Details about Andres Gonzalez

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 2023-08-23. Update your information in the RePEc Author Service.

Short-id: pgo62

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Working Papers

2023

1. The Macroeconomic Returns of Investment in Resilience to Natural Disasters under Climate Change: A DSGE Approach
   IMF Working Papers, International Monetary Fund

2022

2. Fix vs. Float: Evaluating the Transition to a Sustainable Equilibrium in Bolivia
   IMF Working Papers, International Monetary Fund

2021

3. Using Macroeconomic Frameworks to Analyze the Impact of COVID-19: An Application to Colombia and Cambodia
   IMF Technical Notes and Manuals, International Monetary Fund

2020

4. 4GM: A New Model for the Monetary Policy Analysis in Colombia
   Borradores de Economia, Banco de la Republica de Colombia View citations (6)

2017

5. Evaluación de pronósticos de modelos lineales y no lineales de la tasa de cambio de Colombia
   Vniversitas Económica, Universidad Javeriana - Bogotá
6. Financial Disruptions and the Cyclical Upgrading of Labor
   IMF Working Papers, International Monetary Fund View citations (7)
   See also Journal Article Financial Disruptions and the Cyclical Upgrading of Labor, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2017) View citations (10) (2017)
7. Online Appendix to "Financial Disruptions and the Cyclical Upgrading of Labor"
   Online Appendices, Review of Economic Dynamics View citations (6)
8. Panel Smooth Transition Regression Models
   CREATES Research Papers, Department of Economics and Business Economics, Aarhus University View citations (99)
   Also in Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney (2005) View citations (255)
   SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics (2017) View citations (243)

2015

9. Macroprudential Policies in a Commodity Exporting Economy
   BIS Working Papers, Bank for International Settlements View citations (15)
   See also Chapter Macroprudential policies in a commodity exporting economy, BIS Papers chapters, Bank for International Settlements (2016) View citations (4) (2016)
10. Macroprudential Policy and Labor Market Dynamics in Emerging Economies
    IMF Working Papers, International Monetary Fund View citations (4)
11. Macroprudential Policy and Labor Market Dynamics in Latin America
    IDB Publications (Working Papers), Inter-American Development Bank View citations (4)
12. 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 Republica (2015) View citations (4)
    IMF Working Papers, International Monetary Fund (2015) View citations (4)
    Borradores de Economia, Banco de la Republica de Colombia (2015) View citations (4)
    See also Journal Article Sharing a ride on the commodities roller coaster: Common factors in business cycles of emerging economies, Journal of International Economics, Elsevier (2018) View citations (29) (2018)

2013

13. 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 Republica (2013) View citations (3)
    See also Journal Article Fiscal Policy in a Small Open Economy with Oil Sector and non-Ricardian Agents, Revista Desarrollo y Sociedad, Universidad de los Andes,Facultad de Economía, CEDE (2014) View citations (2) (2014)
14. Foreign Exchange Intervention in Colombia
    Borradores de Economia, Banco de la Republica de Colombia View citations (4)
    Also in Borradores de Economia, Banco de la Republica (2013) View citations (3)
    See also Chapter Foreign exchange intervention in Colombia, BIS Papers chapters, Bank for International Settlements (2013) View citations (15) (2013)

