Luis Fernando Melo-Velandia : Citation Profile


Banco de la Republica de Colombia

12

H index

20

i10 index

614

Citations

RESEARCH PRODUCTION:

75

Articles

155

Papers

6

Chapters

RESEARCH ACTIVITY:

   34 years (1991 - 2025). See details.
   Cites by year: 18
   Journals where Luis Fernando Melo-Velandia has often published
   Relations with other researchers
   Recent citing documents: 38.    Total self citations: 73 (10.63 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pme79
   Updated: 2026-01-17    RAS profile: 2025-12-12    
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Relations with other researchers


Works with:

Parra-Amado, Daniel (10)

Romero, José (5)

Villamizar-Villegas, mauricio (2)

Gomez-Gonzalez, Jose (2)

Sanchez-Jabba, Andres (2)

Gomez-Gonzalez, Jose (2)

Parra-Polanía, Julián (2)

Ospina-Tejeiro, Juan (2)

Toro-Córdoba, Jorge Hernán (2)

Rincon-Castro, Hernan (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Luis Fernando Melo-Velandia.

Is cited by:

Misas, Martha (40)

López, Enrique (31)

Gomez-Gonzalez, Jose (29)

Arango Thomas, Luis (27)

González-Molano, Eliana (25)

Villamizar-Villegas, mauricio (23)

Gomez-Gonzalez, Jose (19)

Posada, Carlos (17)

Florez, Luz (16)

Uribe, Jorge (15)

Torres, José (11)

Cites to:

Misas, Martha (97)

López, Enrique (47)

Engle, Robert (34)

Vargas-Herrera, Hernando (33)

Hansen, Bruce (26)

Watson, Mark (26)

Gomez-Gonzalez, Jose (26)

Gomez-Gonzalez, Jose (26)

Diebold, Francis (24)

Phillips, Peter (23)

Reinhart, Carmen (22)

Main data


Where Luis Fernando Melo-Velandia has published?


Journals with more than one article published# docs
Revista ESPE - Ensayos sobre Poltica Econmica14
Revista ESPE - Ensayos Sobre Poltica Econmica12
Revista de Economa del Rosario6
Empirical Economics4
Revista Desarrollo y Sociedad3
Coyuntura Econmica3
Research in International Business and Finance3
Lecturas de Economa3
Studies in Economics and Finance2
Monetaria2
The North American Journal of Economics and Finance2
Revista Lecturas de Economa2
Latin American Journal of Economics-formerly Cuadernos de Economa2

Working Papers Series with more than one paper published# docs
Borradores de Economia / Banco de la Republica de Colombia86
Borradores de Economia / Banco de la Republica58
Working papers / Red Investigadores de Economa5
Temas de Estabilidad Financiera / Banco de la Republica de Colombia3
BIS Working Papers / Bank for International Settlements2

Recent works citing Luis Fernando Melo-Velandia (2025 and 2024)


YearTitle of citing document
2024Monetary policy transparency in Colombia. (2024). Romero, José ; Ospina-Tejeiro, Juan. In: Borradores de Economia. RePEc:bdr:borrec:1285.

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2025Choques climáticos, productividad y desempeño de las firmas de la industria manufacturera en Colombia. (2025). Perez, Alex ; Carabali, Jaime ; Muoz, Jefferson. In: Borradores de Economia. RePEc:bdr:borrec:1298.

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2025Do natural disasters and the announcement of ENSO events have an impact on market-based measures of inflation expectations?. (2025). Parra-Amado, Daniel ; Bermudez-Cespedes, Juan Pablo ; Melo-Velandia, Luis Fernando. In: Borradores de Economia. RePEc:bdr:borrec:1315.

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2024The measure matters: differences in the passthrough of inflation expectations in Colombia. (2024). Sanchez-Jabba, Andres ; Villabon-Hinestroza, Erick. In: BIS Working Papers. RePEc:bis:biswps:1205.

