Personlig profil
Forskningsprofil
Juan Carlos Parra-Alvarez is Postdoctoral researcher affiliated with the Finance Research Group at Aalborg University Business School. He is also is research fellow at CREATES, Aarhus University, and the Danish Finance Institute. Juan Carlos holds a PhD in Economics and Business from Aarhus University. His research interests lie within the fields of quantitative macroeconomics and finance with a particular focus on the solution and estimation of equilibrium dynamic economies.
Personal website: http://jcparra-alvarez.weebly.com
- Quantitative macroeconomics
- Macro-finance
- Disaster risks
- Asset pricing and asset allocation
Uddannelse (Akademiske kvalifikationer)
Economics and Business, PhD, Solution methods and inference in continuous-time dynamic equilibrium economies, Aarhus University
Dimissionsdato: 30 jun. 2015
Eksterne ansættelser
Research fellow CREATES, Aarhus University
Research Fellow, Danish Finance Institute
Fingerprint
- 1 Lignende profiler
Samarbejde i de sidste fem år
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Green Portfolios
Fischer, T., Lundtofte, F. & Parra-Alvarez, J. C., 29 dec. 2025, SSRN: Social Science Research Network, 92 s.Publikation: Working paper/Preprint › Preprint
Åben adgang -
Peso problems in the estimation of the C-CAPM
Parra-Alvarez, J. C., Posch, O. & Schrimpf, A., jan. 2022, I: Quantitative Economics. 13, 1, s. 259-313 55 s.Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › peer review
Åben adgangFil1 !!Link opens in a new tab Citationer (Scopus)60 Downloads (Pure) -
Optimal control of investment, premium and deductible for a non-life insurance company
Christensen, B. J., Parra-Alvarez, J. C. & Serrano, R., nov. 2021, I: Insurance: Mathematics and Economics. 101, s. 384-405 22 s.Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › peer review
12 !!Link opens in a new tab Citationer (Scopus) -
Risk matters: Breaking certainty equivalence in linear approximations
Parra-Alvarez, J. C., Posch, O. & Polattimur, H., dec. 2021, I: Journal of Economic Dynamics and Control. 133, 104248.Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › peer review
2 !!Link opens in a new tab Citationer (Scopus) -
Estimation of heterogeneous agent models: A likelihood approach
Parra-Alvarez, J. C., Posch, O. & Wang, M.-C., 2020.Publikation: Working paper/Preprint › Working paper › Forskning
Aktiviteter
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Estimation of Continuous-Time Linear DSGE Models from Discrete Measurements
Parra-Alvarez, J. C. (Foredragsholder)
12 sep. 2022Aktivitet: Foredrag og mundtlige bidrag › Konferenceoplæg
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APC with CLAAUDIA AND CALDISS
Nowinska, A. U. (Arrangør), Madsen, K. M. (Arrangør), Parra-Alvarez, J. C. (Deltager), Shin, S. (Deltager) & Crovini, C. (Arrangør)
29 apr. 2022Aktivitet: Deltagelse i faglig begivenhed › Organisering af eller deltagelse i workshop, kursus, seminar, udstilling eller lignende
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How does Migration from Low-income Countries affect House Prices? Evidence from a Natural Experiment
Parra-Alvarez, J. C. (Foredragsholder)
apr. 2022Aktivitet: Foredrag og mundtlige bidrag › Konferenceoplæg
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Estimation of Continuous-Time Linear DSGE Models from Discrete Measurements
Parra-Alvarez, J. C. (Foredragsholder)
31 mar. 2022Aktivitet: Foredrag og mundtlige bidrag › Konferenceoplæg
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APC Erasmus mobility/pedagogical course
Nowinska, A. U. (Deltager), Madsen, K. M. (Arrangør), Crovini, C. (Arrangør), Smith, R. (Arrangør), Nygaard, K. (Deltager) & Parra-Alvarez, J. C. (Deltager)
13 jan. 2022Aktivitet: Deltagelse i faglig begivenhed › Organisering af eller deltagelse i workshop, kursus, seminar, udstilling eller lignende