Research output per year
Research output per year
Personal profile
Research profile
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
Education/Academic qualification
Economics and Business, PhD, Solution methods and inference in continuous-time dynamic equilibrium economies, Aarhus University
Award Date: 30 Jun 2015
External positions
Research fellow CREATES, Aarhus University
Research Fellow, Danish Finance Institute
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Collaborations from the last five years
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Peso problems in the estimation of the C-CAPM
Parra-Alvarez, J. C., Posch, O. & Schrimpf, A., Jan 2022, In: Quantitative Economics. 13, 1, p. 259-313 55 p.Research output: Contribution to journal › Journal article › Research › peer-review
Open AccessFile1 Citation (Scopus)31 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, In: Insurance: Mathematics and Economics. 101, p. 384-405 22 p.Research output: Contribution to journal › Journal article › Research › peer-review
6 Citations (Scopus) -
Risk matters: Breaking certainty equivalence in linear approximations
Parra-Alvarez, J. C., Posch, O. & Polattimur, H., Dec 2021, In: Journal of Economic Dynamics and Control. 133, 104248.Research output: Contribution to journal › Journal article › Research › peer-review
1 Citation (Scopus) -
Estimation of heterogeneous agent models: A likelihood approach
Parra-Alvarez, J. C., Posch, O. & Wang, M.-C., 2020.Research output: Working paper/Preprint › Working paper › Research
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Optimal asset allocation for commodity sovereign wealth funds
Parra-Alvarez, J. C., Irarrazabal, A. & Ma, L., 2020.Research output: Working paper/Preprint › Working paper › Research
Activities
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Estimation of Continuous-Time Linear DSGE Models from Discrete Measurements
Parra-Alvarez, J. C. (Lecturer)
12 Sept 2022Activity: Talks and presentations › Conference presentations
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APC with CLAAUDIA AND CALDISS
Nowinska, A. U. (Organizer), Madsen, K. M. (Organizer), Parra-Alvarez, J. C. (Participant), Shin, S. (Participant) & Crovini, C. (Organizer)
29 Apr 2022Activity: Attending an event › Organisation or participation in workshops, courses, seminars, exhibitions or similar
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How does Migration from Low-income Countries affect House Prices? Evidence from a Natural Experiment
Parra-Alvarez, J. C. (Lecturer)
Apr 2022Activity: Talks and presentations › Conference presentations
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Estimation of Continuous-Time Linear DSGE Models from Discrete Measurements
Parra-Alvarez, J. C. (Lecturer)
31 Mar 2022Activity: Talks and presentations › Conference presentations
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APC Erasmus mobility/pedagogical course
Nowinska, A. U. (Participant), Madsen, K. M. (Organizer), Crovini, C. (Organizer), Smith, R. (Organizer), Nygaard, K. (Participant) & Parra-Alvarez, J. C. (Participant)
13 Jan 2022Activity: Attending an event › Organisation or participation in workshops, courses, seminars, exhibitions or similar