Research classified by Journal of Economic Literature (JEL) codes

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Top JEL
/ C: Mathematical and Quantitative Methods
/ / C3: Multiple or Simultaneous Equation Models; Multiple Variables
/ / / C32: Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models

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This JEL code is mentioned in the following RePEc Biblio entries:

1. Estimated DSGE Models
2. Forecasting with DSGE Models
3. Nowcasting
4. Sign Restrictions
5. Bayesian Vector autoregressions (BVARs)
6. Dynamic Factor Models

1986

• Katarina Juselius & Javier Ordóñez, , "The Balassa-Samuelsson effect and the wage, price and unemployment dynamics in Spain," Working Papers on International Economics and Finance, FEDEA, number 05-13.
• Bollerslev, Tim, 1986, "Generalized autoregressive conditional heteroskedasticity," Journal of Econometrics, Elsevier, volume 31, issue 3, pages 307-327, April.

1978

• Bianchi, Carlo & Calzolari, Giorgio & Cleur, Eugene M., 1978, "Spectral analysis of stochastic and analytic simulation results for a nonlinear model for the Italian economy," MPRA Paper, University Library of Munich, Germany, number 22966, revised 1978.

208

• Khobai, Hlalefang, 2018, "Renewable energy consumption and economic growth in Argentina. A multivariate co-integration analysis," MPRA Paper, University Library of Munich, Germany, number 85080, Mar.

