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
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Working Papers
2018
- Macroprudential Policy and Labor Market Dynamics in Latin America
IDB Publications (Working Papers), Inter-American Development Bank View citations (4)
2017
- Panel Smooth Transition Regression Models
CREATES Research Papers, Department of Economics and Business Economics, Aarhus University View citations (46)
Also in Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney (2005) View citations (222) SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics (2017) View citations (203)
2016
- 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 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
- Macroprudential Policies in a Commodity Exporting Economy
BIS Working Papers, Bank for International Settlements View citations (11)
See also Chapter (2016)
2013
- Fiscal Policy in a Small Open Economy with Oil Sector and non-Ricardian Agents
Borradores de Economia, Banco de la Republica de Colombia View citations (4)
Also in BORRADORES DE ECONOMIA, BANCO DE LA REPÚBLICA (2013) View citations (3)
See also Journal Article in Revista Desarrollo y Sociedad (2014)
- Foreign Exchange Intervention in Colombia
Borradores de Economia, Banco de la Republica de Colombia View citations (2)
Also in BORRADORES DE ECONOMIA, BANCO DE LA REPÚBLICA (2013) View citations (1)
See also Chapter (2013)
2012
- 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)
- Choques internacionales reales y financieros y su impacto sobre la economía colombiana
BORRADORES DE ECONOMIA, BANCO DE LA REPÚBLICA View citations (1)
Also in Borradores de Economia, Banco de la Republica de Colombia (2012) View citations (1)
See also Journal Article in Revista ESPE - Ensayos sobre Política Económica (2012)
- Macroeconomic Effects of Structural Fiscal Policy Changes in Colombia
Borradores de Economia, Banco de la Republica de Colombia View citations (15)
Also in BORRADORES DE ECONOMIA, BANCO DE LA REPÚBLICA (2012) View citations (20)
See also Chapter (2012)
- 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)
- Política Monetaria y Ciclos Económicos Regionales en Colombia
Documentos CEDE, Universidad de los Andes - CEDE
2011
- Asimetrías del empleo y el producto, una aproximación de equilibrio general
Borradores de Economia, Banco de la Republica de Colombia View citations (5)
Also in BORRADORES DE ECONOMIA, BANCO DE LA REPÚBLICA (2011) View citations (1)
See also Journal Article in Revista ESPE - Ensayos Sobre Política Económica (2012)
- Forecasting inflation with gradual regime shifts and exogenous information
Working Paper Series, European Central Bank View citations (9)
Also in CREATES Research Papers, Department of Economics and Business Economics, Aarhus University (2009) View citations (5)
- Lack of Credibility, Inflation Persistence and Disinflation in Colombia
BORRADORES DE ECONOMIA, BANCO DE LA REPÚBLICA View citations (5)
Also in Borradores de Economia, Banco de la Republica de Colombia (2011) View citations (17)
See also Journal Article in Revista Desarrollo y Sociedad (2011)
- Policy Analysis Tool Applied to Colombian Needs: PATACON Model Description
BORRADORES DE ECONOMIA, BANCO DE LA REPÚBLICA View citations (29)
Also in Borradores de Economia, Banco de la Republica de Colombia (2011) View citations (16)
See also Journal Article in Revista ESPE - Ensayos Sobre Política Económica (2011)
2010
- 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)
- Efectos de la política monetaria sobre las tasas de interés de los créditos hipotecarios en Colombia
Borradores de Economia, Banco de la Republica de Colombia View citations (3)
Also in BORRADORES DE ECONOMIA, BANCO DE LA REPÚBLICA (2010) View citations (4)
See also Journal Article in Revista Desarrollo y Sociedad (2010)
- 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 (7)
Also in Borradores de Economia, Banco de la Republica de Colombia (2010) View citations (6)
See also Journal Article in Revista ESPE - Ensayos Sobre Política Económica (2011)
2009
- 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 (10)
See also Chapter (2010)
- 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)
- 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
- La transmisión de los choques a la tasa de cambio sobre la inflación
BORRADORES DE ECONOMIA, BANCO DE LA REPÚBLICA
- 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
- 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 Republica de Colombia (2006) View citations (1) BORRADORES DE ECONOMIA, BANCO DE LA REPÚBLICA (2006) View citations (3)
See also Journal Article in Studies in Nonlinear Dynamics & Econometrics (2008)
