Research output per year
Research output per year
Personal profile
Research
Juan Carlos' research centers around macroeconomics and financial economics. His work combines stochastic optimal control methods and econometric techniques to answer relevant questions in asset pricing, asset allocation, business cycles, housing markets, and migration.
Profile
Juan Carlos is an Associate Professor at the Department of Economics and Business Economics, Aarhus Univeristy. He is also a research fellow at the Danish Finance Institute (DFI) and the Center for Research in Energy: Economics and Markets (CORE). Juan Carlos holds a PhD in Economics and Business Economics from Aarhus University.
More details on Juan Carlos and his research can be found on his personal website: https://jcparra-alvarez.weebly.com
Teaching
Juan Carlos currently teaches two 10 ECTS graduate courses at the Department of Economics and Business Economics during the Spring semester: Derivatives for the students in the Master in Finance (cand.merc) and Advanced Macrofinance for the students in the Master in Economics (cand.oecon). Juan Carlos also supervises bachelor theses, master theses, and topic reports.
In the past, Juan Carlos has taught courses in Macroeconomics, Real Estate Economics, and Housing Markets and the Macroeconomy.
Education/Academic qualification
Economics, PhD, Solution methods and inference in continuous-time dynamic equilibrium economies, Aarhus BSS
1 Sept 2010 → 12 Jun 2015
Award Date: 12 Jun 2015
Economics, Cand.oecon, A comparison of numerical methods for the solution of continuous-time DSGE models, Aarhus BSS
1 Sept 2010 → 31 Aug 2012
Award Date: 31 Aug 2012
Economics, Master of Arts, Specification of DSGE models: A business cycle accounting application for Colombia, Universidad de Los Andes Colombia
1 Aug 2008 → 31 Jul 2010
Award Date: 31 Jul 2010
Economics, Bachelor of Arts, The natural rate of interest in Colombia, Universidad Eafit
31 Jan 2002 → 30 Jun 2006
Award Date: 30 Jun 2006
External positions
Part-time lecturer, Aalborg University (AAU)
Areas of expertise
- Dynamic Macroeconomics
- Macrofinance
- Asset Pricing
- Housing Markets
- Numerical Methods
Fingerprint
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Collaborations and top research areas from the last five years
Recent external collaboration on country/territory level. Dive into details by clicking on the dots or
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Estimation of continuous-time linear DSGE models from discrete-time measurements
Christensen, B. J., Neri, L. & Parra-Alvarez, J. C., Sept 2024, In: Journal of Econometrics. 244, 2, 105871.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
Open Access -
Risk sensitive linear approximations
Solórzano Andrade, G. & Parra-Alvarez, J. C., May 2024, In: Economics Letters. 238, 111716.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
Open Access -
Estimation of Heterogeneous Agent Models: A Likelihood Approach
Parra-Alvarez, J. C., Posch, O. & Wang, M. C., Apr 2023, In: Oxford Bulletin of Economics and Statistics. 85, 2, p. 304-330 27 p.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
Open AccessFile46 Downloads (Pure) -
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/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
Open Access1 Citation (Scopus) -
Risk matters: Breaking certainty equivalence in linear approximations
Parra-Alvarez, J. C., Polattimur, H. & Posch, O., Dec 2021, In: Journal of Economic Dynamics and Control. 133, 25 p., 104248.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
2 Citations (Scopus)
Activities
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25th IWH-CIREQ-GW-BOKERI Macroeconometric Workshop
Parra-Alvarez, J. C. (Participant)
25 Nov 2024 → 26 Nov 2024Activity: Participating in or organising an event types › Participation in or organisation of workshop, seminar or course
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FMA European Meeting 2023
Parra-Alvarez, J. C. (Participant)
7 Jun 2023 → 9 Jun 2023Activity: Participating in or organising an event types › Participation in or organisation af a conference
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11th Nordic Econometric Meeting
Parra-Alvarez, J. C. (Participant)
11 Sept 2022 → 13 Nov 2022Activity: Participating in or organising an event types › Participation in or organisation af a conference
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XII Workshop in Time Series
Parra-Alvarez, J. C. (Participant)
31 Mar 2022 → 1 Apr 2022Activity: Participating in or organising an event types › Participation in or organisation of workshop, seminar or course
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XXIII LACEA-LAMES Annual Meeting
Parra-Alvarez, J. C. (Participant)
8 Nov 2018 → 10 Nov 2018Activity: Participating in or organising an event types › Participation in or organisation af a conference