Carlos C. Bautista

Professor Emeritus

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Research

Publications

  1. “Interest rate-exchange rate dynamics in the Philippines: a DCC analysis.” Applied Economics Letters, vol. 10, 2003, pp.107-111.
  2. “Stock market volatility in the Philippines.” Applied Economics Letters, vol. 10, 2003, pp. 315-318.
  3. “Estimates of output gaps in four Southeast Asian Countries.” Economics Letters, vol.80, no. 3, 2003, pp.365-371.
  4. “Monetary policy and exchange market pressure: The case of the Philippines.” Journal of Macroeconomics, vol. 27, no. 1, 2005, pp. 153-168. (With Maria Socorro Gochoco-Bautista.)
  5. “How volatile are East Asian Stocks during high volatility periods?” Applied Economics Letters, vol. 12, 2005, pp. 319-326.
  6. “The exchange rate-interest differential relationship in six East Asian countries.” Economics Letters, vol. 92, no. 1, 2006, pp. 137-142.
  7. “Saving-investment relationship, financial crisis and structural changes in East Asian countries.” Economie Internationale, vol. 111, 2007, pp. 81-99. (With Samuel Maveyraud-Tricoire.)
  8. “How did the Asian stock markets react to bank mergers after the 1997 Asian crisis?” Pacific Economic Review, vol. 13, no. 2, 2008, pp. 171-182. (With Celine Crouzille and Laetitia Lepetit.)
  9. “The determinants of domestic and cross border bank contagion in Southeast Asia.” Revue Economique, vol. 59, no. 6, 2008, pp. 1215-1242. (With Amine Tarazi and Philippe Rous.)
  10. “The determinants of bank stock returns’ co-movements in East Asia.” Economics Bulletin, vol. 29, np. 3, 2009, pp. 1596-1601. (With Amine Tarazi and Philippe Rous.)
  11. “The NEDA quarterly macroeconomic model.” Philippine Review of Economics, vol. 46, no. 2, 2009, pp. 243-260. (With Roberto S. Mariano and Bayani Victor Bawagan.)
  12. “Subjective poverty thresholds in the Philippines.” Philippine Review of Economics, vol. 47, no. 1, 2010, pp. 147-155.
  13. “Efficiency analysis of electric cooperatives in the Philippines.” Philippine Management Review, vol. 19, 2011, pp. 1-10. (With Helena Agnes Valderrama.)
  14. “Income polarization in Asia.” Asian Economic Papers, vol. 12, no. 2, 2013, pp. 101-136. (With Maria Socorro Gochoco-Bautista, Dalisay Maligalig, and Noli Sotocinal.)
  15. “Graduate business program admission criteria and student graduate academic performance.” Philippine Management Review, vol. 24, 2016, pp.83-98. (With Regina M. Lizares, Leila C. Rahnema, Mia Pang-Rey, and Ivy D. Suan.)
  16. “Explaining multidimensional Poverty: A household level analysis.” Asian Economic Papers, vol. 17, no. 3, 2018, p. 183-210.
    Previously circulated as “Multidimensional Poverty in the Philippines.” VSB working paper No. 1702, 2017.
  17. “Tracking the Philippine economy using a macroeconometric model.” Philippine Management Review, vol. 26, 2019, pp. 17-30. (With Leila C. Rahnema.)
  18. “Determinants of Labour Force Participation in the Philippines.” Malaysian Journal of Economic Studies, vol. 57, no. 2, 2020, pp. 305-323. (With Regina M. Lizares.)
  19. “Corporate Financial Distress: The Case of Publicly-listed Firms in an Emerging Market Economy.” Journal of International Financial Management and Accounting, vol. 32, no. 1, 2021, pp. 5-20. (With Regina M. Lizares.)

Book Chapters

  1. “External liberalization, growth and distribution in the Philippines.” External Liberalization In Asia, Post-Socialist Europe, and Brazil, edited by Lance Taylor, Oxford University Press, 2006. (With Joseph Lim.)

Working Papers

  1. “A New Keynesian Model of the Philippine Economy.” Working paper, 2020.
  2. “Core inflation in the Philippines: measurement and evaluation.” Working paper, 2005.
  3. “An examination of Philippine monetary policy rules.” Working paper, 2009.