Enrique Martínez-García

Federal Reserve Bank of Dallas - Research Department

Senior Research Economist and Advisor

2200 North Pearl Street

PO Box 655906

Dallas, TX 75265-5906

United States

http://sites.google.com/view/emgeconomics

SCHOLARLY PAPERS

60

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1,976

SSRN CITATIONS
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84

CROSSREF CITATIONS

26

Scholarly Papers (60)

1.

Monitoring Housing Markets for Episodes of Exuberance: An Application of the Phillips Et Al. (2012, 2013) GSADF Test on the Dallas Fed International House Price Database

Federal Reserve Bank of Dallas Globalization and Monetary Policy Institute Working Paper No. 165
Number of pages: 28 Posted: 14 Jan 2014
Lancaster University - Department of Economics, Lancaster University - Lancaster University Management School, Lancaster University - Lancaster University Management School, Lancaster University - Lancaster University Management School, Federal Reserve Bank of Dallas - Research Department, Federal Reserve Banks - Federal Reserve Bank of Dallas and Federal Reserve Banks - Federal Reserve Bank of Dallas
Downloads 227 (165,594)
Citation 8

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House Prices; Unit-root Tests; Exuberance.

Monetary Policy and Economic Performance Since the Financial Crisis

Number of pages: 58 Posted: 20 Oct 2020
Dario Caldara, Etienne Gagnon, Enrique Martínez-García and Christopher J. Neely
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Federal Reserve Bank of Dallas - Research Department and Federal Reserve Bank of St. Louis - Research Division
Downloads 13 (704,394)
Citation 1

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Global Financial Crisis 2007–09, monetary policy, effective lower bound, structural changes, forward guidance, balance sheet policies

Monetary Policy and Economic Performance Since the Financial Crisis

Globalization and Monetary Policy Institute Working Paper No. 399
Number of pages: 58 Posted: 02 Jun 2021
Dario Caldara, Etienne Gagnon, Enrique Martínez-García and Christopher J. Neely
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Federal Reserve Bank of Dallas - Research Department and Federal Reserve Bank of St. Louis - Research Division
Downloads 3 (789,350)

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Database of Global Economic Indicators (Dgei): A Methodological Note

Globalization and Monetary Policy Institute Working Paper No. 166
Posted: 14 Jul 2021
Valerie Grossman, Adrienne Mack and Enrique Martínez-García
Federal Reserve Banks - Federal Reserve Bank of Dallas, affiliation not provided to SSRN and Federal Reserve Bank of Dallas - Research Department

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Database of Global Economic Indicators (DGEI): A Methodological Note

Federal Reserve Bank of Dallas Globalization and Monetary Policy Institute Working Paper No. 166
Number of pages: 93 Posted: 14 Jan 2014 Last Revised: 15 Jul 2015
Valerie Grossman, Adrienne Mack and Enrique Martínez-García
Federal Reserve Banks - Federal Reserve Bank of Dallas, Federal Reserve Banks - Federal Reserve Bank of Dallas and Federal Reserve Bank of Dallas - Research Department
Downloads 86 (357,222)
Citation 14

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Global Indicators; Aggregation Methods; Global Cycles

4.

The Global Slack Hypothesis

Federal Reserve Bank of Dallas Staff Papers No. 10, 2010
Number of pages: 37 Posted: 06 Jan 2011
Mark A. Wynne and Enrique Martínez-García
Federal Reserve Bank of Dallas and Federal Reserve Bank of Dallas - Research Department
Downloads 81 (367,082)

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Global slack hypothesis, Phillips Curve, inflation, globalization

Understanding the Aggregate Effects of Credit Frictions and Uncertainty

Number of pages: 50 Posted: 15 Jun 2017
Nathan S. Balke, Enrique Martínez-García and Zheng Zeng
Southern Methodist University (SMU) - Department of Economics, Federal Reserve Bank of Dallas - Research Department and Bowling Green State University, Department of Economics
Downloads 36 (543,772)

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Stochastic Volatility, Uncertainty, Financial Accelerator, Perturbation Methods

Understanding the Aggregate Effects of Credit Frictions and Uncertainty

Globalization and Monetary Policy Institute Working Paper No. 317
Number of pages: 55 Posted: 21 Jun 2017 Last Revised: 29 Apr 2020
Nathan S. Balke, Enrique Martínez-García and Zheng Zeng
Southern Methodist University (SMU) - Department of Economics, Federal Reserve Bank of Dallas - Research Department and Bowling Green State University, Department of Economics
Downloads 36 (543,772)

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Global Slack as a Determinant of U.S. Inflation

Globalization and Monetary Policy Institute Working Paper No. 123
Posted: 14 Jul 2021
Enrique Martínez-García and Mark A. Wynne
Federal Reserve Bank of Dallas - Research Department and Federal Reserve Bank of Dallas

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Global Slack as a Determinant of U.S. Inflation

Bank for International Settlements, 2013. "Globalisation and inflation dynamics in Asia and the Pacific," BIS Papers, Bank for International Settlements, number 70, May.
Number of pages: 6 Posted: 09 Dec 2013
Enrique Martínez-García and Mark A. Wynne
Federal Reserve Bank of Dallas - Research Department and Federal Reserve Bank of Dallas
Downloads 66 (416,468)
Citation 3

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Global Slack Hypothesis, New Keynesian Model, Inflation

7.

