Luis Melo : Citation Profile


Are you Luis Melo?

Banco de la Republica de Colombia

12

H index

20

i10 index

536

Citations

RESEARCH PRODUCTION:

70

Articles

151

Papers

5

Chapters

RESEARCH ACTIVITY:

   32 years (1991 - 2023). See details.
   Cites by year: 16
   Journals where Luis Melo has often published
   Relations with other researchers
   Recent citing documents: 48.    Total self citations: 72 (11.84 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pme79
   Updated: 2023-11-04    RAS profile: 2023-10-31    
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Relations with other researchers


Works with:

Parra-Amado, Daniel (7)

Villamizar-Villegas, mauricio (6)

Gomez-Gonzalez, Jose (5)

Gomez-Gonzalez, Jose (5)

Cubillos-Rocha, Juan (4)

Romero, José (3)

Roa García, María (2)

Gamba, Santiago (2)

Ospina-Tejeiro, Juan (2)

Toro-Córdoba, Jorge Hernán (2)

Gamboa-Arbelaez, Juliana (2)

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

Is cited by:

Misas, Martha (38)

López, Enrique (29)

Arango Thomas, Luis (26)

González-Molano, Eliana (25)

Gomez-Gonzalez, Jose (25)

Villamizar-Villegas, mauricio (21)

Gomez-Gonzalez, Jose (19)

Posada, Carlos (17)

Florez, Luz (16)

Torres, José (11)

Collazos-Rodriguez, Jaime (11)

Cites to:

Misas, Martha (97)

López, Enrique (47)

Engle, Robert (33)

Vargas-Herrera, Hernando (26)

Watson, Mark (26)

Hansen, Bruce (24)

Diebold, Francis (24)

Gomez-Gonzalez, Jose (23)

Gomez-Gonzalez, Jose (23)

Hendry, David (21)

Teräsvirta, Timo (20)

Main data


Where Luis Melo 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 Rosario5
Empirical Economics4
Revista Desarrollo y Sociedad3
Coyuntura Econmica3
Lecturas de Economa3
Monetaria2
The North American Journal of Economics and Finance2
Research in International Business and Finance2
Latin American Journal of Economics-formerly Cuadernos de Economa2
Studies in Economics and Finance2
Revista Lecturas de Economa2

Working Papers Series with more than one paper published# docs
Borradores de Economia / Banco de la Republica de Colombia82
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 Melo (2023 and 2022)


YearTitle of citing document
2022Can Digital Currencies Serve as Safe Havens in the Post-Covid Era?. (2022). Adom, Dsir A. In: Business, Management and Economics Research. RePEc:arp:bmerar:2022:p:17-27.

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2023Temperature shocks and their effect on the price of agricultural products: panel data evidence from vegetables in Mexico. (2023). Juarez, Miriam ; Francisco, Zazueta Borboa ; Jesus, Arellano Gonzalez. In: Working Papers. RePEc:bdm:wpaper:2023-02.

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2022Weather Shocks and Inflation Expectations in Semi-Structural Models. (2022). Romero, José ; Naranjo-Saldarriaga, Sara. In: Borradores de Economia. RePEc:bdr:borrec:1218.

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2023Do Actions Speak Louder than Words? A Foreign Exchange Intervention Analysis. (2023). Villamizar-Villegas, mauricio ; Pinzon-Puerto, Freddy A. In: Borradores de Economia. RePEc:bdr:borrec:1223.

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2023Blowing against the Wind? A Narrative Approach to Central Bank Foreign Exchange Intervention. (2023). Naef, Alain. In: Working papers. RePEc:bfr:banfra:911.

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2022Credit, output and financial stress: A non?linear LVSTAR application to Brazil. (2022). Semmler, Willi ; Bastos, Jose Pedro. In: Metroeconomica. RePEc:bla:metroe:v:73:y:2022:i:3:p:900-923.

