Details about Andres Gonzalez

Access statistics for papers by Andres Gonzalez.

Last updated 2012-09-16. Update your information in the RePEc Author Service.

Short-id: pgo62

Working Papers

2012

1. An Early Warning Model for Predicting Credit Booms using Macroeconomic Aggregates
   Borradores de Economia, Banco de la Republica de Colombia View citations (1)
   Also in BORRADORES DE ECONOMIA, BANCO DE LA REPÚBLICA (2012) View citations (1)
2. Choques internacionales reales y financieros y su impacto sobre la economía colombiana
   BORRADORES DE ECONOMIA, BANCO DE LA REPÚBLICA
   Also in Borradores de Economia, Banco de la Republica de Colombia (2012)
3. Macroeconomic Effects of Structural Fiscal Policy Changes in Colombia
   Borradores de Economia, Banco de la Republica de Colombia
   Also in BORRADORES DE ECONOMIA, BANCO DE LA REPÚBLICA (2012) View citations (1)
4. Output gap and Neutral interest measures for Colombia
   Borradores de Economia, Banco de la Republica de Colombia
   Also in BORRADORES DE ECONOMIA, BANCO DE LA REPÚBLICA (2012)

2011

5. Asimetrías del empleo y el producto, una aproximación de equilibrio general
   BORRADORES DE ECONOMIA, BANCO DE LA REPÚBLICA
   Also in Borradores de Economia, Banco de la Republica de Colombia View citations (4)
6. Forecasting inflation with gradual regime shifts and exogenous information
   Working Paper Series, European Central Bank View citations (2)
   Also in CREATES Research Papers, School of Economics and Management, University of Aarhus (2009) View citations (1)
7. Lack of Credibility, Inflation Persistence and Disinflation in Colombia
   BORRADORES DE ECONOMIA, BANCO DE LA REPÚBLICA
   Also in Borradores de Economia, Banco de la Republica de Colombia View citations (8)
   See also Journal Article in REVISTA DESARROLLO Y SOCIEDAD (2011)
8. Policy Analysis Tool Applied to Colombian Needs: PATACON Model Description
   BORRADORES DE ECONOMIA, BANCO DE LA REPÚBLICA View citations (7)
   Also in Borradores de Economia, Banco de la Republica de Colombia View citations (1)

2010

9. Ciclo económico y efecto inflacionario de la depreciación de la moneda
   BORRADORES DE ECONOMIA, BANCO DE LA REPÚBLICA
   Also in Borradores de Economia, Banco de la Republica de Colombia
10. Efectos de la política monetaria sobre las tasas de interés de los créditos hipotecarios en Colombia
    BORRADORES DE ECONOMIA, BANCO DE LA REPÚBLICA View citations (1)
    Also in Borradores de Economia, Banco de la Republica de Colombia View citations (1)
    See also Journal Article in REVISTA DESARROLLO Y SOCIEDAD (2010)
11. Importancia de las rigideces nominales y reales en Colombia: un enfoque de equilibrio general dinámico y estocástico
    BORRADORES DE ECONOMIA, BANCO DE LA REPÚBLICA View citations (2)
    Also in Borradores de Economia, Banco de la Republica de Colombia View citations (1)

2009

12. Assessing Inflationary Pressures in Colombia
    BORRADORES DE ECONOMIA, BANCO DE LA REPÚBLICA
    Also in Borradores de Economia, Banco de la Republica de Colombia
    See also Chapter (2010)
13. MONETARY POLICY FORECASTING IN A DSGE MODEL WITH DATA THAT IS UNCERTAIN, UNBALANCED AND ABOUT THE FUTURE
    BORRADORES DE ECONOMIA, BANCO DE LA REPÚBLICA View citations (2)
    Also in Borradores de Economia, Banco de la Republica de Colombia View citations (3)
14. Método numérico para la calibración de un modelo DSGE
    BORRADORES DE ECONOMIA, BANCO DE LA REPÚBLICA View citations (1)
    Also in Borradores de Economia, Banco de la Republica de Colombia
    See also Journal Article in REVISTA DESARROLLO Y SOCIEDAD (2011)

2008

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

2007

16. Modelling autoregressive processes with a shifting mean
    Working Paper Series in Economics and Finance, Stockholm School of Economics View citations (3)
    Also in BORRADORES DE ECONOMIA, BANCO DE LA REPÚBLICA (2006) View citations (2)
    Borradores de Economia, Banco de la Republica de Colombia
    See also Journal Article in Studies in Nonlinear Dynamics & Econometrics (2008)