The Balance Sheet Channel

Number of pages: 34 Posted: 09 Dec 2013
Ethan Cohen-Cole and Enrique Martínez-García
Econ One Research and Federal Reserve Bank of Dallas - Research Department
Downloads 63 (421,161)
Citation 2

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Balance Sheet, External Finance Premium, Financial Accelerator

The Effect of Central Bank Credibility on Forward Guidance in an Estimated New Keynesian Model

Number of pages: 64 Posted: 01 Jan 2020
Stephen J. Cole and Enrique Martínez-García
Marquette University and Federal Reserve Bank of Dallas - Research Department
Downloads 38 (533,199)

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Forward Guidance, Monetary Policy, Expectations, Central Bank Credibility, Evolutionary Games

The Effect of Central Bank Credibility on Forward Guidance in an Estimated New Keynesian Model

Globalization and Monetary Policy Institute Working Paper No. 375
Number of pages: 63 Posted: 10 Jan 2020
Enrique Martínez-García and Stephen J. Cole
Federal Reserve Bank of Dallas - Research Department and Marquette University
Downloads 24 (619,170)

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Evolutionary Games, Expectations, Monetary Policy, Forward Guidance, Central Bank Credibility

The Effect of Central Bank Credibility on Forward Guidance in an Estimated New Keynesian Model

Globalization and Monetary Policy Institute Working Paper No. 375
Number of pages: 67 Posted: 14 Jul 2021 Last Revised: 13 Jul 2021
Stephen J. Cole and Enrique Martínez-García
affiliation not provided to SSRN and Federal Reserve Bank of Dallas - Research Department
Downloads 0

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Ties that Bind: Estimating the Natural Rate of Interest for Small Open Economies

Globalization and Monetary Policy Institute Working Paper No. 359
Number of pages: 55 Posted: 22 Apr 2019 Last Revised: 29 Apr 2020
Valerie Grossman, Enrique Martínez-García, Mark A. Wynne and Ren Zhang
Federal Reserve Banks - Federal Reserve Bank of Dallas, Federal Reserve Bank of Dallas - Research Department, Federal Reserve Bank of Dallas and Bowling Green State University
Downloads 34 (554,905)

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Ties that Bind: Estimating the Natural Rate of Interest for Small Open Economies

Number of pages: 55 Posted: 08 Apr 2019
Valerie Grossman, Enrique Martínez-García, Mark A. Wynne and Ren Zhang
Federal Reserve Banks - Federal Reserve Bank of Dallas, Federal Reserve Bank of Dallas - Research Department, Federal Reserve Bank of Dallas and Texas State University
Downloads 23 (626,478)

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Small Open-Economy Model, Monetary Policy, Natural Rate, Bayesian Estimation

Ties that Bind: Estimating the Natural Rate of Interest for Small Open Economies

Globalization and Monetary Policy Institute Working Paper No. 359
Number of pages: 55 Posted: 14 May 2021
Valerie Grossman, Enrique Martínez-García, Mark A. Wynne and Ren Zhang
Federal Reserve Banks - Federal Reserve Bank of Dallas, Federal Reserve Bank of Dallas - Research Department, Federal Reserve Bank of Dallas and Texas State University
Downloads 3 (789,350)

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Monetary Policy Expectations and Economic Fluctuations at the Zero Lower Bound

Number of pages: 56 Posted: 09 May 2015
Rachel Doehr and Enrique Martínez-García
Claremont McKenna College and Federal Reserve Bank of Dallas - Research Department
Downloads 32 (566,326)

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Expectations, Survey Data, Monetary Policy, Economic Fluctuations

Monetary Policy Expectations and Economic Fluctuations at the Zero Lower Bound

Globalization and Monetary Policy Institute Working Paper No. 240
Number of pages: 56 Posted: 17 Aug 2015 Last Revised: 08 Jul 2017
Rachel Doehr and Enrique Martínez-García
Claremont McKenna College and Federal Reserve Bank of Dallas - Research Department
Downloads 28 (591,323)

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11.

