Switching, and Inflation Anchoring 0 0 1 17 0 1 7 23
Oil Shocks and Aggregate Macroeconomic Behavior: The Role of Monetary Policy 0 0 1 113 1 1 4 245
State-Dependent Local Projections 1 2 5 88 1 2 10 40
The Economic Consequences of Effective Carbon Taxes 0 2 7 30 2 9 21 27
When Do State-Dependent Local Projections Work? 0 1 2 72 1 2 4 62
When do state-dependent local projections work? 0 0 2 5 0 0 8 29
Total Working Papers 1 5 56 775 5 21 92 1,510
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? 0 1 5 90 1 4 16 305
Building Connections: The Impact of Digital Storytelling on Communication and Leadership Skills Among Disabled Young Adults 0 0 1 1 1 4 8 8
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 2 3 5 43 4 5 11 185
Impulse response analysis for structural dynamic models with nonlinear regressors 0 1 8 33 0 2 17 78
Informed finance and technological change: Evidence from credit relationships 1 2 6 250 2 5 15 566
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 0 57
OIL PRICE SHOCKS, SYSTEMATIC MONETARY POLICY, AND THE “GREAT MODERATION” 0 0 4 284 0 4 16 702
Oil Price Shocks and the U.S. Stock Market: Do Sign and Size Matter? 0 1 1 91 0 2 6 296
Oil Price Shocks and the U.S. Stock Market: Do Sign and Size Matter? 0 0 1 2 0 0 4 5
Oil Shocks and Aggregate Macroeconomic Behavior: The Role of Monetary Policy: Comment 0 0 0 0 3 5 29 1,750
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 0 2 7 58 2 7 19 239
Oil prices uncertainty, endogenous regime switching, and inflation anchoring 0 0 2 17 0 1 9 31
Policy and misallocation: Evidence from Chinese firm-level data 0 2 5 15 2 8 24 74
State-dependent local projections 1 4 4 4 4 11 17 17
Tax news in good and bad times 0 0 0 11 1 1 1 26
Testing for the cartel in OPEC: non-cooperative collusion or just non-cooperative? 0 1 1 78 0 3 6 255
The Decline in U.S. Output Volatility: Structural Changes and Inventory Investment 0 0 0 54 1 1 1 174
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 0 2 50 3 4 13 129
The effects of oil price shocks on job reallocation 0 0 2 44 1 3 12 192
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 0 25 0 2 3 110
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 0 2 6 492
Total Journal Articles 4 18 62 1,596 25 75 260 6,709

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 1 8 1 2 4 22
Total Chapters 0 0 1 8 1 2 4 22

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Statistics updated 2025-07-04