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2022Foreign exchange interventions under a minimum exchange rate regime and the Swiss franc. (2022). Hertrich, Markus. In: Review of International Economics. RePEc:bla:reviec:v:30:y:2022:i:2:p:450-489.

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2022SOCIODEMOGRAPHIC DETERMINANTS OF FINANCIAL LITERACY LEVELS. (2022). Carla, Cisternas ; Francisco, Ormazabal. In: Studies in Business and Economics. RePEc:blg:journl:v:17:y:2022:i:2:p:44-61.

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2023Open banking, shadow banking and regulation. (2023). Siciliani, Paolo ; Zalewska, Anna ; Grout, Paul ; Eccles, Peter. In: Bank of England working papers. RePEc:boe:boeewp:1039.

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2022Exchange rate volatility and the effectiveness of FX interventions: the case of Chile. (2022). Pia, Marco ; Jara, Alejandro. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:962.

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2023Effectiveness of Foreign Exchange Interventions: Evidence and Lessons from Chile. (2023). Griffith-Jones, Stephany ; Arenas, Jorge. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:983.

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2023.

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2023.

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2023Does climate impact the relationship between the energy price and the stock market? The Colombian case. (2023). Carabali-Mosquera, Jaime ; Buenaventura-Vera, Guillermo ; Benavides-Franco, Julian ; Taype-Huaman, Irvin ; Villa-Loaiza, Carlos. In: Applied Energy. RePEc:eee:appene:v:336:y:2023:i:c:s0306261923001642.

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2022Empirical evidence of risk contagion across regional housing markets in China. (2022). Fan, Gang-Zhi ; Hu, Genhua. In: Economic Modelling. RePEc:eee:ecmode:v:115:y:2022:i:c:s0264999322001912.

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2022Dynamic volatility spillovers between industries in the US stock market: Evidence from the COVID-19 pandemic and Black Monday. (2022). Choi, Sun-Yong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821002102.

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2022Dynamic volatility connectedness between industrial metal markets. (2022). Zhou, Zicheng ; Liu, Tangyong ; Xu, Jun ; Gong, XU. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:63:y:2022:i:c:s1062940822001498.

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2022How fiscal rules can reduce sovereign debt default risk. (2022). Valencia, Oscar ; Gomez-Gonzalez, Jose ; Sanchez, Gustavo A. In: Emerging Markets Review. RePEc:eee:ememar:v:50:y:2022:i:c:s1566014121000479.

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2023Does Chinas new energy vehicles supply chain stock market have risk spillovers? Evidence from raw material price effect on lithium batteries. (2023). Niu, Jiangxin ; Shuai, Jing ; Zhang, QI ; Feng, YU ; Shi, Yangyan. In: Energy. RePEc:eee:energy:v:262:y:2023:i:pa:s0360544222023027.

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2022Financial contagion intensity during the COVID-19 outbreak: A copula approach. (2022). Zorgati, Imen ; Lakhal, Faten ; Garfatta, Riadh ; Benkraiem, Ramzi. In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s105752192200103x.

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2022Commodity markets dynamics: What do cross-commodities over different nearest-to-maturities tell us?. (2022). Ben Amar, Amine ; Goutte, Stephane ; Isleimeyyeh, Mohammad ; Benkraiem, Ramzi. In: International Review of Financial Analysis. RePEc:eee:finana:v:82:y:2022:i:c:s105752192200151x.

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2022Dynamic connectedness and optimal hedging strategy among commodities and financial indices. (2022). Prigent, Jean-Luc ; Bellalah, Makram ; ben Slimane, Ikrame ; ben Amar, Amine ; Hachicha, Nejib. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002460.

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2022COVID-19 and currency dependences: Empirical evidence from BRICS. (2022). Lien, Donald ; Xu, Yingying. In: Finance Research Letters. RePEc:eee:finlet:v:45:y:2022:i:c:s1544612321002002.

