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Andres Murcia
(Andrés Murcia)

Personal Details

First Name:Andres
Middle Name:
Last Name:Murcia
Suffix:
RePEc Short-ID:pmu331
https://andresmurciapabon.blogspot.com/
Terminal Degree:2010 Toulouse School of Economics (TSE) (from RePEc Genealogy)

Affiliation

Banco de la Republica de Colombia

Bogotá, Colombia
http://www.banrep.gov.co/

(57-1) 3431111
(571) 286-5936
Carrera 7 No. 14-78, Bogotá
RePEc:edi:brcgvco (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Vargas-Herrera, Hernando & Cardozo, Pamela & Romero, Jose Vicente & Murcia, Andrés, 2020. "Effects of foreign participation in the colombian local public debt market on domestic financial conditions," Working papers 44, Red Investigadores de Economía.
  2. Cardozo, Pamela & Morales-Acevedo, Paola & Murcia, Andrés & Pacheco, Beatriz, 2020. "Does Geographical Complexity of Colombian Financial Conglomerates Increase Banks’ Risk? The Role of Diversification, Regulatory Arbitrage and Funding Costs," Working papers 37, Red Investigadores de Economía.
  3. Emanuel Kohlscheen & Andrés Murcia Pabón & Juan Contreras, 2018. "Determinants of bank profitability in emerging markets," BIS Working Papers 686, Bank for International Settlements.
  4. Hernando Vargas & Pamela Cardozo & Andrés Murcia, 2017. "The macroprudential policy framework in Colombia," Borradores de Economia 1014, Banco de la Republica de Colombia.
  5. Gambacorta, Leonardo & Murcia, Andr�s, 2017. "The impact of macroprudential policies and their interaction with monetary policy: an empirical analysis using credit registry data," CEPR Discussion Papers 12027, C.E.P.R. Discussion Papers.
  6. Esteban Gómez & Angélica Lizarazo & Juan Carlos Mendoza & Andrés Murcia Pabón, 2017. "Evaluating the impact of macroprudential policies on credit growth in Colombia," BIS Working Papers 634, Bank for International Settlements.
  7. Esteban Gómez & Angélica Lizarazo & Juan Carlos Mendoza & Andrés Murcia, 2017. "Evaluating the Impact of Macroprudential Policies in Colombia's Credit Growth," Borradores de Economia 980, Banco de la Republica de Colombia.
  8. Andres Murcia & Emanuel Kohlscheen, 2016. "Moving in tandem: bank provisioning in emerging market economies," BIS Working Papers 548, Bank for International Settlements.
  9. Leon Rincon, C.E. & Machado, C. & Murcia, A., 2014. "Macro-Prudential Assessment of Colombian Financial Institutions’ Systemic Importance," Discussion Paper 2014-040, Tilburg University, Center for Economic Research.
  10. Andrés Murcia & Diego Rojas, 2013. "Determinantes de la tasa de cambio en Colombia: un enfoque de microestructura de mercados," Borradores de Economia 789, Banco de la Republica de Colombia.
  11. Esteban Gómez & Andrés Murcia Pabón & Nancy Zamudio Gómez, 2013. "Foreign Debt Flows and Domestic Credit: A Principal-Agent Approach," Temas de Estabilidad Financiera 075, Banco de la Republica de Colombia.
  12. Pamela Cardozo & Jorge Cely & Andrés MUrcia, 2013. "Shadow Banking y Liquidez en Colombia," Borradores de Economia 780, Banco de la Republica de Colombia.
  13. Juan Sebastián Amador Torres & José Eduardo Gómez G. & Andrés Murcia Pabón, 2013. "Loans Growth and Banks´ Risk: New Evidence," BORRADORES DE ECONOMIA 010710, BANCO DE LA REPÚBLICA.
  14. Carlos León & Andrés Murcia, 2012. "Systemic Importance Index for financial institutions: A Principal Component Analysis approach," Borradores de Economia 741, Banco de la Republica de Colombia.
  15. Andres Felipe García-Suaza & José E. Gómez-González & Andrés Murcia Pabón & Fernando Tenjo-Galarza, 2011. "The cyclical behavior of bank capital buffers in an emerging economy: size do matters," Documentos de Trabajo 008275, Universidad del Rosario.
  16. Laura Capera & Andrés Murcia Pabón & Dairo Estrada, 2011. "Efectos de los Límites a las Tasas de Interés sobre la Profundización Financiera," Temas de Estabilidad Financiera 057, Banco de la Republica de Colombia.
  17. Andrés Felipe García-Suaza & Jose Eduardo Gómez-González & Andrés Murcia pabón & Feenando tenjo Galarza, 2011. "The Cyclical Behavior of Bank Capital Buffers in an Emerging Economy: Size Does Matter," BORRADORES DE ECONOMIA 008305, BANCO DE LA REPÚBLICA.
  18. Esteban Gómez & Andrés Murcia Pabón & Nancy Zamudio Gómez, 2011. "Financial Conditions Index: Early and Leading Indicator for Colombia?," Temas de Estabilidad Financiera 055, Banco de la Republica de Colombia.
  19. Oscar Martínez A. & Andrés Murcia Pabón, 2008. "Sistema de comisiones de las Administradoras de Fondos de Pensiones en Colombia," Temas de Estabilidad Financiera 033, Banco de la Republica de Colombia.
  20. Andrés Murcia Pabón, 2007. "Determinantes Del Acceso Al Crédito De Los Hogares," BORRADORES DE ECONOMIA 004017, BANCO DE LA REPÚBLICA.
  21. Andrés Murcia Pabón, 2007. "Determinantes Del Acceso Al Crédito De Los Hogares Colombianos," Borradores de Economia 449, Banco de la Republica de Colombia.
  22. Oscar Martínez A. & Andrés Murcia Pabón, 2007. "Desempeño financiero de los fondos de pensiones obligatorias en Colombia," Temas de Estabilidad Financiera 022, Banco de la Republica de Colombia.
  23. Pedro Felipe Lega & Andrés Murcia & Diego Vásquez & Tatiana Venegas, 2007. "Volatilidad de la tasa de cambio nominal en Colombia y su relación con algunas variables," Borradores de Economia 473, Banco de la Republica de Colombia.
  24. Pedro Felipe Lega & Andrés Murcia & Diego Vásquez & Tatiana Venegas, 2007. "Volatilidad de la tasa de cambio nominal en Colombia," BORRADORES DE ECONOMIA 004390, BANCO DE LA REPÚBLICA.
  25. Carolina Gómez Restrepo & Diego Jara Pinzón & Andrés Murcia Pabón, 2006. "Impacto De Las Operaciones De Los Fondos De Pensiones Obligatorias En Los Mercados Financieros Colombianos," Borradores de Economia 406, Banco de la Republica de Colombia.
  26. Andrés Murcia Pabón & Hernán Piñeros G., 2006. "Situación del crédito en Colombia desde la perspectiva del sector financiero," Temas de Estabilidad Financiera 016, Banco de la Republica de Colombia.
  27. Andrés Murcia Pabón & Hernán Piñeros G., 2006. "Determinantes de la oferta de crédito en el sector financiero colombiano," Temas de Estabilidad Financiera 021, Banco de la Republica de Colombia.
  28. Leonardo Villar Gómez & David M. Salamanca Rojas & Andrés Murcia Pabón, 2005. "Crédito, Represión Financiera y Flujos de Capitales en Colombia 1974-2003," Borradores de Economia 322, Banco de la Republica de Colombia.