The Real Exchange Rate in Sticky-Price Models: Does Investment Matter

Bank of England Working Paper No. 368
Number of pages: 47 Posted: 27 Apr 2009
Enrique Martínez-García and Jens Sondergaard
Federal Reserve Bank of Dallas - Research Department and Bank of England - Monetary Analysis
Downloads 60 (431,434)
Citation 1

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Real exchange rates, capital accumulation, Taylor rules

System Reduction and Finite-Order VAR Solution Methods for Linear Rational Expectations Models

Number of pages: 35 Posted: 27 May 2016
Enrique Martínez-García
Federal Reserve Bank of Dallas - Research Department
Downloads 31 (572,238)

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Linear Rational Expectations Models, Vector Autoregression Representation, Sylvester Matrix Equation

Finite-Order VAR Representation of Linear Rational Expectations Models: With Some Lessons for Monetary Policy

Globalization and Monetary Policy Institute Working Paper No. 285
Number of pages: 49 Posted: 28 Oct 2016 Last Revised: 29 Apr 2020
Enrique Martínez-García
Federal Reserve Bank of Dallas - Research Department
Downloads 20 (648,960)

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A Monetary Model of the Exchange Rate with Informational Frictions

Number of pages: 53 Posted: 04 May 2009
Enrique Martínez-García
Federal Reserve Bank of Dallas - Research Department
Downloads 50 (476,929)

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Information Frictions, Real Exchange Rate, PPP Puzzle

A Monetary Model of the Exchange Rate with Informational Frictions

Globalization and Monetary Policy Institute Working Paper No. 02
Posted: 14 Jul 2021
Enrique Martínez-García
Federal Reserve Bank of Dallas - Research Department
Downloads 0

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A Contribution to the Chronology of Turning Points in Global Economic Activity (1980-2012)

Globalization and Monetary Policy Institute Working Paper No. 169
Posted: 14 Jul 2021
Valerie Grossman, Adrienne Mack and Enrique Martínez-García
Federal Reserve Banks - Federal Reserve Bank of Dallas, affiliation not provided to SSRN and Federal Reserve Bank of Dallas - Research Department

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A Contribution to the Chronology of Turning Points in Global Economic Activity (1980-2012)

Federal Reserve Bank of Dallas Globalization and Monetary Policy Institute Working Paper No. 169
Number of pages: 38 Posted: 24 Jan 2014
Valerie Grossman, Adrienne Mack and Enrique Martínez-García
Federal Reserve Banks - Federal Reserve Bank of Dallas, Federal Reserve Banks - Federal Reserve Bank of Dallas and Federal Reserve Bank of Dallas - Research Department
Downloads 49 (481,126)
Citation 10

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Global Business Cycles; Turning Points; Bry-Boschan Algorithm

15.

Consequences of the Euro: Monetary Union, Economic Disunion?

Economic Letter, Vol. 11, Issue 2, pp. 1-4, 2016
Number of pages: 4 Posted: 20 Apr 2016
Enrique Martínez-García and Valerie Grossman
Federal Reserve Bank of Dallas - Research Department and Federal Reserve Banks - Federal Reserve Bank of Dallas
Downloads 48 (476,802)

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Inflation as a Global Phenomenon -- Some Implications for Policy Analysis and Forecasting

Number of pages: 52 Posted: 23 Sep 2015 Last Revised: 04 Oct 2015
Ayşe Kabukcuoglu Dur and Enrique Martínez-García
North Carolina State University and Federal Reserve Bank of Dallas - Research Department
Downloads 31 (572,238)

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Inflation Dynamics, Open-Economy Phillips Curve, Forecasting

Inflation as a Global Phenomenon - Some Implications for Policy Analysis and Forecasting

Globalization and Monetary Policy Institute Working Paper No. 261
Number of pages: 53 Posted: 28 Jan 2016 Last Revised: 03 Jun 2017
Ayşe Kabukcuoglu Dur and Enrique Martínez-García
North Carolina State University and Federal Reserve Bank of Dallas - Research Department
Downloads 17 (672,104)

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17.

Forecasting Local Inflation with Global Inflation: When Economic Theory Meets the Facts

Globalization and Monetary Policy Institute Working Paper No. 235
Number of pages: 33 Posted: 17 Aug 2015 Last Revised: 08 Jul 2017
Roberto Duncan and Enrique Martínez-García
Ohio University - Department of Economics and Federal Reserve Bank of Dallas - Research Department
Downloads 44 (493,990)

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18.

