Details about Andres Gonzalez

Access statistics for papers by Andres Gonzalez.

Last updated 2009-07-13. Update your information in the RePEc Author Service.

Short-id: pgo62

Working Papers

2009

1. Assessing Inflationary Pressures in Colombia
   BORRADORES DE ECONOMIA, BANCO DE LA REPÚBLICA
   Also in Borradores de Economia, Banco de la Republica de Colombia
2. Forecasting inflation with gradual regime shifts and exogenous information
   CREATES Research Papers, School of Economics and Management, University of Aarhus
3. MONETARY POLICY FORECASTING IN A DSGE MODEL WITH DATA THAT IS UNCERTAIN, UNBALANCED AND ABOUT THE FUTURE
   BORRADORES DE ECONOMIA, BANCO DE LA REPÚBLICA
   Also in Borradores de Economia, Banco de la Republica de Colombia
4. Método numérico para la calibración de un modelo DSGE
   BORRADORES DE ECONOMIA, BANCO DE LA REPÚBLICA
   Also in Borradores de Economia, Banco de la Republica de Colombia

2008

5. La transmisión de los choques a la tasa de cambio sobre la inflación
   BORRADORES DE ECONOMIA, BANCO DE LA REPÚBLICA

2007

6. Modelling autoregressive processes with a shifting mean
   Working Paper Series in Economics and Finance, Stockholm School of Economics View citations
   Also in BORRADORES DE ECONOMIA, BANCO DE LA REPÚBLICA (2006) View citations
   Borradores de Economia, Banco de la Republica de Colombia

2006

7. Efectos de los cambios en la tasa de intervención del Banco de la República sobre la estructura a plazo
   BORRADORES DE ECONOMIA, BANCO DE LA REPÚBLICA View citations
   Also in Borradores de Economia, Banco de la Republica de Colombia View citations
8. Inflación y dinero en Colombia: otro modelo P-estrella
   BORRADORES DE ECONOMIA, BANCO DE LA REPÚBLICA
   Also in Borradores de Economia, Banco de la Republica de Colombia

2005

9. Panel Smooth Transition Regression Models
   Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney View citations
   Also in Working Paper Series in Economics and Finance, Stockholm School of Economics (2005) View citations
10. Simulation-based finite-sample linearity test against smooth transition models
    Working Paper Series in Economics and Finance, Stockholm School of Economics
    See also Journal Article in Oxford Bulletin of Economics and Statistics (2006)
11. Testing parameter constancy in stationary vector autoregressive models against continuous change
    Working Paper Series in Economics and Finance, Stockholm School of Economics View citations
    See also Journal Article in Econometric Reviews (2009)

2004

12. A smooth permanent surge process
    Working Paper Series in Economics and Finance, Stockholm School of Economics

2003

13. Is Momentum Due to Data-Snooping?
    Working Paper Series in Economics and Finance, Stockholm School of Economics

2001

14. RETURNS AND INTEREST RATE: A NONLINEAR RELATIONSHIP IN THE BOGOTA STOCK MARKET
    BORRADORES DE ECONOMIA, BANCO DE LA REPÚBLICA View citations
    Also in Borradores de Economia, Banco de la Republica de Colombia View citations

2000

15. INTEGRACION Y VULNERABILIDAD EXTERNA EN COLOMBIA
    BORRADORES DE ECONOMIA, BANCO DE LA REPÚBLICA View citations
    Also in Borradores de Economia, Banco de la Republica de Colombia View citations

1999

16. A NONLINEAR SPECIFICATION OF DEMAND FOR NARROW MONEY IN COLOMBIA
    BORRADORES DE ECONOMIA, BANCO DE LA REPÚBLICA
    Also in Borradores de Economia, Banco de la Republica de Colombia

1998

17. SOME EVIDENCE OF SMOOTH TRANSITION NONLINEARITY IN COLOMBIAN INFLATION
    BORRADORES DE ECONOMIA, BANCO DE LA REPÚBLICA View citations
    Also in Borradores de Economia, Banco de la Republica de Colombia View citations
    See also Journal Article in Applied Economics (2001)

1997

18. EL MERCADO LABORAL URBANO:EMPLEO,DESEMPLEO Y SALARIO REAL EN COLOMBIA ENTRE 1985 Y 1996
    BORRADORES DE ECONOMIA, BANCO DE LA REPÚBLICA
    Also in Borradores de Economia, Banco de la Republica de Colombia

Undated

19. La transmisión de los choques a la tasa de cambio sobre la inflación de los bienes importados en presencia de asimetrías
    Borradores de Economia, Banco de la Republica de Colombia

Journal Articles

2009

1. Inflation and money in Colombia: another P-Star model
   Applied Economics, 2009, 41, (10), 1321-1329
2. Testing Parameter Constancy in Stationary Vector Autoregressive Models Against Continuous Change
   Econometric Reviews, 2009, 28, (1-3), 225-245 View citations
   See also Working Paper (2005)

2008

3. Cambios de la Tasa de Política y su Efecto en la Estructura a Plazo de Colombia
   Cuadernos de Economía (Latin American Journal of Economics), 2008, 45, (132), 257-291

2006

4. Simulation-based Finite Sample Linearity Test against Smooth Transition Models
   Oxford Bulletin of Economics and Statistics, 2006, 68, (s1), 797-812 View citations
   See also Working Paper (2005)

2002

5. Returns and the Interest Rate: A Non-linear Relationship in the Bogota Stock Market
   Applied Financial Economics, 2002, 12, (11), 835-42

2001

6. Some Evidence of Smooth Transition Non-linearity in Colombian Inflation
   Applied Economics, 2001, 33, (2), 155-62 View citations
   See also Working Paper (1998)