In addition to William Faulkner, John Steinbeck, Ernest Hemingway, and the magic realist writers, he was heavily influenced by Holocaust literature and by the concern of the Irish members of his childhood neighborhood, for the independence and reunion of their native country.

[1] Vega's published fiction includes the novels The Comeback, Blood Fugues, The Lamentable Journey of Omaha Bigelow into the Impenetrable Loisaida Jungle, and No Matter How Much You Promise to Cook or Pay the Rent You Blew It Cauze Bill Bailey Ain't Never Coming Home Again.

[4] Critical reception of the novel No Matter How Much You Promise to Cook or Pay the Rent You Blew It Cauze Bill Bailey Ain't Never Coming Home Again was generally positive.

"[5] Booklist hailed it as a "hypnotically readable novel--about jazz, about race, about coming-of-age, and above all, about New York ... honest, wrenching emotion, free of all artifice ... Vega Yunqué may just be the Thomas Wolfe of the multicultural twenty-first century.

Kirkus Reviews declared the book a "raucous outing ... his characters hold forth in hilarious broken Spanglish ... vivid, wry, tragicomic ... Vega Yunqué is a potent talent.

"[9] According to Booklist, Vega's "ribald and rambling style reverberates throughout his third novel ... he deftly skewers the politics of academia, the tyranny of mediocrity in contemporary American literature, and America's ongoing prejudice against Puerto Ricans.

Booklist announced "the author is a bravura storyteller with an extraordinary ability to create fascinating, emotion-engaging characters...the novel's subplots involving political terrorism and immigrant resistance to imposed assimilation are absolutely relevant to today's America.

The San Francisco Chronicle announced that in Mendoza's Dreams Vega "shows us, in twelve funny and personality-laden tales, that there is indeed much more to life in Spanish Harlem than gang warfare; set to the strains of Bernstein and Sondheim."

[14] The Village Voice Literary Supplement found Casualty Report to be "brilliantly traced ... a multivocal journey through layers of miscegenated consciousness, intensely bound to a nation that often works like a dream."

Library Journal praised Vega's portrayal of "the consuming struggles and sorrows of Puerto Ricans in New York ... the stories betray a deep concern and love for people living precariously between two worlds.

[20] Vega was also finishing the story collection A Place of Remembrance on an Island Called Regret and the nonfiction book Spic, Writing Under the Threat of Censorship in the United States: A Jeremiad.