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Photo of Victor  Pontines

Victor Pontines

Lecturer in Economics and Public Policy

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Email: pontines@andrew.cmu.edu

Biography

Professor Pontines research interests are in the broad areas of open economy macroeconomics and international finance with particular reference to the East Asian region. Specific topics of interest include currency crises, exchange rate regimes, contagion, international capital flows and regional monetary integration.

Selected Publications

“Tranquil and Crisis Windows, Heteroscedasticity, and Contagion Measurement: MS-VAR Application of the DCC Procedure”,  with Reza Siregar (IMF Institute).  Applied Financial Economics. (forthcoming).

“Optimal Common Currency Basket in East Asia”, Applied Economics Letters. (forthcoming). 

 

“The Asian Currency Unit (ACU): Exploring Alternative Currency Weights”, with Ramkishen Rajan (George Mason U) Macroeconomics and Finance in Emerging Market Economies. (forthcoming).

 
 

“Fundamental Pitfalls of Exchange Market Pressure-Based Approaches to Identification of Currency Crises”, with Reza Siregar (IMF Institute), International Review of Economics and Finance, vol. 17, no. 3, pp. 345-365.

 
 

“The Yen, The US Dollar and The Trade Weighted Basket of Currencies: Does the Choice of Anchor Currencies Matter in Identifying Incidences of Speculative Attacks?”, with Reza Siregar (IMF Institute), Japan and the World Economy, vol. 19, issue 2, March 2007, pp. 214-235.

 
 

“Identifying and Dating The Episodes of Speculative Pressures Against the Singapore Dollar”, with Reza Siregar (IMF Institute), Singapore Economic Review, 51(2), pp. 113-134, August 2006.

Education

Bachelor of Arts and Master of Science from De La Salle in the Philippines
Master of Arts in Economics from Exeter in the United Kingdom
Ph.D. Economics, University of Adelaide