Details about Andres Gonzalez

Access statistics for papers by Andres Gonzalez.

Last updated 2017-12-20. Update your information in the RePEc Author Service.

Short-id: pgo62

Working Papers

2017

1. Panel Smooth Transition Regression Models
   CREATES Research Papers, Department of Economics and Business Economics, Aarhus University View citations (19)
   Also in Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney (2005) View citations (200)
   SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics (2017) View citations (176)

2016

2. Sharing a Ride on the Commodities Roller Coaster: Common Factors in Business Cycles of Emerging Economies
   IDB Publications (Working Papers), Inter-American Development Bank View citations (4)
   Also in IMF Working Papers, International Monetary Fund (2015) View citations (3)
   BORRADORES DE ECONOMIA, BANCO DE LA REPÚBLICA (2015) View citations (4)
   Borradores de Economia, Banco de la Republica de Colombia (2015) View citations (3)

2015

3. Macroprudential Policies in a Commodity Exporting Economy
   BIS Working Papers, Bank for International Settlements View citations (13)
   See also Chapter (2016)
4. Macroprudential Policy and Labor Market Dynamics in Latin America
   IDB Publications (Working Papers), Inter-American Development Bank View citations (1)

2013

5. Fiscal Policy in a Small Open Economy with Oil Sector and non-Ricardian Agents
   BORRADORES DE ECONOMIA, BANCO DE LA REPÚBLICA View citations (3)
   Also in Borradores de Economia, Banco de la Republica de Colombia (2013) View citations (5)
   See also Journal Article in Revista Desarrollo y Sociedad (2014)
6. Foreign Exchange Intervention in Colombia
   BORRADORES DE ECONOMIA, BANCO DE LA REPÚBLICA View citations (2)
   Also in Borradores de Economia, Banco de la Republica de Colombia (2013) View citations (3)
   See also Chapter (2013)

2012

7. An Early Warning Model for Predicting Credit Booms using Macroeconomic Aggregates
   BORRADORES DE ECONOMIA, BANCO DE LA REPÚBLICA View citations (3)
   Also in Borradores de Economia, Banco de la Republica de Colombia (2012) View citations (7)
   See also Journal Article in Revista ESPE - Ensayos Sobre Política Económica (2014)
8. Choques internacionales reales y financieros y su impacto sobre la economía colombiana
   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)
   See also Journal Article in Revista ESPE - Ensayos Sobre Política Económica (2012)
9. Macroeconomic Effects of Structural Fiscal Policy Changes in Colombia
   Borradores de Economia, Banco de la Republica de Colombia View citations (13)
   Also in BORRADORES DE ECONOMIA, BANCO DE LA REPÚBLICA (2012) View citations (19)
   See also Chapter (2012)
10. Output gap and Neutral interest measures for Colombia
    Borradores de Economia, Banco de la Republica de Colombia View citations (5)
    Also in BORRADORES DE ECONOMIA, BANCO DE LA REPÚBLICA (2012) View citations (3)
    See also Journal Article in Monetaria (2013)
11. Política Monetaria y Ciclos Económicos Regionales en Colombia
    Documentos CEDE, Universidad de los Andes - CEDE

2011

12. Asimetrías del empleo y el producto, una aproximación de equilibrio general
    BORRADORES DE ECONOMIA, BANCO DE LA REPÚBLICA View citations (1)
    Also in Borradores de Economia, Banco de la Republica de Colombia (2011) View citations (5)
    See also Journal Article in Revista ESPE - Ensayos Sobre Política Económica (2012)
13. Forecasting inflation with gradual regime shifts and exogenous information
    Working Paper Series, European Central Bank View citations (7)
    Also in CREATES Research Papers, Department of Economics and Business Economics, Aarhus University (2009) View citations (5)
14. Lack of Credibility, Inflation Persistence and Disinflation in Colombia
    Borradores de Economia, Banco de la Republica de Colombia View citations (15)
    Also in BORRADORES DE ECONOMIA, BANCO DE LA REPÚBLICA (2011) View citations (3)
    See also Journal Article in Revista Desarrollo y Sociedad (2011)
15. Policy Analysis Tool Applied to Colombian Needs: PATACON Model Description
    Borradores de Economia, Banco de la Republica de Colombia View citations (9)
    Also in BORRADORES DE ECONOMIA, BANCO DE LA REPÚBLICA (2011) View citations (24)
    See also Journal Article in Revista ESPE - Ensayos sobre Política Económica (2011)

