Details about José Vicente Romero

Access statistics for papers by José Vicente Romero.

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

Short-id: pro326

Working Papers

2024

1. Geopolitical Risk and Emerging Markets Sovereign Risk Premia
   Borradores de Economia, Banco de la Republica de Colombia
2. Monetary policy transparency in Colombia
   Borradores de Economia, Banco de la Republica de Colombia

2023

3. Assessing the macroeconomic impact of weather shocks in Colombia
   IHEID Working Papers, Economics Section, The Graduate Institute of International Studies
4. The Global Financial Cycle and Country Risk in Emerging Markets During Stress Episodes: A Copula-CoVaR Approach
   Borradores de Economia, Banco de la Republica de Colombia
   See also Journal Article The Global Financial Cycle and country risk in emerging markets during stress episodes: A Copula-CoVaR approach, Research in International Business and Finance, Elsevier (2025) View citations (1) (2025)

2022

5. Modelling CDS Volatility at Different Tenures: An Application for Latin-American Countries
   Borradores de Economia, Banco de la Republica de Colombia View citations (1)
6. Weather Shocks and Inflation Expectations in Semi-Structural Models
   IHEID Working Papers, Economics Section, The Graduate Institute of International Studies
   Also in Borradores de Economia, Banco de la Republica de Colombia (2022)
   See also Journal Article Weather shocks and inflation expectations in semi-structural models, Latin American Journal of Central Banking (previously Monetaria), Elsevier (2024) (2024)

2021

7. Common and idiosyncratic movements in Latin-American Exchange Rates
   Borradores de Economia, Banco de la Republica de Colombia
   See also Journal Article Common and idiosyncratic movements in Latin-American exchange rates, International Economics, Elsevier (2022) View citations (3) (2022)

2020

8. Effects of foreign participation in the colombian local public debt market on domestic financial conditions
   Borradores de Economia, Banco de la Republica de Colombia View citations (4)
   Also in Working papers, Red Investigadores de Economía (2020) View citations (4)
9. Nueva Clasificación del BANREP de la Canasta del IPC y revisión de las medidas de Inflación Básica en Colombia
   Borradores de Economia, Banco de la Republica de Colombia View citations (2)

2015

10. Política cambiaria, monetaria y fiscal: ¿ha aprendido Colombia a mitigar los efectos de las crisis?
    Informes de Investigación, Fedesarrollo View citations (5)

2014

11. Elaboración de proyecciones de actividad económica regional 2014-2018
    Informes de Investigación, Fedesarrollo

2010

12. Inflación y expectativas de inflación en Colombia
    Borradores de Economia, Banco de la Republica de Colombia View citations (6)
    Also in Borradores de Economia, Banco de la Republica (2010) View citations (5)
    See also Chapter Inflación y expectativas de inflación en Colombia, Chapters, Banco de la Republica de Colombia (2011) View citations (4) (2011)

2009

13. Assessing Inflationary Pressures in Colombia
    Borradores de Economia, Banco de la Republica de Colombia View citations (12)
    Also in Borradores de Economia, Banco de la Republica (2009) View citations (11)
    See also Chapter Assessing inflationary pressures in Colombia, BIS Papers chapters, Bank for International Settlements (2010) View citations (7) (2010)
14. Determinantes del número de relaciones bancarias en Colombia
    Borradores de Economia, Banco de la Republica de Colombia
    See also Journal Article Determinantes Del Número De Relaciones Bancarias En Colombia, Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia (2011) View citations (1) (2011)

2006

15. INDICE DE PRECIOS DE LA VIVIENDA USADA EN COLOMBIA - I P V U - Método de ventas repetidas
    Borradores de Economia, Banco de la Republica de Colombia View citations (1)
    Also in Borradores de Economia, Banco de la Republica (2006) View citations (2)

2005

16. ALGUNAS CONSIDERACIONES SOBRE EL CANAL DEL CRÉDITO Y LA TRANSMISIÓN DE TASAS DE INTERÉS EN COLOMBIA
    Borradores de Economia, Banco de la Republica View citations (23)
    Also in Borradores de Economia, Banco de la Republica de Colombia (2005) View citations (21)
17. Evolución de las finanzas municipales del Valle del Cauca y la efectividad de la ley 617 del 2000. 1987 - 2003
    Ensayos sobre Economía Regional (ESER), Banco de la Republica de Colombia View citations (2)
    Also in Ensayos Sobre Economía Regional (ESER), Banco de la República - Economía Regional (2005) View citations (3)