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2024Food inflation and monetary policy in emerging economies. (2024). Makun, Keshmeer ; Sami, Janesh. In: Journal of Asian Economics. RePEc:eee:asieco:v:95:y:2024:i:c:s104900782400112x.

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2025Explosiveness in the renewable energy equity sector: International evidence. (2025). Ferrer, Romn ; Ariza, Juan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s106294082500018x.

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2024Inflation dynamics under different weather regimes: Evidence from Mexico. (2024). Ventosa-Santaulària, Daniel ; Tapia, Edwin ; Ventosa-Santaularia, Daniel ; Perez-Pea, Anna Karina. In: Ecological Economics. RePEc:eee:ecolec:v:220:y:2024:i:c:s0921800924000764.

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2025The role of investor participation on sovereign debt markets: Evidence from an emerging economy. (2025). Villamizar-Villegas, mauricio ; Orozco-Vanegas, Camilo ; Botero-Ramrez, Oscar ; Fajardo-Baquero, Nicols ; Orbegozo-Rodrguez, Germn ; Ocampo, Jos Antonio. In: Emerging Markets Review. RePEc:eee:ememar:v:66:y:2025:i:c:s1566014125000330.

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2025Dynamic financial connectedness among the US, China, and countries of the Belt and Road Initiative. (2025). Winkelried, Diego ; Bazn-Palomino, Walter. In: Emerging Markets Review. RePEc:eee:ememar:v:66:y:2025:i:c:s1566014125000354.

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2025Doom loops in Latin America. (2025). Uribe, Jorge ; Gomez-Gonzalez, Jose ; Valencia, Oscar M ; Kim, Bum. In: Emerging Markets Review. RePEc:eee:ememar:v:68:y:2025:i:c:s1566014125000834.

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2024Contagion and linkages across international currencies. (2024). Tuteja, Divya ; Bhatia, Shipra. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002333.

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2024The effectiveness of FX interventions: A meta-analysis. (2024). Villamizar-Villegas, mauricio ; Rodríguez-Novoa, Daniela ; Menkhoff, Lukas ; Arango-Lozano, Lucia ; Rodriguez-Novoa, Daniela. In: Journal of Financial Stability. RePEc:eee:finsta:v:74:y:2024:i:c:s1572308920300930.

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2025Idiosyncratic contagion between ETFs and stocks: A high dimensional network perspective. (2025). Wang, YU ; Sun, Yiguo. In: Journal of Financial Stability. RePEc:eee:finsta:v:78:y:2025:i:c:s1572308925000440.

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2024Multilayer networks for measuring interconnectedness among global stock markets through the lens of trading volume-price relationship. (2024). Borjigin, Sumuya ; Xiang, Youtao. In: Global Finance Journal. RePEc:eee:glofin:v:62:y:2024:i:c:s1044028324000784.

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2025Return and volatility connectedness among US and Latin American markets: A QVAR approach with implications for hedging and portfolio diversification. (2025). Patra, Saswat ; Malik, Kunjana. In: Global Finance Journal. RePEc:eee:glofin:v:65:y:2025:i:c:s1044028325000213.

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2024Blowing against the Wind? a narrative approach to central Bank foreign exchange intervention. (2024). Naef, Alain. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:146:y:2024:i:c:s0261560624001165.

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2025Time-varying effects of financial uncertainty shocks on macroeconomic fluctuations in Peru. (2025). Rodrguez, Gabriel ; Alvarado, Mauricio. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:152:y:2025:i:c:s0261560625000117.

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2025Exploring global financial interdependencies among ASEAN-5, major developed and developing markets. (2025). Kumar, Pankaj ; Yadav, Mahender ; Saini, Mohit ; Dhingra, Barkha. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:31:y:2025:i:c:s1703494924000471.

