Research | Ricardo Quineche

Recent publications

Quineche, R. & Huarancca M. R. (2024). Explorando el trade-off entre inflación y desempleo: ¿tiene la curva de Phillips forma de L inclinada para Latinoamérica? [Exploring the trade-off between inflation and unemployment: does Latin America exhibit a slanted-L Phillips curve?]. Revista Moneda, (197), 18-23.

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1. PAPERS IN REFEREED JOURNALS

1.1. Quineche, R. (2022). Consumption, aggregate wealth and expected stock returns: a quantile cointegration approach, Studies in Nonlinear Dynamics & Econometrics, vol. 26, no. 5, 2022, pp. 693-703. doi: https://doi.org/10.1515/snde-2020-0059

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1.2. Quineche, R. (2021). Consumption, Aggregate Wealth and Expected Stock Returns: An FCVAR Approach, Journal of Time Series Econometrics, 13(1), 21-42. doi: https://doi.org/10.1515/jtse-2020-0029

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1.3. Quineche, R. (2018). Understanding positive asymmetric pricing with a log-concave demand function and constant marginal costs. Applied Economics and Finance, 5(4), 24-39 doi: https://doi.org/10.11114/aef.v5i4.3291

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1.4. Quineche, R., & Rodríguez, G. (2017). Selecting the Lag Length for the MGLS Unit Root Tests with Structural Change: A Warning Note for Practitioners Based on Simulations. Econometrics, 5(2). doi: https://doi.org/10.3390/econometrics5020017

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2. CHAPTERS IN A BOOK

2.1. Larios, F., Alvarez, J., & Quineche, R. (2017). Fundamentos de Econometría [Econometrics Foundations] Published by the Editorial Ediciones de la U. ISBN: 9789587624625, Bogotá, Colombia

2.2. Larios, F., Alvarez, J., & Quineche, R. (2014). Fundamentos de Econometría [Econometrics Foundations] Published by the Editorial Universidad San Ignacio de Loyola. ISBN: 978-612-4119-53-8, Lima, Perú.

3. ARTICLES

3.1. Castillo, P., Montoya, J., & Quineche, R. (2015). Cambios en la volatilidad del PBI en el Perú: el rol de la estabilidad monetaria [The role of Peruvian monetary policy in macroeconomic stability]. Revista Moneda, (162), 4-8

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4. WORKING PAPERS

4.1. Castillo, P., Montoya, J., & Quineche, R. (2016). From the Great Inflation to the Great Moderation in Peru: A Time Varying Structural Vector Autoregressions Analysis (Working Paper Series 2016-003). Central Reserve Bank of Peru.

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4.2. Quineche, R., & Rodríguez, G. (2015). Data-Dependent Methods for the Lag Length Selection in Unit Root Tests in presence of Structural Change (Working Paper 2015-404). Department of Economics, Pontificia Universidad Católica del Perú.

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4.3. Gutiérrez, J., Martínez, M., Quineche, R., & Virreira, C. (2014). Empalme de series históricas anuales y trimestrales del PBI por el lado del gasto y de los sectores económicos, base 2007 [Splicing annual and quarterly historical expenditure and sectorial based GDP series using the 2007 base] (Working Paper Series 2014-019). Central Reserve Bank of Peru.

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