← All authors Ana María Herrera University of Kentucky (from arXiv:2604.18778, 2026) · ORCID · OpenAlex
36 papers in scope · 34 published · 2 on the econ.EM arXiv · 2,810 citations · h-index 21 (over the papers listed here)
Related authors The 20 authors closest to this one in our weighted citation graph, most related first.
Quinlan Lee Atsushi Inoue Alexander Wehrli Giovanni Ballarin Daniele Ballinari Christian Gouriéroux Òscar Jordà Neil Shephard Mikkel Plagborg-Møller Guido M. Kuersteiner Michal Kolesár Ashesh Rambachan Lutz Kilian Iones Kelanemer Holban Elena Peavento Elena Pesavento Christian K. Wolf Joann Jasiak Lyudmila Grigoryeva Eric Qian Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md .
Papers (2 of 36)
working paper 2026 · arXiv
working paper 2026 · arXiv
The time-varying effects of oil news on inflation
published 2025 · Energy Economics
with Sandeep Kumar Rangaraju
Discussion of: “Dynamic Causal Effects in a Nonlinear World: the Good, the Bad, and the Ugly”
published 2025 · Journal of Business and Economic Statistics
Monetary policy and credit flows: A tale of two effective lower bounds
published 2025 · Journal of Economic Dynamics and Control
with Timothy Bianco
Financial Liberalization, Credit Market Dynamism, and Allocative Efficiency
published 2024 · Journal of money credit and banking · 5 citations
with Raoul Minetti, Matthew Schaffer
State-dependent local projections
published 2024 · Journal of Econometrics · 60 citations · first circulated 2023
Oil news shocks and the U.S. stock market
published 2023 · Energy Economics · 14 citations
with Zeina N. Alsalman, Sandeep Kumar Rangaraju
Oil prices uncertainty, endogenous regime switching, and inflation anchoring
published 2023 · Journal of Applied Econometrics · 12 citations
Policy and misallocation: Evidence from Chinese firm-level data
published 2022 · European Economic Review · 35 citations
with Guowen Chen, Steven Lugauer
Tax news in good and bad times
published 2021 · Economics Letters · 6 citations
with Sandeep Kumar Rangaraju
Impulse response analysis for structural dynamic models with nonlinear regressors
published 2021 · Journal of Econometrics · 30 citations · first circulated 2020
The quantitative effects of tax foresight: Not all states are equal
published 2019 · Journal of Economic Dynamics and Control · 15 citations · first circulated 2017
with Sandeep Kumar Rangaraju
The effect of oil supply shocks on US economic activity: What have we learned?
published 2019 · Journal of Applied Econometrics · 112 citations · first circulated 2018
with Sandeep Kumar Rangaraju
Oil price shocks and U.S. economic activity
published 2019 · Energy Policy · 203 citations
with Mohamad B. Karaki, Sandeep Kumar Rangaraju
Forecasting crude oil price volatility
published 2018 · International Journal of Forecasting · 113 citations
with Liang Hu, Daniel J. Pastor
OIL PRICE SHOCKS, INVENTORIES, AND MACROECONOMIC DYNAMICS
published 2018 · Macroeconomic Dynamics · 35 citations
Where do jobs go when oil prices drop?
published 2016 · Energy Economics · 50 citations
with Mohamad B. Karaki, Sandeep Kumar Rangaraju
The effects of oil price shocks on job reallocation
published 2015 · Journal of Economic Dynamics and Control · 77 citations · first circulated 2012
with Mohamad B. Karaki
Oil Price Shocks and the U.S. Stock Market: Do Sign and Size Matter?
published 2015 · The Energy Journal · 79 citations
with Zeina N. Alsalman
Asymmetries in the response of economic activity to oil price increases and decreases?
published 2014 · Journal of International Money and Finance · 144 citations
with Latika Gupta Lagalo, Tatsuma Wada
Dynamic pricing and asymmetries in retail gasoline markets: What can they tell us about price stickiness?
published 2013 · Economics Letters · 11 citations
with Christopher C. Douglas
Cenizas en el cielo : la vida de Neus Català
published 2012 · Medical Entomology and Zoology · 1 citations
with Carme Martí
no link
OIL PRICE SHOCKS AND INDUSTRIAL PRODUCTION: IS THE RELATIONSHIP LINEAR?
published 2011 · Macroeconomic Dynamics · 233 citations
with Latika Gupta Lagalo, Tatsuma Wada
Credit reallocation
published 2011 · Journal of Monetary Economics · 37 citations
with Marek Kolar, Raoul Minetti
Testing for the cartel in OPEC: non-cooperative collusion or just non-cooperative?
published 2011 · Oxford Review of Economic Policy · 99 citations
with Pedro Almoguera, Craig C. Douglas
Dynamic Censored Regression and the Open Market Desk Reaction Function
published 2010 · Journal of Business and Economic Statistics · 31 citations
with Robert M. de Jong
Why are gasoline prices sticky? A test of alternative models of price adjustment
published 2009 · Journal of Applied Econometrics · 41 citations
with Christopher Douglas
OIL PRICE SHOCKS, SYSTEMATIC MONETARY POLICY, AND THE “GREAT MODERATION”
published 2009 · Macroeconomic Dynamics · 259 citations
The comovement in inventories and in sales: Higher and higher
published 2007 · Economics Letters · 14 citations
Informed finance and technological change: Evidence from credit relationships☆
published 2006 · Journal of Financial Economics · 247 citations · first circulated 2004
with Raoul Minetti
The Decline in U.S. Output Volatility
published 2005 · Journal of Business and Economic Statistics · 81 citations
Why So Small? Explaining the Size of Firms in Latin America
published 2005 · World Economy · 21 citations
with Eduardo Lora
Oil Shocks and Aggregate Macroeconomic Behavior: The Role of Monetary Policy: A Comment
published 2004 · Journal of money credit and banking · 741 citations · first circulated 2001
with James D. Hamilton
Economic Reforms in Latin America: Symposium Held in November 1992 at the Georg-August-Universitat Gottingen.
published 1996 · Hispanic American Historical Review
with Robert J. Alexander, Hermann Sautter, Guillermo Perry
Public Finances, Stabilization and Structural Reform in Latin America
published 1995 · Medical Entomology and Zoology · 4 citations
with Guillermo Perry
no link
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