The Contribution of Foreign Holdings of U.S. Treasury Securities to the U.S. Long-Term Interest Rate

Number of pages: 49 Posted: 30 Dec 2019 Last Revised: 02 Feb 2020
Yixiang Zhang and Enrique Martínez-García
affiliation not provided to SSRN and Federal Reserve Bank of Dallas - Research Department
Downloads 43 (498,421)

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Long-Term Interest Rates, Foreign Holdings of Notes and Bonds, Expectations Hypothesis, Structural Break, Zero Lower Bound, Monetary Policy, China

Exploring the Nexus between Inflation and Globalization Under Inflation Targeting Through the Lens of New Zealand's Experience

Number of pages: 20 Posted: 23 Mar 2017
Ayşe Kabukcuoglu Dur, Enrique Martínez-García and Mehmet Soytas
North Carolina State University, Federal Reserve Bank of Dallas - Research Department and Ozyegin University
Downloads 20 (648,960)

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Inflation Dynamics, Open-Economy Phillips Curve, Inflation Targeting, Inflation Forecasting

Exploring the Nexus between Inflation and Globalization Under Inflation Targeting Through the Lens of New Zealand's Experience

Globalization and Monetary Policy Institute Working Paper No. 308
Number of pages: 20 Posted: 05 May 2017 Last Revised: 31 May 2017
Ayşe Kabukcuoglu Dur, Enrique Martínez-García and Mehmet Soytas
North Carolina State University, Federal Reserve Bank of Dallas - Research Department and Ozyegin University
Downloads 20 (648,960)

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20.

The Market Resources Method for Solving Dynamic Optimization Problems

Globalization and Monetary Policy Institute Working Paper No. 274
Number of pages: 15 Posted: 28 Jun 2016 Last Revised: 03 Jun 2017
Ayşe Kabukcuoglu Dur and Enrique Martínez-García
North Carolina State University and Federal Reserve Bank of Dallas - Research Department
Downloads 40 (512,199)

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21.

Forecasting Local Inflation with Global Inflation: When Economic Theory Meets the Facts

Number of pages: 34 Posted: 05 Apr 2015
Roberto Duncan and Enrique Martínez-García
Ohio University - Department of Economics and Federal Reserve Bank of Dallas - Research Department
Downloads 37 (526,470)

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Global Inflation, Global Slack Hypothesis, New Open Economy Macroeconomics, Open-Economy Phillips Curves, Inflation Forecasting

22.
Downloads 37 (526,470)
Citation 1

Globalization and Monetary Policy: An Introduction

Number of pages: 95 Posted: 20 May 2009
Enrique Martínez-García
Federal Reserve Bank of Dallas - Research Department
Downloads 37 (538,365)
Citation 1

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Globalization, Two-Country DSGE, Monetary Policy

Globalization and Monetary Policy: An Introduction

Globalization and Monetary Policy Institute Working Paper No. 11
Posted: 14 Jul 2021
Enrique Martínez-García
Federal Reserve Bank of Dallas - Research Department
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Detecting Periods of Exuberance: A Look at the Role of Aggregation with an Application to House Prices

Globalization and Monetary Policy Institute Working Paper No. 325
Number of pages: 33 Posted: 07 Sep 2017 Last Revised: 29 Apr 2020
Efthymios Pavlidis, Enrique Martínez-García and Valerie Grossman
Lancaster University - Department of Economics, Federal Reserve Bank of Dallas - Research Department and Federal Reserve Banks - Federal Reserve Bank of Dallas
Downloads 23 (626,478)
Citation 1

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Detecting Periods of Exuberance: A Look at the Role of Aggregation with an Application to House Prices

Number of pages: 33 Posted: 16 Aug 2017
Efthymios Pavlidis, Enrique Martínez-García and Valerie Grossman
Lancaster University - Department of Economics, Federal Reserve Bank of Dallas - Research Department and Federal Reserve Banks - Federal Reserve Bank of Dallas
Downloads 13 (704,394)

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Aggregation, Mildly explosive time series, Right-tailed unit-root tests, Sup ADF (SADF) test, Generalized sup ADF (GSADF) test, House prices

Investment and Trade Patterns in a Sticky-Price, Open-Economy Model

Number of pages: 42 Posted: 04 May 2009
Enrique Martínez-García and Jens Sondergaard
Federal Reserve Bank of Dallas - Research Department and Bank of England - Monetary Analysis
Downloads 35 (549,253)
Citation 4

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Trade Anomalies, Sticky Prices, Local-Currency Pricing

Investment and Trade Patterns in a Sticky-Price, Open-Economy Model

Globalization and Monetary Policy Institute Working Paper No. 28
Posted: 14 Jul 2021
Enrique Martínez-García and Jens Sondergaard
Federal Reserve Bank of Dallas - Research Department and affiliation not provided to SSRN
Downloads 0