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2022The Eurozone banking sector in the time of COVID-19: Measuring volatility connectedness. (2022). Angelini, Eliana ; Addi, Abdelhamid ; Foglia, Matteo. In: Global Finance Journal. RePEc:eee:glofin:v:51:y:2022:i:c:s1044028321000752.

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2022The size of good and bad volatility shocks does matter for spillovers. (2022). Bouri, Elie ; Harb, Etienne. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:80:y:2022:i:c:s1042443122001020.

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2022Exchange rate dependence and economic fundamentals: A Copula-MIDAS approach. (2022). Chen, Qiang ; Ma, Chao ; Gong, Yuting. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:123:y:2022:i:c:s0261560621002485.

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2022Forecast of Bayesian-based dynamic connectedness between oil market and Islamic stock indices of Islamic oil-exporting countries: Application of the cascade-forward backpropagation network. (2022). Dolatabadi, Ali ; Doudkanlou, Mohammad Ghasemi ; Rashidi, Muhammad Mahdi ; Adekoya, Oluwasegun Babatunde ; Asl, Mahdi Ghaemi. In: Resources Policy. RePEc:eee:jrpoli:v:77:y:2022:i:c:s0301420722002264.

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2022Foreign investment in times of COVID-19: How strong is the flight to advanced economies?. (2022). Giofre', Maela. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:64:y:2022:i:c:s1042444x22000068.

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2023The extreme return connectedness between Sukuk and green bonds and their determinants and consequences for investors. (2023). Ben Amar, Amine ; Balli, Faruk ; Billah, Mabruk. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:77:y:2023:i:c:s0927538x23000021.

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2022The dynamics and determinants of liquidity connectedness across financial asset markets. (2022). Goh, Kim-Leng ; Lim, Kian-Ping ; Liew, Ping-Xin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:77:y:2022:i:c:p:341-358.

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2023Did mega-regional trade agreements reshuffle the financial influence of the US, China, and Japan in ASEAN? Evidence from the volatility-spillover effects. (2023). Piljak, Vanja ; Jiang, Junhua ; Cao, LI. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000636.

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

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2022.

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2023.

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2022Weather Shocks and Inflation Expectations in Semi-Structural Models. (2022). Saldarriaga, Sara Naranjo ; Romero, Jose Vicente. In: IHEID Working Papers. RePEc:gii:giihei:heidwp20-2022.

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2023Shift contagion and minimum causal intensity portfolio during the COVID-19 and the ongoing Russia-Ukraine conflict. (2023). Goutte, Stéphane ; ben Amar, Amine ; Bouattour, Mondher ; Bellalah, Makram. In: Working Papers. RePEc:hal:wpaper:halshs-04064084.

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2023US uncertainty shocks, credit, production, and prices: The case of fourteen Latin American countries.. (2023). Uribe, Jorge ; Gomez-Gonzalez, Jose ; Giraldo, Iader. In: IREA Working Papers. RePEc:ira:wpaper:202302.

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2022Investment dynamics in Central and Eastern Europe: Why doesn’t the sun always rise from the east?. (2022). Cuestas, Juan ; Mourelle, Estefania. In: Working Papers. RePEc:jau:wpaper:2022/02.

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2023Investigating Causal Spillovers among International Stock Markets. (2023). Magdalini, Charda ; Konstantina, Pendaraki. In: European Journal of Interdisciplinary Studies. RePEc:jis:ejistu:y:2023:i:01:id:515.

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2023Regional inflation spillovers in Turkey. (2023). Çakır, Mustafa ; Akir, Mustafa. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:56:y:2023:i:2:d:10.1007_s10644-022-09455-8.

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2022Technology shocks and covered interest parity deviations in emerging market economies. (2022). Ibhagui, Oyakhilome ; Cokun, Sevgi. In: Empirical Economics. RePEc:spr:empeco:v:63:y:2022:i:3:d:10.1007_s00181-021-02164-7.