0

• Anindya Banerjee & Victor Bystrov & Paul Mizen, 2010, "Interest rate Pass-Through in the Major European Economies - The Role of Expectations," Discussion Papers, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM), number 10/03, Mar.
• Kevin Lee & Anthony Garratt & Kalvinder Shields, 2010, "Measuring the Natural Output Gap Using Actual and Expected Output Data," Discussion Papers, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM), number 10/07, Jul.
• Kevin Lee & James Morley & Kalvinder Shields, 2011, "The Meta Taylor Rule," Discussion Papers, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM), number 11/07, Jul.
• Yifei Lyu, 2021, "The Macroeconomic Effects of Government Spending Shocks in New Zealand," Treasury Working Paper Series, New Zealand Treasury, number 21/02, Jun.
• Benjamin Poignard & Manabu Asaiz, 2020, "A Penalised OLS Framework for High-Dimensional Multivariate Stochastic Volatility Models," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 20-02, Jan.
• Ian Laker & Chun-Kai Huang & Allan Ernest Clark, 2017, "Dependent bootstrapping for value-at-risk and expected shortfall," Risk Management, Palgrave Macmillan, volume 19, issue 4, pages 301-322, November, DOI: 10.1057/s41283-017-0023-y.
• Marcin Faldzinski & Michal Bernard Pietrzak, , "The Multivariate DCC-GARCH Model with Interdependence among Markets in Conditional Variances’ Equations," Working Papers, Institute of Economic Research, number 164/2015, revised Nov 2015.
• Afees A. Salisu & Rangan Gupta & Jacobus Nel & Elie Bouri, 2021, "The (Asymmetric) Effect of El Nino and La Nina on Gold and Silver Prices in a GVAR Model," Working Papers, University of Pretoria, Department of Economics, number 202132, Apr.
• Afees A. Salisu & Rangan Gupta & Riza Demirer, 2021, "The Financial US Uncertainty Spillover Multiplier: Evidence from a GVAR Model," Working Papers, University of Pretoria, Department of Economics, number 202145, Jun.
• Riza Demirer & Rangan Gupta & Afees A. Salisu & Renee van Eyden, 2021, "Firm-level Business Uncertainty and the Predictability of the Aggregate U.S. Stock Market Volatility during the COVID-19 Pandemic," Working Papers, University of Pretoria, Department of Economics, number 202157, Aug.
• Afees A. Salisu & Rangan Gupta & Riza Demirer, 2021, "The Effect of Oil Price Uncertainty Shock on International Equity Markets: Evidence from a GVAR Model," Working Papers, University of Pretoria, Department of Economics, number 202160, Aug.
• Camilla Mastromarco & Léopold Simar & Valentin Zelenyuk, 2019, "Predicting Recessions: A New Measure of Output Gap as Predictor," CEPA Working Papers Series, School of Economics, University of Queensland, Australia, number WP112019, Oct.
• Rodney Strachan & Herman K. van Dijk, , "Bayesian Model Averaging in Vector Autoregressive Processes with an Investigation of Stability of the US Great Ratios and Risk of a Liquidity Trap in the USA, UK and Japan," MRG Discussion Paper Series, School of Economics, University of Queensland, Australia, number 1407.
• Sinchan Mitra & Tara M. Sinclair, , "Output Fluctuations in the G-7: An Unobserved Components Approach," MRG Discussion Paper Series, School of Economics, University of Queensland, Australia, number 2509.
• Hideaki Hirata & M. Ayhan Kose & Chris Otrok, , "Regionalization vs. Globalization," Working Paper, Harvard University OpenScholar, number 164456.
• Gaurav Aakar & Vaibhav Agarwal & Varun Chotia, 0, "Assessing the Impact of Public Infrastructure Investment on Economic Performance: the Case of India," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, volume 20, issue 65, pages 137-152, September.
• Manamba Epaphra, 0, "The Twin Deficits Hypothesis: An Empirical Analysis for Tanzania," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, volume 20, issue 65, pages 2-34, September.
• Abu Hasan & Anita Zaman & Zohirul Islam Sikder & Abdul Wadud, 0, "The Dynamics of Electricity Consumption, Energy Use and GDP in Bangladesh," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, volume 20, issue 65, pages 35-49, September.
• John M. Maheu & Thomas H. McCurdy, 2009, "Do High-Frequency Measures of Volatility Improve Forecasts of Return Distributions?," Working Paper series, Rimini Centre for Economic Analysis, number 19_09, Jan.
• Noureddinne Benlaghaa & Fahad Shafiqa & Rashid Hassan Al-Derham & Nur Ain Shahrier, , "When Banks and Insurers Move Together: Why Systemic Risk Lives in the Tails?," Working Papers, South East Asian Central Banks (SEACEN) Research and Training Centre, number wp60, revised Nov 2025.