2006
- 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 Republica de Colombia View citations (5)
Also in BORRADORES DE ECONOMIA, BANCO DE LA REPÚBLICA (2006) View citations (3)
- 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
- 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)
- 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
- A smooth permanent surge process
SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics
2003
- 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
- RETURNS AND INTEREST RATE: A NONLINEAR RELATIONSHIP IN THE BOGOTA STOCK MARKET
BORRADORES DE ECONOMIA, BANCO DE LA REPÚBLICA View citations (3)
Also in Borradores de Economia, Banco de la Republica de Colombia (2001) View citations (5)
See also Journal Article in Applied Financial Economics (2002)
2000
- 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
- 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
- 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
- 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
- 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)
- Financial Disruptions and the Cyclical Upgrading of Labor
Review of Economic Dynamics, 2017, 26, 204-224 View citations (10)
2015
- Macroeconomic Gains from Structural Fiscal Policy Adjustments: The Case of Colombia
Economía Journal, 2015, Volume 15 Number 2, (Spring 2015), 39-81 View citations (5)
2014
- An Early Warning Model for Predicting Credit Booms Using Macroeconomic Aggregates
Revista ESPE - Ensayos Sobre Política Económica, 2014, 32, (73), 77-86 View citations (7)
See also Working Paper (2012)
- 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
- Brecha del producto y medidas de la tasa de interés neutral para Colombia
Monetaria, 2013, XXXV, (2), 251-310
- Output Gap and Neutral Interest Measures of Colombia
Monetaria, 2013, I, (2), 231-286 View citations (3)
See also Working Paper (2012)
2012
- 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)
- 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 (2)
Also in Revista ESPE - Ensayos Sobre Política Económica, 2012, 30, (69), 14-66 (2012) View citations (1)
See also Working Paper (2012)
2011
- 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 (7)
Also in Revista ESPE - Ensayos sobre Política Económica, 2011, 29, (66), 48-78 (2011) View citations (3)
See also Working Paper (2010)
- Lack of Credibility, Inflation Persistence and Disinflation in Colombia
Revista Desarrollo y Sociedad, 2011 View citations (7)
See also Working Paper (2011)
- Método numérico para la calibración de un modelo dsge
Revista Desarrollo y Sociedad, 2011 View citations (2)
See also Working Paper (2009)
- 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)
- Policy Analysis Tool Applied to Colombian Needs: Patacon Model Description
Revista ESPE - Ensayos Sobre Política Económica, 2011, 29, (66), 222-245 View citations (30)
Also in Revista ESPE - Ensayos sobre Política Económica, 2011, 29, (66), 222-245 (2011) View citations (21)
See also Working Paper (2011)
2010
- 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
- Inflation and money in Colombia: another P-Star model
Applied Economics, 2009, 41, (10), 1321-1329
- 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
- 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)
- 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
- 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
- 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
- Returns and the interest rate: a non-linear relationship in the Bogotastock market
Applied Financial Economics, 2002, 12, (11), 835-842 View citations (15)
See also Working Paper (2001)
2001
- Some evidence of smooth transition nonlinearity in Colombian inflation
Applied Economics, 2001, 33, (2), 155-162 View citations (9)
See also Working Paper (1998)
2000
- A Nonlinear Specification of Demand for Cash in Colombia
Money Affairs, 2000, XIII, (2), 207-226 View citations (7)
- Integración y vulnerabilidad externa en Colombia
Coyuntura Económica, 2000 View citations (2)
See also Working Paper (2000)
Chapters
2016
- Macroprudential policies in a commodity exporting economy
A chapter in Macroprudential policy, 2016, vol. 86, pp 69-73 View citations (4)
See also Working Paper (2015)
2013
- Foreign exchange intervention in Colombia
A chapter in Sovereign risk: a world without risk-free assets?, 2013, vol. 73, pp 95-125 View citations (14)
See also Working Paper (2013)
2012
- 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 (15)
See also Working Paper (2012)
2010
- 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 (1)
See also Working Paper (2009)
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