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Miguel Ángel Morales Mosquera

Personal Details

First Name:Miguel
Middle Name:Ángel
Last Name:Morales Mosquera
Suffix:
RePEc Short-ID:pmo506

Affiliation

Harris School of Public Policy
University of Chicago

Chicago, Illinois (United States)
http://harrisschool.uchicago.edu/

: 773-702-8400

1155 East 60th Street, Chicago, IL 60637
RePEc:edi:spuchus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Jéssica Fernanda Castaño Lavado & Miguel Ángel Morales Mosquera, 2015. "Revisión Metodológica de Índices de Precios de la Vivienda," BORRADORES DE ECONOMIA 013317, BANCO DE LA REPÚBLICA.
  2. Wilmar Cabrera & Jorge Hurtado & Miguel Morales & Juan Sebastián Rojas, 2014. "A Composite Indicator of Systemic Stress (CISS) for Colombia," BORRADORES DE ECONOMIA 011697, BANCO DE LA REPÚBLICA.
  3. Miguel Ángel Morales Mosquera & Wilmar Cabrera & Laura Capera & Dairo Estrada, "undated". "Un Mapa de Riesgo de Crédito para el Sistema Financiero Colombiano," Temas de Estabilidad Financiera 068, Banco de la Republica de Colombia.
  4. Dairo Estrada & Miguel Ángel Morales Mosquera, "undated". "Indice de Estabilidad Financiera para Colombia," Temas de Estabilidad Financiera 038, Banco de la Republica de Colombia.
  5. Mariana Laverde & Esteban Gómez & Miguel Ángel Morales Mosquera, "undated". "Measuring Systemic Risk in the Colombian Financial System: Systemic Contingent Claims Approach," Temas de Estabilidad Financiera 060, Banco de la Republica de Colombia.
  6. Santiago Caicedo & Miguel Ángel Morales Mosquera & David Pérez-Reyna, "undated". "Un análisis de sobrevaloración en el mercado de la vivienda en Colombia," Temas de Estabilidad Financiera 051, Banco de la Republica de Colombia.
  7. Jorge Mario Uribe Gil & Miguel Ángel Morales Mosquera & Hernán Piñeros G., "undated". "Análisis de estrés sobre el sistema bancario colombiano: un escenario conjunto de riesgos," Temas de Estabilidad Financiera 036, Banco de la Republica de Colombia.
  8. Jessica Castaño & Mariana Laverde & Miguel Ángel Morales Mosquera & Ana María Yaruro, "undated". "Índice de Precios de la Vivienda Nueva para Bogotá: Metodología de Precios Hedónicos," Temas de Estabilidad Financiera 078, Banco de la Republica de Colombia.
  9. Miguel Ángel Morales Mosquera, "undated". "Concentración y estabilidad financiero: el caso del sistema bancario colombiano," Temas de Estabilidad Financiera 058, Banco de la Republica de Colombia.

Articles

  1. Miguel Ángel Morales Mosquera & Nancy Eugenia Zamudio Gómez, 2013. "¿Qué tipo de relación existe en Colombia entre concentración bancaria y estabilidad financiera?," ENSAYOS SOBRE POLÍTICA ECONÓMICA, BANCO DE LA REPÚBLICA - ESPE, vol. 31(71), pages 36-53, June.
  2. Miguel Morales & Dairo Estrada, 2010. "A financial stability index for Colombia," Annals of Finance, Springer, vol. 6(4), pages 555-581, October.
  3. Miguel Ángel Morales Mosquera, 2010. "Riqueza por vivienda de los hogares y sus efectos amplificadores en el consumo," REVISTA FINANZAS Y POLÍTICA ECONÓMICA, UNIVERSIDAD CATOLICA DE COLOMBIA, vol. 2(2), pages 65-78, December.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Wilmar Cabrera & Jorge Hurtado & Miguel Morales & Juan Sebastián Rojas, 2014. "A Composite Indicator of Systemic Stress (CISS) for Colombia," BORRADORES DE ECONOMIA 011697, BANCO DE LA REPÚBLICA.

    Cited by:

    1. Laura Pareja Restrepo, 2016. "Financial Interdependence and Contagion: the transmission of financial stress from the United States to Latin America," DOCUMENTOS CEDE 014235, UNIVERSIDAD DE LOS ANDES-CEDE.

  2. Dairo Estrada & Miguel Ángel Morales Mosquera, "undated". "Indice de Estabilidad Financiera para Colombia," Temas de Estabilidad Financiera 038, Banco de la Republica de Colombia.

    Cited by:

    1. Espino, Freddy, 2012. "Un Índice de Estabilidad Bancaria para Perú," Working Papers 2012-015, Banco Central de Reserva del Perú.
    2. Fernando Arias Rodríguez & Celina Gaitán Maldonado & Johanna López Velandia, 2014. "Las entidades financieras a lo largo del ciclo de negocios: ¿está el ciclo financiero sincronizado con el ciclo de negocios?," ENSAYOS SOBRE POLÍTICA ECONÓMICA, BANCO DE LA REPÚBLICA - ESPE, vol. 32(75), pages 28-40, December.

