Hechos estilizados de la economía colombiana: fundamentos empíricos para la construcción y evaluación de un modelo DSGE JC Parra-Alvarez Borradores de Economía; No. 509, 2008 | 54 | 2008 |
La formación de precios en las empresas colombianas: evidencia a partir de una encuesta directa M Misas, EA López-Enciso, JC Parra-Alvarez Borradores de Economía; No. 569, 2009 | 47 | 2009 |
A comparison of numerical methods for the solution of continuous-time DSGE models JC Parra-Alvarez Macroeconomic Dynamics 22 (6), 1555-1583, 2018 | 24* | 2018 |
Sensibilidad del IPC a la tasa de cambio en Colombia: una medición de largo plazo JC Parra-Alvarez Borradores de Economía; No. 542, 2008 | 24 | 2008 |
Testing a DSGE model and its partner database L Mahadeva, JC Parra-Alvarez Borradores de Economía; No. 479, 2008 | 23 | 2008 |
Identification and estimation of heterogeneous agent models: A likelihood approach JC Parra-Alvarez, O Posch, MC Wang CESifo Working Paper, 2017 | 14 | 2017 |
Estimation of heterogeneous agent models: A likelihood approach JC Parra‐Alvarez, O Posch, MC Wang Oxford Bulletin of Economics and Statistics 85 (2), 304-330, 2023 | 8 | 2023 |
Heterogeneidad en la fijación de precios en Colombia: análisis de sus determinantes a partir de modelos de conteo JC Parra-Álvarez, M Misas, EA López-Enciso Capítulo 8. Heterogeneidad en la fijación de precios en Colombia: análisis …, 2011 | 8 | 2011 |
Optimal control of investment, premium and deductible for a non-life insurance company BJ Christensen, JC Parra-Alvarez, R Serrano Insurance: Mathematics and Economics 101, 384-405, 2021 | 6 | 2021 |
Optimal asset allocation for commodity sovereign wealth funds AA Irarrazabal, L Ma, JC Parra-Alvarez Quantitative Finance 23 (3), 471-495, 2023 | 5 | 2023 |
Risk matters: Breaking certainty equivalence in linear approximations JC Parra-Alvarez, H Polattimur, O Posch Journal of Economic Dynamics and Control 133, 104248, 2021 | 4 | 2021 |
Time-varying disaster risk models: An empirical assessment of the Rietz-Barro hypothesis A Irarrazabal, JC Parra-Alvarez Available at SSRN 2559074, 2015 | 4 | 2015 |
Solution methods and inference in continuous-time dynamic equilibrium economies JC Parra-Alvarez Institut for Økonomi, Aarhus Universitet, 2015 | 3 | 2015 |
Estimation of continuous-time linear DSGE models from discrete-time measurements BJ Christensen, L Neri, JC Parra-Alvarez | 2 | 2022 |
Risk matters: Breaking certainty equivalence JC Parra-Alvarez, H Polattimur, O Posch CESifo Working Paper, 2020 | 2 | 2020 |
Peso problems in the estimation of the C‐CAPM JC Parra‐Alvarez, O Posch, A Schrimpf Quantitative Economics 13 (1), 259-313, 2022 | 1 | 2022 |
La tasa de interés natural en Colombia JJE Soto, EL Enciso, MM Arango, JT Corredor, JCP Alvarez Estimacin y Uso de Variables no Observables en la Regin (Ed.) C. de Estudios …, 2008 | 1 | 2008 |
Risk sensitive linear approximations GS Andrade, JC Parra-Alvarez Economics Letters 238, 111716, 2024 | | 2024 |
Risk sensitive linear approximations JC Parra-Alvarez, G Solórzano Andrade Available at SSRN 4659977, 2023 | | 2023 |
Optimal asset allocation for commodity sovereign wealth funds A Irarrazabal Flores, L Ma, JC Parra-Alvarez Taylor&Francis, 2023 | | 2023 |