2012

15. An Early Warning Model for Predicting Credit Booms using Macroeconomic Aggregates
    Borradores de Economia, Banco de la Republica de Colombia View citations (7)
    Also in Borradores de Economia, Banco de la Republica (2012) View citations (3)
    See also Journal Article An Early Warning Model for Predicting Credit Booms Using Macroeconomic Aggregates, Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia (2014) View citations (6) (2014)
16. Choques internacionales reales y financieros y su impacto sobre la economía colombiana
    Borradores de Economia, Banco de la Republica View citations (1)
    Also in Borradores de Economia, Banco de la Republica de Colombia (2012) View citations (1)
    See also Journal Article Choques internacionales reales y financieros y su impacto sobre la economía colombiana, Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia (2012) View citations (2) (2012)
17. Macroeconomic Effects of Structural Fiscal Policy Changes in Colombia
    Borradores de Economia, Banco de la Republica de Colombia View citations (23)
    Also in Borradores de Economia, Banco de la Republica (2012) View citations (21)
    See also Chapter Macroeconomic effects of structural fiscal policy changes in Colombia, BIS Papers chapters, Bank for International Settlements (2012) View citations (26) (2012)
18. 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 Republica (2012) View citations (5)
    See also Journal Article Output Gap and Neutral Interest Measures of Colombia, Monetaria, CEMLA (2013) View citations (4) (2013)
19. Política Monetaria y Ciclos Económicos Regionales en Colombia
    Documentos CEDE, Universidad de los Andes, Facultad de Economía, CEDE

2011

20. Asimetrías del empleo y el producto, una aproximación de equilibrio general
    Borradores de Economia, Banco de la Republica View citations (1)
    Also in Borradores de Economia, Banco de la Republica de Colombia (2011) View citations (5)
    See also Journal Article Asimetrías del empleo y el producto, una aproximación de equilibrio general, Revista ESPE - Ensayos Sobre Política Económica, Banco de la República (2012) View citations (2) (2012)
21. 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 (7)
22. Lack of Credibility, Inflation Persistence and Disinflation in Colombia
    Borradores de Economia, Banco de la Republica de Colombia View citations (17)
    Also in Borradores de Economia, Banco de la Republica (2011) View citations (6)
    See also Journal Article Lack of Credibility, Inflation Persistence and Disinflation in Colombia, Revista Desarrollo y Sociedad, Universidad de los Andes,Facultad de Economía, CEDE (2011) View citations (8) (2011)
23. Policy Analysis Tool Applied to Colombian Needs: PATACON Model Description
    Borradores de Economia, Banco de la Republica de Colombia View citations (33)
    Also in Borradores de Economia, Banco de la Republica (2011) View citations (43)
    See also Journal Article Policy Analysis Tool Applied to Colombian Needs: Patacon Model Description, Revista ESPE - Ensayos Sobre Política Económica, Banco de la República (2011) View citations (40) (2011)

2010

24. Ciclo económico y efecto inflacionario de la depreciación de la moneda
    Borradores de Economia, Banco de la Republica
25. Ciclo económico y efecto inflacionario de la depreciación de la moneda
    Borradores de Economia, Banco de la Republica de Colombia
26. Efectos de la política monetaria sobre las tasas de interés de los créditos hipotecarios en Colombia
    Borradores de Economia, Banco de la Republica View citations (4)
27. 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 (4)
    See also Journal Article Efectos de la política monetaria sobre las tasas de interés de los créditos hipotecarios en Colombia, Revista Desarrollo y Sociedad, Universidad de los Andes,Facultad de Economía, CEDE (2010) View citations (5) (2010)
28. 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 (6)
    Also in Borradores de Economia, Banco de la Republica (2010) View citations (7)
    See also Journal Article Importancia de las rigideces nominales y reales en Colombia: un enfoque de equilibrio general dinámico y estocástico, Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia (2011) View citations (4) (2011)

2009

29. Assessing Inflationary Pressures in Colombia
    Borradores de Economia, Banco de la Republica de Colombia View citations (12)
    Also in Borradores de Economia, Banco de la Republica (2009) View citations (11)
    See also Chapter Assessing inflationary pressures in Colombia, BIS Papers chapters, Bank for International Settlements (2010) View citations (7) (2010)
30. MONETARY POLICY FORECASTING IN A DSGE MODEL WITH DATA THAT IS UNCERTAIN, UNBALANCED AND ABOUT THE FUTURE
    Borradores de Economia, Banco de la Republica View citations (7)
    Also in Borradores de Economia, Banco de la Republica de Colombia (2009) View citations (5)
31. Método numérico para la calibración de un modelo DSGE
    Borradores de Economia, Banco de la Republica View citations (2)
    Also in Borradores de Economia, Banco de la Republica de Colombia (2009)
    See also Journal Article Método numérico para la calibración de un modelo dsge, Revista Desarrollo y Sociedad, Universidad de los Andes,Facultad de Economía, CEDE (2011) View citations (2) (2011)