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On the Sustainability of Exchange Rate Target Zones with Central Parity Realignments

Number of pages: 17 Posted: 17 Jun 2015
Enrique Martínez-García
Federal Reserve Bank of Dallas - Research Department
Downloads 20 (648,960)

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Nominal Exchange Rate, Target Zones, Discrete Intervention, Central Parity Realignment, Imperfect Credibility

On the Sustainability of Exchange Rate Target Zones with Central Parity Realignments

Globalization and Monetary Policy Institute Working Paper No. 243
Number of pages: 17 Posted: 17 Aug 2015 Last Revised: 08 Jul 2017
Enrique Martínez-García
Federal Reserve Bank of Dallas - Research Department
Downloads 12 (712,806)

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26.

Understanding the Aggregate Effects of Credit Frictions and Uncertainty: Additional Results

Number of pages: 86 Posted: 15 Jun 2017
Nathan S. Balke, Enrique Martínez-García and Zheng Zeng
Southern Methodist University (SMU) - Department of Economics, Federal Reserve Bank of Dallas - Research Department and Bowling Green State University, Department of Economics
Downloads 31 (557,878)
Citation 1

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Stochastic Volatility, Uncertainty, Financial Accelerator, Perturbation Methods

27.

The Real Exchange Rate in Sticky Price Models: Does Investment Matter?

Number of pages: 44 Posted: 04 May 2009
Jens Sondergaard and Enrique Martínez-García
Bank of England - Monetary Analysis and Federal Reserve Bank of Dallas - Research Department
Downloads 31 (557,878)
Citation 2

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Real Exchange Rate, PPP puzzle, Monetary Policy

28.

Checking the Path Towards Recovery from the COVID-19 Isolation Response

Number of pages: 35 Posted: 13 May 2020
Finn E. Kydland and Enrique Martínez-García
UC-Santa Barbara and Federal Reserve Bank of Dallas - Research Department
Downloads 30 (563,556)
Citation 2

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COVID-19, Macro Expectations, Flattening the Curve, Policy Response Stringency, Google Mobility

Good Policies or Good Luck? New Insights on Globalization and the International Monetary Policy Transmission Mechanism

Number of pages: 63 Posted: 06 Jul 2017
Enrique Martínez-García
Federal Reserve Bank of Dallas - Research Department
Downloads 21 (641,272)
Citation 10

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New Open Economy Macroeconomics, International Monetary Policy Coordination, Trade Openness, Flattening of the Phillips Curve, Great Moderation.

Good Policies or Good Luck? New Insights on Globalization and the International Monetary Policy Transmission Mechanism

Globalization and Monetary Policy Institute Working Paper No. 321
Number of pages: 62 Posted: 24 Jul 2017 Last Revised: 29 Apr 2020
Enrique Martínez-García
Federal Reserve Bank of Dallas - Research Department
Downloads 8 (746,359)
Citation 2

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A Redux of the Workhorse Noem Model with Capital Accumulation and Incomplete Asset Markets

Globalization and Monetary Policy Institute Working Paper No. 74
Posted: 14 Jul 2021
Enrique Martínez-García
Federal Reserve Bank of Dallas - Research Department

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A Redux of the Workhorse NOEM Model with Capital Accumulation and Incomplete Asset Markets

Number of pages: 180 Posted: 09 Dec 2013
Enrique Martínez-García
Federal Reserve Bank of Dallas - Research Department
Downloads 29 (584,758)

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NOEM Model, Investment Specific Technological Shocks, Incomplete Asset Markets

31.

New Perspectives on Forecasting Inflation in Emerging Market Economies: An Empirical Assessment

Globalization and Monetary Policy Institute Working Paper No. 338
Number of pages: 58 Posted: 15 Jun 2018 Last Revised: 29 Apr 2020
Roberto Duncan and Enrique Martínez-García
Ohio University - Department of Economics and Federal Reserve Bank of Dallas - Research Department
Downloads 28 (575,378)

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32.

Technical Note on 'The Real Exchange Rate in Sticky Price Models: Does Investment Matter?'

Number of pages: 82 Posted: 04 May 2009
Jens Sondergaard and Enrique Martínez-García
Bank of England - Monetary Analysis and Federal Reserve Bank of Dallas - Research Department
Downloads 27 (581,468)

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Real Exchange Rate, PPP puzzle, Monetary Policy

33.

Risk, Uncertainty Separately Cloud Global Growth Forecasting

Economic Letter, Vol. 11, Issue 9, pp. 1-4, 2016
Number of pages: 4 Posted: 25 Jul 2016
Alexander Chudik, Enrique Martínez-García and Valerie Grossman
Federal Reserve Banks - Federal Reserve Bank of Dallas, Federal Reserve Bank of Dallas - Research Department and Federal Reserve Banks - Federal Reserve Bank of Dallas
Downloads 25 (594,275)

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34.

