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Details about Andres Gonzalez

E-mail:
Postal address:Banco de la República Cr 7 No 14-78 Bogota Colombia
Workplace:Banco de la Republica de Colombia (Central Bank of Colombia), (more information at EDIRC)

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

2017

  1. Panel Smooth Transition Regression Models
    SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics Downloads View citations (173)
    Also in Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney (2005) Downloads View citations (200)
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University (2017) Downloads View citations (16)

2016

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

2015

  1. Macroprudential Policies in a Commodity Exporting Economy
    BIS Working Papers, Bank for International Settlements Downloads View citations (12)
    See also Chapter (2016)
  2. Macroprudential Policy and Labor Market Dynamics in Latin America
    IDB Publications (Working Papers), Inter-American Development Bank Downloads View citations (1)

2013

  1. Fiscal Policy in a Small Open Economy with Oil Sector and non-Ricardian Agents
    Borradores de Economia, Banco de la Republica de Colombia Downloads View citations (5)
    Also in BORRADORES DE ECONOMIA, BANCO DE LA REPÚBLICA (2013) Downloads View citations (3)

    See also Journal Article in Revista Desarrollo y Sociedad (2014)
  2. Foreign Exchange Intervention in Colombia
    BORRADORES DE ECONOMIA, BANCO DE LA REPÚBLICA Downloads View citations (2)
    Also in Borradores de Economia, Banco de la Republica de Colombia (2013) Downloads View citations (3)

    See also Chapter (2013)

2012

  1. An Early Warning Model for Predicting Credit Booms using Macroeconomic Aggregates
    Borradores de Economia, Banco de la Republica de Colombia Downloads View citations (7)
    Also in BORRADORES DE ECONOMIA, BANCO DE LA REPÚBLICA (2012) Downloads View citations (3)

    See also Journal Article in Revista ESPE - Ensayos Sobre Política Económica (2014)
  2. Choques internacionales reales y financieros y su impacto sobre la economía colombiana
    BORRADORES DE ECONOMIA, BANCO DE LA REPÚBLICA Downloads View citations (1)
    Also in Borradores de Economia, Banco de la Republica de Colombia (2012) Downloads View citations (1)

    See also Journal Article in Revista ESPE - Ensayos Sobre Política Económica (2012)
  3. Macroeconomic Effects of Structural Fiscal Policy Changes in Colombia
    BORRADORES DE ECONOMIA, BANCO DE LA REPÚBLICA Downloads View citations (19)
    Also in Borradores de Economia, Banco de la Republica de Colombia (2012) Downloads View citations (13)

    See also Chapter (2012)
  4. Output gap and Neutral interest measures for Colombia
    Borradores de Economia, Banco de la Republica de Colombia Downloads View citations (5)
    Also in BORRADORES DE ECONOMIA, BANCO DE LA REPÚBLICA (2012) Downloads View citations (3)

    See also Journal Article in Monetaria (2013)
  5. Política Monetaria y Ciclos Económicos Regionales en Colombia
    Documentos CEDE, Universidad de los Andes - CEDE Downloads

2011

  1. Asimetrías del empleo y el producto, una aproximación de equilibrio general
    Borradores de Economia, Banco de la Republica de Colombia Downloads View citations (5)
    Also in BORRADORES DE ECONOMIA, BANCO DE LA REPÚBLICA (2011) Downloads View citations (1)

    See also Journal Article in Revista ESPE - Ensayos Sobre Política Económica (2012)
  2. Forecasting inflation with gradual regime shifts and exogenous information
    Working Paper Series, European Central Bank Downloads View citations (7)
    Also in CREATES Research Papers, Department of Economics and Business Economics, Aarhus University (2009) Downloads View citations (5)
  3. Lack of Credibility, Inflation Persistence and Disinflation in Colombia
    Borradores de Economia, Banco de la Republica de Colombia Downloads View citations (15)
    Also in BORRADORES DE ECONOMIA, BANCO DE LA REPÚBLICA (2011) Downloads View citations (3)

    See also Journal Article in Revista Desarrollo y Sociedad (2011)
  4. Policy Analysis Tool Applied to Colombian Needs: PATACON Model Description
    BORRADORES DE ECONOMIA, BANCO DE LA REPÚBLICA Downloads View citations (23)
    Also in Borradores de Economia, Banco de la Republica de Colombia (2011) Downloads View citations (8)

    See also Journal Article in Revista ESPE - Ensayos Sobre Política Económica (2011)

2010

  1. Ciclo económico y efecto inflacionario de la depreciación de la moneda
    Borradores de Economia, Banco de la Republica de Colombia Downloads
    Also in BORRADORES DE ECONOMIA, BANCO DE LA REPÚBLICA (2010) Downloads
  2. Efectos de la política monetaria sobre las tasas de interés de los créditos hipotecarios en Colombia
    BORRADORES DE ECONOMIA, BANCO DE LA REPÚBLICA Downloads View citations (4)
    Also in Borradores de Economia, Banco de la Republica de Colombia (2010) Downloads View citations (3)

    See also Journal Article in Revista Desarrollo y Sociedad (2010)
  3. Importancia de las rigideces nominales y reales en Colombia: un enfoque de equilibrio general dinámico y estocástico
    BORRADORES DE ECONOMIA, BANCO DE LA REPÚBLICA Downloads View citations (7)
    Also in Borradores de Economia, Banco de la Republica de Colombia (2010) Downloads View citations (5)

