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Juan Carlos Parra-Alvarez

Personal Details

First Name:Juan
Middle Name:Carlos
Last Name:Parra-Alvarez
Suffix:
RePEc Short-ID:ppa369
[This author has chosen not to make the email address public]
https://jcparra-alvarez.weebly.com/
Department of Economics and Business Economics Aarhus University Fuglesangs Allé 4 DK-8210, Aarhus V Denmark
(45) 24 41 51 18
Twitter: JCParraAlvarez
Terminal Degree:2015 Institut for Økonomi; Aarhus Universitet (from RePEc Genealogy)

Affiliation

Institut for Økonomi
Aarhus Universitet

Aarhus, Denmark
http://econ.au.dk/
RePEc:edi:ifoaudk (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters Books

Working papers

  1. Bent Jesper Christensen & Luca Neri & Juan Carlos Parra-Alvarez, 2022. "Estimation of continuous-time linear DSGE models from discrete-time measurements," CREATES Research Papers 2022-12, Department of Economics and Business Economics, Aarhus University.
  2. Schrimpf, Paul & Parra-Alvarez, Juan Carlos & Posch, Olaf, 2021. "Peso Problems in the Estimation of the C-CAPM," CEPR Discussion Papers 16299, C.E.P.R. Discussion Papers.
  3. Bent Jesper Christensen & Juan Carlos Parra-Alvarez & Rafael Serrano, 2020. "Optimal control of investment, premium and deductible for a non-life insurance company," CREATES Research Papers 2020-11, Department of Economics and Business Economics, Aarhus University.
  4. Juan Carlos Parra-Alvarez & Olaf Posch & Mu-Chun Wang, 2020. "Estimation of heterogeneous agent models: A likelihood approach," CREATES Research Papers 2020-05, Department of Economics and Business Economics, Aarhus University.
  5. Alfonso A. Irarrazabal & Lin Ma & Juan Carlos Parra-Alvarez, 2020. "Optimal Asset Allocation for Commodity Sovereign Wealth Funds," CREATES Research Papers 2020-10, Department of Economics and Business Economics, Aarhus University.
  6. Juan Carlos Parra-Alvarez & Hamza Polattimur & Olaf Posch, 2020. "Risk Matters: Breaking Certainty Equivalence," CREATES Research Papers 2020-02, Department of Economics and Business Economics, Aarhus University.
  7. Alfonso Irarrazabal & Juan Carlos Parra-Alvarez, 2015. "Time-varying disaster risk models: An empirical assessment of the Rietz-Barro hypothesis," CREATES Research Papers 2015-08, Department of Economics and Business Economics, Aarhus University.
  8. Juan Carlos Parra-Alvarez, 2013. "A comparison of numerical methods for the solution of continuous-time DSGE models," CREATES Research Papers 2013-39, Department of Economics and Business Economics, Aarhus University.
  9. Juan Carlos Parra A. & Martha Misas A. & Enrique López E., 2010. "Heterogeneidad en la fijación de precios en Colombia: Análisis de sus determinantes a partir de modelos de conteo," Borradores de Economia 628, Banco de la Republica de Colombia.
  10. Martha Misas A. & Enrique López E. & Juan Carlos Parra A., 2009. "La formación de precios en las empresas colombianas: evidencia a partir de una encuesta directa," Borradores de Economia 569, Banco de la Republica de Colombia.
  11. Juan Carlos Parra Alvarez, 2008. "Hechos estilizados de la economía colombiana: fundamentos empíricos para la construcción y evaluación de un modelo DSGE," Borradores de Economia 509, Banco de la Republica de Colombia.
  12. Juan Carlos Parra Alvarez, 2008. "Sensibilidad del IPC a la Tasa de Cambio en Colombia: Una Medición de Largo Plazo," Borradores de Economia 542, Banco de la Republica de Colombia.
  13. Lavan Mahadeva & Juan Carlos Parra Alvarez, 2008. "Testing a DSGE model and its partner database," Borradores de Economia 479, Banco de la Republica de Colombia.
  14. Juan José Echavarría Soto & Enrique López Enciso & Martha Misas Arango & Juana Téllez Corredor & Juan Carlos Parra Alvarez, 2006. "La Tasa de Interés Natural en Colombia," Borradores de Economia 412, Banco de la Republica de Colombia.