The Global Component of Local Inflation: Revisiting the Empirical Content of the Global Slack Hypothesis with Bayesian Methods

Number of pages: 53 Posted: 16 Feb 2015 Last Revised: 05 Dec 2019
Enrique Martínez-García
Federal Reserve Bank of Dallas - Research Department
Downloads 25 (594,275)
Citation 4

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Global Slack Hypothesis, New Open Economy Macroeconomics, Open-Economy Phillips Curves, Bayesian Estimation

Assessing Bayesian Model Comparison in Small Samples

Globalization and Monetary Policy Institute Working Paper No. 189
Posted: 14 Jul 2021
Enrique Martínez-García and Mark A. Wynne
Federal Reserve Bank of Dallas - Research Department and Federal Reserve Bank of Dallas

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Assessing Bayesian Model Comparison in Small Samples

Number of pages: 35 Posted: 23 Aug 2014
Enrique Martínez-García and Mark A. Wynne
Federal Reserve Bank of Dallas - Research Department and Federal Reserve Bank of Dallas
Downloads 25 (611,919)
Citation 13

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Bayesian Methods, Posterior Model Probabilities, Schwarz Criterion, New Open Economy Macro, Global Slack Hypothesis

36.

Inflation As a Global Phenomenon - Some Implications for Inflation Modelling and Forecasting: Model Derivations and Additional Results

Number of pages: 35 Posted: 28 Nov 2017
Ayşe Kabukcuoglu Dur and Enrique Martínez-García
North Carolina State University and Federal Reserve Bank of Dallas - Research Department
Downloads 24 (600,881)
Citation 7

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Inflation Dynamics, Open-Economy Phillips Curve, Forecasting

37.

Exuber: Recursive Right-Tailed Unit Root Testing with R

Globalization and Monetary Policy Institute Working Paper No. 383
Number of pages: 25 Posted: 12 Jun 2020
Enrique Martínez-García, Efthymios Pavlidis and Kostas Vasilopoulos
Federal Reserve Bank of Dallas - Research Department, affiliation not provided to SSRN and Lancaster University - Department of Economics
Downloads 22 (614,404)

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Drilling Down: The Impact of Oil Price Shocks on Housing Prices

Number of pages: 38 Posted: 06 Nov 2019
Valerie Grossman, Enrique Martínez-García, Luis Bernardo Torres and Yongzhi Sun
Federal Reserve Banks - Federal Reserve Bank of Dallas, Federal Reserve Bank of Dallas - Research Department, Texas A&M University and Southwestern University of Finance and Economics (SWUFE)
Downloads 14 (696,114)

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real house prices, real rural land prices, panel VAR model with exogenous variables, real oil price shocks, (non-oil) real income shocks

Drilling Down: The Impact of Oil Price Shocks on Housing Prices

Globalization and Monetary Policy Institute Working Paper No. 369
Number of pages: 37 Posted: 31 Oct 2019 Last Revised: 29 Apr 2020
Valerie Grossman, Enrique Martínez-García, Luis Bernardo Torres and Yongzhi Sun
Federal Reserve Banks - Federal Reserve Bank of Dallas, Federal Reserve Bank of Dallas - Research Department, Texas A&M University and Southwestern University of Finance and Economics (SWUFE)
Downloads 8 (746,359)

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39.

Investment Enhances Emerging Economies' Living Standards

Economic Letter, Vol. 10, Issue 5, pp. 1-4, 2015
Number of pages: 4 Posted: 17 Aug 2015
Enrique Martínez-García
Federal Reserve Bank of Dallas - Research Department
Downloads 21 (621,083)

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U.S. Business Cycles, Monetary Policy and the External Finance Premium

Globalization and Monetary Policy Institute Working Paper No. 160
Posted: 14 Jul 2021
Enrique Martínez-García
Federal Reserve Bank of Dallas - Research Department

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U.S. Business Cycles, Monetary Policy and the External Finance Premium

Number of pages: 68 Posted: 09 Dec 2013
Enrique Martínez-García
Federal Reserve Bank of Dallas - Research Department
Downloads 19 (656,630)
Citation 1

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External Finance Premium, Financial Accelerator, Great Moderation

Mind the Gap!—A Monetarist View of the Open-Economy Phillips Curve

Globalization Institute Working Paper Series No. 392
Number of pages: 40 Posted: 29 Jul 2020 Last Revised: 03 Sep 2020
Ayşe Kabukcuoglu Dur and Enrique Martínez-García
North Carolina State University and Federal Reserve Bank of Dallas - Research Department
Downloads 11 (721,229)

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Global Slack, Global Liquidity, New Open-Economy Phillips Curve, Open- Economy New Keynesian Model, Forecasting

Mind the Gap!—A Monetarist View of the Open-Economy Phillips Curve

Globalization and Monetary Policy Institute Working Paper No. 392
Number of pages: 31 Posted: 08 Jul 2020
Ayşe Kabukcuoglu Dur and Enrique Martínez-García
North Carolina State University and Federal Reserve Bank of Dallas - Research Department
Downloads 7 (754,915)

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42.