Articles

  1. Gambacorta, Leonardo & Murcia, Andrés, 2020. "The impact of macroprudential policies in Latin America: An empirical analysis using credit registry data," Journal of Financial Intermediation, Elsevier, vol. 42(C).
  2. Gómez, Esteban & Murcia, Andrés & Lizarazo, Angélica & Mendoza, Juan Carlos, 2020. "Evaluating the impact of macroprudential policies on credit growth in Colombia," Journal of Financial Intermediation, Elsevier, vol. 42(C).
  3. Carlos León & Clara Machado & Andrés Murcia, 2016. "Assessing Systemic Importance With a Fuzzy Logic Inference System," Intelligent Systems in Accounting, Finance and Management, John Wiley & Sons, Ltd., vol. 23(1-2), pages 121-153, January.
  4. Javier Gutiérrez Rueda & Andrés Murcia Pabón, 2015. "El papel de la estructura del sistema financiero en la transmisión de la política monetaria," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 33(76), pages 44-52, April.
  5. Esteban Gómez & Andrés Murcia & Nancy Zamudio, 2014. "Foreign Debt Flows and the Credit Market: A Principal Agent Approach," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República - ESPE, vol. 32(73), pages 87-103, July.
  6. Andrés Murcia & Diego Rojas, 2014. "Determinantes de la tasa de cambio en Colombia: un enfoque de microestructura de mercados," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República - ESPE, vol. 32(74), pages 52-67, June.
  7. Juan Amador & José Gómez-González & Andrés Pabón, 2013. "Loan growth and bank risk: new evidence," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 27(4), pages 365-379, December.
  8. García-Suaza, Andrés Felipe & Gómez-González, José E. & Pabón, Andrés Murcia & Tenjo-Galarza, Fernando, 2012. "The cyclical behavior of bank capital buffers in an emerging economy: Size does matter," Economic Modelling, Elsevier, vol. 29(5), pages 1612-1617.
  9. Esteban Gómez & Andrés Murcia & Nancy Zamudio, 2011. "Financial Conditions Index: Early and Leading Indicator for Colombia," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República - ESPE, vol. 29(66), pages 174-220, December.
  10. Diego Vásquez E. & Pedro Felipe Lega G. & Andrés Murcia P. & Tatiana Venegas K., 2008. "Volatilidad de la tasa de cambio nominal en Colombia y su relación con algunas variables," Coyuntura Económica, Fedesarrollo, June.
  11. Dario Estrada & Andrés Murcia P. & Karen Penagos Q., 2008. "Los efectos de la tasa de interés de usura en Colombia," Coyuntura Económica, Fedesarrollo, June.
  12. Andrés Murcia Pabón, 2007. "Determinantes del acceso al crédito de los hogares colombianos," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República - ESPE, vol. 25(55), pages 40-83, December.
  13. Villar Gómez Leonardo & David M. Salamanca Rojas & Andrés Murcia Pabón, 2005. "Crédito, represión financiera y flujos de capitales en Colombia: 1974-2003," Revista Desarrollo y Sociedad, Universidad de los Andes - CEDE, May.

Chapters

  1. Leonardo Gambacorta & Andrés Murcia, 2019. "The impact of macroprudential policies and their interaction with monetary policy: an empirical analysis using credit registry data," IFC Bulletins chapters, in: Bank for International Settlements (ed.),Are post-crisis statistical initiatives completed?, volume 49, Bank for International Settlements.
  2. Andrés Murcia & Hernando Vargas & Carlos León, 2018. "International trade networks and the integration of Colombia into global trade," BIS Papers chapters, in: Bank for International Settlements (ed.),Globalisation and deglobalisation, volume 100, pages 105-123, Bank for International Settlements.
  3. Hernando Vargas, Pamela Cardozo and Andrés Murcia, 2017. "The macroprudential policy framework in Colombia," BIS Papers chapters, in: Bank for International Settlements (ed.),Macroprudential policy frameworks, implementation and relationships with other policies, volume 94, pages 103-128, Bank for International Settlements.
  4. León-Rincón, Carlos Eduardo & Machado-Franco, Clara Lía & Murcia, Andrés, 2015. "Evaluación macroprudencial de la importancia sistémica de las instituciones financieras en Colombia," Chapters, in: Gómez-González, José Eduardo & Ojeda-Joya, Jair N. (ed.),Política monetaria y estabilidad financiera en economías pequeñas y abiertas, chapter 19, pages 617-662, Banco de la Republica de Colombia.
  5. Gómez, Esteban & Murcia, Andrés & Zamudio, Nancy, 2015. "Flujos de deuda externa y el mercado de crédito : un enfoque de agente-principal," Chapters, in: Gómez-González, José Eduardo & Ojeda-Joya, Jair N. (ed.),Política monetaria y estabilidad financiera en economías pequeñas y abiertas, chapter 8, pages 235-276, Banco de la Republica de Colombia.
  6. Cardozo, Pamela & Murcia, Andrés & Cely, Jorge, 2015. "Shadow banking y liquidez en Colombia," Chapters, in: Jose E. Gomez-Gonzalez & Jair N. Ojeda-Joya (ed.),Política monetaria y estabilidad financiera en economías pequeñas y abiertasPolítica monetaria y estabilidad financiera en economías pequeñas y abiert, chapter 1, pages 1-37, Banco de la Republica de Colombia.

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. Emanuel Kohlscheen & Andrés Murcia Pabón & Juan Contreras, 2018. "Determinants of bank profitability in emerging markets," BIS Working Papers 686, Bank for International Settlements.

    Cited by:

    1. Kim, Myunghyun, 2020. "How the financial market can dampen the effects of commodity price shocks," European Economic Review, Elsevier, vol. 121(C).
    2. Tamar Mdivnishvili & Shalva Mkhatrishvili & Davit Tutberidze, 2020. "Cash Flow at Risk Assessment for the Banking Sector of Georgia," NBG Working Papers 03/2020, National Bank of Georgia.
    3. Lathaporn Ratanavararak & Nasha Ananchotikul, 2018. "Bank Profitability and Risk-Taking in a Low Interest Rate Environment: The Case of Thailand," PIER Discussion Papers 89, Puey Ungphakorn Institute for Economic Research, revised Jul 2018.

  2. Hernando Vargas & Pamela Cardozo & Andrés Murcia, 2017. "The macroprudential policy framework in Colombia," Borradores de Economia 1014, Banco de la Republica de Colombia.

    Cited by:

    1. Marina Tiunova, 2019. "Commodity and Financial Cycles in Resource-based Economies," Russian Journal of Money and Finance, Bank of Russia, vol. 78(3), pages 38-70, September.

  3. Gambacorta, Leonardo & Murcia, Andr�s, 2017. "The impact of macroprudential policies and their interaction with monetary policy: an empirical analysis using credit registry data," CEPR Discussion Papers 12027, C.E.P.R. Discussion Papers.