Articles

  1. Solórzano Andrade, Gustavo & Parra-Alvarez, Juan Carlos, 2024. "Risk sensitive linear approximations," Economics Letters, Elsevier, vol. 238(C).
  2. Alfonso A. Irarrazabal & Lin Ma & Juan Carlos Parra-Alvarez, 2023. "Optimal asset allocation for commodity sovereign wealth funds," Quantitative Finance, Taylor & Francis Journals, vol. 23(3), pages 471-495, March.
  3. Juan Carlos Parra‐Alvarez & Olaf Posch & Andreas Schrimpf, 2022. "Peso problems in the estimation of the C‐CAPM," Quantitative Economics, Econometric Society, vol. 13(1), pages 259-313, January.
  4. Christensen, Bent Jesper & Parra-Alvarez, Juan Carlos & Serrano, Rafael, 2021. "Optimal control of investment, premium and deductible for a non-life insurance company," Insurance: Mathematics and Economics, Elsevier, vol. 101(PB), pages 384-405.
  5. Parra-Alvarez, Juan Carlos & Polattimur, Hamza & Posch, Olaf, 2021. "Risk matters: Breaking certainty equivalence in linear approximations," Journal of Economic Dynamics and Control, Elsevier, vol. 133(C).
  6. Parra-Alvarez, Juan Carlos, 2018. "A Comparison Of Numerical Methods For The Solution Of Continuous-Time Dsge Models," Macroeconomic Dynamics, Cambridge University Press, vol. 22(6), pages 1555-1583, September.
  7. Lavan Mahadeva & Juan Carlos Parra Alvarez, 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, Taylor & Francis Journals, vol. 5(2), pages 161-176, April.
  8. Martha Misas A. & Juan Carlos Parra A. & Enrique López E., 2011. "Heterogeneidad en la fijación de precios en Colombia: análisis de sus determinantes a partir de modelos de conteo," Vniversitas Económica, Universidad Javeriana - Bogotá, vol. 0(0), pages 1-40, January.
  9. Juan José Echavarría Soto & Enrique López Enciso & Martha Misas Arango & Juana Téllez Corredor & Juan Carlos Parra Álvarez, 2007. "La tasa de interés natural en Colombia," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 25(54), pages 44-89, June.

Chapters

  1. Martha Misas A. & Enrique López E. & Juan Carlos Parra A., 2013. "Price Formation in Colombian Firms: Evidence Gathered from a Direct Survey," Investigación Conjunta-Joint Research, in: Laura Inés D'Amato & Enrique López Enciso & María Teresa Ramírez Giraldo (ed.), Inflationary Dynamics, Persistence, and Prices and Wages Formation, edition 1, volume 1, chapter 11, pages 251-321, Centro de Estudios Monetarios Latinoamericanos, CEMLA.
  2. Parra Álvarez, Juan Carlos & Misas A., Martha & López-Enciso, Enrique Antonio, 2011. "Heterogeneidad en la fijación de precios en Colombia : análisis de sus determinantes a partir de modelos de conteo," Chapters, in: López Enciso, Enrique & Ramírez Giraldo, María Teresa (ed.), Formación de precios y salarios en Colombia T.1, volume 1, chapter 8, pages 251-293, Banco de la Republica de Colombia.
  3. Misas A., Martha & López-Enciso, Enrique Antonio & Parra Álvarez, Juan Carlos, 2011. "La formación de precios en las empresas colombianas : evidencia a partir de una encuesta directa," Chapters, in: López Enciso, Enrique & Ramírez Giraldo, María Teresa (ed.), Formación de precios y salarios en Colombia T.1, volume 1, chapter 9, pages 297-375, Banco de la Republica de Colombia.
  4. Juan José Echavarría Soto & Enrique López Enciso & Martha Misas Arango & Juana Téllez Corredor & Juan Carlos Parra Álvarez, 2008. "La tasa de interés natural en Colombia," Investigación Conjunta-Joint Research, in: Centro de Estudios Monetarios Latinoamericanos (CEMLA) (ed.), Estimación y Uso de Variables no Observables en la Región, edition 1, volume 1, chapter 7, pages 164-201, Centro de Estudios Monetarios Latinoamericanos, CEMLA.