Articles

  1. Miguel Morales & Dairo Estrada, 2010. "A financial stability index for Colombia," Annals of Finance, Springer, vol. 6(4), pages 555-581, October.

    Cited by:

    1. Carlos León & Clara Machado & Andrés Murcia, 2013. "Macro-prudential assessment of Colombian financial institutions’ systemic importance," BORRADORES DE ECONOMIA 011105, BANCO DE LA REPÚBLICA.
    2. Juan S. Lemus-Esquivel & Carlos A. Quicazán-Moreno & Jorge L. Hurtado-Guarín & Angélica Lizarazo-Cuéllar, 2015. "Financial Soundness Index for the Private Corporate Sector in Colombia," Borradores de Economia 898, Banco de la Republica de Colombia.
    3. Hyeongwoo Kim & Hyun Hak Kim & Wen Shi, 2015. "Forecasting Financial Stress Indices in Korea: A Factor Model Approach," Working Papers 2015-30, Economic Research Institute, Bank of Korea.
    4. Wilmar Alexander Cabrera Rodríguez & Luis Fernando Melo Velandia & Daniel Parra Amado, 2014. "Relación entre el riesgo sistémico del sistema financiero y el sector real: un enfoque FAVAR," Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 32(75), pages 1-22, December.
    5. Kliesen, Kevin L. & Owyang, Michael T. & Vermann, E. Katarina, 2012. "Disentangling diverse measures: a survey of financial stress indexes," Review, Federal Reserve Bank of St. Louis, issue Sep, pages 369-398.
    6. Robert Vermeulen & Marco Hoeberichts & Bořek Vašíček & Diana Žigraiová & Kateřina Šmídková & Jakob Haan, 2015. "Financial Stress Indices and Financial Crises," Open Economies Review, Springer, vol. 26(3), pages 383-406, July.
    7. Mariana Laverde & Javier Gutiérrez Rueda, "undated". "¿Cómo caracterizar entidades sistémicas?: Medidas de impacto sistémico para el sistema financiero colombiano," Temas de Estabilidad Financiera 065, Banco de la Republica de Colombia.
    8. Stefano Puddu, 2013. "Optimal Weights and Stress Banking Indexes," IRENE Working Papers 13-02, IRENE Institute of Economic Research.
    9. Santiago Caicedo & Dairo Estrada & Mariana Laverde, "undated". "Countercyclical banking capital bu ers in a DSGE model," Temas de Estabilidad Financiera 071, Banco de la Republica de Colombia.
    10. Louzis, Dimitrios & Vouldis, Angelos, 2013. "A financial systemic stress index for Greece," Working Paper Series 1563, European Central Bank.
    11. Wilmar Cabrera & Javier Gutiérrez Rueda & Juan Carlos Mendoza & Luis Fernando Melo, "undated". "Relación entre el riesgo sistémico del sistema financiero y el sector real," Temas de Estabilidad Financiera 062, Banco de la Republica de Colombia.
    12. Juan S. Lemus-Esquivel & Carlos A. Quicazán-Moreno & Jorge L. Hurtado-Guarín & Angélica Lizarazo-Cuéllar, "undated". "Financial Soundness Index for the Private Corporate Sector in Colombia," Temas de Estabilidad Financiera 82, Banco de la Republica de Colombia.
    13. MacDonald, Ronald & Sogiakas, Vasilios & Tsopanakis, Andreas, 2015. "An investigation of systemic stress and interdependencies within the Eurozone and Euro Area countries," Economic Modelling, Elsevier, vol. 48(C), pages 52-69.
    14. Miguel Ángel Morales M., 2011. "Concentración y Estabilidad Financiera: el Caso del Sistema Bancario Colombiano," DOCUMENTOS CEDE 009250, UNIVERSIDAD DE LOS ANDES-CEDE.
    15. Juan S. Lemus-Esquivel & Carlos A. Quicazán-Morenoy & Jorge L. Hurtado-Guarínz & Angélica Lizarazo-Cuéllarx, "undated". "Financial Soundness Index for the Private Corporate Sector in Colombia," IHEID Working Papers 08-2015, Economics Section, The Graduate Institute of International Studies.
    16. Louzis, Dimitrios P. & Vouldis, Angelos T., 2012. "A methodology for constructing a financial systemic stress index: An application to Greece," Economic Modelling, Elsevier, vol. 29(4), pages 1228-1241.
    17. Hyeongwoo Kim & Wen Shi, 2015. "Forecasting Financial Market Vulnerability in the U.S.: A Factor Model Approach," Auburn Economics Working Paper Series auwp2015-04, Department of Economics, Auburn University.
    18. Vadim Arzamasov & Henry Penikas, 2014. "Modeling Integral Financial Stability Index: A Cross-Country Study," HSE Working papers WP BRP 75/EC/2014, National Research University Higher School of Economics.
    19. Eleonora Iachini & Stefano Nobili, 2014. "An indicator of systemic liquidity risk in the Italian financial markets," Questioni di Economia e Finanza (Occasional Papers) 217, Bank of Italy, Economic Research and International Relations Area.

More information

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Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 7 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-RMG: Risk Management (3) 2014-06-22 2014-08-20 2016-09-04. Author is listed
  2. NEP-MAC: Macroeconomics (1) 2015-07-25

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