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2023Liquidity and realized covariance forecasting: a hybrid method with model uncertainty. (2023). Li, Weiping ; Ma, Feng ; Cao, Yangli ; Qiao, Gaoxiu. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:1:d:10.1007_s00181-022-02248-y.

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2023Effectiveness of Foreign Exchange Interventions Evidence and Lessons from Chile. (2023). Griffith-Jones, Stephany ; Arenas, Jorge. In: Working Papers. RePEc:udc:wpaper:wp546.

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2022Interdependence and portfolio optimisation of bank equity returns from developed and emerging Europe. (2022). Yoon, Seong-Min ; Kang, Sang Hoon ; Arreolahernandez, Jose. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:1:p:678-696.

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2023Emerging and advanced economies markets behaviour during the COVID?19 crisis era. (2023). Goutte, Stéphane ; Fateh, BELAID ; Ben Amar, Amine ; Belaid, Fateh ; Guesmi, Khaled. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:2:p:1563-1581.

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Works by Luis Melo:


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
2011Expectativas y prima por riesgo inflacionario bajo una medida de compensación a la inflación In: Chapters.
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chapter3
2010Expectativas y prima por riesgo inflacionario bajo una medida de compensación a la inflación.(2010) 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 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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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
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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paper12
1997EL PRODUCTO POTENCIAL UTILIZANDO EL FILTRO DE HODRICK-PRESCOTT CON PARAMETRO DE SUAVIZACIÃN VARIABLE Y AJUSTADO POR INFLACION: UNA APLICACIÃN PARA COLOMBIA.(1997) In: Borradores de Economia.
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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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2018Effects of Interest Rate Caps on Financial Inclusion In: Borradores de Economia.
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2021Effects of interest rate caps on credit access.(2021) In: Journal of Regulatory Economics.
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2019Nonlinear relationship between the weather phenomenon El Niño and Colombian food prices In: Borradores de Economia.
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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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2019Nonlinear relationship between the weather phenomenon El Niño and Colombian food prices.(2019) In: Working papers.
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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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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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1999La Inflación desde una Perspectiva Monetaria: Un Modelo P* para Colombia In: Borradores de Economia.
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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 INFLACIÃN DESDE UNA PERSPECTIVA MONETARIA : UN MODELO P* PARA COLOMBIA.(1999) In: Borradores de Economia.
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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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2003Recent Behavior of Outpout , Unemployment, Wages and Prices in Colombia: What went wrong?.(2003) In: Borradores de Economia.
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2004Sobre los efectos de la política monetaria en Colombia In: Borradores de Economia.
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2004Sobre los efectos de la política monetaria en Colombia.(2004) In: Revista ESPE - Ensayos sobre Política Económica.
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2004Sobre los Efectos de la Política Monetaria en Colombia.(2004) In: Borradores de Economia.
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2004Sobre los efectos de la política monetaria en Colombia.(2004) In: Revista ESPE - Ensayos Sobre Política Económica.
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2004Modelos Estructurales de Inflación en Colombia: Estimación a Través de Mínimos Cuadrados Flexibles In: Borradores de Economia.
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2016Impacto de la semana santa sobre los índices de produccion sectoriales de la industria colombiana In: Revista de Economía del Rosario.
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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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2012Expectativas y prima por riesgo inflacionario con una medida de compensación a la inflación In: El Trimestre Económico.
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2016Comparison of methods for estimating the uncertainty of value at risk In: Studies in Economics and Finance.
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2008Cambios de la Tasa de Política y su Efecto en la Estructura a Plazo de Colombia In: Latin American Journal of Economics-formerly Cuadernos de Economía.
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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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2012Forecasting Food Inflation in Developing Countries with Inflation Targeting Regimes In: American Journal of Agricultural Economics.
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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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2009Inflation and money in Colombia: another P-Star model In: Applied Economics.
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