Books

  1. Autores varios, 2010. "Mecanismos de transmisión de la política monetaria en Colombia," Books, Universidad Externado de Colombia, Facultad de Finanzas, Gobierno y Relaciones Internacionales, edition 1, volume 1, number 69, April.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Blog mentions

As found by EconAcademics.org, the blog aggregator for Economics research:
  1. Juan Carlos Parra-Alvarez, 2013. "A comparison of numerical methods for the solution of continuous-time DSGE models," CREATES Research Papers 2013-39, Department of Economics and Business Economics, Aarhus University.

    Mentioned in:

    1. A comparison of numerical methods for the solution of continuous-time DSGE models
      by Christian Zimmermann in NEP-DGE blog on 2013-12-03 09:38:34

Working papers

  1. Bent Jesper Christensen & Juan Carlos Parra-Alvarez & Rafael Serrano, 2020. "Optimal control of investment, premium and deductible for a non-life insurance company," CREATES Research Papers 2020-11, Department of Economics and Business Economics, Aarhus University.

    Cited by:

    1. Yan, Tingjin & Park, Kyunghyun & Wong, Hoi Ying, 2022. "Irreversible reinsurance: A singular control approach," Insurance: Mathematics and Economics, Elsevier, vol. 107(C), pages 326-348.

  2. Juan Carlos Parra-Alvarez & Olaf Posch & Mu-Chun Wang, 2020. "Estimation of heterogeneous agent models: A likelihood approach," CREATES Research Papers 2020-05, Department of Economics and Business Economics, Aarhus University.

    Cited by:

    1. Khieu, Hoang & Wälde, Klaus, 2018. "Capital Income Risk and the Dynamics of the Wealth Distribution," IZA Discussion Papers 11840, Institute of Labor Economics (IZA).
    2. James G. MacKinnon & Morten Ørregaard Nielsen & Matthew D. Webb, 2020. "Wild Bootstrap and Asymptotic Inference with Multiway Clustering," CREATES Research Papers 2020-06, Department of Economics and Business Economics, Aarhus University.
    3. Lukasz Balbus & Pawel Dziewulski & Kevin Reffett & Lukasz Wozny, 2020. "Markov distributional equilibrium dynamics in games with complementarities and no aggregate risk," KAE Working Papers 2020-052, Warsaw School of Economics, Collegium of Economic Analysis.
    4. Parra-Alvarez, Juan Carlos & Posch, Olaf & Wang, Mu-Chun, 2020. "Estimation of heterogeneous agent models: A likelihood approach," Discussion Papers 42/2020, Deutsche Bundesbank.
    5. Laura Liu & Mikkel Plagborg-M?ller, 2021. "Full-Information Estimation of Heterogeneous Agent Models Using Macro and Micro Data," CAEPR Working Papers 2021-001 Classification- , Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
    6. Yves Achdou & Jiequn Han & Jean-Michel Lasry & Pierre-Louis Lions & Benjamin Moll, 2017. "Income and Wealth Distribution in Macroeconomics: A Continuous-Time Approach," NBER Working Papers 23732, National Bureau of Economic Research, Inc.
    7. Fischer, Thomas, 2019. "Determinants of Wealth Inequality and Mobility in General Equilibrium," Working Papers 2019:22, Lund University, Department of Economics.
    8. Laura Liu & Mikkel Plagborg‐Møller, 2023. "Full‐information estimation of heterogeneous agent models using macro and micro data," Quantitative Economics, Econometric Society, vol. 14(1), pages 1-35, January.
    9. Glawion, Rene & Puche, Marc & Haller, Frédéric, 2020. "A General Equilibrium Model of Earnings, Income, and Wealth," VfS Annual Conference 2020 (Virtual Conference): Gender Economics 224580, Verein für Socialpolitik / German Economic Association.