2006

17. 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 (2)
    Also in Borradores de Economia, Banco de la Republica de Colombia View citations (1)
18. 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

19. Panel Smooth Transition Regression Models
    Working Paper Series in Economics and Finance, Stockholm School of Economics View citations (44)
    Also in Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney (2005) View citations (25)
20. 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)
21. Testing parameter constancy in stationary vector autoregressive models against continuous change
    Working Paper Series in Economics and Finance, Stockholm School of Economics View citations (3)
    See also Journal Article in Econometric Reviews (2009)

2004

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

2003

23. Is Momentum Due to Data-Snooping?
    Working Paper Series in Economics and Finance, Stockholm School of Economics
    See also Journal Article in European Journal of Finance (2007)

2001

24. RETURNS AND INTEREST RATE: A NONLINEAR RELATIONSHIP IN THE BOGOTA STOCK MARKET
    BORRADORES DE ECONOMIA, BANCO DE LA REPÚBLICA View citations (2)
    Also in Borradores de Economia, Banco de la Republica de Colombia View citations (2)

2000

25. INTEGRACION Y VULNERABILIDAD EXTERNA EN COLOMBIA
    BORRADORES DE ECONOMIA, BANCO DE LA REPÚBLICA View citations (1)
    Also in Borradores de Economia, Banco de la Republica de Colombia View citations (2)

1999

26. 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

27. SOME EVIDENCE OF SMOOTH TRANSITION NONLINEARITY IN COLOMBIAN INFLATION
    BORRADORES DE ECONOMIA, BANCO DE LA REPÚBLICA View citations (6)
    Also in Borradores de Economia, Banco de la Republica de Colombia View citations (12)
    See also Journal Article in Applied Economics (2001)

1997

28. 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

29. 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

2011

1. Lack of Credibility, Inflation Persistence and Disinflation in Colombia
   REVISTA DESARROLLO Y SOCIEDAD, 2011
   See also Working Paper (2011)
2. Método numérico para la calibración de un modelo dsge
   REVISTA DESARROLLO Y SOCIEDAD, 2011 View citations (1)
   See also Working Paper (2009)

2010

3. Efectos de la política monetaria sobre las tasas de interés de los créditos hipotecarios en Colombia
   REVISTA DESARROLLO Y SOCIEDAD, 2010 View citations (1)
   See also Working Paper (2010)

2009

4. Inflation and money in Colombia: another P-Star model
   Applied Economics, 2009, 41, (10), 1321-1329
5. Testing Parameter Constancy in Stationary Vector Autoregressive Models Against Continuous Change
   Econometric Reviews, 2009, 28, (1-3), 225-245 View citations (4)
   See also Working Paper (2005)

2008

6. Cambios de la Tasa de Política y su Efecto en la Estructura a Plazo de Colombia
   Latin American Journal of Economics-formerly Cuadernos de Economía, 2008, 45, (132), 257-291 View citations (1)
7. Modelling Autoregressive Processes with a Shifting Mean
   Studies in Nonlinear Dynamics & Econometrics, 2008, 12, (1), 1 View citations (4)
   See also Working Paper (2007)

2007

8. Is Momentum Due to Data-snooping?
   European Journal of Finance, 2007, 13, (4), 301-318
   See also Working Paper (2003)

2006

9. Simulation-based Finite Sample Linearity Test against Smooth Transition Models
   Oxford Bulletin of Economics and Statistics, 2006, 68, (s1), 797-812 View citations (3)
   See also Working Paper (2005)

2002

10. Returns and the interest rate: a non-linear relationship in the Bogotastock market
    Applied Financial Economics, 2002, 12, (11), 835-842 View citations (1)

2001

11. Some evidence of smooth transition nonlinearity in Colombian inflation
    Applied Economics, 2001, 33, (2), 155-162 View citations (4)
    See also Working Paper (1998)

2000

12. A Nonlinear Specification of Demand for Cash in Colombia
    Money Affairs, 2000, XIII, (2), 207-226

Chapters

2010

1. Assessing inflationary pressures in Colombia
   A chapter in Monetary policy and the measurement of inflation: prices, wages and expectations, 2010, vol. 49, pp 129-171
   See also Working Paper (2009)