Research output per year
Research output per year
Search results
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2022
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)30 Downloads (Pure) -
2021
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
5 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
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2020
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
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2018
A comparison of numerical methods for the solution of continuous-time DSGE models
Parra-Alvarez, J. C., 2018, In: Macroeconomic Dynamics. 22, 6, p. 1555-1538Research output: Contribution to journal › Journal article › Research › peer-review
4 Citations (Scopus) -
2015
Time-varying disaster risk models: An empirical assessment of the Rietz-Barro hypothesis
Parra-Alvarez, J. C. & Irarrazabal, A., 2015.Research output: Working paper/Preprint › Working paper › Research
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2012
What determines the sensitivity of the real exchange rate in Colombia to a terms of trade shock?
Parra-Alvarez, J. C. & Mahadeva, L., 2012, In: Macroeconomics and Finance in Emerging Market Economies. 5, 2, p. 161-176Research output: Contribution to journal › Journal article › Research › peer-review
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2007
La tasa de interés natural en Colombia
Translated title of the contribution :The natural rate of interest in Colombia Research output: Contribution to journal › Journal article › Research › peer-review