• George Pasmangiu, 2020, "A Retrospective Analysis And Construction Of A Financial Stability Index For Romania In The 2010s," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 10913090, Jul.
• Harsimrat Kaeley & Ye QIAO & Nader BAGHERZADEH, 0000, "Support for Stock Trend Prediction Using Transformers and Sentiment Analysis," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 13815878.
• Krzysztof Drachal, 0000, "Choosing Parameters for Bayesian Symbolic Regression: An Application to Modelling Commodities Prices," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 14116014.
• Gergana Taneva-Angelova & Stefan Raychev, 0000, "Examining the Correlation between Gold Price Fluctuations and Unemployment Levels in the Context of Green Transition: Insights from Time Series Analysis and Granger Causality," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 15016513.
• Jamiu Ibrahim Aminu & Mohammed Shamwil & Ibrahim Abdullahi, 0000, "Energy Efficiency and Economic Growth in Nigeria: A Long-Run Perspective," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 15016577.
• Krzysztof Drachal & Joanna J?drzejewska, 0000, "Forecasting the Index of Commodities Prices Using Various Bayesian Models," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 15316933.
• Peter C.B.Phillips & Jun Yu, , "Maximum Likelihood and Gaussian Estimation of Continuous Time Models in Finance," Working Papers, Singapore Management University, Sim Kee Boon Institute for Financial Economics, number CoFie-08-2009.
• Michele Ca' Zorzi & Micha􏰀l Rubaszek, 2018, "Exchange rate forecasting on a napkin," GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit, number GRU_2018_025, Dec.
• Mali Chivakul & Bernhard Kassner, 2018, "Can Consumption Growth in China Keep Up As Investment Slows?," GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit, number GRU_2018_026, Dec.
• Johan Blomquist & JoakimWesterlund, , "Testing Slope Homogeneity in Large Panels with Serial Correlation," Working Papers, Deakin University, Department of Economics, number 2014_04.
• Andreas Dietrich & Christian Furtwängler & Christoph Weber, , "Thesenpapier: Managing combined power and heat portfolios in sequential spot power markets under uncertainty," EWL Working Papers, University of Duisburg-Essen, Chair for Management Science and Energy Economics, number 2003.
• Alain KABUNDI & Rangan GUPTA, 2009, "The Effect of Monetary Policy on House Price Inflation: A Factor Augmented Vector Autoregression (FAVAR) Approach," EcoMod2009, EcoMod, number 21500048, Jun.
• Antonio RIBBA, 2008, "On Some Neglected Implications of the Fisher Effect," EcoMod2008, EcoMod, number 23800114, Jul.
• Ferhan SALMAN & Tolga CASKURLU & Mustafa PINAR & Aslihan SALIH, 2008, "Can Central Bank Interventions Affect the Exchange Rate Volatility? Multivariate GARCH Approach Using Constrained Nonlinear Programming," EcoMod2008, EcoMod, number 23800121, Jul.
• Lenno UUSKÜLA, 2008, "Limited Participation or Sticky Prices? New Evidence from Firm Entry and Failures," EcoMod2008, EcoMod, number 23800147, Jul.
• Antonio Afonso & Miguel St. Aubyn, 2007, "Macroeconomic Rates of Return of Public and Private Investment: Crowding-in and Crowding-out Effects," EcoMod2007, EcoMod, number 23900000, Jul.
• Jean-Pierre Allegret & Alain Sand-Zantman, 2007, "Modeling the Impact of Real and Financial Shocks on Mercosur: the Role of the Exchange Rate Regime," EcoMod2007, EcoMod, number 23900001, Jul.
• Fabio Rumler & Maria Teresa Valderrama, 2007, "Comparing the New Keynesian Phillips Curve with Time Series Models to Forecast Inflation," EcoMod2007, EcoMod, number 23900080, Jul.
• Aitor Ciarreta & Ainhoa Zarraga, 2007, "Electricity Consumption and Economic Growth: Evidence from Spain," Energy and Environmental Modeling 2007, EcoMod, number 24000009, Sep.
• António AFONSO & Ricardo SOUSA, 2010, "Fiscal Policy, Housing and Stock Prices," EcoMod2010, EcoMod, number 259600005, May.
• Kerim Peren ARIN & Otto F. REICH & Peter H. HELLES, 2010, "Should We Care About the Composition of Tax Based Stimulus Packages?," EcoMod2010, EcoMod, number 259600012, May.
• Burcu ERDOGAN & Guglielmo MARIA CAPORALE & Vladimir KUZIN, 2010, "Testing Stock Market Convergence: A Non-linear Factor Approach," EcoMod2010, EcoMod, number 259600051, May.
• Luca GATTINI & Paul HIEBERT, 2010, "Forecasting and Assessing Euro Area House Prices Through the Lens of Key Fundamentals," EcoMod2010, EcoMod, number 259600061, May.
• Luca ONORANTE & Gianluigi FERRUCCI & Rebeca JIMÉNEZ-RODRÍGUEZ, 2010, "Food Price Pass-Through in the Euro Area: the Role of Asymmetries and Non-Linearities," EcoMod2010, EcoMod, number 259600125, May.