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2024Weather shocks and inflation expectations in semi-structural models. (2024). Romero, José ; Naranjo-Saldarriaga, Sara. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:5:y:2024:i:2:s2666143823000339.

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2024Navigating high inflation: A joint analysis of inflation dynamics and long-term inflation expectations in Latin America. (2024). Gimeno, Ricardo ; Garcia, Juan Angel. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:5:y:2024:i:4:s2666143824000152.

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2024Commodity futures markets under stress and stress-free periods: Further insights from a quantile connectedness approach. (2024). Ben Amar, Amine ; Bellalah, Makram ; Abricha, Amal. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:93:y:2024:i:c:p:229-246.

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2025Private equity market dynamics: Beyond the surface. (2025). Daz, Antonio ; Esparcia, Carlos ; Tegtmeier, Lars. In: International Review of Economics & Finance. RePEc:eee:reveco:v:100:y:2025:i:c:s1059056025002503.

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2024Detecting financial contagion using a new nonparametric measure of asymmetric comovements. (2024). Xu, Yixiong ; Zhang, Feipeng ; Yuan, DI. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:284-296.

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2024Towards understanding MILA stock markets integration beyond MILA: New evidence between the pre-Global financial crisis and the COVID19 periods. (2024). Gomez-Bravo, Yuli Paola ; Sanchez-Barrios, Luis Javier ; Lukanima, Benedicto Kulwizira. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:478-497.

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2024Term spread spillovers to Latin America and emergence of the ‘Twin Ds’. (2024). Uribe, Jorge ; Gomez-Gonzalez, Jose ; Giraldo, Iader. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pb:s1059056024006749.

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2025Impacts of climate change on inflation: An analysis based on long and short term effects and pass-through mechanisms. (2025). Zhou, Xiangjun ; Xu, Yuan ; Ma, YU ; Qi, Chaoping ; Du, Meng. In: International Review of Economics & Finance. RePEc:eee:reveco:v:98:y:2025:i:c:s1059056025000097.

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2025On the time-frequency effects of macroeconomic policy on growth cycles in Brazil. (2025). Monteiro, Valdeir ; Alves, Douglas ; Matos, Paulo. In: Research in International Business and Finance. RePEc:eee:riibaf:v:73:y:2025:i:pb:s0275531924004537.

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2025US uncertainty shocks, credit, production, and prices: The case of fourteen Latin American countries. (2025). Uribe, Jorge ; Gomez-Gonzalez, Jose ; Giraldo, Iader. In: Research in International Business and Finance. RePEc:eee:riibaf:v:78:y:2025:i:c:s0275531925002594.

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2025Volatility Spillovers among Major U.S. Companies. (2025). el Dada, Mariyah. In: European Research Studies Journal. RePEc:ers:journl:v:xxviii:y:2025:i:3:p:1072-1091.

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2024The Benefit of Inflation-Indexed Debt: Evidence from an Emerging Bond Market. (2023). Christensen, Jens. In: Working Paper Series. RePEc:fip:fedfwp:95617.

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2025Analysing Market Volatility and Economic Policy Uncertainty of South Africa with BRIC and the USA During COVID-19. (2025). Ramakau, Thokozane ; Mokatsanyane, Daniel ; Ferreira-Schenk, Sune ; Matlhaku, Kago. In: JRFM. RePEc:gam:jjrfmx:v:18:y:2025:i:7:p:400-:d:1705333.

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2024Deciphering volatility spillovers amidst crises: analyzing the interplay among commodities, equities and socially responsible investments during the COVID-19 shock and financial turbulence. (2024). Ben Amar, Amine ; Boubrahimi, Nabil ; Bellalah, Makram ; Dkhissi, Ilham ; Hasnaoui, Amir. In: Post-Print. RePEc:hal:journl:hal-04643053.

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2025Economic Policy Uncertainty and Volatility Spillovers Among International Stock Market Indices During the COVID-19 Outbreak. (2025). Su, Fei ; Wang, Feifan ; Xu, Yahua. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:32:y:2025:i:1:d:10.1007_s10690-024-09452-z.