    Cited by:

    1. Potjagailo, Galina & Wolters, Maik H., 2019. "Global financial cycles since 1880," IMFS Working Paper Series 132, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
    2. Frederic Boissay & Carlos Cantú & Stijn Claessens & Alan Villegas, 2019. "Impact of financial regulations: insights from an online repository of studies," BIS Quarterly Review, Bank for International Settlements, March.
    3. Hernando Vargas & Pamela Cardozo & Andrés Murcia, 2017. "The macroprudential policy framework in Colombia," Borradores de Economia 1014, Banco de la Republica de Colombia.
    4. William Gatt, 2018. "Housing boom-bust cycles and asymmetric macroprudential policy," CBM Working Papers WP/02/2018, Central Bank of Malta.
    5. Horacio A Aguirre & Gastón Repetto, 2017. "Capital and currency-based macroprudential policies: an evaluation using credit registry data," BIS Working Papers 672, Bank for International Settlements.
    6. Gaffney, Edward & McCann, Fergal, 2019. "The cyclicality in SICR: mortgage modelling under IFRS 9," ESRB Working Paper Series 92, European Systemic Risk Board.
    7. Yavuz Arslan and Christian Upper, 2017. "Macroprudential frameworks: implementation and effectiveness," BIS Papers chapters, in: Bank for International Settlements (ed.),Macroprudential frameworks, implementation and relationship with other policies, volume 94, pages 25-47, Bank for International Settlements.
    8. Marina Tiunova, 2019. "Commodity and Financial Cycles in Resource-based Economies," Russian Journal of Money and Finance, Bank of Russia, vol. 78(3), pages 38-70, September.
    9. Elod Takats & Judit Temesvary, 2019. "How does the interaction of macroprudential and monetary policies affect cross-border bank lending?," Finance and Economics Discussion Series 2019-045, Board of Governors of the Federal Reserve System (U.S.).
    10. Nitzan Tzur-Ilan, 2019. "Macroprudential Policy: Implementation, Effects, And Lessons," Israel Economic Review, Bank of Israel, vol. 17(1), pages 39-71.
    11. Carreras, Oriol & Davis, E. Philip & Piggott, Rebecca, 2018. "Assessing macroprudential tools in OECD countries within a cointegration framework," Journal of Financial Stability, Elsevier, vol. 37(C), pages 112-130.
    12. Pierre-Richard Agénor & Luiz Awazu Pereira da Silva, 2018. "Financial spillovers, spillbacks, and the scope for international macroprudential policy coordination," BIS Papers, Bank for International Settlements, number 97, April.

  4. Esteban Gómez & Angélica Lizarazo & Juan Carlos Mendoza & Andrés Murcia Pabón, 2017. "Evaluating the impact of macroprudential policies on credit growth in Colombia," BIS Working Papers 634, Bank for International Settlements.

    Cited by:

    1. Chantawit Tantasith & Nasha Ananchotikul & Chatlada Chotanakarn & Vorada Limjaroenrat & Runchana Pongsaparn, 2018. "The Impact of LTV policy on Bank Lending: Evidence from Disaggregate Housing Loan Data," PIER Discussion Papers 90, Puey Ungphakorn Institute for Economic Research, revised Jul 2018.
    2. Gambacorta, Leonardo & Murcia, Andr�s, 2017. "The impact of macroprudential policies and their interaction with monetary policy: an empirical analysis using credit registry data," CEPR Discussion Papers 12027, C.E.P.R. Discussion Papers.
    3. Hernando Vargas & Pamela Cardozo & Andrés Murcia, 2017. "The macroprudential policy framework in Colombia," Borradores de Economia 1014, Banco de la Republica de Colombia.
    4. Morais, Bernardo & Ormazabal, Gaizka & Peydró, José-Luis & Roa, Monica & Sarmiento, Miguel, 2020. "Forward looking loan provisions: Credit supply and risk-taking," EconStor Preprints 223234, ZBW - Leibniz Information Centre for Economics.
    5. Contreras, Alex & Gondo, Rocío & Oré, Erick & Pérez, Fernando, 2019. "Evaluando el impacto de las medidas de desdolarización del crédito en el Perú," Working Papers 2019-005, Banco Central de Reserva del Perú.
    6. Gaffney, Edward & McCann, Fergal, 2019. "The cyclicality in SICR: mortgage modelling under IFRS 9," ESRB Working Paper Series 92, European Systemic Risk Board.

  5. Esteban Gómez & Angélica Lizarazo & Juan Carlos Mendoza & Andrés Murcia, 2017. "Evaluating the Impact of Macroprudential Policies in Colombia's Credit Growth," Borradores de Economia 980, Banco de la Republica de Colombia.

    Cited by:

    1. Chantawit Tantasith & Nasha Ananchotikul & Chatlada Chotanakarn & Vorada Limjaroenrat & Runchana Pongsaparn, 2018. "The Impact of LTV policy on Bank Lending: Evidence from Disaggregate Housing Loan Data," PIER Discussion Papers 90, Puey Ungphakorn Institute for Economic Research, revised Jul 2018.
    2. Gambacorta, Leonardo & Murcia, Andr�s, 2017. "The impact of macroprudential policies and their interaction with monetary policy: an empirical analysis using credit registry data," CEPR Discussion Papers 12027, C.E.P.R. Discussion Papers.
    3. Hernando Vargas & Pamela Cardozo & Andrés Murcia, 2017. "The macroprudential policy framework in Colombia," Borradores de Economia 1014, Banco de la Republica de Colombia.
    4. Contreras, Alex & Gondo, Rocío & Oré, Erick & Pérez, Fernando, 2019. "Evaluando el impacto de las medidas de desdolarización del crédito en el Perú," Working Papers 2019-005, Banco Central de Reserva del Perú.
    5. Gaffney, Edward & McCann, Fergal, 2019. "The cyclicality in SICR: mortgage modelling under IFRS 9," ESRB Working Paper Series 92, European Systemic Risk Board.
    6. Yavuz Arslan and Christian Upper, 2017. "Macroprudential frameworks: implementation and effectiveness," BIS Papers chapters, in: Bank for International Settlements (ed.),Macroprudential frameworks, implementation and relationship with other policies, volume 94, pages 25-47, Bank for International Settlements.
    7. Ferrari, Stijn & Pirovano, Mara & Rovira Kaltwasser, Pablo, 2017. "The impact of sectoral macroprudential capital requirements on mortgage lending: evidence from the Belgian risk weight add-on," MPRA Paper 80821, University Library of Munich, Germany.
    8. Contreras, Alex & Gondo, Rocío & Pérez, Fernando & Oré, Erick, 2018. "Assessing the impact of credit de-dollarization measures in Peru," Working Papers 2018-009, Banco Central de Reserva del Perú.
    9. Agustín Villar, 2017. "Macroprudential frameworks: objectives, decisions and policy interactions," BIS Papers chapters, in: Bank for International Settlements (ed.),Macroprudential frameworks, implementation and relationship with other policies, volume 94, pages 7-24, Bank for International Settlements.

  6. Andres Murcia & Emanuel Kohlscheen, 2016. "Moving in tandem: bank provisioning in emerging market economies," BIS Working Papers 548, Bank for International Settlements.

    Cited by:

    1. de Moraes, Claudio Oliveira & de Mendonça, Helder Ferreira, 2019. "Bank’s risk measures and monetary policy: Evidence from a large emerging economy," The North American Journal of Economics and Finance, Elsevier, vol. 49(C), pages 121-132.
    2. Ozili, Peterson K, 2020. "Bank loan loss provisioning during election years: cross-country evidence," MPRA Paper 96639, University Library of Munich, Germany.

  7. Leon Rincon, C.E. & Machado, C. & Murcia, A., 2014. "Macro-Prudential Assessment of Colombian Financial Institutions’ Systemic Importance," Discussion Paper 2014-040, Tilburg University, Center for Economic Research.