  3. Alfonso A. Irarrazabal & Lin Ma & Juan Carlos Parra-Alvarez, 2020. "Optimal Asset Allocation for Commodity Sovereign Wealth Funds," CREATES Research Papers 2020-10, Department of Economics and Business Economics, Aarhus University.

    Cited by:

    1. Mork, Knut Anton & Harang, Fabian Andsem & Trønnes, Haakon Andreas & Bjerketvedt, Vegard Skonseng, 2023. "Dynamic spending and portfolio decisions with a soft social norm," Journal of Economic Dynamics and Control, Elsevier, vol. 151(C).
    2. Knut Anton Mork & Haakon Andreas Trønnes & Vegard Skonseng Bjerketvedt, 2022. "Capital Preservation and Current Spending with Sovereign Wealth Funds and Endowment Funds: A simulation Study," IJFS, MDPI, vol. 10(3), pages 1-24, August.
    3. Serrano, Rafael, 2023. "Climbing the income ladder: Search and investment in a regime-switching affine income model," Finance Research Letters, Elsevier, vol. 58(PA).

  4. Juan Carlos Parra-Alvarez & Hamza Polattimur & Olaf Posch, 2020. "Risk Matters: Breaking Certainty Equivalence," CREATES Research Papers 2020-02, Department of Economics and Business Economics, Aarhus University.

    Cited by:

    1. Carlos Vladimir Rodríguez-Caballero & J. Eduardo Vera-Valdés, 2020. "Air pollution and mobility in the Mexico City Metropolitan Area, what drives the COVID-19 death toll?," CREATES Research Papers 2020-15, Department of Economics and Business Economics, Aarhus University.
    2. Olaf Posch, 2018. "Resurrecting the New-Keynesian Model: (Un)conventional Policy and the Taylor Rule," CESifo Working Paper Series 6925, CESifo.
    3. J. Eduardo Vera-Valdés, 2021. "Temperature Anomalies, Long Memory, and Aggregation," Econometrics, MDPI, vol. 9(1), pages 1-22, March.
    4. Morten Ørregaard Nielsen & Antoine L. Noël, 2020. "To infinity and beyond: Efficient computation of ARCH(1) models," CREATES Research Papers 2020-13, Department of Economics and Business Economics, Aarhus University.
    5. Anine E. Bolko & Kim Christensen & Mikko S. Pakkanen & Bezirgen Veliyev, 2020. "Roughness in spot variance? A GMM approach for estimation of fractional log-normal stochastic volatility models using realized measures," CREATES Research Papers 2020-12, Department of Economics and Business Economics, Aarhus University.

  5. Alfonso Irarrazabal & Juan Carlos Parra-Alvarez, 2015. "Time-varying disaster risk models: An empirical assessment of the Rietz-Barro hypothesis," CREATES Research Papers 2015-08, Department of Economics and Business Economics, Aarhus University.

    Cited by:

    1. Marlène Isoré & Urszula Szczerbowicz, 2015. "Disaster Risk and Preference Shifts in a New Keynesian Model," Working Papers 2015-16, CEPII research center.
    2. Aldrich Eric Mark & Kung Howard, 2021. "Computational Methods for Production-Based Asset Pricing Models with Recursive Utility," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 25(1), pages 1-26, February.

  6. Juan Carlos Parra-Alvarez, 2013. "A comparison of numerical methods for the solution of continuous-time DSGE models," CREATES Research Papers 2013-39, Department of Economics and Business Economics, Aarhus University.

    Cited by:

    1. Willi Semmler & Lars Grüne & Marleen Stieler, 2013. "Using Nonlinear Model Predictive Control for Dynamic Decision Problems in Economics," EcoMod2013 5782, EcoMod.
    2. Victor Duarte & Diogo Duarte & Dejanir H. Silva, 2024. "Machine Learning for Continuous-Time Finance," CESifo Working Paper Series 10909, CESifo.
    3. Burkhard Heer & Alfred Maußner, 2005. "Dynamic General Equilibrium Modelling," Springer Books, Springer, number 978-3-540-27312-7, December.
    4. Parra-Alvarez, Juan Carlos & Polattimur, Hamza & Posch, Olaf, 2021. "Risk matters: Breaking certainty equivalence in linear approximations," Journal of Economic Dynamics and Control, Elsevier, vol. 133(C).
    5. Juan Carlos Parra-Alvarez & Hamza Polattimur & Olaf Posch, 2020. "Risk Matters: Breaking Certainty Equivalence," CESifo Working Paper Series 8250, CESifo.

