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

SCHOLARLY PAPERS

16

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CITATIONS
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19

Scholarly Papers (16)

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 2,026 (6,925)
Citation 1

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

UC Santa Cruz Economics Working Paper No. 521; UC Santa Cruz International Economics Working Paper No. 02-16, HKIMR Working Paper No. 12/2005
Number of pages: 30 Posted: 09 Feb 2004
Menzie David Chinn, Yin-Wong Cheung and Antonio I. Garcia Pascual
University of Wisconsin, Madison - Robert M. La Follette School of Public Affairs and Department of Economics, City University of Hong Kong - Department of Economics & Finance and International Monetary Fund (IMF) - Western Hemisphere Department
Downloads 782 (29,797)
Citation 12

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exchange rates, monetary model, productivity, interest rate parity, behavioral equilibrium exchange rate model, forecasting performance

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
City University of Hong Kong - Department of Economics & Finance, 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 93 (276,639)

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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
City University of Hong Kong - Department of Economics & Finance, 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 77 (311,316)
Citation 2

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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: 31 Oct 2010
Yin-Wong Cheung, Menzie David Chinn and Antonio I. Garcia Pascual
City University of Hong Kong - Department of Economics & Finance, 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 56 (369,734)
Citation 171

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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 G. Avesani and Antonio I. Garcia Pascual
International Monetary Fund (IMF), International Monetary Fund (IMF) and International Monetary Fund (IMF) - Western Hemisphere Department
Downloads 961 (22,575)
Citation 1

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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 731 (33,202)
Citation 8

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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
City University of Hong Kong - Department of Economics & Finance, 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 509 (53,450)
Citation 2

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

6.

Market Structure, Technology Spillovers, and Persistence in Productivity Differentials

CESifo Working Paper Series No. 517
Number of pages: 34 Posted: 14 Aug 2001
Yin-Wong Cheung and Antonio I. Garcia Pascual
City University of Hong Kong - Department of Economics & Finance and International Monetary Fund (IMF) - Western Hemisphere Department
Downloads 245 (123,185)
Citation 1

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Total Factor Productivity, Convergence, Market Structure, Technology Diffusion

7.
Downloads 194 (154,281)
Citation 1

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 192 (155,637)
Citation 1

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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 2 (660,960)
Citation 1
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ECB unconventional monetary policy, Transmission mechanism.

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 187 (159,481)

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9.

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 170 (173,657)

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Financial Programming, Financial Institutions, Stress Testing

10.

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 Gutierrez and Socorro Heysen
International Monetary Fund (IMF), International Monetary Fund (IMF) - Western Hemisphere Department, International Monetary Fund (IMF) - Policy Development and Review Department and International Monetary Fund (IMF)
Downloads 136 (208,986)
Citation 3

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Bank Supervision, Financial Stability, Risk Management, Dollarization

11.

Testing for Output Convergence: A Re-Examination

CESifo Working Paper Series No. 319
Number of pages: 31 Posted: 19 Feb 2001
Antonio I. Garcia Pascual and Yin-Wong Cheung
International Monetary Fund (IMF) - Western Hemisphere Department and City University of Hong Kong - Department of Economics & Finance
Downloads 135 (210,232)

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

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
City University of Hong Kong - Department of Economics & Finance, 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 83 (297,420)
Citation 2

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

13.

Productivity Differences in OECD Countries

CESifo Working Paper Series No. 318
Number of pages: 28 Posted: 21 Mar 2001
Antonio I. Garcia Pascual
International Monetary Fund (IMF) - Western Hemisphere Department
Downloads 99 (263,615)

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14.

Testing for Output Convergence: A Re-Examination

HKIMR Working Paper No. 5/2004, Oxford Economic Papers, Vol. 56, pp. 45-63, 2004
Number of pages: 21 Posted: 22 Aug 2007
Yin-Wong Cheung and Antonio I. Garcia Pascual
City University of Hong Kong - Department of Economics & Finance and International Monetary Fund (IMF) - Western Hemisphere Department
Downloads 47 (393,633)
Citation 6

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Output convergence, panel data test, unit root test, stationarity test

15.

Productivity Convergence in European Manufacturing

Review of International Economics, Vol. 10, pp. 313-323, 2002
Number of pages: 11 Posted: 27 Dec 2002
Antonio I. Garcia Pascual and Frank Westermann
International Monetary Fund (IMF) - Western Hemisphere Department and University of Osnabrueck - Department of Economics
Downloads 14 (550,050)
Citation 3
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16.

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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