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Details about Juan Carlos Parra-Alvarez

E-mail:
Homepage:http://pure.au.dk/portal/en/jparra@creates.au.dk
Phone:(45) 2441 5118
Postal address:Department of Economics and Business School of Business and Social Sciences Aarhus University Fuglesangs Alle 4 DK-8210 Aarhus V Denmark
Workplace:Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi (Department of Economics and Business), Aarhus Universitet (University of Aarhus), (more information at EDIRC)
School of Economics and Management, Institut for Økonomi (Department of Economics and Business), Aarhus Universitet (University of Aarhus), (more information at EDIRC)

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


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Working Papers

2020

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

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 (3)

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

2010

  1. 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 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 (1)

    See also Chapter (2013)

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 REPÚBLICA Downloads View citations (1)
    Also in Borradores de Economia, Banco de la Republica de Colombia (2008) Downloads View citations (3)

2006

  1. La Tasa de Interés Natural en Colombia
    Borradores de Economia, Banco de la Republica de Colombia Downloads
    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 Downloads View citations (2)
    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

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

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 Downloads View citations (1)
    Also in Chapter 9 in Formación de precios y salarios en Colombia T.1, 2011, vol. 1, pp 297-375 (2011) Downloads

    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 Downloads

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 (2010)

2008

  1. 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 Downloads View citations (2)
    See also Working Paper (2006)
 
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