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Mateo Velásquez-Giraldo
(Mateo Velasquez-Giraldo)

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First Name:Mateo
Middle Name:
Last Name:Velasquez-Giraldo
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RePEc Short-ID:pve411
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Research output

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Articles

  1. Mateo Velásquez‐Giraldo & Gustavo Canavire‐Bacarreza & Kim P. Huynh & David T. Jacho‐Chavez, 2018. "Flexible Estimation of Demand Systems: A Copula Approach," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 33(7), pages 1109-1116, November.
  2. Diego Alexander Restrepo-Tobón & Sara Isabel Álvarez-Franco & Mateo Velásquez-Giraldo, 2017. "Medición del valor en riesgo de portafolios de renta fija usando modelos multifactoriales dinámicos de tasas de interés," Estudios Gerenciales, Universidad Icesi, vol. 33(124), pages 52-63, March.
  3. Mateo Velásquez Giraldo & Diego Restrepo Tobón, 2016. "Affine Term Structure Models: Forecasting the Yield Curve for Colombia," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 85, pages 53-90, Julio - D.
  4. Velásquez, Mateo & Gutiérrez , Juan & Almonacid , Paula, 2016. "Calibración de parámetros de los modelos de tasas de interés NS y NSS para Colombia: una nota técnica," Journal of Economics, Finance and Administrative Science, Universidad ESAN, vol. 21(41), pages 73-80.

Citations

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  1. Mateo Velásquez‐Giraldo & Gustavo Canavire‐Bacarreza & Kim P. Huynh & David T. Jacho‐Chavez, 2018. "Flexible Estimation of Demand Systems: A Copula Approach," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 33(7), pages 1109-1116, November.

    Mentioned in:

    1. Flexible Estimation of Demand Systems: A Copula Approach (Journal of Applied Econometrics 2018) in ReplicationWiki ()

Articles

  1. Mateo Velásquez‐Giraldo & Gustavo Canavire‐Bacarreza & Kim P. Huynh & David T. Jacho‐Chavez, 2018. "Flexible Estimation of Demand Systems: A Copula Approach," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 33(7), pages 1109-1116, November.

    Cited by:

    1. Montoya-Blandón, Santiago & Jacho-Chávez, David T., 2020. "Semiparametric quasi maximum likelihood estimation of the fractional response model," Economics Letters, Elsevier, vol. 186(C).

  2. Mateo Velásquez Giraldo & Diego Restrepo Tobón, 2016. "Affine Term Structure Models: Forecasting the Yield Curve for Colombia," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 85, pages 53-90, Julio - D.

    Cited by:

    1. Carlos Castro-Iragorri & Juan Felipe Peña & Cristhian Rodríguez, 2021. "A Segmented and Observable Yield Curve for Colombia," Journal of Central Banking Theory and Practice, Central bank of Montenegro, vol. 10(2), pages 179-200.

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