    Cited by:

    1. Green, Christopher & Bai, Ye & Murinde, Victor & Ngoka, Kethi & Maana, Isaya & Tiriongo, Samuel, 2016. "Overnight interbank markets and the determination of the interbank rate: A selective survey," International Review of Financial Analysis, Elsevier, vol. 44(C), pages 149-161.
    2. León, Carlos & Berndsen, Ron J., 2014. "Rethinking financial stability: Challenges arising from financial networks’ modular scale-free architecture," Journal of Financial Stability, Elsevier, vol. 15(C), pages 241-256.
    3. Leon Rincon, C.E., 2015. "Financial stability from a network perspective," Other publications TiSEM bb2e4e44-e842-45c6-a946-4, Tilburg University, School of Economics and Management.
    4. Jozsef Mezei & Peter Sarlin, 2014. "Aggregation operators for the measurement of systemic risk," Papers 1412.5452, arXiv.org, revised Dec 2014.
    5. Carlos A. Arango & Freddy H. Cepeda, 2016. "Non-monotonic Tradeoffs of Tiering in a Large Value Payment System," Borradores de Economia 946, Banco de la Republica de Colombia.

  8. Andrés Murcia & Diego Rojas, 2013. "Determinantes de la tasa de cambio en Colombia: un enfoque de microestructura de mercados," Borradores de Economia 789, Banco de la Republica de Colombia.

    Cited by:

    1. Juan Galvis & Claudio de Moraes & Juan Anzoátegui, 2017. "Effects of monetary policy announcements on exchange rate volatility: an analysis for Colombia, 2008-2015," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 87, pages 67-95, Julio - D.
    2. Alfredo Bateman y Javier E. Martinez & Javier Esteban Martinez, 2010. "Cuaderno 4: Análisis de las fuentes de oferta y demanda en el mercado de divisas," Cuadernos de Desarrollo Económico 007586, Secretaría Distrital de Desarrollo Económico.
    3. Galvis Ciro, Juan Camilo & Oliveira de Moraes, Claudio & Anzoátegui Zapata, Juan Camilo, 2017. "Efectos de los anuncios de política monetaria sobre la volatilidad de la tasa de cambio: un análisis para Colombia, 2008-2015," Revista Lecturas de Economía, Universidad de Antioquia - CIE, issue 87, pages 67-95, March.

  9. Esteban Gómez & Andrés Murcia Pabón & Nancy Zamudio Gómez, 2013. "Foreign Debt Flows and Domestic Credit: A Principal-Agent Approach," Temas de Estabilidad Financiera 075, Banco de la Republica de Colombia.

    Cited by:

    1. Diana Fernández Moreno & Dairo Estrada, 2013. "Colombian bank efficiency and the role of market structure," Temas de Estabilidad Financiera 076, Banco de la Republica de Colombia.

  10. Pamela Cardozo & Jorge Cely & Andrés MUrcia, 2013. "Shadow Banking y Liquidez en Colombia," Borradores de Economia 780, Banco de la Republica de Colombia.

    Cited by:

    1. Fanny Warman D. & María José Roa, 2014. "Intermediarios financieros no bancarios en América Latina: ¿banca paralela?," Documentos de Investigación - Research Papers 16, Centro de Estudios Monetarios Latinoamericanos, CEMLA.
    2. Fernando Avalos & Ramon Moreno & Tania Romero, 2015. "Leverage on the buy side," BIS Working Papers 517, Bank for International Settlements.

  11. Juan Sebastián Amador Torres & José Eduardo Gómez G. & Andrés Murcia Pabón, 2013. "Loans Growth and Banks´ Risk: New Evidence," BORRADORES DE ECONOMIA 010710, BANCO DE LA REPÚBLICA.

    Cited by:

    1. Jose Eduardo Gomez-Gonzalez & Juliana Gamboa-Arbeláez & Jorge Hirs-Garzón & Andrés Pinchao-Rosero, 2018. "When Bubble Meets Bubble: Contagion in OECD Countries," The Journal of Real Estate Finance and Economics, Springer, vol. 56(4), pages 546-566, May.
    2. José E. Gómez-González & Luis Fernando Melo Velandia, 2013. "Efectos de “ángeles caídos” en el mercado accionario colombiano: estudio de eventos del caso Interbolsa," Borradores de Economia 779, Banco de la Republica de Colombia.
    3. Tammuz Alraheb & Amine Tarazi, 2018. "Local Versus International Crises, Foreign Subsidiaries and Bank Stability: Evidence from the MENA Region," Post-Print hal-01558246, HAL.
    4. Jose Eduardo Gomez-Gonzalez & Mauricio Villamizar-Villegas & Hector Manuel Zarate & Juan Sebastian Amador & Celina Gaitan-Maldonado, 2015. "Credit and business cycles: Causal effects in the frequency domain," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República - ESPE, vol. 33(78), pages 176-189, December.
    5. Almir ALIHODŽIĆ & İbrahim Halil EKŞİ, 2018. "Credit growth and non-performing loans: evidence from Turkey and some Balkan countries," Eastern Journal of European Studies, Centre for European Studies, Alexandru Ioan Cuza University, vol. 9, pages 229-249, December.
    6. Andres Murcia & Emanuel Kohlscheen, 2016. "Moving in tandem: bank provisioning in emerging market economies," BIS Working Papers 548, Bank for International Settlements.
    7. Niu, Jijun, 2016. "Loan growth and bank valuations," The Quarterly Review of Economics and Finance, Elsevier, vol. 61(C), pages 185-191.
    8. Luis E. Arango & Lina Cardona-Sosa, 2015. "Consumer credit performance over the business cycle in Colombia: some empirical facts," BORRADORES DE ECONOMIA 012389, BANCO DE LA REPÚBLICA.
    9. Amador-Torres, J. Sebastián, 2017. "Finance-neutral potential output: An evaluation in an emerging market monetary policy context," Economic Systems, Elsevier, vol. 41(3), pages 389-407.
    10. J. Sebastian Amador-Torres & Jose Eduardo Gomez-Gonzalez & Sebastian Sanin-Restrepo, 2017. "I know what you did during the last bubble: Determinants of housing bubbles' duration in OECD countries," Borradores de Economia 1005, Banco de la Republica de Colombia.
    11. Christina Atanasova & Mingxin Li & Yevgeny Mugerman & Mehrdad Rastan, 2019. "Government guarantees and the risk-taking of financial institutions: evidence from a regulatory experiment," Journal of Asset Management, Palgrave Macmillan, vol. 20(6), pages 476-492, October.

  12. Carlos León & Andrés Murcia, 2012. "Systemic Importance Index for financial institutions: A Principal Component Analysis approach," Borradores de Economia 741, Banco de la Republica de Colombia.

    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. Carlos León & Jhonatan Pérez, 2014. "Caracterización y comparación del mercado OTC de valores en Colombia," Revista de Economía Institucional, Universidad Externado de Colombia - Facultad de Economía, vol. 16(31), pages 223-250, July-Dece.
    3. Carlos León, 2012. "Implied probabilities of default from Colombian money market spreads: The Merton Model under equity market informational constraints," BORRADORES DE ECONOMIA 010075, BANCO DE LA REPÚBLICA.
    4. carlos León & Ron J. Berndsen, 2013. "Modular scale-free architecture of Colombian financial networks: Evidence and challenges with financial stability in view," Borradores de Economia 799, Banco de la Republica de Colombia.
    5. Constanza Martínez & Carlos León, 2014. "The Cost of Collateralized Borrowing in the Colombian Money Market: Does Connectedness Matter?," BORRADORES DE ECONOMIA 011123, BANCO DE LA REPÚBLICA.
    6. Carlos León & Clara Machado & Andrés Murcia, 2016. "Assessing Systemic Importance With a Fuzzy Logic Inference System," Intelligent Systems in Accounting, Finance and Management, John Wiley & Sons, Ltd., vol. 23(1-2), pages 121-153, January.
    7. Jacob Kleinow & Tobias Nell, 2015. "Determinants of systemically important banks: the case of Europe," Journal of Financial Economic Policy, Emerald Group Publishing, vol. 7(4), pages 446-476, November.
    8. Jacob Kleinow & Andreas Horsch & Mario Garcia-Molina, 2017. "Factors driving systemic risk of banks in Latin America," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 41(2), pages 211-234, April.