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2024Finite Sample Lag Adjusted Critical Values and Probability Values for the Fourier Wavelet Unit Root Test. (2024). Sephton, Peter. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:2:d:10.1007_s10614-023-10458-4.

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2025Multi-Moment and Multilayer Analysis of Connectedness among Clean, Brown, and Technology ETFs: The Role of Climate Risk. (2025). GUPTA, RANGAN ; Bouri, Elie ; Olaniran, Abeeb. In: Working Papers. RePEc:pre:wpaper:202519.

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2024The effects of the oil price and temperature on food inflation in Latin America. (2024). Kse, Nezir ; Nal, Emre. In: Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development. RePEc:spr:endesu:v:26:y:2024:i:2:d:10.1007_s10668-022-02817-2.

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2024Navigating Global Monetary Interdependencies: A Comprehensive Analysis of ECB Rate Hikes on China’s Technology-Driven Economy. (2024). Luo, Fangyong ; Bo, Lan ; Chen, Xiaoxian ; Huo, Weidong. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:15:y:2024:i:4:d:10.1007_s13132-024-01864-6.

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2024Time and frequency volatility spillovers among commodities: Evidence from pre and during the Russia-Ukraine war. (2024). Chen, Yunfei ; Jiang, Wei. In: Portuguese Economic Journal. RePEc:spr:portec:v:23:y:2024:i:2:d:10.1007_s10258-023-00242-5.

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Works by Luis Fernando Melo-Velandia:


YearTitleTypeCited
2006Forecasting Food Price Inflation, Challenges for Central Banks in Developing Countries using an Inflation Targeting Framework: the Case of Colombia In: 2006 Annual meeting, July 23-26, Long Beach, CA.
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paper0
2020Nonlinear relationship between the weather phenomenon El ni~no and Colombian food prices In: Australian Journal of Agricultural and Resource Economics.
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article17
2019Nonlinear relationship between the weather phenomenon El Niño and Colombian food prices.(2019) In: Borradores de Economia.
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paper
2020Nonlinear relationship between the weather phenomenon El niño and Colombian food prices.(2020) In: Australian Journal of Agricultural and Resource Economics.
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article
2019Nonlinear relationship between the weather phenomenon El Niño and Colombian food prices.(2019) In: Working papers.
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paper
2011Expectativas y prima por riesgo inflacionario bajo una medida de compensación a la inflación In: Chapters.
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chapter5
2010Expectativas y prima por riesgo inflacionario bajo una medida de compensación a la inflación.(2010) In: Borradores de Economia.
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paper
2013Choques externos y precios de los activos en Latinoamérica antes y después de la quiebra de Lehman Brothers In: Chapters.
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chapter8
2012Choques externos y precios de los activos en Latinoamérica antes y después de la quiebra de Lehman Brothers.(2012) In: Borradores de Economia.
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2013Choques externos y precios de los activos en Latinoamérica antes y después de la quiebra de Lehman Brothers.(2013) In: Revista ESPE - Ensayos sobre Política Económica.
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2013Choques externos y precios de los activos en Latinoamérica antes y después de la quiebra de Lehman Brothers.(2013) In: Revista ESPE - Ensayos Sobre Política Económica.
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article
2015Desempeño de las empresas en Colombia : efecto de la volatilidad y el desalineamiento de la tasa de cambio real In: Chapters.
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chapter1
2015Relación entre el riesgo sistémico de los sectores financiero y real : un enfoque FAVAR In: Chapters.
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chapter0
2016Impactos de los fenómenos climáticos sobre el precio de los alimentos en Colombia In: Chapters.
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chapter8
2015Impactos de los fenómenos climáticos sobre el precio de los alimentos en Colombia.(2015) In: Borradores de Economia.
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2016Impactos de los fenómenos climáticos sobre el precio de los alimentos en Colombia.(2016) In: Revista ESPE - Ensayos sobre Política Económica.
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2016Impactos de los fenómenos climáticos sobre el precio de los alimentos en Colombia.(2016) In: Revista ESPE - Ensayos Sobre Política Económica.
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article
1996Pronósticos Condicionados para Modelos VAR In: Borradores de Economia.
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paper0
1996PRONOSTICOS CONDICIONADOS PARA MODELOS VAR.(1996) In: Borradores de Economia.
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1997El Producto Potencial utilizando el Filtro de Hodrick- Prescott con Parámetro de Suavización Variable y Ajustado por Inflación: Una Aplicación para Colombia In: Borradores de Economia.
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paper11
1998Análisis del Comportamiento de la Inflación Trimestral en Colombia Bajo Cambios de Régimen: Una Evidencia a Través del Modelo: Switching de Hamilton In: Borradores de Economia.
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paper8
1998Análisis del comportamiento de la inflación trimestral en Colombia bajo cambios de régimen: Una evidencia a través del modelo Switching de Hamilton.(1998) In: Revista de Economía del Rosario.
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1998Inflación Básica.Una Estimación Basada en Modelos VAR Estructurales In: Borradores de Economia.
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1998INFLACION BASICA. UNA ESTIMACION BASADA EN MODELOS VAR ESTRUCTURALES.(1998) In: Borradores de Economia.
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2017Una exploración reciente a la demanda por dinero en Colombia bajo un enfoque no lineal In: Borradores de Economia.
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2018Una exploración reciente a la demanda por dinero en Colombia bajo un enfoque no lineal.(2018) In: Revista de Economía del Rosario.
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2018Detecting exchange rate contagion using copula functions In: Borradores de Economia.
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2019Detecting exchange rate contagion using copula functions.(2019) In: The North American Journal of Economics and Finance.
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2018Asymptotically unbiased inference for a panel VAR model with p lags In: Borradores de Economia.
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paper0
2018Effects of Interest Rate Caps on Financial Inclusion In: Borradores de Economia.
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paper4
2021Effects of interest rate caps on credit access.(2021) In: Journal of Regulatory Economics.
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1998Métodos de Combinación de Pronósticos: Una Aplicación a la Inflación Colombiana In: Borradores de Economia.
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2020Effects of Banco de la Republica’s Communication on the Yield Curve In: Borradores de Economia.
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2022Effects of Banco de la Republicas communication on the yield curve.(2022) In: BIS Working Papers.
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2021What can credit vintages tell us about non-performing loans? In: Borradores de Economia.
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2022Extreme weather events and high Colombian food prices: A non-stationary extreme value approach In: Borradores de Economia.
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2022Extreme weather events and high Colombian food prices: A non‐stationary extreme value approach.(2022) In: Agricultural Economics.