Explosive Dynamics in House Prices? An Exploration of Financial Market Spillovers in Housing Markets Around the World

Globalization and Monetary Policy Institute Working Paper No. 342
Number of pages: 33 Posted: 09 Aug 2018 Last Revised: 29 Apr 2020
Enrique Martínez-García and Valerie Grossman
Federal Reserve Bank of Dallas - Research Department and Federal Reserve Banks - Federal Reserve Bank of Dallas
Downloads 18 (642,167)

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43.

A Quantitative Assessment of the Role of Incomplete Asset Markets on the Dynamics of the Real Exchange Rate

Number of pages: 21 Posted: 07 Jan 2016
Enrique Martínez-García
Federal Reserve Bank of Dallas - Research Department
Downloads 15 (663,657)

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Real exchange rates, Local-currency pricing, Sticky prices, Incomplete asset markets, International borrowing costs

44.

Finite-Order VAR Representation of Linear Rational Expectations Models: In a Nutshell

Number of pages: 12 Posted: 06 Nov 2018 Last Revised: 11 Dec 2018
Enrique Martínez-García
Federal Reserve Bank of Dallas - Research Department
Downloads 14 (671,086)

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Linear Rational Expectations Models, Vector Autoregression Representation, Sylvester Matrix Equation, Quadratic Matrix Equation

45.

The Global Component of Local Inflation: Revisiting the Empirical Content of the Global Slack Hypothesis with Bayesian Methods

Globalization and Monetary Policy Institute Working Paper No. 225
Number of pages: 53 Posted: 17 Aug 2015 Last Revised: 08 Jul 2017
Enrique Martínez-García
Federal Reserve Bank of Dallas - Research Department
Downloads 14 (671,086)

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46.

Technical Note on 'Assessing Bayesian Model Comparison in Small Samples'

Number of pages: 22 Posted: 24 Aug 2014
Enrique Martínez-García and Mark A. Wynne
Federal Reserve Bank of Dallas - Research Department and Federal Reserve Bank of Dallas
Downloads 14 (671,086)

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Bayesian Methods, Posterior Odds Tests, New Open Economy Macro

47.

Quantitative Assessment of the Role of Incomplete Asset Markets on the Dynamics of the Real Exchange Rate

Globalization and Monetary Policy Institute Working Paper No. 262
Number of pages: 21 Posted: 28 Jan 2016 Last Revised: 03 Jun 2017
Enrique Martínez-García
Federal Reserve Bank of Dallas - Research Department
Downloads 10 (701,748)

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48.

Get the Lowdown: The International Side of the Fall in the U.S. Natural Rate of Interest

Globalization and Monetary Policy Institute Working Paper No. 403
Number of pages: 56 Posted: 27 Oct 2020
Enrique Martínez-García
Federal Reserve Bank of Dallas - Research Department
Downloads 9 (709,582)

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49.

Go Figure: Texas Home Prices Head Through the Roof

Southwest Economy, Issue Q1, pp. 19-19, 2018
Number of pages: 1 Posted: 27 Jul 2018 Last Revised: 29 Apr 2020
Enrique Martínez-García and Valerie Grossman
Federal Reserve Bank of Dallas - Research Department and Federal Reserve Banks - Federal Reserve Bank of Dallas
Downloads 7 (725,075)

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50.

Online Appendix: Mind the Gap!—A Monetarist View of the Open-Economy Phillips Curve

Number of pages: 31 Posted: 29 Jul 2020
Ayşe Kabukcuoglu Dur and Enrique Martínez-García
North Carolina State University and Federal Reserve Bank of Dallas - Research Department
Downloads 6 (732,946)

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Global Slack, Global Liquidity, New Open-Economy Phillips Curve, Open-Economy New Keynesian Model, Forecasting

51.

A Matter of Perspective: Mapping Linear Rational Expectations Models into Finite-Order VAR Form

Globalization Institute Working Paper 389
Number of pages: 21 Posted: 30 Jun 2020
Enrique Martínez-García
Federal Reserve Bank of Dallas - Research Department
Downloads 6 (732,946)

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Linear Rational Expectations Models, Finite-Order Vector Autoregressive Representation, Sylvester Matrix Equation, New Keynesian Model, Monetary Policy Shocks

52.