  7. Juan Carlos Parra A. & Martha Misas A. & Enrique López E., 2010. "Heterogeneidad en la fijación de precios en Colombia: Análisis de sus determinantes a partir de modelos de conteo," Borradores de Economia 628, Banco de la Republica de Colombia.

    Cited by:

    1. Ana María Iregui B. & Ligia Alba Melo B. & María Teresa Ramírez G., 2011. "Wage Adjustment Practices and the Link between Price and Wages: Survey Evidence from Colombian Firms," Borradores de Economia 660, Banco de la Republica de Colombia.

  8. Martha Misas A. & Enrique López E. & Juan Carlos Parra A., 2009. "La formación de precios en las empresas colombianas: evidencia a partir de una encuesta directa," Borradores de Economia 569, Banco de la Republica de Colombia.

    Cited by:

    1. Andrés González & Franz Hamann, 2011. "Lack of Credibility, Inflation Persistence and Disinflation in Colombia," Borradores de Economia 658, Banco de la Republica de Colombia.
    2. Ana María Iregui & Ligia Alba Melo & María Teresa Ramírez, 2009. "Formación e incrementos de salarios en Colombia: Un estudio microeconómico a partir de una encuesta a nivel de firma," Borradores de Economia 6286, Banco de la Republica.
    3. Luis Eduardo Arango & Luz Karine Ardila & Miguel Ignacio Gömez, 2010. "Efecto del cambio del salario mínimo en el precio de las comidas fuera del hogar en Colombia," Borradores de Economia 584, Banco de la Republica de Colombia.
    4. Juan Carlos Parra A. & Martha Misas A. & Enrique López E., 2010. "Heterogeneidad en la fijación de precios en Colombia: Análisis de sus determinantes a partir de modelos de conteo," Borradores de Economia 628, Banco de la Republica de Colombia.
    5. Ana María Iregui B. & Ligia Alba Melo B. & María Teresa Ramírez G., 2011. "Wage Adjustment Practices and the Link between Price and Wages: Survey Evidence from Colombian Firms," Borradores de Economia 660, Banco de la Republica de Colombia.
    6. Andrés González & Lavan Mahadeva & Juan D. Prada & Diego Rodríguez, 2011. "Policy Analysis Tool Applied to Colombian Needs: PATACON Model Description," Borradores de Economia 8698, Banco de la Republica.
    7. Juan Manuel Julio & Héctor Manuel Zárate & Manuel Dario Hernández, 2010. "The Stickiness of Colombian Consumer Prices," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 28(63), pages 100-153, December.
    8. Sebastián Cadavid Sánchez, 2018. "Monetary policy and structural changes in Colombia, 1990-2016: A Markov Switching approach," Documentos CEDE 16970, Universidad de los Andes, Facultad de Economía, CEDE.
    9. Ana María Iregui & Ligia Alba Melo & María Teresa Ramírez, 2010. "Incrementos y rigideces de los salarios en Colombia: Un estudio a partir de una encuesta," Revista de Economía del Rosario, Universidad del Rosario, November.
    10. Javier Bernardo Cadena Lozano, 2011. "La teoría económica y financiera del precio: dos enfoques complementarios," Revista Criterio Libre, Universidad Libre - Sede Principal, December.
    11. Martha Misas A. & Juan Carlos Parra A. & Enrique López E., 2011. "Heterogeneidad en la fijación de precios en Colombia: análisis de sus determinantes a partir de modelos de conteo," Vniversitas Económica, Universidad Javeriana - Bogotá, vol. 0(0), pages 1-40, January.

