EconPapers    
Economics at your fingertips  
 

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 2025-01-07. Update your information in the RePEc Author Service.

Short-id: ppa369


Jump to Journal Articles Books Chapters

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
    See also Journal Article Estimation of continuous-time linear DSGE models from discrete-time measurements, Journal of Econometrics, Elsevier (2024) Downloads (2024)

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 Peso problems in the estimation of the C‐CAPM, Quantitative Economics, Econometric Society (2022) Downloads (2022)

2020

  1. Estimation of heterogeneous agent models: A likelihood approach
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University Downloads View citations (6)
    Also in Discussion Papers, Deutsche Bundesbank (2020) Downloads View citations (4)
    CESifo Working Paper Series, CESifo (2017) Downloads View citations (6)
  2. Optimal Asset Allocation for Commodity Sovereign Wealth Funds
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University Downloads View citations (1)
    See also Journal Article Optimal asset allocation for commodity sovereign wealth funds, Quantitative Finance, Taylor & Francis Journals (2023) Downloads View citations (2) (2023)
  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 Optimal control of investment, premium and deductible for a non-life insurance company, Insurance: Mathematics and Economics, Elsevier (2021) Downloads View citations (1) (2021)
  4. Risk Matters: Breaking Certainty Equivalence
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University Downloads View citations (4)
    Also in CESifo Working Paper Series, CESifo (2020) Downloads View citations (6)

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 A COMPARISON OF NUMERICAL METHODS FOR THE SOLUTION OF CONTINUOUS-TIME DSGE MODELS, Macroeconomic Dynamics, Cambridge University Press (2018) Downloads View citations (5) (2018)

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 Journal Article Heterogeneidad en la fijación de precios en Colombia: análisis de sus determinantes a partir de modelos de conteo, Vniversitas Económica, Universidad Javeriana - Bogotá (2011) Downloads (2011)
    Chapter Heterogeneidad en la fijación de precios en Colombia: análisis de sus determinantes a partir de modelos de conteo, Chapters, Banco de la Republica de Colombia (2011) Downloads (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 Republica (2009) Downloads View citations (7)

    See also Chapter La formación de precios en las empresas colombianas: evidencia a partir de una encuesta directa, Investigación Conjunta-Joint Research, Centro de Estudios Monetarios Latinoamericanos, CEMLA (2013) Downloads View citations (1) (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 Republica 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 Downloads
    Also in Borradores de Economia, Banco de la Republica de Colombia (2008) Downloads View citations (2)
  3. Testing a DSGE model and its partner database
    Borradores de Economia, Banco de la Republica 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 Journal Article La Tasa de Interés Natural en Colombia, Revista ESPE - Ensayos Sobre Política Económica, Banco de la República (2007) Downloads View citations (8) (2007)
    Chapter La tasa de interés natural en Colombia, Investigación Conjunta-Joint Research, Centro de Estudios Monetarios Latinoamericanos, CEMLA (2008) Downloads View citations (2) (2008)

Journal Articles

2024

  1. Estimation of continuous-time linear DSGE models from discrete-time measurements
    Journal of Econometrics, 2024, 244, (2) Downloads
    See also Working Paper Estimation of continuous-time linear DSGE models from discrete-time measurements, CREATES Research Papers (2022) Downloads (2022)
  2. Risk sensitive linear approximations
    Economics Letters, 2024, 238, (C) Downloads

2023

  1. Optimal asset allocation for commodity sovereign wealth funds
    Quantitative Finance, 2023, 23, (3), 471-495 Downloads View citations (2)
    See also Working Paper Optimal Asset Allocation for Commodity Sovereign Wealth Funds, CREATES Research Papers (2020) Downloads View citations (1) (2020)

2022

  1. Peso problems in the estimation of the C‐CAPM
    Quantitative Economics, 2022, 13, (1), 259-313 Downloads
    See also Working Paper Peso Problems in the Estimation of the C-CAPM, CEPR Discussion Papers (2021) Downloads (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 View citations (1)
    See also Working Paper Optimal control of investment, premium and deductible for a non-life insurance company, CREATES Research Papers (2020) Downloads (2020)
  2. Risk matters: Breaking certainty equivalence in linear approximations
    Journal of Economic Dynamics and Control, 2021, 133, (C) Downloads View citations (2)

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 (5)
    See also Working Paper A comparison of numerical methods for the solution of continuous-time DSGE models, CREATES Research Papers (2013) Downloads View citations (1) (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

2011

  1. Heterogeneidad en la fijación de precios en Colombia: análisis de sus determinantes a partir de modelos de conteo
    Vniversitas Económica, 2011, 1-40 Downloads
    See also Working Paper Heterogeneidad en la fijación de precios en Colombia: Análisis de sus determinantes a partir de modelos de conteo, Borradores de Economia (2010) Downloads View citations (2) (2010)
    Chapter Heterogeneidad en la fijación de precios en Colombia: análisis de sus determinantes a partir de modelos de conteo, Chapters, 2011, 1, 251-293 (2011) Downloads (2011)

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 Chapter La tasa de interés natural en Colombia, Investigación Conjunta-Joint Research, 2008, 1, 164-201 (2008) Downloads View citations (2) (2008)
    Working Paper La Tasa de Interés Natural en Colombia, Borradores de Economia (2006) Downloads (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

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 La formación de precios en las empresas colombianas: evidencia a partir de una encuesta directa, Banco de la Republica de Colombia (2009) Downloads View citations (9) (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 Journal Article Heterogeneidad en la fijación de precios en Colombia: análisis de sus determinantes a partir de modelos de conteo, Universidad Javeriana - Bogotá (2011) Downloads (2011)
    Working Paper Heterogeneidad en la fijación de precios en Colombia: Análisis de sus determinantes a partir de modelos de conteo, Banco de la Republica de Colombia (2010) Downloads View citations (2) (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 Journal Article La Tasa de Interés Natural en Colombia, Banco de la República (2007) Downloads View citations (8) (2007)
    Working Paper La Tasa de Interés Natural en Colombia, Banco de la Republica de Colombia (2006) Downloads (2006)
 
Page updated 2025-03-23