• Published

  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

• Published

  Estimation of continuous-time linear DSGE models from discrete-time measurements

  Christensen, B. J., Neri, L. & Parra-Alvarez, J. C., Dec 2022, Aarhus: Aarhus Universitet, 90 p. (CREATES Research Paper; No. 2022-12).

  Research output: Working paper/Preprint › Working paper › Research

• Published

  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

• Published

  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

• Published

  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, Part B, p. 384-405 22 p.

  Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review

• Published

  A comparison of numerical methods for the solution of continuous-time DSGE models

  Parra-Alvarez, J. C., 2018, In: Macroeconomic Dynamics. 22, 6, p. 1555-1583 29 p.

  Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review

• Published

  Time-varying disaster risk models: An empirical assessment of the Rietz-Barro hypothesis

  Irarrazabal, A. & Parra-Alvarez, J. C., 4 Feb 2015, Aarhus: Institut for Økonomi, Aarhus Universitet, 46 p. (CREATES Research Paper; No. 2015-08).

  Research output: Working paper/Preprint › Working paper › Research

• Published

  Solution Methods and Inference in Continuous-Time Dynamic Equilibrium Economies

  Parra-Alvarez, J. C., 26 May 2015, Århus: Institut for Økonomi, Aarhus Universitet. 152 p. (Ph.D. Theses, Vol. 2015-12).

  Research output: Book/anthology/dissertation/report › Ph.D. thesis

• Published

  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. 161-176 16 p.

  Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review

View all (22) »

• 9th Nordic Symposium in Macroeconomics

  Activity: Participating in or organising an event types › Participation in or organisation of workshop, seminar or course

• NHH-UiO Workshop on Economic Dynamics

  Activity: Participating in or organising an event types › Participation in or organisation of workshop, seminar or course

• CDMA Workshop on DSGE models

  Activity: Participating in or organising an event types › Participation in or organisation of workshop, seminar or course

View all (7) »