Details about Juan Carlos Parra-Alvarez

Access statistics for papers by Juan Carlos Parra-Alvarez.

Last updated 2020-12-28. Update your information in the RePEc Author Service.

Short-id: ppa369

Working Papers

2020

1. Estimation of heterogeneous agent models: A likelihood approach
   CREATES Research Papers, Department of Economics and Business Economics, Aarhus University View citations (2)
   Also in Discussion Papers, Deutsche Bundesbank (2020)
2. Optimal Asset Allocation for Commodity Sovereign Wealth Funds
   CREATES Research Papers, Department of Economics and Business Economics, Aarhus University
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
4. Risk Matters: Breaking Certainty Equivalence
   CREATES Research Papers, Department of Economics and Business Economics, Aarhus University View citations (1)

2015

5. Time-varying disaster risk models: An empirical assessment of the Rietz-Barro hypothesis
   CREATES Research Papers, Department of Economics and Business Economics, Aarhus University View citations (3)

2013

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

2011

7. Heterogeneidad en la fijación de precios en Colombia: análisis de sus determinantes a partir de modelos de conteo
   Vniversitas Económica, Universidad Javeriana - Bogotá

2010

8. Heterogeneidad en la fijación de precios en Colombia: Análisis de sus determinantes a partir de modelos de conteo
   Borradores de Economia, Banco de la Republica de Colombia View citations (2)
   See also Chapter (2011)

2009

9. La formación de precios en las empresas colombianas: evidencia a partir de una encuesta directa
   Borradores de Economia, Banco de la Republica de Colombia View citations (9)
   Also in BORRADORES DE ECONOMIA, BANCO DE LA REPÚBLICA (2009) View citations (1)
   See also Chapter (2013)

2008

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

2006

13. La Tasa de Interés Natural en Colombia
    Borradores de Economia, Banco de la Republica de Colombia
    See also Chapter (2008)

Journal Articles

2018

1. A COMPARISON OF NUMERICAL METHODS FOR THE SOLUTION OF CONTINUOUS-TIME DSGE MODELS
   Macroeconomic Dynamics, 2018, 22, (6), 1555-1583 View citations (2)
   See also Working Paper (2013)

2012

2. 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

2007

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

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

Chapters

2013

1. La formación de precios en las empresas colombianas: evidencia a partir de una encuesta directa
   Chapter 11 in Dinámica inflacionaria, persistencia y formación de precios y salarios, 2013, pp 273-348 View citations (1)
   Also in Chapter 9 in Formación de precios y salarios en Colombia T.1, 2011, vol. 1, pp 297-375 (2011)
   See also Working Paper (2009)
2. Price Formation in Colombian Firms: Evidence Gathered from a Direct Survey
   Chapter 11 in Inflationary Dynamics, Persistence, and Prices and Wages Formation, 2013, pp 251-321

2011

3. 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
   See also Working Paper (2010)

2008

4. La tasa de interés natural en Colombia
   Chapter 7 in Estimación y Uso de Variables no Observables en la Región, 2008, vol. 1, pp 164-201 View citations (2)
   See also Working Paper (2006)