  13. Laura Capera & Andrés Murcia Pabón & Dairo Estrada, 2011. "Efectos de los Límites a las Tasas de Interés sobre la Profundización Financiera," Temas de Estabilidad Financiera 057, Banco de la Republica de Colombia.

    Cited by:

    1. Maimbo, Samuel Munzele & Henriquez Gallegos, Claudia Alejandra, 2014. "Interest rate caps around the world: still popular, but a blunt instrument," Policy Research Working Paper Series 7070, The World Bank.
    2. Juan Sebastian Cubillos-Rocha & Luis Fernando Melo-Velandia & María José Roa-García & Juliana Gamboa-Arbeláez & Sara Restrepo-Tamayo & Mauricio Villamizar-Villegas, 2018. "Effects of Interest Rate Caps on Financial Inclusion," Borradores de Economia 1060, Banco de la Republica de Colombia.
    3. Lucia Pacheco & Liliana Rojas-Suarez, 2017. "An Index of Regulatory Practices for Financial Inclusion in Latin America," Working Papers 17/15, BBVA Bank, Economic Research Department.

  14. Andrés Felipe García-Suaza & Jose Eduardo Gómez-González & Andrés Murcia pabón & Feenando tenjo Galarza, 2011. "The Cyclical Behavior of Bank Capital Buffers in an Emerging Economy: Size Does Matter," BORRADORES DE ECONOMIA 008305, BANCO DE LA REPÚBLICA.

    Cited by:

    1. Rincón, Hernán & Velasco, Andrés M. (ed.), 2013. "Flujos de capitales, choques externos y respuestas de política en países emergentes," Books, Banco de la Republica de Colombia, number 2013-09, December.
    2. José E. Gómez-González & Luis Fernando Melo Velandia, 2013. "Efectos de “ángeles caídos” en el mercado accionario colombiano: estudio de eventos del caso Interbolsa," Borradores de Economia 779, Banco de la Republica de Colombia.
    3. Alberto Montagnoli & Konstantinos Mouratidis & Kemar Whyte, 2018. "Assessing the Cyclical Behaviour of Bank Capital Buyers in a Finance-Augmented Macro-Economy," Working Papers 2018003, The University of Sheffield, Department of Economics.
    4. Juan Sebastián Amador Torres & José EDuardo Gómez G. & Andrés Murcia Pabón, 2013. "Loans Growth and Banks’ Risk: New Evidence," Borradores de Economia 763, Banco de la Republica de Colombia.
    5. Carvallo Valencia, Oscar & Ortiz Bolaños, Alberto, 2018. "Bank capital buffers around the world: Cyclical patterns and the effect of market power," Journal of Financial Stability, Elsevier, vol. 38(C), pages 119-131.
    6. Ovi, Nafisa & Bose, Sudipta & Gunasekarage, Abeyratna & Shams, Syed, 2020. "Do the business cycle and revenue diversification matter for banks’ capital buffer and credit risk: Evidence from ASEAN banks," Journal of Contemporary Accounting and Economics, Elsevier, vol. 16(1).
    7. Mohamed Trabelsi & Ibrahim Elbadawi & Dhuha Fadhel, 2015. "Bank's Capital Buffers and Business Cycle: Evidence from GCC Countries. 2004-2011," Working Papers 925, Economic Research Forum, revised Jul 2015.
    8. Lin, Karen Lai Kai, 2020. "The Cyclical Patterns of Capital Buffers: Evidence from Japanese Banks," Hitotsubashi Journal of commerce and management, Hitotsubashi University, vol. 53(1), pages 49-68, February.
    9. Cecilia Dassatti & Alejandro Pena & Jorge Ponce & Magdalena Tubio, 2015. "Countercyclical Capital Buffer: The Case of Uruguay," Monetaria, Centro de Estudios Monetarios Latinoamericanos, CEMLA, vol. 0(2), pages 251-285, July-Dece.
    10. Andres Murcia & Emanuel Kohlscheen, 2016. "Moving in tandem: bank provisioning in emerging market economies," BIS Working Papers 548, Bank for International Settlements.
    11. Zárate-Perdomo, Juan Pablo & Cobo-Serna, Adolfo León & Gómez-González, José Eduardo, 2013. "Lecciones de las crisis financieras recientes para diseñar y ejecutar la política monetaria y la financiera en Colombia," Chapters, in: Rincón-Castro, Hernán & Velasco, Andrés M. (ed.),Flujos de capitales, choques externos y respuestas de política en países emergentes, chapter 17, pages 645-674, Banco de la Republica de Colombia.
    12. Sine KONTBAY BUSUN & Adnan KASMAN, 2015. "A Note on Bank Capital Buffer, Portfolio Risk and Business Cycle," Ege Academic Review, Ege University Faculty of Economics and Administrative Sciences, vol. 15(1), pages 1-7.
    13. Aysan, Ahmet F. & Ozturk, Huseyin, 2018. "Does Islamic banking offer a natural hedge for business cycles? Evidence from a dual banking system," Journal of Financial Stability, Elsevier, vol. 36(C), pages 22-38.
    14. de Moraes, Claudio Oliveira & Montes, Gabriel Caldas & Antunes, José Américo Pereira, 2016. "How does capital regulation react to monetary policy? New evidence on the risk-taking channel," Economic Modelling, Elsevier, vol. 56(C), pages 177-186.
    15. Hans Degryse & Sanja Jakovljević & Steven Ongena, 2015. "A Review of Empirical Research on the Design and Impact of Regulation in the Banking Sector," Annual Review of Financial Economics, Annual Reviews, vol. 7(1), pages 423-443, December.
    16. Felipe Clavijo Ramírez & Jorge Luis Hurtado Guarín & Oscar Fernando Jaulín Méndez & Javier Pirateque Niño, 2016. "El requerimiento de capital contracíclico en Colombia," Borradores de Economia 963, Banco de la Republica de Colombia.
    17. Carvallo, Oscar & Kasman, Adnan & Kontbay-Busun, Sine, 2015. "The Latin American bank capital buffers and business cycle: Are they pro-cyclical?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 36(C), pages 148-160.
    18. Syed Moudud-Ul-Huq, 2019. "Banks’ capital buffers, risk, and efficiency in emerging economies: are they counter-cyclical?," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 9(4), pages 467-492, December.

  15. Esteban Gómez & Andrés Murcia Pabón & Nancy Zamudio Gómez, 2011. "Financial Conditions Index: Early and Leading Indicator for Colombia?," Temas de Estabilidad Financiera 055, Banco de la Republica de Colombia.

