6
H index
4
i10 index
85
Citations
Juan Carlos Parra-Alvarez : Citation Profile
Aarhus Universitet | RESEARCH PRODUCTION: 11 Articles 20 Papers 1 Books 5 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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18 years (2006 - 2024). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Juan Carlos Parra-Alvarez. | Is cited by:
| Cites to:
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Main data
Where Juan Carlos Parra-Alvarez has published?
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Borradores de Economia / Banco de la Republica de Colombia | 6 |
| Borradores de Economia / Banco de la Republica | 4 |
| CESifo Working Paper Series / CESifo | 2 |
Recent works citing Juan Carlos Parra-Alvarez (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2024 | Machine Learning for Continuous-Time Finance. (2024). Duarte, Victor ; Silva, Dejanir H. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10909. Full description at Econpapers || Download paper |
| 2024 | Revisiting Risky Money. (2024). Nesmith, Travis. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2024-90. Full description at Econpapers || Download paper |
| 2025 | Should the Occupational Pension Plans’ Investment be Long-Term or Short-Term? Evidence from China. (2025). Liu, Wenling ; Xu, Fengmin ; Jing, Kui ; Hua, Ziyue. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:6:d:10.1007_s10614-024-10677-3. Full description at Econpapers || Download paper |
Works by Juan Carlos Parra-Alvarez:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2013 | A comparison of numerical methods for the solution of continuous-time DSGE models In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 3 |
| 2018 | A COMPARISON OF NUMERICAL METHODS FOR THE SOLUTION OF CONTINUOUS-TIME DSGE MODELS.(2018) In: Macroeconomic Dynamics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
| 2015 | Time-varying disaster risk models: An empirical assessment of the Rietz-Barro hypothesis In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 4 |
| 2020 | Risk Matters: Breaking Certainty Equivalence In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 6 |
| 2020 | Risk Matters: Breaking Certainty Equivalence.(2020) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
| 2020 | Estimation of heterogeneous agent models: A likelihood approach In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 10 |
| 2017 | Estimation of Heterogeneous Agent Models: A Likelihood Approach.(2017) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
| 2020 | Estimation of heterogeneous agent models: A likelihood approach.(2020) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
| 2020 | Optimal Asset Allocation for Commodity Sovereign Wealth Funds In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 4 |
| 2023 | Optimal asset allocation for commodity sovereign wealth funds.(2023) In: Quantitative Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
| 2020 | Optimal control of investment, premium and deductible for a non-life insurance company In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 1 |
| 2021 | Optimal control of investment, premium and deductible for a non-life insurance company.(2021) In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2022 | Estimation of continuous-time linear DSGE models from discrete-time measurements In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2024 | Estimation of continuous-time linear DSGE models from discrete-time measurements.(2024) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2011 | Heterogeneidad en la fijación de precios en Colombia : análisis de sus determinantes a partir de modelos de conteo In: Chapters. [Full Text][Citation analysis] | chapter | 2 |
| 2010 | Heterogeneidad en la fijación de precios en Colombia: Análisis de sus determinantes a partir de modelos de conteo.(2010) In: Borradores de Economia. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2011 | Heterogeneidad en la fijación de precios en Colombia: análisis de sus determinantes a partir de modelos de conteo.(2011) In: Vniversitas Económica. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
| 2011 | La formación de precios en las empresas colombianas : evidencia a partir de una encuesta directa In: Chapters. [Full Text][Citation analysis] | chapter | 10 |
| 2009 | La formación de precios en las empresas colombianas: evidencia a partir de una encuesta directa.(2009) In: Borradores de Economia. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
| 2013 | La formación de precios en las empresas colombianas: evidencia a partir de una encuesta directa.(2013) In: Investigación Conjunta-Joint Research. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | chapter | |
| 2006 | La Tasa de Interés Natural en Colombia In: Borradores de Economia. [Full Text][Citation analysis] | paper | 10 |
| 2007 | La tasa de interés natural en Colombia.(2007) In: Revista ESPE - Ensayos sobre Política Económica. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | article | |
| 2008 | La tasa de interés natural en Colombia.(2008) In: Investigación Conjunta-Joint Research. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | chapter | |
| 2007 | La Tasa de Interés Natural en Colombia.(2007) In: Revista ESPE - Ensayos Sobre Política Económica. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | article | |
| 2008 | Testing a DSGE model and its partner database In: Borradores de Economia. [Full Text][Citation analysis] | paper | 4 |
| 2008 | Testing a DSGE model and its partner database.(2008) In: Borradores de Economia. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2008 | Hechos estilizados de la economía colombiana: fundamentos empíricos para la construcción y evaluación de un modelo DSGE In: Borradores de Economia. [Full Text][Citation analysis] | paper | 5 |
| 2008 | Sensibilidad del IPC a la Tasa de Cambio en Colombia: Una Medición de Largo Plazo In: Borradores de Economia. [Full Text][Citation analysis] | paper | 2 |
| 2013 | Price Formation in Colombian Firms: Evidence Gathered from a Direct Survey In: Investigación Conjunta-Joint Research. [Full Text][Citation analysis] | chapter | 0 |
| 2008 | Hechos Estilizados de la Econom�a Colombiana:Fundamentos Emp�ricos para la Construcci�n y Evaluaci�n de un Modelo DSGE In: Borradores de Economia. [Full Text][Citation analysis] | paper | 16 |
| 2008 | Sensibilidad del IPC a la Tasa de Cambio en Colombia: Una Medici�n de Largo Plazo In: Borradores de Economia. [Full Text][Citation analysis] | paper | 0 |
| 2009 | La formaci�n de precios en las empresas colombianas: evidencia a partir de una encuesta directa* In: Borradores de Economia. [Full Text][Citation analysis] | paper | 6 |
| 2021 | Risk matters: Breaking certainty equivalence in linear approximations In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 2 |
| 2024 | Risk sensitive linear approximations In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2010 | Mecanismos de transmisión de la política monetaria en Colombia In: Books. [Full Text][Citation analysis] | book | 0 |
| 2012 | What determines the sensitivity of the real exchange rate in Colombia to a terms of trade shock? In: Macroeconomics and Finance in Emerging Market Economies. [Full Text][Citation analysis] | article | 0 |
| 2022 | Peso problems in the estimation of the C‐CAPM In: Quantitative Economics. [Full Text][Citation analysis] | article | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team