Modeling Time-Variation Over the Business Cycle (1960-2017): An International Perspective

Globalization and Monetary Policy Institute Working Paper No. 348
Number of pages: 65 Posted: 31 Oct 2018 Last Revised: 29 Apr 2020
Enrique Martínez-García
Federal Reserve Bank of Dallas - Research Department
Downloads 6 (732,946)
Citation 8

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53.

A Generalized Time Iteration Method for Solving Dynamic Optimization Problems with Occasionally Binding Constraints

Globalization Institute Working Paper 396, August 2020
Number of pages: 28 Posted: 13 Oct 2020
Ayşe Kabukcuoglu Dur and Enrique Martínez-García
North Carolina State University and Federal Reserve Bank of Dallas - Research Department
Downloads 4 (748,407)

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General equilibrium models, Occasionally binding constraints, Computational methods, Time iteration; Policy function iteration, Endogenous grid

54.

Checking the Path Towards Recovery from the Covid-19 Isolation Response

Globalization and Monetary Policy Institute Working Paper No. 384
Number of pages: 34 Posted: 14 May 2020 Last Revised: 16 Jun 2020
Finn E. Kydland and Enrique Martínez-García
affiliation not provided to SSRN and Federal Reserve Bank of Dallas - Research Department
Downloads 4 (748,407)

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55.

The Balance Sheet Channel

FRB Boston Risk and Policy Analysis Unit Paper No. QAU08-7
Posted: 14 Jul 2021
Ethan Cohen-Cole and Enrique Martínez-García
affiliation not provided to SSRN and Federal Reserve Bank of Dallas - Research Department

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56.

Technical Note on &Quot;The Real Exchange Rate in Sticky Price Models: Does Investment Matter?&Quot;

Globalization and Monetary Policy Institute Working Paper No. 16
Posted: 14 Jul 2021
Enrique Martínez-García and Jens Sondergaard
Federal Reserve Bank of Dallas - Research Department and affiliation not provided to SSRN
Downloads 0 (794,597)

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57.

The Real Exchange Rate in Sticky Price Models: Does Investment Matter?

Globalization and Monetary Policy Institute Working Paper No. 17
Posted: 14 Jul 2021
Enrique Martínez-García and Jens Sondergaard
Federal Reserve Bank of Dallas - Research Department and affiliation not provided to SSRN
Downloads 0 (794,597)

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58.

Technical Note on \&Quot;Assessing Bayesian Model Comparison in Small Samples\&Quot;

Globalization and Monetary Policy Institute Working Paper No. 190
Posted: 14 Jul 2021
Enrique Martínez-García and Mark A. Wynne
Federal Reserve Bank of Dallas - Research Department and Federal Reserve Bank of Dallas

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59.

A Cross-Country Quarterly Database of Real House Prices: A Methodological Note

Globalization and Monetary Policy Institute Working Paper No. 99
Posted: 14 Jul 2021
Adrienne Mack and Enrique Martínez-García
affiliation not provided to SSRN and Federal Reserve Bank of Dallas - Research Department

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Episodes of Exuberance in Housing Markets: In Search of the Smoking Gun

Globalization and Monetary Policy Institute Working Paper No. 165
Posted: 14 Jul 2021
Federal Reserve Banks - Federal Reserve Bank of Dallas, affiliation not provided to SSRN, Federal Reserve Bank of Dallas - Research Department, affiliation not provided to SSRN, affiliation not provided to SSRN, affiliation not provided to SSRN and affiliation not provided to SSRN

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Episodes of Exuberance in Housing Markets: In Search of the Smoking Gun

Journal of Real Estate Finance and Economics, Vol. 53, No. 4, 2016
Posted: 01 Oct 2016
Federal Reserve Bank of Dallas - Research Department, Lancaster University - Department of Economics, Lancaster University - Lancaster University Management School, Lancaster University - Lancaster University Management School, Lancaster University - Lancaster University Management School, Federal Reserve Banks - Federal Reserve Bank of Dallas and Federal Reserve Banks - Federal Reserve Bank of Dallas

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House prices; Mildly explosive time series; Sup ADF test; Generalized Sup ADF test; Panel GSADF; Probit model

Other Papers (1)

Total Downloads: 6
1.

Do Monetary Aggregates Matter for Monetary Policy?

Number of pages: 40 Posted: 15 Jul 2020
Enrique Martínez-García
Federal Reserve Bank of Dallas - Research Department
Downloads 6

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Open-Economy New Keynesian Model, Banking Channel, Divisia Monetary Aggregates, Monetary Aggregate.