2008

32. La transmisión de los choques a la tasa de cambio sobre la inflación
    Borradores de Economia, Banco de la Republica
33. 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

34. 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 (2006) View citations (3)
    Borradores de Economia, Banco de la Republica de Colombia (2006) View citations (4)
    See also Journal Article Modelling Autoregressive Processes with a Shifting Mean, Studies in Nonlinear Dynamics & Econometrics, De Gruyter (2008) View citations (8) (2008)

2006

35. 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 (7)
    Also in Borradores de Economia, Banco de la Republica (2006) View citations (4)
36. Inflación y dinero en Colombia: otro modelo P-estrella
    Borradores de Economia, Banco de la Republica View citations (2)
    Also in Borradores de Economia, Banco de la Republica de Colombia (2006)

2005

37. 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 Simulation‐based Finite Sample Linearity Test against Smooth Transition Models*, Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford (2006) View citations (10) (2006)
38. 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 (4)
    See also Journal Article Testing Parameter Constancy in Stationary Vector Autoregressive Models Against Continuous Change, Econometric Reviews, Taylor & Francis Journals (2009) View citations (14) (2009)

2004

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

2003

40. Is Momentum Due to Data-Snooping?
    SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics View citations (2)
    See also Journal Article Is Momentum Due to Data-snooping?, The European Journal of Finance, Taylor & Francis Journals (2007) View citations (1) (2007)

2001

41. RETURNS AND INTEREST RATE: A NONLINEAR RELATIONSHIP IN THE BOGOTA STOCK MARKET
    Borradores de Economia, Banco de la Republica View citations (3)
    Also in Borradores de Economia, Banco de la Republica de Colombia (2001) View citations (5)
    See also Journal Article Returns and the interest rate: a non-linear relationship in the Bogotastock market, Applied Financial Economics, Taylor & Francis Journals (2002) View citations (15) (2002)

2000

42. INTEGRACION Y VULNERABILIDAD EXTERNA EN COLOMBIA
    Borradores de Economia, Banco de la Republica View citations (1)
    Also in Borradores de Economia, Banco de la Republica de Colombia (2000) View citations (2)
    See also Journal Article Integración y vulnerabilidad externa en Colombia, Coyuntura Económica, Fedesarrollo (2000) View citations (2) (2000)

1999

43. A NONLINEAR SPECIFICATION OF DEMAND FOR NARROW MONEY IN COLOMBIA
    Borradores de Economia, Banco de la Republica
    Also in Borradores de Economia, Banco de la Republica de Colombia (1999) View citations (1)
44. La Inflación Básica en Colombia: Evaluación de Indicadores Alternativos
    Borradores de Economia, Banco de la Republica de Colombia

1998

45. SOME EVIDENCE OF SMOOTH TRANSITION NONLINEARITY IN COLOMBIAN INFLATION
    Borradores de Economia, Banco de la Republica View citations (6)
    Also in Borradores de Economia, Banco de la Republica de Colombia (1998) View citations (12)
    See also Journal Article Some evidence of smooth transition nonlinearity in Colombian inflation, Applied Economics, Taylor & Francis Journals (2001) View citations (11) (2001)

1997

46. EL MERCADO LABORAL URBANO:EMPLEO,DESEMPLEO Y SALARIO REAL EN COLOMBIA ENTRE 1985 Y 1996
    Borradores de Economia, Banco de la Republica
    Also in Borradores de Economia, Banco de la Republica de Colombia (1997)