2010

16. 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 (2010)
17. 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 (4)
    Also in Borradores de Economia, Banco de la Republica de Colombia (2010) View citations (3)
    See also Journal Article in Revista Desarrollo y Sociedad (2010)
18. Importancia de las rigideces nominales y reales en Colombia: un enfoque de equilibrio general dinámico y estocástico
    Borradores de Economia, Banco de la Republica de Colombia View citations (5)
    Also in BORRADORES DE ECONOMIA, BANCO DE LA REPÚBLICA (2010) View citations (7)
    See also Journal Article in Revista ESPE - Ensayos sobre Política Económica (2011)

2009

19. Assessing Inflationary Pressures in Colombia
    BORRADORES DE ECONOMIA, BANCO DE LA REPÚBLICA View citations (2)
    Also in Borradores de Economia, Banco de la Republica de Colombia (2009) View citations (6)
    See also Chapter (2010)
20. 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 (4)
    Also in Borradores de Economia, Banco de la Republica de Colombia (2009) View citations (3)
21. Método numérico para la calibración de un modelo DSGE
    Borradores de Economia, Banco de la Republica de Colombia
    Also in BORRADORES DE ECONOMIA, BANCO DE LA REPÚBLICA (2009) View citations (1)
    See also Journal Article in Revista Desarrollo y Sociedad (2011)

2008

22. La transmisión de los choques a la tasa de cambio sobre la inflación
    BORRADORES DE ECONOMIA, BANCO DE LA REPÚBLICA
23. 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 View citations (3)

2007

24. Modelling autoregressive processes with a shifting mean
    SSE/EFI 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 (3)
    Borradores de Economia, Banco de la Republica de Colombia (2006) View citations (1)
    See also Journal Article in Studies in Nonlinear Dynamics & Econometrics (2008)

2006

25. 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 (4)
    Also in Borradores de Economia, Banco de la Republica de Colombia (2006) View citations (6)
26. Inflación y dinero en Colombia: otro modelo P-estrella
    Borradores de Economia, Banco de la Republica de Colombia
    Also in BORRADORES DE ECONOMIA, BANCO DE LA REPÚBLICA (2006) View citations (2)

2005

27. Simulation-based finite-sample linearity test against smooth transition models
    SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics
    See also Journal Article in Oxford Bulletin of Economics and Statistics (2006)
28. Testing parameter constancy in stationary vector autoregressive models against continuous change
    SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics View citations (3)
    See also Journal Article in Econometric Reviews (2009)

2004

29. A smooth permanent surge process
    SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics

2003

30. Is Momentum Due to Data-Snooping?
    SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics View citations (1)
    See also Journal Article in The European Journal of Finance (2007)

2001

31. 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 (2001) View citations (3)
    See also Journal Article in Applied Financial Economics (2002)

2000

32. 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 (2000) View citations (2)
    See also Journal Article in Coyuntura Económica (2000)

1999

33. 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 (1999) View citations (1)

1998

34. 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 (1998) View citations (12)
    See also Journal Article in Applied Economics (2001)

1997

35. 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 (1997)

Journal Articles

2017

1. Credit market imperfections, labor markets, and leverage dynamics in emerging economies
   Journal of International Money and Finance, 2017, 78, (C), 44-63 View citations (6)
2. Financial Disruptions and the Cyclical Upgrading of Labor
   Review of Economic Dynamics, 2017, 26, 204-224 View citations (8)

2015

3. Macroeconomic Gains from Structural Fiscal Policy Adjustments: The Case of Colombia
   Economía Journal, 2015, Volume 15 Number 2, (Spring 2015), 39-81 View citations (4)

2014

4. An Early Warning Model for Predicting Credit Booms Using Macroeconomic Aggregates
   Revista ESPE - Ensayos Sobre Política Económica, 2014, 32, (73), 77-86 View citations (6)
   See also Working Paper (2012)
5. Fiscal Policy in a Small Open Economy with Oil Sector and non-Ricardian Agents
   Revista Desarrollo y Sociedad, 2014 View citations (2)
   See also Working Paper (2013)

2013

6. Brecha del producto y medidas de la tasa de interés neutral para Colombia
   Monetaria, 2013, XXXV, (2), 251-310
7. Output Gap and Neutral Interest Measures of Colombia
   Monetaria, 2013, I, (2), 231-286 View citations (2)
   See also Working Paper (2012)