• Luca ONORANTE & Guglielmo MARIA CAPORALE & Paolo PAESANI, 2010, "Inflation and Inflation Uncertainty in the Euro Area," EcoMod2010, EcoMod, number 259600126, May.
• Hugo ROJAS-ROMAGOSA & Luis RIVERA, 2010, "Human Capital Formation and the Linkage between Trade and Poverty: The Cases of Costa Rica and Nicaragua," EcoMod2010, EcoMod, number 259600142, May.
• Olena BILAN & Boriss SILIVERSTOVS, 2010, "Modelling Inflation Dynamics in Transition Economies: The Case of Ukraine," EcoMod2004, EcoMod, number 330600023, Jan.
• Maria Teresa VALDERRAMA & Sylvia KAUFMANN, 2010, "Modeling Credit Aggregates," EcoMod2004, EcoMod, number 330600146, Jan.
• PESARAN M. Hashem & SCHUERMANN Til & WEINER Scott, 2010, "Modelling Regional Interdependencies using a Global Error-Correcting Macroeconometric Model," EcoMod2003, EcoMod, number 330700121, Jan.
• Jaromír Baxa & Tomáš Šestořád, 2019, "The Czech Exchange Rate Floor: Depreciation without Inflation?," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2019/6, May, revised May 2019.
• Barbora Malinska, 2019, "Realized Moments and Bond Pricing," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2019/11, May, revised May 2019.
• Oscar Bajo-Rubio & Simón Sosvilla-Rivero, , "A Quantitative Analysis of the Effects of Capital Controls: Spain, 1986-1990," Working Papers on International Economics and Finance, FEDEA, number 00-01.
• Francisco J. Climent & Vicente Meneu, , "Has 1997 Asian Crisis Increased Information Flows Between International Markets?," Working Papers on International Economics and Finance, FEDEA, number 01-01.
• Fernando Pérez de Gracia & Juncal Cuñado, , "Intertemporal Current Account and Productivity Shocks: Evidence for Some European Countries," Working Papers on International Economics and Finance, FEDEA, number 01-05.
• Ramon Maria-Dolores, , "Asymmetries in the Cyclical Effects of Monetary Policy on Output: Some European Evidence," Working Papers on International Economics and Finance, FEDEA, number 02-04.
• Mariam Camarero & Renato G. Flores, Jr. & Cecilio R. Tamarit, , "Monetary Union and productivity differences in Mercosur countries," Working Papers on International Economics and Finance, FEDEA, number 03-04.
• Francisco Ledesma-Rodríguez & Jorge Pérez-Rodríguez & Simón Sosvilla-Rivero, , "An empirical examination of exchange-rate credibility determinants in the EMS," Working Papers on International Economics and Finance, FEDEA, number 04-01.
• Albert Marcet & Morte O. Ravn, , "The HP-Filter in Cross-Country Comparisons," Studies on the Spanish Economy, FEDEA, number 100.
• Julieta Caunedo & Riccardo DiCecio & Ivana Komunjer & Michael T. Owyang, 2013, "Asymmetry, Complementarities, and State Dependence in Federal Reserve Forecasts," Working Papers, Federal Reserve Bank of St. Louis, number 2013-012, revised 29 Dec 2017, DOI: 10.20955/wp.2013.012.
• Bent Jesper Christensen & Morten Ø. Nielsen, , "Semiparametric Analysis of Stationary Fractional Cointegration and the Implied-Realized Volatility Relation in High-Frequency Options Data," Economics Working Papers, Department of Economics and Business Economics, Aarhus University, number 2001-4.
• Boriss Siliverstovs, , "Multicointegration in US consumption data," Economics Working Papers, Department of Economics and Business Economics, Aarhus University, number 2001-6.
• Nielsen, Morten Oe., , "Spectral Analysis of Fractionally Cointegrated Systems," Economics Working Papers, Department of Economics and Business Economics, Aarhus University, number 2002-12.
• Boris Siliverstovs & Tom Engsted & Niels Haldrup, , "Long-run forecasting in multicointegrated systems," Economics Working Papers, Department of Economics and Business Economics, Aarhus University, number 2002-15.
• Nielsen, Morten Oe., , "Local Empirical Spectral Measure of Multivariate Processes with Long Range Dependence," Economics Working Papers, Department of Economics and Business Economics, Aarhus University, number 2002-16.
• Nielsen, Morten Oe., , "Multivariate Lagrange Multiplier Tests for Fractional Integration," Economics Working Papers, Department of Economics and Business Economics, Aarhus University, number 2002-18.
• Morten Oerregaard Nielsen, , "Efficient Inference in Multivariate Fractionally Integrated Time Series Models," Economics Working Papers, Department of Economics and Business Economics, Aarhus University, number 2002-6.
• Morten Oerregaard Nielsen, , "Optimal Residual Based Tests for Fractional Cointegration and Exchange Rate Dynamics," Economics Working Papers, Department of Economics and Business Economics, Aarhus University, number 2002-7.