  9. Juan Carlos Parra Alvarez, 2008. "Hechos estilizados de la economía colombiana: fundamentos empíricos para la construcción y evaluación de un modelo DSGE," Borradores de Economia 509, Banco de la Republica de Colombia.

    Cited by:

    1. Ramiro Rodríguez Revilla, 2011. "Modelos de equilibrio general dinámicos y estocásticos para Colombia 1995-2011," Revista Ecos de Economía, Universidad EAFIT, December.
    2. Oviedo Gómez, Andrés Felipe & Sierra, Lya Paola, 2019. "The importance of terms of trade in the Colombian economy," Revista CEPAL, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), August.
    3. Luis Alejandro Lee P & Angélica María Quiroga E., 2010. "Descomposición histórica de choques del tipo de cambio real en Colombia: un enfoque DSGE," Vniversitas Económica, Universidad Javeriana - Bogotá, vol. 0(0), pages 1-41, June.
    4. Andrés González & Sergio Ocampo & Diego Rodríguez & Norberto Rodríguez, 2011. "Asimetrías del empleo y el producto, una aproximación de equilibrio general," Borradores de Economia 663, Banco de la Republica de Colombia.
    5. Pietro Bonaldi & Andrés González & Juan David Prada & Diego A. Rodríguez, 2009. "Método numérico para la calibración de un modelo DSGE," Borradores de Economia 5265, Banco de la Republica.
    6. Lotero Contreras, Jorge & Posada Duque, Héctor Mauricio & Valderrama, Daniel, 2009. "Competitiveness of Colombian Departments observed from an Economic geography Perspective," Borradores Departamento de Economía 5519, Universidad de Antioquia, CIE.
    7. Gachet, Ivan & Maldonado, Diego & Oliva, Nicolas & Ramirez, Jose, 2011. "Hechos Estilizados de la Economía Ecuatoriana: El Ciclo Económico 1965-2008 [Stylized Facts of the Ecuadorian Economy: The Economic Chicle 1965-2008]," MPRA Paper 30280, University Library of Munich, Germany.
    8. Johana Maritsa Hernández Henao, 2013. "Demanda externa, términos de intercambio y el papel de la política monetaria durante la crisis de 2008," Documentos de Investigación - Research Papers 7, CEMLA.
    9. Enrique López Enciso & Andrés Salamanca Lugo, 2009. "El efecto riqueza de la vivienda en Colombia," Borradores de Economia 551, Banco de la Republica de Colombia.
    10. Jose U. Mora & Celso J. Costa Junior, 2019. "FDI Asymmetries in Emerging Economies: The Case of Colombia," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 11(8), pages 1-35, August.
    11. Gonzalo Hernández, 2011. "Terms of Trade and Output Fluctuations in Colombia," UMASS Amherst Economics Working Papers 2011-04, University of Massachusetts Amherst, Department of Economics.
    12. Oviedo Gómez, Andrés Felipe & Sierra, Lya Paola, 2019. "Importancia de los términos de intercambio en la economía colombiana," Revista CEPAL, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), August.
    13. López, Enrique & Montes, Enrique & Garavito-Acosta, Aarón Levi & Collazos-Gaitán, María Mercedes, 2013. "La economía petrolera en Colombia," Chapters, in: Rincón-Castro, Hernán & Velasco, Andrés M. (ed.), Flujos de capitales, choques externos y respuestas de política en países emergentes, chapter 9, pages 337-406, Banco de la Republica de Colombia.

  10. Juan Carlos Parra Alvarez, 2008. "Sensibilidad del IPC a la Tasa de Cambio en Colombia: Una Medición de Largo Plazo," Borradores de Economia 542, Banco de la Republica de Colombia.

    Cited by:

    1. Restrepo O., Sergio Iván & Martínez R., Luis Esteban & Lopera C., Mauricio, 2011. "Una estimación de los impactos de la tasa de interés en el ciclo económico de Colombia: 1986-2010," Perfil de Coyuntura Económica, Universidad de Antioquia, CIE, issue 18, pages 53-77, December.
    2. Pietro Bonaldi & Andrés González & Diego Rodríguez, 2011. "Importancia de las rigideces nominales y reales en Colombia: un enfoque de equilibrio general dinámico y estocástico," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 29(66), pages 48-78, December.