2012

8. Asimetrías del empleo y el producto, una aproximación de equilibrio general
   Revista ESPE - Ensayos Sobre Política Económica, 2012, 30, (68), 218-272 View citations (2)
   See also Working Paper (2011)
9. Choques internacionales reales y financieros y su impacto sobre la economía colombiana
   Revista ESPE - Ensayos Sobre Política Económica, 2012, 30, (69), 14-66 View citations (1)
   Also in Revista ESPE - Ensayos sobre Política Económica, 2012, 30, (69), 14-66 (2012) View citations (2)
   See also Working Paper (2012)

2011

10. Importancia de las rigideces nominales y reales en Colombia: un enfoque de equilibrio general dinámico y estocástico
    Revista ESPE - Ensayos sobre Política Económica, 2011, 29, (66), 48-78 View citations (2)
    Also in Revista ESPE - Ensayos Sobre Política Económica, 2011, 29, (66), 48-78 (2011) View citations (6)
    See also Working Paper (2010)
11. Lack of Credibility, Inflation Persistence and Disinflation in Colombia
    Revista Desarrollo y Sociedad, 2011 View citations (5)
    See also Working Paper (2011)
12. Método numérico para la calibración de un modelo dsge
    Revista Desarrollo y Sociedad, 2011 View citations (3)
    See also Working Paper (2009)
13. Overcoming the Forecasting Limitations of Forward-Looking Theory Based Models
    Revista ESPE - Ensayos Sobre Política Económica, 2011, 29, (66), 246-294
    Also in Revista ESPE - Ensayos sobre Política Económica, 2011, 29, (66), 246-294 (2011)
14. Policy Analysis Tool Applied to Colombian Needs: Patacon Model Description
    Revista ESPE - Ensayos sobre Política Económica, 2011, 29, (66), 222-245 View citations (16)
    Also in Revista ESPE - Ensayos Sobre Política Económica, 2011, 29, (66), 222-245 (2011) View citations (25)
    See also Working Paper (2011)

2010

15. Efectos de la política monetaria sobre las tasas de interés de los créditos hipotecarios en Colombia
    Revista Desarrollo y Sociedad, 2010 View citations (4)
    See also Working Paper (2010)

2009

16. Inflation and money in Colombia: another P-Star model
    Applied Economics, 2009, 41, (10), 1321-1329
17. Testing Parameter Constancy in Stationary Vector Autoregressive Models Against Continuous Change
    Econometric Reviews, 2009, 28, (1-3), 225-245 View citations (14)
    See also Working Paper (2005)

2008

18. 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 (4)
19. Modelling Autoregressive Processes with a Shifting Mean
    Studies in Nonlinear Dynamics & Econometrics, 2008, 12, (1), 1-28 View citations (6)
    See also Working Paper (2007)

2007

20. Is Momentum Due to Data-snooping?
    The European Journal of Finance, 2007, 13, (4), 301-318 View citations (1)
    See also Working Paper (2003)

2006

21. Simulation‐based Finite Sample Linearity Test against Smooth Transition Models*
    Oxford Bulletin of Economics and Statistics, 2006, 68, (s1), 797-812 View citations (5)
    See also Working Paper (2005)

2002

22. Returns and the interest rate: a non-linear relationship in the Bogotastock market
    Applied Financial Economics, 2002, 12, (11), 835-842 View citations (14)
    See also Working Paper (2001)

2001

23. Some evidence of smooth transition nonlinearity in Colombian inflation
    Applied Economics, 2001, 33, (2), 155-162 View citations (7)
    See also Working Paper (1998)

2000

24. A Nonlinear Specification of Demand for Cash in Colombia
    Money Affairs, 2000, XIII, (2), 207-226 View citations (7)
25. Integración y vulnerabilidad externa en Colombia
    Coyuntura Económica, 2000 View citations (2)
    See also Working Paper (2000)

Chapters

2016

1. Macroprudential policies in a commodity exporting economy
   A chapter in Macroprudential policy, 2016, vol. 86, pp 69-73 View citations (5)
   See also Working Paper (2015)

2013

2. Foreign exchange intervention in Colombia
   A chapter in Sovereign risk: a world without risk-free assets?, 2013, vol. 73, pp 95-125 View citations (10)
   See also Working Paper (2013)

2012

3. Macroeconomic effects of structural fiscal policy changes in Colombia
   A chapter in Fiscal policy, public debt and monetary policy in emerging market economies, 2012, vol. 67, pp 119-160 View citations (13)
   See also Working Paper (2012)

2010

4. 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 View citations (3)
   See also Working Paper (2009)

Software Items