• Haldrup, Niels, , "Empirical analysis of price data in the delineation of the relevant geographical market in competition analysis," Economics Working Papers, Department of Economics and Business Economics, Aarhus University, number 2003-9.
• Bent Jesper Christensen & Michel van der Wel, , "An Asset Pricing Approach to Testing General Term Structure Models including Heath-Jarrow-Morton Specifications and Affine Subclasses," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-14.
• Carriquiry, Miguel, 2016, "An Examination Of The Relationship Between Biodiesel And Soybean Oil Prices Using An Asset Pricing Model," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts, Agricultural and Applied Economics Association, number 236167, May, DOI: 10.22004/ag.econ.236167.
• Valenti, Daniele & Bastianin, Andrea & Manera, Matteo, 2022, "A weekly structural VAR model of the US crude oil market," FEEM Working Papers, Fondazione Eni Enrico Mattei (FEEM), number 324040, May, DOI: 10.22004/ag.econ.324040.
• Hernandez, Manuel A. & Ibarra, Raul & Trupkin, Danilo R., 2012, "How far do shocks move across borders? Examining volatility transmission in major agricultural futures markets," 2012 Conference, August 18-24, 2012, Foz do Iguacu, Brazil, International Association of Agricultural Economists, number 124979, Jun, DOI: 10.22004/ag.econ.124979.
• Hyndman, Rob J. & Grunwald, Gary K., , "Generalized Additive Modelling of Mixed Distribution Markov Models with Application to Melbourne's Rainfall," Department of Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 267393, DOI: 10.22004/ag.econ.267393.
• Molua, Ernest L. & Benhin, James K.A. & Kabubo-Mariara, Jane & Ouedraogo, Mathieu & El-Marsafawy, Samia, 2010, "Global climate change and vulnerability of African agriculture: implications for resilience and sustained productive capacity," Quarterly Journal of International Agriculture, Humboldt-Universitaat zu Berlin, volume 49, issue 3, pages 1-29, DOI: 10.22004/ag.econ.155547.
• Aissa Djedaiet & Hicham Ayad, , "The double whammy of COVID-19 and oil price collapse: Spillover effects on inflation and exchange rates," Review of Socio - Economic Perspectives, Reviewsep, number 202206, DOI: https://doi.org/10.19275/RSEP126.
• Ibrahim Aytekin, , "Effects of R&D, innovation and investments on development in T rkiye: An empirical investigation for the 1990-2019 period," Review of Socio - Economic Perspectives, Reviewsep, number 202218, DOI: https://doi.org/10.19275/RSEP139.
• Merouane Bensenouci & Abdelkader Sahed, , "Comparative study of the impact of oil price shock on inflation with its impact on inflation determinants in Algeria," Review of Socio - Economic Perspectives, Reviewsep, number 202315, DOI: https://doi.org/10.19275/RSEP158.
• Aicha Aouar & Asma Tahraoui, , "The effect of foreign direct investment (FDI) on economic growth: The case of AMU," Review of Socio - Economic Perspectives, Reviewsep, number 202326, DOI: https://doi.org/10.19275/RSEP169.
• Damien Challet & Sorin Solomon & Gur Yaari, 2008, "The universal shape of economic recession and recovery after a shock," Papers, arXiv.org, number 0802.2004, Feb, revised Aug 2009.
• Ivan O. Kitov & Oleg I. Kitov & Svetlana A. Dolinskaya, 2008, "Inflation as a function of labor force change rate: cointegration test for the USA," Papers, arXiv.org, number 0811.0892, Nov.
• Ivan O. Kitov & Oleg I. Kitov & Svetlana A. Dolinskaya, 2008, "Relationship between inflation, unemployment and labor force change rate in France: cointegration test," Papers, arXiv.org, number 0811.0896, Nov.
• Mohamed El Hedi Arouri, 2009, "Are Stock Markets Integrated? Evidence from a Partially Segmented ICAPM with Asymmetric Effects," Papers, arXiv.org, number 0905.3875, May.
• Krenar Avdulaj & Jozef Barunik, 2013, "Can we still benefit from international diversification? The case of the Czech and German stock markets," Papers, arXiv.org, number 1308.6120, Aug, revised Sep 2013.
• Ivan Kitov & Oleg Kitov, 2013, "Does Banque de France control inflation and unemployment?," Papers, arXiv.org, number 1311.1097, Nov.
• Thomas Lux & D. Sornette, 1999, "On Rational Bubbles and Fat Tails," Papers, arXiv.org, number cond-mat/9910141, Oct.
• Timothy Cogley, , "How Fast Can the New Economy Grow? A Bayesian Analysis of the Evolution of Trend Growth," Working Papers, Department of Economics, W. P. Carey School of Business, Arizona State University, number 2133301.
• María Ripoll & Martha Misas & Enrique López, 1995, "Una Descripción del Ciclo Industrial en Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 033, May, DOI: 10.32468/be.33.