  11. Lavan Mahadeva & Juan Carlos Parra Alvarez, 2008. "Testing a DSGE model and its partner database," Borradores de Economia 479, Banco de la Republica de Colombia.

    Cited by:

    1. Ramiro Rodríguez Revilla, 2011. "Modelos de equilibrio general dinámicos y estocásticos para Colombia 1995-2011," Revista Ecos de Economía, Universidad EAFIT, December.
    2. Enrique López Enciso & Andrés Salamanca Lugo, 2009. "El efecto riqueza de la vivienda en Colombia," Borradores de Economia 551, Banco de la Republica de Colombia.

  12. Juan José Echavarría Soto & Enrique López Enciso & Martha Misas Arango & Juana Téllez Corredor & Juan Carlos Parra Alvarez, 2006. "La Tasa de Interés Natural en Colombia," Borradores de Economia 412, Banco de la Republica de Colombia.

    Cited by:

    1. Ana María Iregui & Ligia Alba Melo B., 2009. "La transmisión de la política monetaria sobre el consumo en presencia de restricciones de liquidez," Borradores de Economia 5254, Banco de la Republica.
    2. Eliana González & Luis F. Melo & Luis E. Rojas & Brayan Rojas, 2010. "Estimations of the natural rate of interest in Colombia," Borradores de Economia 626, Banco de la Republica de Colombia.
    3. Andrés González & Sergio Ocampo & Julián Pérez & Diego Rodríguez, 2012. "Output gap and Neutral interest measures for Colombia," Borradores de Economia 9870, Banco de la Republica.
    4. J. Rodrigo Fuentes, 2008. "La tasa de interés real neutral: definiciones y videncia para economías latinoamericanas," Investigación Conjunta-Joint Research, in: Centro de Estudios Monetarios Latinoamericanos (CEMLA) (ed.), Estimación y Uso de Variables no Observables en la Región, edition 1, volume 1, chapter 5, pages 135-144, Centro de Estudios Monetarios Latinoamericanos, CEMLA.
    5. Remberto Rhenals & Juan Pablo Saldarriaga, 2008. "An Optimal Taylor Rule for Colombia, 1991-2006," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 69, pages 9-39, Julio-Dic.
    6. Jorge Enrique Restrepo Londoño, 1998. "Reglas monetarias en una economía pequeña y abierta," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 17(33), pages 61-84, June.
    7. Rafael Cavalcanti De Araújo & Cleomar Gomes Da Silva, 2014. "The Neutral Interest Rate And The Stance Of Monetary Policy In Brazil," Anais do XLI Encontro Nacional de Economia [Proceedings of the 41st Brazilian Economics Meeting] 051, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
    8. Christian Bustamante & Luis E. Rojas, 2012. "Constant-Interest-Rate Projections and Its Indicator Properties," Borradores de Economia 696, Banco de la Republica de Colombia.
    9. Rhenals M., Remberto & Saldarriaga, Juan Pablo, 2008. "Una regla de Taylor óptima para Colombia, 1991-2006," Revista Lecturas de Economía, Universidad de Antioquia, CIE, November.

Articles

  1. Alfonso A. Irarrazabal & Lin Ma & Juan Carlos Parra-Alvarez, 2023. "Optimal asset allocation for commodity sovereign wealth funds," Quantitative Finance, Taylor & Francis Journals, vol. 23(3), pages 471-495, March.
    See citations under working paper version above.
  2. Christensen, Bent Jesper & Parra-Alvarez, Juan Carlos & Serrano, Rafael, 2021. "Optimal control of investment, premium and deductible for a non-life insurance company," Insurance: Mathematics and Economics, Elsevier, vol. 101(PB), pages 384-405.
    See citations under working paper version above.
  3. Parra-Alvarez, Juan Carlos & Polattimur, Hamza & Posch, Olaf, 2021. "Risk matters: Breaking certainty equivalence in linear approximations," Journal of Economic Dynamics and Control, Elsevier, vol. 133(C).