2004

18. ¿Por qué el Valle siempre está en rojo? evolución y caracterización de la balanza comercial regional
    Ensayos Sobre Economía Regional (ESER), Banco de la República - Economía Regional View citations (1)
    Also in Ensayos sobre Economía Regional (ESER), Banco de la Republica de Colombia (2004)

2003

19. "Métodos de construcción de índices de precios de vivienda” teoría y experiencia internacional
    Ensayos Sobre Economía Regional (ESER), Banco de la República - Economía Regional View citations (1)
    Also in Ensayos sobre Economía Regional (ESER), Banco de la Republica de Colombia (2003) View citations (1)
20. Comercio exterior con los Estados Unidos -retos y oportunidades para el Valle del Cauca
    Ensayos Sobre Economía Regional (ESER), Banco de la República - Economía Regional
    Also in Ensayos sobre Economía Regional (ESER), Banco de la Republica de Colombia (2003)
21. Resultados empresariales y económicos del Valle del Cauca 2002
    Ensayos Sobre Economía Regional (ESER), Banco de la República - Economía Regional
    Also in Ensayos sobre Economía Regional (ESER), Banco de la Republica de Colombia (2003)

Journal Articles

2025

1. The Global Financial Cycle and country risk in emerging markets during stress episodes: A Copula-CoVaR approach
   Research in International Business and Finance, 2025, 73, (PA) View citations (1)
   See also Working Paper The Global Financial Cycle and Country Risk in Emerging Markets During Stress Episodes: A Copula-CoVaR Approach, Borradores de Economia (2023) (2023)

2024

2. Weather shocks and inflation expectations in semi-structural models
   Latin American Journal of Central Banking (previously Monetaria), 2024, 5, (2)
   See also Working Paper Weather Shocks and Inflation Expectations in Semi-Structural Models, IHEID Working Papers (2022) (2022)

2023

3. Flujos de Capital de Portafolio en Colombia
   Revista ESPE - Ensayos sobre Política Económica, 2023, (105), 1-103
4. Global uncertainty shocks and exchange-rate expectations in Latin America
   Economic Modelling, 2023, 120, (C) View citations (4)

2022

5. Common and idiosyncratic movements in Latin-American exchange rates
   International Economics, 2022, 171, (C), 174-190 View citations (3)
   Also in International Economics, 2022, (171), 174-190 (2022) View citations (3)
   See also Working Paper Common and idiosyncratic movements in Latin-American Exchange Rates, Borradores de Economia (2021) (2021)

2021

6. How foreign participation in the Colombian local public debt market has influenced domestic financial conditions
   Latin American Journal of Central Banking (previously Monetaria), 2021, 2, (4) View citations (2)
   See also Chapter How foreign participation in the Colombian local public debt market has influenced domestic financial conditions, BIS Papers chapters, 2020, 113, 83-119 (2020) View citations (1) (2020)
7. ¿Qué nos dicen las encuestas sobre la formación de expectativas de inflación?
   Revista ESPE - Ensayos sobre Política Económica, 2021, (100), 1-95

2011

8. Determinantes Del Número De Relaciones Bancarias En Colombia
   Revista ESPE - Ensayos sobre Política Económica, 2011, 29, (65), 176-196 View citations (1)
   Also in Revista ESPE - Ensayos Sobre Política Económica, 2011, 29, (65), 176-196 (2011) View citations (1)
   See also Working Paper Determinantes del número de relaciones bancarias en Colombia, Borradores de Economia (2009) (2009)

Chapters

2022

1. The Covid-19 shock and the monetary policy response in Colombia
   A chapter in The monetary-fiscal policy nexus in the wake of the pandemic, 2022, vol. 122, pp 79-114

2020

2. How foreign participation in the Colombian local public debt market has influenced domestic financial conditions
   A chapter in Financial market development, monetary policy and financial stability in emerging market economies, 2020, vol. 113, pp 83-119 View citations (1)
   See also Journal Article How foreign participation in the Colombian local public debt market has influenced domestic financial conditions, Elsevier (2021) View citations (2) (2021)

2011

3. Inflación y expectativas de inflación en Colombia
   Chapter 13 in Formación de precios y salarios en Colombia T.2, 2011, vol. 2, pp 491-519 View citations (4)
   See also Working Paper Inflación y expectativas de inflación en Colombia, Banco de la Republica de Colombia (2010) View citations (6) (2010)

2010

4. Assessing inflationary pressures in Colombia
   A chapter in Monetary policy and the measurement of inflation: prices, wages and expectations, 2010, vol. 49, pp 129-171 View citations (7)
   See also Working Paper Assessing Inflationary Pressures in Colombia, Banco de la Republica de Colombia (2009) View citations (12) (2009)