Journal Articles

2023

1. EU27 and USA institutions in the digital ecosystem: Proposal for a digital presence measurement index
   Journal of Business Research, 2023, 154, (C)
2. Firm creation, entry costs, and house‐price volatility
   Scandinavian Journal of Economics, 2023, 125, (3), 688-716

2019

3. La política fiscal y la estabilización macroeconómica en Colombia
   Revista ESPE - Ensayos sobre Política Económica, 2019, (90), 1-60 View citations (2)

2018

4. Sharing a ride on the commodities roller coaster: Common factors in business cycles of emerging economies
   Journal of International Economics, 2018, 111, (C), 99-121 View citations (29)
   See also Working Paper Sharing a Ride on the Commodities Roller Coaster: Common Factors in Business Cycles of Emerging Economies, IDB Publications (Working Papers) (2015) View citations (4) (2015)

2017

5. 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)
6. Financial Disruptions and the Cyclical Upgrading of Labor
   Review of Economic Dynamics, 2017, 26, 204-224 View citations (10)
   See also Software Item Code and data files for "Financial Disruptions and the Cyclical Upgrading of Labor", Computer Codes (2017) (2017)
   Working Paper Financial Disruptions and the Cyclical Upgrading of Labor, IMF Working Papers (2017) View citations (7) (2017)

2015

7. Macroeconomic Gains from Structural Fiscal Policy Adjustments: The Case of Colombia
   Economía Journal, 2015, Volume 15 Number 2, (Spring 2015), 39-81 View citations (6)

2014

8. 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)
   Also in Revista ESPE - Ensayos Sobre Política Económica, 2014, 32, (73), 77-86 (2014) View citations (7)
   See also Working Paper An Early Warning Model for Predicting Credit Booms using Macroeconomic Aggregates, Borradores de Economia (2012) View citations (7) (2012)
9. 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 Fiscal Policy in a Small Open Economy with Oil Sector and non-Ricardian Agents, Borradores de Economia (2013) View citations (4) (2013)

2013

10. Brecha del producto y medidas de la tasa de interés neutral para Colombia
    Monetaria, 2013, XXXV, (2), 251-310
11. Output Gap and Neutral Interest Measures of Colombia
    Monetaria, 2013, I, (2), 231-286 View citations (4)
    See also Working Paper Output gap and Neutral interest measures for Colombia, Borradores de Economia (2012) View citations (5) (2012)

2012

12. 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)
    Also in Revista ESPE - Ensayos sobre Política Económica, 2012, 30, (68), 218-272 (2012) View citations (1)
    See also Working Paper Asimetrías del empleo y el producto, una aproximación de equilibrio general, Borradores de Economia (2011) View citations (1) (2011)
13. 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 Choques internacionales reales y financieros y su impacto sobre la economía colombiana, Borradores de Economia (2012) View citations (1) (2012)

2011

14. 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 (4)
    Also in Revista ESPE - Ensayos Sobre Política Económica, 2011, 29, (66), 48-78 (2011) View citations (8)
    See also Working Paper Importancia de las rigideces nominales y reales en Colombia: un enfoque de equilibrio general dinámico y estocástico, Borradores de Economia (2010) View citations (6) (2010)
15. Lack of Credibility, Inflation Persistence and Disinflation in Colombia
    Revista Desarrollo y Sociedad, 2011 View citations (8)
    See also Working Paper Lack of Credibility, Inflation Persistence and Disinflation in Colombia, Borradores de Economia (2011) View citations (17) (2011)
16. Método numérico para la calibración de un modelo dsge
    Revista Desarrollo y Sociedad, 2011 View citations (2)
    See also Working Paper Método numérico para la calibración de un modelo DSGE, Borradores de Economia (2009) View citations (2) (2009)
17. 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)
18. Policy Analysis Tool Applied to Colombian Needs: Patacon Model Description
    Revista ESPE - Ensayos Sobre Política Económica, 2011, 29, (66), 222-245 View citations (40)
    Also in Revista ESPE - Ensayos sobre Política Económica, 2011, 29, (66), 222-245 (2011) View citations (34)
    See also Working Paper Policy Analysis Tool Applied to Colombian Needs: PATACON Model Description, Borradores de Economia (2011) View citations (33) (2011)