    Cited by:

    1. Max Ole Liemen & Olaf Posch, 2022. "FTPL and the Maturity Structure of Government Debt in the New Keynesian Model," CESifo Working Paper Series 9840, CESifo.

  4. Parra-Alvarez, Juan Carlos, 2018. "A Comparison Of Numerical Methods For The Solution Of Continuous-Time Dsge Models," Macroeconomic Dynamics, Cambridge University Press, vol. 22(6), pages 1555-1583, September.
    See citations under working paper version above.
  5. Martha Misas A. & Juan Carlos Parra A. & Enrique López E., 2011. "Heterogeneidad en la fijación de precios en Colombia: análisis de sus determinantes a partir de modelos de conteo," Vniversitas Económica, Universidad Javeriana - Bogotá, vol. 0(0), pages 1-40, January.

    Cited by:

    1. Ana María Iregui B. & Ligia Alba Melo B. & María Teresa Ramírez G., 2011. "Wage Adjustment Practices and the Link between Price and Wages: Survey Evidence from Colombian Firms," Borradores de Economia 660, Banco de la Republica de Colombia.

  6. Juan José Echavarría Soto & Enrique López Enciso & Martha Misas Arango & Juana Téllez Corredor & Juan Carlos Parra Álvarez, 2007. "La tasa de interés natural en Colombia," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 25(54), pages 44-89, June.
    See citations under working paper version above.

Chapters

  1. Parra Álvarez, Juan Carlos & Misas A., Martha & López-Enciso, Enrique Antonio, 2011. "Heterogeneidad en la fijación de precios en Colombia : análisis de sus determinantes a partir de modelos de conteo," Chapters, in: López Enciso, Enrique & Ramírez Giraldo, María Teresa (ed.), Formación de precios y salarios en Colombia T.1, volume 1, chapter 8, pages 251-293, Banco de la Republica de Colombia.
    See citations under working paper version above.
  2. Misas A., Martha & López-Enciso, Enrique Antonio & Parra Álvarez, Juan Carlos, 2011. "La formación de precios en las empresas colombianas : evidencia a partir de una encuesta directa," Chapters, in: López Enciso, Enrique & Ramírez Giraldo, María Teresa (ed.), Formación de precios y salarios en Colombia T.1, volume 1, chapter 9, pages 297-375, Banco de la Republica de Colombia.
    See citations under working paper version above.
  3. Juan José Echavarría Soto & Enrique López Enciso & Martha Misas Arango & Juana Téllez Corredor & Juan Carlos Parra Álvarez, 2008. "La tasa de interés natural en Colombia," Investigación Conjunta-Joint Research, in: Centro de Estudios Monetarios Latinoamericanos (CEMLA) (ed.), Estimación y Uso de Variables no Observables en la Región, edition 1, volume 1, chapter 7, pages 164-201, Centro de Estudios Monetarios Latinoamericanos, CEMLA.
    See citations under working paper version above.Sorry, no citations of chapters recorded.

Books

    Sorry, no citations of books recorded.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 13 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-MAC: Macroeconomics (10) 2006-11-18 2008-04-21 2013-11-22 2015-02-11 2017-11-12 2020-05-25 2020-05-25 2020-06-08 2020-09-14 2020-09-14. Author is listed
  2. NEP-ORE: Operations Research (6) 2017-11-12 2020-05-25 2020-05-25 2020-06-08 2020-09-14 2020-11-02. Author is listed
  3. NEP-DGE: Dynamic General Equilibrium (4) 2008-02-23 2013-11-22 2015-02-11 2023-01-09
  4. NEP-ECM: Econometrics (4) 2008-02-23 2013-11-22 2017-11-12 2023-01-09
  5. NEP-CBA: Central Banking (1) 2006-11-18
  6. NEP-ETS: Econometric Time Series (1) 2023-01-09
  7. NEP-IAS: Insurance Economics (1) 2020-11-02
  8. NEP-RMG: Risk Management (1) 2020-11-02
  9. NEP-UPT: Utility Models and Prospect Theory (1) 2020-11-02

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