    See also Journal Article in Revista ESPE - Ensayos Sobre Política Económica (2011)

2009

  1. Assessing Inflationary Pressures in Colombia
    BORRADORES DE ECONOMIA, BANCO DE LA REPÚBLICA Downloads View citations (2)
    Also in Borradores de Economia, Banco de la Republica de Colombia (2009) Downloads View citations (6)

    See also Chapter (2010)
  2. MONETARY POLICY FORECASTING IN A DSGE MODEL WITH DATA THAT IS UNCERTAIN, UNBALANCED AND ABOUT THE FUTURE
    BORRADORES DE ECONOMIA, BANCO DE LA REPÚBLICA Downloads View citations (4)
    Also in Borradores de Economia, Banco de la Republica de Colombia (2009) Downloads View citations (3)
  3. Método numérico para la calibración de un modelo DSGE
    BORRADORES DE ECONOMIA, BANCO DE LA REPÚBLICA Downloads View citations (1)
    Also in Borradores de Economia, Banco de la Republica de Colombia (2009) Downloads

    See also Journal Article in Revista Desarrollo y Sociedad (2011)

2008

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

2007

  1. 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) Downloads View citations (3)
    Borradores de Economia, Banco de la Republica de Colombia (2006) Downloads View citations (1)

    See also Journal Article in Studies in Nonlinear Dynamics & Econometrics (2008)

2006

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

2005

  1. 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)
  2. 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

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

2003

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

2001

  1. RETURNS AND INTEREST RATE: A NONLINEAR RELATIONSHIP IN THE BOGOTA STOCK MARKET
    BORRADORES DE ECONOMIA, BANCO DE LA REPÚBLICA Downloads View citations (2)
    Also in Borradores de Economia, Banco de la Republica de Colombia (2001) Downloads View citations (3)

    See also Journal Article in Applied Financial Economics (2002)

2000

  1. INTEGRACION Y VULNERABILIDAD EXTERNA EN COLOMBIA
    BORRADORES DE ECONOMIA, BANCO DE LA REPÚBLICA Downloads View citations (1)
    Also in Borradores de Economia, Banco de la Republica de Colombia (2000) Downloads View citations (2)

    See also Journal Article in Coyuntura Económica (2000)

1999

  1. A NONLINEAR SPECIFICATION OF DEMAND FOR NARROW MONEY IN COLOMBIA
    BORRADORES DE ECONOMIA, BANCO DE LA REPÚBLICA Downloads
    Also in Borradores de Economia, Banco de la Republica de Colombia (1999) Downloads View citations (1)

1998

  1. SOME EVIDENCE OF SMOOTH TRANSITION NONLINEARITY IN COLOMBIAN INFLATION
    BORRADORES DE ECONOMIA, BANCO DE LA REPÚBLICA Downloads View citations (6)
    Also in Borradores de Economia, Banco de la Republica de Colombia (1998) Downloads View citations (12)

    See also Journal Article in Applied Economics (2001)

1997

  1. EL MERCADO LABORAL URBANO:EMPLEO,DESEMPLEO Y SALARIO REAL EN COLOMBIA ENTRE 1985 Y 1996
    BORRADORES DE ECONOMIA, BANCO DE LA REPÚBLICA Downloads
    Also in Borradores de Economia, Banco de la Republica de Colombia (1997) Downloads

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 Downloads View citations (6)
  2. Financial Disruptions and the Cyclical Upgrading of Labor
    Review of Economic Dynamics, 2017, 26, 204-224 Downloads View citations (8)

2015

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

2014

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

2013

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

2012

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

    See also Working Paper (2012)

2011

  1. 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 Downloads View citations (6)
    Also in Revista ESPE - Ensayos sobre Política Económica, 2011, 29, (66), 48-78 (2011) Downloads View citations (2)

    See also Working Paper (2010)
  2. Lack of Credibility, Inflation Persistence and Disinflation in Colombia
    Revista Desarrollo y Sociedad, 2011 Downloads View citations (5)
    See also Working Paper (2011)
  3. Método numérico para la calibración de un modelo dsge
    Revista Desarrollo y Sociedad, 2011 Downloads View citations (3)
    See also Working Paper (2009)
  4. Overcoming the Forecasting Limitations of Forward-Looking Theory Based Models
    Revista ESPE - Ensayos Sobre Política Económica, 2011, 29, (66), 246-294 Downloads
    Also in Revista ESPE - Ensayos sobre Política Económica, 2011, 29, (66), 246-294 (2011) Downloads
  5. Policy Analysis Tool Applied to Colombian Needs: Patacon Model Description
    Revista ESPE - Ensayos Sobre Política Económica, 2011, 29, (66), 222-245 Downloads View citations (24)
    Also in Revista ESPE - Ensayos sobre Política Económica, 2011, 29, (66), 222-245 (2011) Downloads View citations (15)

    See also Working Paper (2011)

2010

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

2009

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

2008

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

2007

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

2006

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

2002

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

2001

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

2000

  1. A Nonlinear Specification of Demand for Cash in Colombia
    Money Affairs, 2000, XIII, (2), 207-226 Downloads View citations (7)
  2. Integración y vulnerabilidad externa en Colombia
    Coyuntura Económica, 2000 Downloads 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 Downloads View citations (5)
    See also Working Paper (2015)

2013

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

2012

  1. 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 Downloads View citations (13)
    See also Working Paper (2012)

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 Downloads View citations (3)
    See also Working Paper (2009)

Software Items

 
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