Details about Juan Carlos Parra-Alvarez

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

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

2021

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

2020

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

2015

7. 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 (4)

2013

8. 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

9. Heterogeneidad en la fijación de precios en Colombia: análisis de sus determinantes a partir de modelos de conteo
   Vniversitas Económica, Universidad Javeriana - Bogotá
   Also in Borradores de Economia, Banco de la Republica de Colombia (2010) View citations (2)
   See also Chapter (2011)

2009

10. 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 (7)
    See also Chapter (2011)

2008

11. 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)
12. 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)
13. Testing a DSGE model and its partner database
    Borradores de Economia, Banco de la Republica de Colombia View citations (3)
    Also in BORRADORES DE ECONOMIA, BANCO DE LA REPÚBLICA (2008) View citations (1)

2006

14. La Tasa de Interés Natural en Colombia
    Borradores de Economia, Banco de la Republica de Colombia
    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
   See also Working Paper (2021)

2021

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

2018

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

2012

5. 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

6. 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)
   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

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
   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
   See also Working Paper (2009)