    Cited by:

    1. Dimitris, Korobilis, 2013. "Forecasting with Factor Models: A Bayesian Model Averaging Perspective," MPRA Paper 52724, University Library of Munich, Germany.
    2. Carlos León & Clara Machado & Andrés Murcia, 2013. "Macro-prudential assessment of Colombian financial institutions’ systemic importance," BORRADORES DE ECONOMIA 011105, BANCO DE LA REPÚBLICA.
    3. Sithole, Thanda & Simo-Kengne, Beatrice D. & Some, Modeste, 2017. "The role of financial conditions in transmitting external shocks to South Africa," International Economics, Elsevier, vol. 150(C), pages 36-56.
    4. Simone Auer, 2017. "A Financial Conditions Index for the CEE economies," Temi di discussione (Economic working papers) 1145, Bank of Italy, Economic Research and International Relations Area.
    5. Shaoping Wang & Fan Xu & Sanpan Chen, 2018. "Constructing a dynamic financial conditions indexes by TVP-FAVAR model," Applied Economics Letters, Taylor & Francis Journals, vol. 25(3), pages 183-186, February.
    6. Jiménez Polanco, Miguel A. & Ramírez de León, Francisco A., 2016. "Un Indicador de Condiciones Financieras para la República Dominicana [A Financial Condition Index for the Dominican Republic]," MPRA Paper 75859, University Library of Munich, Germany.
    7. Gary Koop & Dimitris Korobilis, 2013. "A new index of financial conditions," Working Papers 1307, University of Strathclyde Business School, Department of Economics.
    8. 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.
    9. A. Hakan Kara & Pinar Ozlu & Deren Unalmis, 2012. "Financial Conditions Indices for the Turkish Economy," CBT Research Notes in Economics 1231, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
    10. Hakan Kara & Pinar Ozlu & Deren Unalmis, 2015. "Turkiye icin Finansal Kosullar Endeksi," Working Papers 1513, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
    11. Ikhlaas Gurrib, 2018. "Can an Energy Futures Index Predict US Stock Market Index Movements?," International Journal of Energy Economics and Policy, Econjournals, vol. 8(5), pages 230-240.
    12. Esteban Gómez & Juan Carlos Mendoza & Nancy Zamudio Gómez, 2012. "CrashMetrics: An Application for Colombia," Temas de Estabilidad Financiera 069, Banco de la Republica de Colombia.

  16. Oscar Martínez A. & Andrés Murcia Pabón, 2008. "Sistema de comisiones de las Administradoras de Fondos de Pensiones en Colombia," Temas de Estabilidad Financiera 033, Banco de la Republica de Colombia.

    Cited by:

    1. Mauricio Arias & Juan Carlos Mendoza, 2009. "Un modelo de simulación del Régimen Pensional de Ahorro Individual con Solidaridad en Colombia," Temas de Estabilidad Financiera 044, Banco de la Republica de Colombia.
    2. Luis Berggrun Preciado & Fernando Jaramillo Recio, 2010. "Performance Evaluation, Fund Selection And Portfolio Allocation Applied To Colombia´S Pension Funds," Estudios Gerenciales, Universidad Icesi, December.

  17. Andrés Murcia Pabón, 2007. "Determinantes Del Acceso Al Crédito De Los Hogares," BORRADORES DE ECONOMIA 004017, BANCO DE LA REPÚBLICA.

    Cited by:

    1. Ana María Iregui-Bohórquez & Ligia Alba Melo-Becerra & María Teresa Ramírez-Giraldo & Ana María Tribín-Uribe, 2016. "Determinantes del acceso al crédito formal e informal: Evidencia de los hogares de ingresos medios y bajos en Colombia," Borradores de Economia 956, Banco de la Republica de Colombia.
    2. Augusta Alfageme & Nelson R. Ramírez Rondán, 2018. "Household Access to Financial Services in Peru," Investigación Conjunta-Joint Research, in: María José Roa García & Diana Mejía (ed.),Financial Decisions of Households and Financial Inclusion: Evidence for Latin America and the Caribbean, edition 1, volume 1, chapter 8, pages 245-277, Centro de Estudios Monetarios Latinoamericanos, CEMLA.
    3. Francisco Fernández López, 2017. "Impacto de la informalidad laboral sobre el acceso a crédito formal," Coyuntura Económica, Fedesarrollo, vol. 47(1 y 2), pages 169-204, December.
    4. Ana María Iregui-Bohórquez & Ligia Alba Melo-Becerra & María Teresa Ramírez-Giraldo & Ana María Tribín-Uribe, 2018. "Crédito formal e informal de los hogares en Colombia," Investigación Conjunta-Joint Research, in: María José Roa García & Diana Mejía (ed.),Decisiones financieras de los hogares e inclusión financiera: evidencia para América Latina y el Caribe, edition 1, volume 1, chapter 5, pages 133-166, Centro de Estudios Monetarios Latinoamericanos, CEMLA.

  18. Andrés Murcia Pabón, 2007. "Determinantes Del Acceso Al Crédito De Los Hogares Colombianos," Borradores de Economia 449, Banco de la Republica de Colombia.

    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. Daisy Johana Pacheco & Ana María Yaruro, 2018. "Factors Affecting Ownership of Financial Products in Colombia," Investigación Conjunta-Joint Research, in: María José Roa García & Diana Mejía (ed.),Financial Decisions of Households and Financial Inclusion: Evidence for Latin America and the Caribbean, edition 1, volume 1, chapter 6, pages 157-192, Centro de Estudios Monetarios Latinoamericanos, CEMLA.
    3. Luis E. Arango & Lina Cardona-Sosa, 2019. "Tarjetas de crédito en personas de ingresos medios y bajos en Colombia: ¿qué determina su uso?," Borradores de Economia 1089, Banco de la Republica de Colombia.
    4. Ana María Iregui & Ligia Alba Melo B., 2009. "La transmisión de la política monetaria sobre el consumo en presencia de restricciones de liquidez," BORRADORES DE ECONOMIA 005254, BANCO DE LA REPÚBLICA.
    5. Carmen Hoyo & Ximena Pena & David Tuesta, 2013. "Demand factors that influence financial inclusion in Mexico: analysis of the barriers based on the ENIF survey," Working Papers 1337, BBVA Bank, Economic Research Department.
    6. Ana María Iregui-Bohórquez & Ligia Alba Melo-Becerra & María Teresa Ramírez-Giraldo & Ana María Tribín-Uribe, 2016. "Determinantes del acceso al crédito formal e informal: Evidencia de los hogares de ingresos medios y bajos en Colombia," Borradores de Economia 956, Banco de la Republica de Colombia.
    7. Anzoategui Zapata, Juan Camilo, 2014. "Restricción a la liquidez en Colombia [Restriction liquidity Colombia]," MPRA Paper 62043, University Library of Munich, Germany.
    8. Maria Angelica Arbelaez & Roberto Steiner & Alejandro Becerra & Daniel Wills, 2011. "Housing Tenure and Housing Demand in Colombia," Research Department Publications 4736, Inter-American Development Bank, Research Department.
    9. Luis Eduardo Arango & Lina Cardona-Sosa, 2015. "Determinants of consumer credit within a constrained framework: evidence from Colombian microdata," Borradores de Economia 912, Banco de la Republica de Colombia.
    10. Arbeláez, María Angélica & Camacho, Carolina & Fajardo, Johanna, 2011. "Low-Income Housing Finance in Colombia," IDB Publications (Working Papers) 3427, Inter-American Development Bank.
    11. Ana María Iregui-Bohórquez & Ligia Alba Melo-Becerra & María Teresa Ramírez-Giraldo & Ana María Tribín-Uribe, 2018. "Formal and Informal Household Credit in Colombia," Investigación Conjunta-Joint Research, in: María José Roa García & Diana Mejía (ed.),Financial Decisions of Households and Financial Inclusion: Evidence for Latin America and the Caribbean, edition 1, volume 1, chapter 5, pages 125-156, Centro de Estudios Monetarios Latinoamericanos, CEMLA.
    12. Luis E. Arango & Lina Cardona-Sosa, 2015. "Determinants of consumer credit within a debt constrained framework. Evidence from microdata," BORRADORES DE ECONOMIA 013965, BANCO DE LA REPÚBLICA.
    13. Carmen Hoyo & Ximena Pena & David Tuesta, 2013. "Factores de demanda que influyen en la Inclusion Financiera en Mexico. Analisis de las barreras a partir de la ENIF," Working Papers 1336, BBVA Bank, Economic Research Department.
    14. Francisco Fernández López, 2017. "Impacto de la informalidad laboral sobre el acceso a crédito formal," Coyuntura Económica, Fedesarrollo, vol. 47(1 y 2), pages 169-204, December.
    15. Luis Alberto Merchán Benavides, 2018. "¿Afecta la distancia de residencia a los centros urbanos la calidad en la cartera de creditos? Caso aplicado a una entidad financiera de Colombia," Vniversitas Económica 016451, Universidad Javeriana - Bogotá.
    16. Ana María Iregui-Bohórquez & Ligia Alba Melo-Becerra & María Teresa Ramírez-Giraldo & Ana María Tribín-Uribe, 2018. "Crédito formal e informal de los hogares en Colombia," Investigación Conjunta-Joint Research, in: María José Roa García & Diana Mejía (ed.),Decisiones financieras de los hogares e inclusión financiera: evidencia para América Latina y el Caribe, edition 1, volume 1, chapter 5, pages 133-166, Centro de Estudios Monetarios Latinoamericanos, CEMLA.