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2022Ofertas Públicas de Adquisición y su efecto sobre las rentabilidades en el mercado accionario: El caso de NUTRESA y SURA en Colombia In: Borradores de Economia.
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2023Flujos brutos de capital de portafolio de no residentes y residentes y el rol de la política monetaria In: Borradores de Economia.
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2023The Global Financial Cycle and Country Risk in Emerging Markets During Stress Episodes: A Copula-CoVaR Approach In: Borradores de Economia.
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2025The Global Financial Cycle and country risk in emerging markets during stress episodes: A Copula-CoVaR approach.(2025) In: Research in International Business and Finance.
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2023The Global Financial Cycle and Country Risk in Emerging Markets During Stress Episodes: A Copula-CoVaR Approach.(2023) In: Working papers.
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2023Connecting the Dots: Renewable Energy, Economic Growth, Reforestation, and Greenhouse Gas Emissions in Colombia In: Borradores de Economia.
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2023Unveiling the critical role of forest areas amidst climate change: The Latin American case In: Borradores de Economia.
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2025Sovereign Risk and Stock Market Response to Natural Disasters in Emerging Economies In: Borradores de Economia.
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2025Do natural disasters and the announcement of ENSO events have an impact on market-based measures of inflation expectations? In: Borradores de Economia.
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paper0
2025Analyzing Exchange Rate Dynamics within the Global Financial Cycle: A DCC-Copula approach In: Borradores de Economia.
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paper0
1999La Inflación desde una Perspectiva Monetaria: Un Modelo P* para Colombia In: Borradores de Economia.
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paper12
1999La inflación desde una perspectiva monetaria: un modelo P* para Colombia.(1999) In: Revista ESPE - Ensayos sobre Política Económica.
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1999La inflación desde una perspectiva monetaria: un modelo P* para Colombia.(1999) In: Revista ESPE - Ensayos Sobre Política Económica.
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1999La Inflación Básica en Colombia: Evaluación de Indicadores Alternativos In: Borradores de Economia.
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2000Una Relación no Líneal entre Inflación y los Medios de Pago In: Borradores de Economia.
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2001Expansions and Contractions in Some Latin American Countries: A view Throught Non-Linear Models In: Borradores de Economia.
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2001Expansions and Contractions in Some Latin American Countries: A View Throught Non- Linear Models.(2001) In: Borradores de Economia.
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2001About a Coincidente Index for the State of the Economy In: Borradores de Economia.
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2001About a Coincident Index for the State of the Economy.(2001) In: Borradores de Economia.
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2001Un Indice Coincidente para la Actividad Económica Colombiana In: Borradores de Economia.
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2002Estimación de la Estructura a Plazo de las Tasas de Interés en Colombia In: Borradores de Economia.
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2003Estimación de la estructura a plazo de las tasas de interés en Colombia.(2003) In: Coyuntura Económica.
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2002Estimación de la Estructura a Plazos de las Tasas de Interés en Colombia por Medio del Método de Funciones B-Spline Cúbicas In: Borradores de Economia.
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2005Estimación de la estructura a plazos de las tasas de interés en Colombia por medio del método de funciones B-spline cúbicas.(2005) In: Revista de Economía del Rosario.
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2003A Leading Index for the Colombian Economic Activity In: Borradores de Economia.
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2003A LEADING INDEX FOR THE COLOMBIAN ECONOMIC ACTIVITY.(2003) In: Borradores de Economia.
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2003Recent Behavior of Output, Unemployment, Wages and Prices in Colombia:What went Wrong? In: Borradores de Economia.
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paper6
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2015Expectativas de inflaci�n, prima de riesgo inflacionario y prima de liquidez: una descomposici�n del break-even inflation para los bonos del gobierno colombiano In: Borradores de Economia.
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2007Determinantes de la elección de administradora de pensiones en Colombia: In: Revista Lecturas de Economía.
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2013Desagregación temporal: una metodología multivariada alternativa In: Revista Lecturas de Economía.
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1992Flujos de capital y expectativas de devaluación In: Coyuntura Económica.
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2006Expansions and contractions in Brazil, Colombia and Mexico: A view through nonlinear models In: Journal of Development Economics.
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2024Decomposition of non-performing loans dynamics into a debt-servicing capacity and a risk taking indicators In: The Quarterly Review of Economics and Finance.
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2012Expectativas y prima por riesgo inflacionario con una medida de compensación a la inflación In: El Trimestre Económico.
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2000Metodos de combinacion de pronosticos: una aplicacion a la inflacion In: Lecturas de Economía.
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2007Determinantes de la elección de administradora de pensiones en Colombia: primeras estimaciones a partir de agregados In: Lecturas de Economía.
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2015Temporal disaggregation: an alternative multivariate methodology In: Lecturas de Economía.
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2021Estimating the Value at Risk of a bank’s portfolio in sovereign bonds using a DCC-Copula model In: Working papers.
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