Victor Valcarcel

University of Texas at Dallas

2601 North Floyd Road

Richardson, TX 75083

United States

SCHOLARLY PAPERS

10

DOWNLOADS

918

SSRN CITATIONS

14

CROSSREF CITATIONS

1

Scholarly Papers (10)

1.

Instituting a Monetary Economy in a Semester-Long Macroeconomics Course

Number of pages: 13 Posted: 17 Feb 2011
Victor Valcarcel
University of Texas at Dallas
Downloads 236 (244,909)

Abstract:

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Classroom Experiments, Money, Inter-Temporal Trading

2.

A Refinement of the Relationship between Economic Growth and Income Inequality in Developing Countries

Number of pages: 23 Posted: 22 Mar 2014
Fadi Fawaz, Masha Rahnamamoghadam and Victor Valcarcel
Jamestown College, Texas Tech University and University of Texas at Dallas
Downloads 207 (277,105)

Abstract:

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Income inequality, economic growth, Gini coefficient, credit constraints, collateral

3.

A Model of Monetary Policy Shocks for Financial Crises and Normal Conditions

Federal Reserve Bank of Kansas City Working Paper No. 14-11
Number of pages: 46 Posted: 28 Nov 2014 Last Revised: 26 Oct 2016
University of Kansas, University of Wisconsin - River Falls - College of Business & Economics, Federal Reserve Bank of Kansas City and University of Texas at Dallas
Downloads 101 (495,390)
Citation 13

Abstract:

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Structural Vector Autoregressions (SVARs), Monetary policy shocks, output puzzle, price puzzle, liquidity puzzle, financial crisis, monetary aggregates, DSGE models

4.

Hedging Inflation Expectations in the Cryptocurrency Futures Market

Number of pages: 32 Posted: 07 Dec 2022
Jinan Liu and Victor Valcarcel
University of Calgary - Department of Economics and University of Texas at Dallas
Downloads 93 (526,519)

Abstract:

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Bitcoin Futures, Cryptocurrencies, Inflation Expectations, Local Projections, GARCH-in-Mean, Structural VAR

5.

A Divisia Measure of the Money Supply for Mexico

Number of pages: 49 Posted: 19 Feb 2021
Fernando Colunga Ramos and Victor Valcarcel
University of Texas at Dallas - Department of Economics & Finance and University of Texas at Dallas
Downloads 87 (545,258)
Citation 1

Abstract:

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DIVISIA, money supply, user costs, monetary policy shocks, VAR

6.

A Tale of Two Tightenings

Number of pages: 50 Posted: 27 Jul 2023
Yundi Lu and Victor Valcarcel
University of Texas at Dallas and University of Texas at Dallas
Downloads 63 (652,849)

Abstract:

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Monetary Policy, Balance Sheet, Announcement Effect, Liquidity Effect, Event Study, Structural VAR, Financial Conditions

7.

Embedding Rational Expectations in a Structural VAR: Internal and External Instruments for Set Identification

Number of pages: 48 Posted: 28 Sep 2022
Zhengyang Chen and Victor Valcarcel
University of Northern Iowa - College of Business Administration - Department of Economics and University of Texas at Dallas
Downloads 48 (739,985)

Abstract:

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Monetary Policy, rational expectations VAR, external variable instruments, sequential identification, event-based shock identification, regime-dependent monetary trans- mission

8.

Identifying Monetary Policy Shocks with Divisia Money in the United Kingdom

Number of pages: 40 Posted: 01 Dec 2023
University of Birmingham - Department of Accounting and Finance, Aston University - Aston Business School, SUNY at Binghamton - Department of Economics and University of Texas at Dallas
Downloads 42 (780,879)

Abstract:

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Divisia, money supply, user costs, monetary policy, money demand, United Kingdom, structural VAR

9.

Yield Curve Shocks: Identification and Information Sufficiency

Number of pages: 29 Posted: 11 Jul 2022
Eric Olson, Eric Olson, Victor Valcarcel and Mark E. Wohar
IndependentUniversity of Tulsa, University of Texas at Dallas and University of Nebraska at Omaha
Downloads 41 (795,565)

Abstract:

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Monetary Policy, Expected Inflation, Informational Sufficiency

10.

Monetary Transmission in Money Markets: The Not-So-Elusive Missing Piece of the Puzzle

Posted: 10 Feb 2021
Zhengyang Chen and Victor Valcarcel
University of Northern Iowa - College of Business Administration - Department of Economics and University of Texas at Dallas

Abstract:

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factor-augmented vector autoregressions (FAVARs), interest rate pass-through, divisia money, price puzzle, unexpected monetary policy shocks