Antonio I. Garcia Pascual

International Monetary Fund (IMF) - Western Hemisphere Department

700 19th Street NW

Washington, DC 20431

United States

CESifo (Center for Economic Studies and Ifo Institute)

Poschinger Str. 5

Munich, DE-81679

Germany

http://www.CESifo.de

  • International Monetary Fund (IMF) - Western Hemisphere Department

SCHOLARLY PAPERS

15

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Top 2,714

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163

CROSSREF CITATIONS

453

Scholarly Papers (15)

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1.

The Greek Crisis: Causes and Consequences

CESifo Working Paper Series No. 3663
Number of pages: 15 Posted: 06 Dec 2011
Antonio I. Garcia Pascual and Piero Ghezzi
International Monetary Fund (IMF) - Western Hemisphere Department and Barclays Capital
Downloads 2,523 (9,671)
Citation 2

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2.

Empirical Exchange Rate Models of the Nineties: Are Any Fit to Survive?

Downloads 288 (34,238)
Citation 193

Empirical Exchange Rate Models of the Nineties: Are Any Fit to Survive?

Number of pages: 49 Posted: 20 Oct 2008
Yin-Wong Cheung, Menzie David Chinn and Antonio I. Garcia Pascual
University of California, Santa Cruz - Department of Economics, University of Wisconsin, Madison - Robert M. La Follette School of Public Affairs and Department of Economics and International Monetary Fund (IMF) - Western Hemisphere Department
Downloads 117 (403,130)
Citation 6

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exchange rates, monetary model, productivity, interest rate parity, purchasing power

Empirical Exchange Rate Models of the Nineties: Are Any Fit to Survive?

IMF Working Paper No. 04/73
Number of pages: 37 Posted: 15 Feb 2006
Yin-Wong Cheung, Menzie David Chinn and Antonio I. Garcia Pascual
University of California, Santa Cruz - Department of Economics, University of Wisconsin, Madison - Robert M. La Follette School of Public Affairs and Department of Economics and International Monetary Fund (IMF) - Western Hemisphere Department
Downloads 100 (452,220)
Citation 12

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exchange rates, monetary model, productivity, interest rate parity, purchasing power parity, forecasting performance

Empirical Exchange Rate Models of the Nineties: Are Any Fit to Survive?

NBER Working Paper No. w9393
Number of pages: 47 Posted: 19 Dec 2002 Last Revised: 02 Sep 2022
Yin-Wong Cheung, Menzie David Chinn and Antonio I. Garcia Pascual
University of California, Santa Cruz - Department of Economics, University of Wisconsin, Madison - Robert M. La Follette School of Public Affairs and Department of Economics and International Monetary Fund (IMF) - Western Hemisphere Department
Downloads 71 (559,812)
Citation 14

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3.

The Use of Mortgage Covered Bonds

IMF Working Paper No. 07/20
Number of pages: 23 Posted: 02 Feb 2007
Elina Ribakova, Renzo Avesani and Antonio I. Garcia Pascual
Peterson Institute for International Economics, International Monetary Fund - Monetary and Financial Systems Department and International Monetary Fund (IMF) - Western Hemisphere Department
Downloads 1,021 (38,503)

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Mortgage covered bonds, asset swap spreads, market based indicators

4.

A New Risk Indicator and Stress Testing Tool: A Multifactor Nth-to-Default CDS Basket

IMF Working Paper No. 06/105
Number of pages: 25 Posted: 21 Jun 2006
Renzo Avesani and Antonio I. Garcia Pascual
International Monetary Fund - Monetary and Financial Systems Department and International Monetary Fund (IMF) - Western Hemisphere Department
Downloads 797 (54,228)

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Risk management, market indicators, stress testing, credit default swap (CDS), collateralized debt obligation (CDO), credit risk, large complex financial institutions (LCFIs)

5.

What Do We Know About Recent Exchange Rate Models? In-Sample Fit and Out-Sample Performance Evaluated

CESifo Working Paper Series No. 902; University of California Santa Cruz: Center for International Economics Working Paper No. 03-13
Number of pages: 44 Posted: 10 Apr 2003
Yin-Wong Cheung, Menzie David Chinn and Antonio I. Garcia Pascual
University of California, Santa Cruz - Department of Economics, University of Wisconsin, Madison - Robert M. La Follette School of Public Affairs and Department of Economics and International Monetary Fund (IMF) - Western Hemisphere Department
Downloads 540 (89,189)

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Exchange Rates, Monetary Model, Productivity, Interest Rate Parity, Behavioral Equilibrium Exchange Rate Model, Forecasting Performance

6.

