Hector Carcel Villanova, PhD
|Information||Monetary Policy Division,Bank of Lithuania|
|Address||Totorių g. 4, 01121 Vilnius, Lithuania|
|Phone||+370 5 2680252|
Primary: Applied Econometrics (Panel Data and Time Series), Monetary Policy, International Finance.
Carcel, H. and L.A. Gil-Alana (2018) A fractional cointegration var analysis of exchange rate dynamics, The North American Journal of Economics and Finance.
Carcel, H. and L.A. Gil-Alana (2018) Ination Analysis in the Central American Monetary Council, Empirical Economics 54, 2, 547-565.
Caporale, G.M., H. Carcel and L.A. Gil-Alana (2018) The EMBI in Latin America: Fractional Integration, Non-Linearities and Breaks, Finance Research Letters 24, 34-41.
Yaya, O.S., L.A. Gil-Alana and H. Carcel (2015) Testing Fractional Persistence and Non-linearities in Natural Gas Markets: An Application of Non-linear Deterministic Terms based on Chebyshev Polynomials in Time, Energy Economics 52, 240-245.
Recent Bank of Lithuania WPs/DPs/OPs:
Term Premium and Quantitative Easing in a Fractionally Cointegrated Yield Curve, Mirko Abbritti, Hector Carcel, Luis Gil-Alana, Antonio Moreno. Bank of Lithuania Working Paper No 50, 2018.
|2018–present||Principal Economist, Monetary Policy Division, Bank of Lithuania|
|2015–2018||Ph.D. in Economics, University of Navarra (Pamplona, Spain)|
|2017||Trainee, European Central Bank (Frankfurt am Main, Germany).|
|2016||Visiting Researcher, University of Copenhagen (Copenhagen, Denmark)|
|2016||Intern, IMF Fund Internship Program (Washington D.C., USA)|
|2015||Doctoral Intern, Deutsche Bundesbank (Frankfurt am Main, Germany).|
|2012–2014||Research Assistant, Navarra Center for International Development (Pamplona, Spain)|
Bachellor and Master studies, University of Navarra (Pamplona, Spain).