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Details about Juan Carlos Parra-Alvarez

E-mail:
Homepage:https://jcparra-alvarez.weebly.com/
Phone:(45) 24 41 51 18
Postal address:Department of Economics and Business Economics Aarhus University Fuglesangs Allé 4 DK-8210, Aarhus V Denmark
Workplace:Institut for Økonomi (Department of Economics and Business Economics), Aarhus Universitet (Aarhus University), (more information at EDIRC)

Access statistics for papers by Juan Carlos Parra-Alvarez.

Last updated 2023-01-01. Update your information in the RePEc Author Service.

Short-id: ppa369


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Working Papers

2022

  1. Estimation of continuous-time linear DSGE models from discrete-time measurements
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University Downloads

2021

  1. Peso Problems in the Estimation of the C-CAPM
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads
    See also Journal Article in Quantitative Economics (2022)

2020

  1. Estimation of heterogeneous agent models: A likelihood approach
    Discussion Papers, Deutsche Bundesbank Downloads View citations (3)
    Also in CESifo Working Paper Series, CESifo (2017) Downloads View citations (6)
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University (2020) Downloads View citations (5)
  2. Optimal Asset Allocation for Commodity Sovereign Wealth Funds
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University Downloads View citations (1)
  3. Optimal control of investment, premium and deductible for a non-life insurance company
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University Downloads
    See also Journal Article in Insurance: Mathematics and Economics (2021)
  4. Risk Matters: Breaking Certainty Equivalence
    CESifo Working Paper Series, CESifo Downloads View citations (6)
    Also in CREATES Research Papers, Department of Economics and Business Economics, Aarhus University (2020) Downloads View citations (4)

2015

  1. Time-varying disaster risk models: An empirical assessment of the Rietz-Barro hypothesis
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University Downloads View citations (4)

2013

  1. A comparison of numerical methods for the solution of continuous-time DSGE models
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University Downloads View citations (1)
    See also Journal Article in Macroeconomic Dynamics (2018)

2011

  1. Heterogeneidad en la fijación de precios en Colombia: análisis de sus determinantes a partir de modelos de conteo
    Vniversitas Económica, Universidad Javeriana - Bogotá Downloads
    Also in Borradores de Economia, Banco de la Republica de Colombia (2010) Downloads View citations (2)

    See also Chapter (2011)

2009

  1. La formación de precios en las empresas colombianas: evidencia a partir de una encuesta directa
    Borradores de Economia, Banco de la Republica de Colombia Downloads View citations (9)
    Also in BORRADORES DE ECONOMIA, BANCO DE LA REPÚBLICA (2009) Downloads View citations (7)

    See also Chapter (2011)

2008

  1. Hechos Estilizados de la Economía Colombiana:Fundamentos Empíricos para la Construcción y Evaluación de un Modelo DSGE
    BORRADORES DE ECONOMIA, BANCO DE LA REPÚBLICA Downloads View citations (16)
    Also in Borradores de Economia, Banco de la Republica de Colombia (2008) Downloads View citations (5)
  2. Sensibilidad del IPC a la Tasa de Cambio en Colombia: Una Medición de Largo Plazo
    Borradores de Economia, Banco de la Republica de Colombia Downloads View citations (2)
    Also in BORRADORES DE ECONOMIA, BANCO DE LA REPÚBLICA (2008) Downloads
  3. Testing a DSGE model and its partner database
    Borradores de Economia, Banco de la Republica de Colombia Downloads View citations (3)
    Also in BORRADORES DE ECONOMIA, BANCO DE LA REPÚBLICA (2008) Downloads View citations (1)

2006

  1. La Tasa de Interés Natural en Colombia
    Borradores de Economia, Banco de la Republica de Colombia Downloads
    See also Journal Article in Revista ESPE - Ensayos Sobre Política Económica (2007)

Journal Articles

2022

  1. Peso problems in the estimation of the C‐CAPM
    Quantitative Economics, 2022, 13, (1), 259-313 Downloads
    See also Working Paper (2021)

2021

  1. Optimal control of investment, premium and deductible for a non-life insurance company
    Insurance: Mathematics and Economics, 2021, 101, (PB), 384-405 Downloads
    See also Working Paper (2020)
  2. Risk matters: Breaking certainty equivalence in linear approximations
    Journal of Economic Dynamics and Control, 2021, 133, (C) Downloads View citations (1)

2018

  1. A COMPARISON OF NUMERICAL METHODS FOR THE SOLUTION OF CONTINUOUS-TIME DSGE MODELS
    Macroeconomic Dynamics, 2018, 22, (6), 1555-1583 Downloads View citations (4)
    See also Working Paper (2013)

2012

  1. What determines the sensitivity of the real exchange rate in Colombia to a terms of trade shock?
    Macroeconomics and Finance in Emerging Market Economies, 2012, 5, (2), 161-176 Downloads

2007

  1. La Tasa de Interés Natural en Colombia
    Revista ESPE - Ensayos Sobre Política Económica, 2007, 25, (54), 44-89 Downloads View citations (8)
    Also in Revista ESPE - Ensayos sobre Política Económica, 2007, 25, (54), 44-89 (2007) Downloads

    See also Working Paper (2006)

Books

2010

  1. Mecanismos de transmisión de la política monetaria en Colombia, vol 1
    Books, Universidad Externado de Colombia, Facultad de Finanzas, Gobierno y Relaciones Internacionales Downloads

Chapters

2011

  1. Heterogeneidad en la fijación de precios en Colombia: análisis de sus determinantes a partir de modelos de conteo
    Chapter 8 in Formación de precios y salarios en Colombia T.1, 2011, vol. 1, pp 251-293 Downloads
    See also Working Paper (2011)
  2. La formación de precios en las empresas colombianas: evidencia a partir de una encuesta directa
    Chapter 9 in Formación de precios y salarios en Colombia T.1, 2011, vol. 1, pp 297-375 Downloads
    See also Working Paper (2009)
 
Page updated 2023-02-02