2010

19. Efectos de la política monetaria sobre las tasas de interés de los créditos hipotecarios en Colombia
    Revista Desarrollo y Sociedad, 2010 View citations (5)
    See also Working Paper Efectos de la política monetaria sobre las tasas de interés de los créditos hipotecarios en Colombia, Borradores de Economia (2010) View citations (4) (2010)

2009

20. Inflation and money in Colombia: another P-Star model
    Applied Economics, 2009, 41, (10), 1321-1329
21. 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 Testing parameter constancy in stationary vector autoregressive models against continuous change, SSE/EFI Working Paper Series in Economics and Finance (2005) View citations (4) (2005)

2008

22. 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)
23. Modelling Autoregressive Processes with a Shifting Mean
    Studies in Nonlinear Dynamics & Econometrics, 2008, 12, (1), 28 View citations (8)
    See also Working Paper Modelling autoregressive processes with a shifting mean, SSE/EFI Working Paper Series in Economics and Finance (2007) View citations (3) (2007)

2007

24. Is Momentum Due to Data-snooping?
    The European Journal of Finance, 2007, 13, (4), 301-318 View citations (1)
    See also Working Paper Is Momentum Due to Data-Snooping?, SSE/EFI Working Paper Series in Economics and Finance (2003) View citations (2) (2003)

2006

25. Simulation‐based Finite Sample Linearity Test against Smooth Transition Models*
    Oxford Bulletin of Economics and Statistics, 2006, 68, (s1), 797-812 View citations (10)
    See also Working Paper Simulation-based finite-sample linearity test against smooth transition models, SSE/EFI Working Paper Series in Economics and Finance (2005) (2005)

2002

26. 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 RETURNS AND INTEREST RATE: A NONLINEAR RELATIONSHIP IN THE BOGOTA STOCK MARKET, Borradores de Economia (2001) View citations (3) (2001)

2001

27. Some evidence of smooth transition nonlinearity in Colombian inflation
    Applied Economics, 2001, 33, (2), 155-162 View citations (11)
    See also Working Paper SOME EVIDENCE OF SMOOTH TRANSITION NONLINEARITY IN COLOMBIAN INFLATION, Borradores de Economia (1998) View citations (6) (1998)

2000

28. A Nonlinear Specification of Demand for Cash in Colombia
    Money Affairs, 2000, XIII, (2), 207-226 View citations (9)
29. Integración y vulnerabilidad externa en Colombia
    Coyuntura Económica, 2000 View citations (2)
    See also Working Paper INTEGRACION Y VULNERABILIDAD EXTERNA EN COLOMBIA, Borradores de Economia (2000) View citations (1) (2000)

Chapters

2016

1. 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 Macroprudential Policies in a Commodity Exporting Economy, Bank for International Settlements (2015) View citations (15) (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 (15)
   See also Working Paper Foreign Exchange Intervention in Colombia, Banco de la Republica de Colombia (2013) View citations (4) (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 (26)
   See also Working Paper Macroeconomic Effects of Structural Fiscal Policy Changes in Colombia, Banco de la Republica de Colombia (2012) View citations (23) (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 (7)
   See also Working Paper Assessing Inflationary Pressures in Colombia, Banco de la Republica de Colombia (2009) View citations (12) (2009)

Software Items

2017

1. Code and data files for "Financial Disruptions and the Cyclical Upgrading of Labor"
   Computer Codes, Review of Economic Dynamics
   See also Journal Article Financial Disruptions and the Cyclical Upgrading of Labor, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2017) View citations (10) (2017)