  19. Oscar Martínez A. & Andrés Murcia Pabón, 2007. "Desempeño financiero de los fondos de pensiones obligatorias en Colombia," Temas de Estabilidad Financiera 022, Banco de la Republica de Colombia.

    Cited by:

    1. Alejandro Reveiz & Carlos León & Juan Mario Laserna & Ivonne Martínez, 2008. "Recomendaciones para la modificación del régimen de pensiones obligatorias de Colombia," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República - ESPE, vol. 26(56), pages 78-113, June.
    2. Musalem, Alberto R. & Pasquini, Ricardo, 2012. "Private pension systems : cross-country investment performance," Social Protection Discussion Papers and Notes 68937, The World Bank.
    3. Andrés Mauricio Gómez Sánchez & José Gabriel Astaiza Gómez, 2015. "Ex-post Equity Risk Premiums and Economic Cycles in Colombia: An Empirical Research Using Kalman and Hodrick-Prescott Filters," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, vol. 7(1), pages 109-129, January.
    4. Oscar Martínez A. & Andrés Murcia Pabón, 2008. "Sistema de comisiones de las Administradoras de Fondos de Pensiones en Colombia," Temas de Estabilidad Financiera 033, Banco de la Republica de Colombia.

  20. Pedro Felipe Lega & Andrés Murcia & Diego Vásquez & Tatiana Venegas, 2007. "Volatilidad de la tasa de cambio nominal en Colombia y su relación con algunas variables," Borradores de Economia 473, Banco de la Republica de Colombia.

    Cited by:

    1. Andrés Murcia & Diego Rojas, 2014. "Determinantes de la tasa de cambio en Colombia: un enfoque de microestructura de mercados," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 32(74), pages 52-67, June.

  21. Pedro Felipe Lega & Andrés Murcia & Diego Vásquez & Tatiana Venegas, 2007. "Volatilidad de la tasa de cambio nominal en Colombia," BORRADORES DE ECONOMIA 004390, BANCO DE LA REPÚBLICA.

    Cited by:

    1. Alfredo Bateman y Javier E. Martinez & Javier Esteban Martinez, 2010. "Cuaderno 4: Análisis de las fuentes de oferta y demanda en el mercado de divisas," Cuadernos de Desarrollo Económico 007586, Secretaría Distrital de Desarrollo Económico.
    2. María Angélica Arbeláez & Roberto Steiner, 2009. "Volatilidad cambiaria en Colombia: cuantificación y determinantes," Working Papers Series. Documentos de Trabajo 009073, Fedesarrollo.

  22. Carolina Gómez Restrepo & Diego Jara Pinzón & Andrés Murcia Pabón, 2006. "Impacto De Las Operaciones De Los Fondos De Pensiones Obligatorias En Los Mercados Financieros Colombianos," Borradores de Economia 406, Banco de la Republica de Colombia.

    Cited by:

    1. Alejandro Reveiz & Carlos León & Freddy H. Castro & Gabriel Piraquive, 2009. "Modelo de simulación del valor de la pensión de un trabajador en Colombia," BORRADORES DE ECONOMIA 005387, BANCO DE LA REPÚBLICA.
    2. Andrés Murcia & Diego Rojas, 2014. "Determinantes de la tasa de cambio en Colombia: un enfoque de microestructura de mercados," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 32(74), pages 52-67, June.
    3. Hernando Vargas & Carlos Varela, 2008. "Capital Flows and Financial Assets in Colombia: Recent Behavior, Consequences and Challenges for the Central Bank," Borradores de Economia 502, Banco de la Republica de Colombia.

  23. Andrés Murcia Pabón & Hernán Piñeros G., 2006. "Situación del crédito en Colombia desde la perspectiva del sector financiero," Temas de Estabilidad Financiera 016, Banco de la Republica de Colombia.

    Cited by:

    1. Andrés Murcia Pabón, 2007. "Determinantes del acceso al crédito de los hogares colombianos," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 25(55), pages 40-83, December.
    2. Stephanou, Constantinos & Rodriguez, Camila, 2008. "Bank financing to small and medium-sized enterprises (SMEs) in Colombia," Policy Research Working Paper Series 4481, The World Bank.
    3. World Bank, 2007. "Colombia : Bank Financing to Small- and Medium-Sized Enterprises (SMEs) in Colombia," World Bank Other Operational Studies 7654, The World Bank.

  24. Andrés Murcia Pabón & Hernán Piñeros G., 2006. "Determinantes de la oferta de crédito en el sector financiero colombiano," Temas de Estabilidad Financiera 021, Banco de la Republica de Colombia.

    Cited by:

    1. Andrés Murcia Pabón, 2007. "Determinantes del acceso al crédito de los hogares colombianos," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 25(55), pages 40-83, December.

  25. Leonardo Villar Gómez & David M. Salamanca Rojas & Andrés Murcia Pabón, 2005. "Crédito, Represión Financiera y Flujos de Capitales en Colombia 1974-2003," Borradores de Economia 322, Banco de la Republica de Colombia.

    Cited by:

    1. Constanza Martínez Ventura, 2008. "The Effects of Financial Intermediation on Colombian Economic Growth," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República - ESPE, vol. 26(57), pages 250-280, December.
    2. Julian Parra-Polania & Carmiña Vargas, 2015. "Optimal tax on capital inflows discriminated by debt-risk profile," International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 22(1), pages 102-119, February.
    3. Christian Bustamante, 2011. "Política monetaria contracíclica y encaje bancario," Borradores de Economia 646, Banco de la Republica de Colombia.
    4. Leonardo Villar Gómez & David M. Salamanca Rojas & Andrés Murcia Pabón, 2005. "Crédito, Represión Financiera y Flujos de Capitales en Colombia 1974-2003," Borradores de Economia 322, Banco de la Republica de Colombia.
    5. Andrés Murcia Pabón, 2007. "Determinantes del acceso al crédito de los hogares colombianos," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 25(55), pages 40-83, December.
    6. Luis Eduardo Arango & Lina Cardona-Sosa, 2015. "Determinants of consumer credit within a constrained framework: evidence from Colombian microdata," Borradores de Economia 912, Banco de la Republica de Colombia.
    7. Julián A. Parra Polanía & Carmiña O. Vargas Riaño, 2012. "Valor óptimo del impuesto sobre flujos de capital para Colombia," BORRADORES DE ECONOMIA 009705, BANCO DE LA REPÚBLICA.
    8. Esteban Gómez & Andrés Murcia Pabón & Nancy Zamudio Gómez, 2011. "Financial Conditions Index: Early and Leading Indicator for Colombia?," Temas de Estabilidad Financiera 055, Banco de la Republica de Colombia.
    9. Juan David Prada Sarmiento, 2008. "Financial Intermediation and Monetary Policy in a Small Open Economy," BORRADORES DE ECONOMIA 005010, BANCO DE LA REPÚBLICA.
    10. Esteban Gómez & Sandra Rozo, 2008. "Beyond bubbles: the role of asset prices in early-warning indicators," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 26(56), pages 114-148, June.
    11. Esteban Gómez & Sandra Rozo, 2007. "Beyond Bubbles: The role of asset prices in early-warning indicators," Borradores de Economia 457, Banco de la Republica de Colombia.
    12. Esteban Gómez & Andrés Murcia Pabón & Nancy Zamudio Gómez, 2013. "Foreign Debt Flows and Domestic Credit: A Principal-Agent Approach," Temas de Estabilidad Financiera 075, Banco de la Republica de Colombia.
    13. Luis E. Arango & Lina Cardona-Sosa, 2015. "Determinants of consumer credit within a debt constrained framework. Evidence from microdata," BORRADORES DE ECONOMIA 013965, BANCO DE LA REPÚBLICA.
    14. Leonardo Villar Gómez & David M. Salamanca Rojas, 2005. "Un modelo teórico sobre crédito, represión financiera y flujos de capital," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República - ESPE, vol. 23(48), pages 184-233, June.
    15. Gloria Cecilia Martínez, 2008. "Anatomía de los ciclos económicos en Colombia 1970-2007," BORRADORES DE ECONOMIA 004569, BANCO DE LA REPÚBLICA.

Articles

  1. Gambacorta, Leonardo & Murcia, Andrés, 2020. "The impact of macroprudential policies in Latin America: An empirical analysis using credit registry data," Journal of Financial Intermediation, Elsevier, vol. 42(C).

    Cited by:

    1. Grégory LEVIEUGE & Jose David GARCIA REVELO, 2020. "When could macroprudential and monetary policies be in conflict?," LEO Working Papers / DR LEO 2749, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
    2. Henry Penikas, 2020. "IRB Asset and Default Correlation: Rationale for the Macroprudential Add-ons to the Risk-Weights," Bank of Russia Working Paper Series wps56, Bank of Russia.

  2. Gómez, Esteban & Murcia, Andrés & Lizarazo, Angélica & Mendoza, Juan Carlos, 2020. "Evaluating the impact of macroprudential policies on credit growth in Colombia," Journal of Financial Intermediation, Elsevier, vol. 42(C).
    See citations under working paper version above.
  3. Andrés Murcia & Diego Rojas, 2014. "Determinantes de la tasa de cambio en Colombia: un enfoque de microestructura de mercados," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República - ESPE, vol. 32(74), pages 52-67, June.
    See citations under working paper version above.
  4. Juan Amador & José Gómez-González & Andrés Pabón, 2013. "Loan growth and bank risk: new evidence," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 27(4), pages 365-379, December.
    See citations under working paper version above.
  5. García-Suaza, Andrés Felipe & Gómez-González, José E. & Pabón, Andrés Murcia & Tenjo-Galarza, Fernando, 2012. "The cyclical behavior of bank capital buffers in an emerging economy: Size does matter," Economic Modelling, Elsevier, vol. 29(5), pages 1612-1617.
    See citations under working paper version above.
  6. Esteban Gómez & Andrés Murcia & Nancy Zamudio, 2011. "Financial Conditions Index: Early and Leading Indicator for Colombia," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República - ESPE, vol. 29(66), pages 174-220, December.
    See citations under working paper version above.
  7. Diego Vásquez E. & Pedro Felipe Lega G. & Andrés Murcia P. & Tatiana Venegas K., 2008. "Volatilidad de la tasa de cambio nominal en Colombia y su relación con algunas variables," Coyuntura Económica, Fedesarrollo, June.
    See citations under working paper version above.
  8. Dario Estrada & Andrés Murcia P. & Karen Penagos Q., 2008. "Los efectos de la tasa de interés de usura en Colombia," Coyuntura Económica, Fedesarrollo, June.

    Cited by:

    1. Luis Alberto Merchán Benavides, 2018. "¿Afecta la distancia de residencia a los centros urbanos la calidad en la cartera de creditos? Caso aplicado a una entidad financiera de Colombia," Vniversitas Económica 016451, Universidad Javeriana - Bogotá.

  9. Andrés Murcia Pabón, 2007. "Determinantes del acceso al crédito de los hogares colombianos," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República - ESPE, vol. 25(55), pages 40-83, December.
    See citations under working paper version above.
  10. Villar Gómez Leonardo & David M. Salamanca Rojas & Andrés Murcia Pabón, 2005. "Crédito, represión financiera y flujos de capitales en Colombia: 1974-2003," Revista Desarrollo y Sociedad, Universidad de los Andes - CEDE, May.
    See citations under working paper version above.

Chapters

  1. Leonardo Gambacorta & Andrés Murcia, 2019. "The impact of macroprudential policies and their interaction with monetary policy: an empirical analysis using credit registry data," IFC Bulletins chapters, in: Bank for International Settlements (ed.),Are post-crisis statistical initiatives completed?, volume 49, Bank for International Settlements. See citations under working paper version above.
  2. Hernando Vargas, Pamela Cardozo and Andrés Murcia, 2017. "The macroprudential policy framework in Colombia," BIS Papers chapters, in: Bank for International Settlements (ed.),Macroprudential policy frameworks, implementation and relationships with other policies, volume 94, pages 103-128, Bank for International Settlements.
    See citations under working paper version above.
  3. Cardozo, Pamela & Murcia, Andrés & Cely, Jorge, 2015. "Shadow banking y liquidez en Colombia," Chapters, in: Jose E. Gomez-Gonzalez & Jair N. Ojeda-Joya (ed.),Política monetaria y estabilidad financiera en economías pequeñas y abiertasPolítica monetaria y estabilidad financiera en economías pequeñas y abiert, chapter 1, pages 1-37, Banco de la Republica de Colombia.
    See citations under working paper version above.Sorry, no citations of chapters recorded.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Rankings

This author is among the top 5% authors according to these criteria:
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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 20 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-MAC: Macroeconomics (13) 2006-11-04 2014-01-17 2014-05-17 2014-12-24 2017-01-08 2017-05-14 2017-05-14 2017-05-28 2017-09-24 2018-01-22 2020-04-13 2020-05-25 2020-07-13. Author is listed
  2. NEP-CBA: Central Banking (11) 2006-03-25 2012-11-03 2014-01-17 2014-05-17 2016-03-23 2017-01-08 2017-05-14 2017-05-14 2017-05-28 2017-09-24 2020-04-13. Author is listed
  3. NEP-BAN: Banking (10) 2011-04-16 2011-04-23 2012-11-03 2013-04-27 2014-01-17 2014-05-17 2017-01-08 2017-05-14 2018-01-22 2020-04-13. Author is listed
  4. NEP-MON: Monetary Economics (3) 2017-05-14 2017-05-28 2017-09-24
  5. NEP-LAM: Central & South America (2) 2006-11-04 2013-04-20
  6. NEP-RMG: Risk Management (2) 2012-11-03 2020-04-13
  7. NEP-CFN: Corporate Finance (1) 2020-04-13
  8. NEP-CMP: Computational Economics (1) 2014-05-17
  9. NEP-FDG: Financial Development & Growth (1) 2013-04-27
  10. NEP-FMK: Financial Markets (1) 2006-03-25

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