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
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Working Papers
2022
- Estimation of continuous-time linear DSGE models from discrete-time measurements
CREATES Research Papers, Department of Economics and Business Economics, Aarhus University
2021
- 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
- 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)
- Optimal Asset Allocation for Commodity Sovereign Wealth Funds
CREATES Research Papers, Department of Economics and Business Economics, Aarhus University View citations (1)
- 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)
- 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
- 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
- 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
- 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
- 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
- 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)
- 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)
- 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
- 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
- Peso problems in the estimation of the C‐CAPM
Quantitative Economics, 2022, 13, (1), 259-313 
See also Working Paper (2021)
2021
- 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)
- Risk matters: Breaking certainty equivalence in linear approximations
Journal of Economic Dynamics and Control, 2021, 133, (C) View citations (1)
2018
- 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
- 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
- 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
- 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
- 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)
- 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)
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