Details about Alexander Guarín López

Access statistics for papers by Alexander Guarín López.

Last updated 2023-12-06. Update your information in the RePEc Author Service.

Short-id: plp37

Working Papers

2021

1. Characterizing and Communicating the Balance of Risks of Macroeconomic Forecasts: A Predictive Density Approach for Colombia
   Borradores de Economia, Banco de la Republica de Colombia
2. Monetary Policy Response to a Migration Shock: An Analysis for a Small Open Economy
   Borradores de Economia, Banco de la Republica de Colombia

2020

3. 4GM: A New Model for the Monetary Policy Analysis in Colombia
   Borradores de Economia, Banco de la Republica de Colombia View citations (8)
   Also in Working papers, Red Investigadores de Economía (2020) View citations (8)

2016

4. Credit Funding and Banking Fragility: An Empirical Analysis for Emerging Economies
   Borradores de Economia, Banco de la Republica
   Also in Borradores de Economia, Banco de la Republica de Colombia (2016)

2014

5. An Empirical Analysis of the Relationship between US and Colombian Long-Term Sovereign Bond Yields
   Borradores de Economia, Banco de la Republica de Colombia View citations (12)
   Also in Borradores de Economia, Banco de la Republica (2014) View citations (12)
   See also Journal Article An Empirical Analysis of the Relationship between US and Colombian Long-Term Sovereign Bond Yields, Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia (2014) View citations (12) (2014)
   Chapter An empirical analysis of the relationship between US and Colombian long-term sovereign bond yields, BIS Papers chapters, Bank for International Settlements (2014) View citations (13) (2014)
6. Banking Fragility in Colombia: An Empirical Analysis Based on Balance Sheets
   Borradores de Economia, Banco de la Republica de Colombia View citations (3)
   Also in Borradores de Economia, Banco de la Republica (2014) View citations (3)
   See also Journal Article Banking fragility in Colombia: An empirical analysis based on balance sheets, Revista ESPE - Ensayos Sobre Política Económica, Banco de la República (2014) View citations (4) (2014)
7. Fragilidad Bancaria en Colombia: Un Análisis Basado en las Hojas de Balance
   Borradores de Economia, Banco de la Republica de Colombia
   See also Chapter Fragilidad bancaria en Colombia: un análisis basado en las hojas de balance, Chapters, Banco de la Republica de Colombia (2015) (2015)

2012

8. 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 República (2014) View citations (7) (2014)

Journal Articles

2022

1. Efectos macroeconómicos del salario mínimo en Colombia
   Revista ESPE - Ensayos sobre Política Económica, 2022, (103), 1-117

2021

2. ¿Qué nos dicen las encuestas sobre la formación de expectativas de inflación?
   Revista ESPE - Ensayos Sobre Política Económica, 2021, (100), 1-95
   Also in Revista ESPE - Ensayos sobre Política Económica, 2021, (100), 1-95 (2021)

2020

3. Migración desde Venezuela en Colombia: caracterización del fenómeno y análisis de los efectos macroeconómicos
   Revista ESPE - Ensayos sobre Política Económica, 2020, (97), 1-74 View citations (15)

2017

4. Credit funding and banking fragility: A forecasting model for emerging economies
   Emerging Markets Review, 2017, 32, (C), 168-189 View citations (1)

2014

5. 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)
   Also in Revista ESPE - Ensayos sobre Política Económica, 2014, 32, (73), 77-86 (2014) View citations (6)
   See also Working Paper An Early Warning Model for Predicting Credit Booms using Macroeconomic Aggregates, Borradores de Economia (2012) View citations (7) (2012)
6. An Empirical Analysis of the Relationship between US and Colombian Long-Term Sovereign Bond Yields
   Revista ESPE - Ensayos sobre Política Económica, 2014, 32, (74), 68-86 View citations (12)
   Also in Revista ESPE - Ensayos Sobre Política Económica, 2014, 32, (74), 68-86 (2014) View citations (13)
   See also Chapter An empirical analysis of the relationship between US and Colombian long-term sovereign bond yields, BIS Papers chapters, 2014, 78, 129-158 (2014) View citations (13) (2014)
   Working Paper An Empirical Analysis of the Relationship between US and Colombian Long-Term Sovereign Bond Yields, Borradores de Economia (2014) View citations (12) (2014)
7. Banking fragility in Colombia: An empirical analysis based on balance sheets
   Revista ESPE - Ensayos Sobre Política Económica, 2014, 32, (75), 48-63 View citations (4)
   Also in Revista ESPE - Ensayos sobre Política Económica, 2014, 32, (75), 48-63 (2014) View citations (4)
   See also Working Paper Banking Fragility in Colombia: An Empirical Analysis Based on Balance Sheets, Borradores de Economia (2014) View citations (3) (2014)
8. Recovering default risk from CDS spreads with a nonlinear filter
   Journal of Economic Dynamics and Control, 2014, 38, (C), 87-104 View citations (5)

2011

9. Enhancing credit default swap valuation with meshfree methods
   European Journal of Operational Research, 2011, 214, (3), 805-813 View citations (8)

2007

10. Sostenibilidad fiscal en Colombia: una mirada hacia el mediano plazo
    Perfil de Coyuntura Económica, 2007 View citations (1)

Chapters

2015

1. Fragilidad bancaria en Colombia: un análisis basado en las hojas de balance
   Chapter 10 in Política monetaria y estabilidad financiera en economías pequeñas y abiertas, 2015, pp 301-338
   See also Working Paper Fragilidad Bancaria en Colombia: Un Análisis Basado en las Hojas de Balance, Banco de la Republica de Colombia (2014) (2014)
2. Un modelo de alerta temprana para la predicción de auges de crédito usando los agregados macroeconómicos
   Chapter 9 in Política monetaria y estabilidad financiera en economías pequeñas y abiertas, 2015, pp 277-299

2014

3. An empirical analysis of the relationship between US and Colombian long-term sovereign bond yields
   A chapter in The transmission of unconventional monetary policy to the emerging markets, 2014, vol. 78, pp 129-158 View citations (13)
   See also Working Paper An Empirical Analysis of the Relationship between US and Colombian Long-Term Sovereign Bond Yields, Banco de la Republica de Colombia (2014) View citations (12) (2014)
   Journal Article An Empirical Analysis of the Relationship between US and Colombian Long-Term Sovereign Bond Yields, Banco de la Republica de Colombia (2014) View citations (12) (2014)