Valcarcel, Victor J.
Victor Valcarcel is an Assistant Professor of Economics. His research interests include:
- Monetary Economics
- Applied Time Series
- Business Cycles
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A Model of Monetary Policy Shocks for Financial Crises and Normal Conditions (Wiley, 2018-07-26)Deteriorating economic conditions in late 2008 led the Federal Reserve to lower the target federal funds rate to near zero, inject liquidity through novel facilities, and engage in large-scale asset purchases. The combination ...
Yield Curve Rotations, Monetary Shocks, and Greenspan's Conundrum (American Institute of Mathematical Sciences, 2019-02-26)Between June 2004 and December 2005 the Federal Reserve conducted a relatively aggressive contractionary policy that saw a steady increase in the effective federal funds rate of over 300 basis points. Yet the 10-year ...