The European Central Bank's QE: A New Hope

Downloads 450 (111,180)
Citation 4

The European Central Bank's QE: A New Hope

CESifo Working Paper Series No. 5946
Number of pages: 32 Posted: 13 Jul 2016
Tomasz Wieladek and Antonio I. Garcia Pascual
Bank of England and International Monetary Fund (IMF) - Western Hemisphere Department
Downloads 446 (111,165)

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ECB unconventional monetary policy, transmission mechanism

The European Central Bank's QE: A New Hope

CEPR Discussion Paper No. DP11309
Number of pages: 34 Posted: 07 Jun 2016
Antonio I. Garcia Pascual and Tomasz Wieladek
International Monetary Fund (IMF) - Western Hemisphere Department and Bank of England
Downloads 4 (1,065,993)
Citation 1
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ECB unconventional monetary policy, Transmission mechanism.

7.

Market Structure, Technology Spillovers, and Persistence in Productivity Differentials

Number of pages: 34 Posted: 14 Aug 2001
Yin-Wong Cheung and Antonio I. Garcia Pascual
University of California, Santa Cruz - Department of Economics and International Monetary Fund (IMF) - Western Hemisphere Department
Downloads 271 (193,392)
Citation 2

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Total Factor Productivity, Convergence, Market Structure, Technology Diffusion

8.

Productivity Convergence: A Panel Data Approach in the Presence of Cross-Country Correlation

UCSC Dept. of Economics Working Paper No. 403
Number of pages: 11 Posted: 06 Nov 1998
Antonio I. Garcia Pascual
International Monetary Fund (IMF) - Western Hemisphere Department
Downloads 208 (249,652)

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9.

Exchange Rate Prediction Redux: New Models, New Data, New Currencies

Downloads 135 (265,946)
Citation 16

Exchange Rate Prediction Redux: New Models, New Data, New Currencies

ECB Working Paper No. 2018
Number of pages: 58 Posted: 13 Feb 2017
Yin-Wong Cheung, Menzie David Chinn, Antonio I. Garcia Pascual and Yi Zhang
University of California, Santa Cruz - Department of Economics, University of Wisconsin, Madison - Robert M. La Follette School of Public Affairs and Department of Economics, International Monetary Fund (IMF) - Western Hemisphere Department and University of Wisconsin - Madison - Department of Economics
Downloads 135 (361,415)
Citation 15

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Exchange Rates, Monetary Model, Interest Rate Parity, Behavioral Equilibrium Exchange Rate Model, Forecasting Performance

10.

Financial Sector Projections and Stress Testing in Financial Programming: A New Framework

IMF Working Paper No. 06/33
Number of pages: 29 Posted: 23 Mar 2006
Ritu Basu, Nada Choueiri and Antonio I. Garcia Pascual
International Monetary Fund (IMF), International Monetary Fund (IMF) - Research Department and International Monetary Fund (IMF) - Western Hemisphere Department
Downloads 188 (273,554)

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Financial Programming, Financial Institutions, Stress Testing

11.

Toward an Effective Supervision of Partially Dollarized Banking Systems

IMF Working Paper No. 06/32
Number of pages: 50 Posted: 23 Mar 2006
Jorge Cayazzo, Antonio I. Garcia Pascual, Eva Gutiérrez and Socorro Heysen
International Monetary Fund (IMF), International Monetary Fund (IMF) - Western Hemisphere Department, International Monetary Fund (IMF) and International Monetary Fund (IMF)
Downloads 180 (285,482)

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Bank Supervision, Financial Stability, Risk Management, Dollarization

12.

Testing for Output Convergence: A Re-Examination

Number of pages: 31 Posted: 19 Feb 2001
Antonio I. Garcia Pascual and Yin-Wong Cheung
International Monetary Fund (IMF) - Western Hemisphere Department and University of California, Santa Cruz - Department of Economics
Downloads 154 (324,591)

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Output convergence, multivariate test, unit root test, stationarity test

13.

Productivity Differences in OECD Countries

Number of pages: 28 Posted: 21 Mar 2001
Antonio I. Garcia Pascual
International Monetary Fund (IMF) - Western Hemisphere Department
Downloads 116 (403,755)

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14.

Usability of Bank Capital Buffers: The Role of Market Expectations

IMF Working Paper No. 2022/021
Number of pages: 61 Posted: 30 Mar 2022
José Abad and Antonio I. Garcia Pascual
International Monetary Fund (IMF) and International Monetary Fund (IMF) - Western Hemisphere Department
Downloads 61 (597,583)
Citation 1

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Capital Buffers, Basel III, Capital Regulation, Financial Institutions, Macropru, valuation model, buffer Usability, market expectation, bank Capital Structure, capital shortfall, Countercyclical capital buffers, Correspondent banking, Loans, Market capitalization, COVID-19, Global

15.

On Productivity Convergence in European Manufacturing

UCSC Department of Economics Working Paper No. 402
Posted: 09 Oct 1998
Antonio I. Garcia Pascual and Frank Westermann
International Monetary Fund (IMF) - Western Hemisphere Department and University of Osnabrueck - Department of Economics

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