• Martha Misas & Carlos Esteban Posada & Diego Mauricio Vásquez, 2001, "¿Está Determinado el Nivel de Precios por las Expectativas de Dinero y Producto en Colombia?," Borradores de Economia, Banco de la Republica de Colombia, number 191, Oct, DOI: 10.32468/be.191.
• Carlos Arango Arango & Angela Milena Rojas, 2003, "Demanda Laboral en el Sector Manufacturero COlombiano: 1977-1999," Borradores de Economia, Banco de la Republica de Colombia, number 247, Jun, DOI: 10.32468/be.247.
• Juan José Echavarría & Diego Vásquez & Mauricio Villamizar, 2005, "La tasa de cambio Real en Colombia. ¿Muy Lejos del Equilibrio?," Borradores de Economia, Banco de la Republica de Colombia, number 337, Jun, DOI: 10.32468/be.337.
• Enrique López Enciso & Martha Misas Arango, 2006, "Las fuentes del desempleo en Colombia: un examen a partir de un modelo SVEC," Borradores de Economia, Banco de la Republica de Colombia, number 411, Oct, DOI: 10.32468/be.411.
• Juan José Echavarría Soto & Enrique López Enciso & Martha Misas Arango & Juana Téllez Corredor & Juan Carlos Parra Alvarez, 2006, "La Tasa de Interés Natural en Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 412, Oct, DOI: 10.32468/be.412.
• Ligia Melo B. & Héctor Zárate S. & Juana Tellez C., 2006, "El Ahorro De Los Hogares En Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 428, Dec, DOI: 10.32468/be.428.
• Jose Luis Torres, 2007, "La estimación de la brecha del producto en Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 462, Oct, DOI: 10.32468/be.462.
• Juan José Echavarría & Enrique López Enciso & Martha Misas Arango, 2007, "La Tasa de Cambio Real de Equilibrio en Colombia y su Desalineamiento: Estimación a través de un modelo SVEC," Borradores de Economia, Banco de la Republica de Colombia, number 472, Dec, DOI: 10.32468/be.472.
• Jacobo Campo Robledo, 2007, "Efecto de los cambios en el gasto y en los ingresos del gobierno sobre el PIB: Una caracterización empírica para Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 475, Dec.
• Oscar Becerra & Luis Fernando Melo, 2008, "Medidas de riesgo financiero usando cópulas: teoría y aplicaciones," Borradores de Economia, Banco de la Republica de Colombia, number 489, Feb, DOI: 10.32468/be.489.
• Dairo Estrada & Javier Gutiérrez Rueda, 2008, "Supervisión y regulación del sistema financiero: Modelos, implicaciones y alcances," Borradores de Economia, Banco de la Republica de Colombia, number 490, Feb, DOI: 10.32468/be.490.
• Jorge Andrés Tamayo, 2008, "La tasa natural de desempleo en Colombia y sus determinantes," Borradores de Economia, Banco de la Republica de Colombia, number 491, Feb, DOI: 10.32468/be.491.
• Juan Carlos Parra Alvarez, 2008, "Hechos estilizados de la economía colombiana: fundamentos empíricos para la construcción y evaluación de un modelo DSGE," Borradores de Economia, Banco de la Republica de Colombia, number 509, Apr, DOI: 10.32468/be.509.
• Oscar Becerra & Luis Fernando Melo, 2008, "Transmisión de tasas de interés bajo el esquema de metas de inflación: evidencia para Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 519, Jun, DOI: 10.32468/be.519.
• Alejandro Reveiz & Carlos León, 2008, "Efficient Portfolio Optimization in the Wealth Creation and Maximum Drawdown Space," Borradores de Economia, Banco de la Republica de Colombia, number 520, Jun, DOI: 10.32468/be.520.
• Luis Eduardo Arango & Fernando Arias & Luz Adriana Flórez, 2008, "Trends, Fluctuations, and Determinants of Commodity Prices," Borradores de Economia, Banco de la Republica de Colombia, number 521, Jul, DOI: 10.32468/be.521.
• Daniel Mejía & María Teresa Ramírez & Jorge Tamayo, 2008, "The Demographic Transition in Colombia: Theory and Evidence," Borradores de Economia, Banco de la Republica de Colombia, number 538, Nov, DOI: 10.32468/be.538.
• Andrés Salamanca & Viviana Monroy, 2008, "Deuda externa pública e inversión en Colombia 1994-2007: Evidencia de un Modelo No-Lineal TAR," Borradores de Economia, Banco de la Republica de Colombia, number 543, Dec, DOI: 10.32468/be.543.
• Ignacio Lozano & Karen Rodríguez, 2009, "Assessing the Macroeconomic Effects of Fiscal Policy in Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 552, Mar, DOI: 10.32468/be.552.
• Juan José Echavarría S. & Enrique López E. & Martha Misas A., 2009, "Intervenciones cambiarias y política monetaria en Colombia. Un análisis de VAR estructural," Borradores de Economia, Banco de la Republica de Colombia, number 580, Nov, DOI: 10.32468/be.580.
• Jorge Luis Hurtado Guarín & Luis Fernando Melo Velandia, 2010, "Una metodología multivariada de desagregación temporal," Borradores de Economia, Banco de la Republica de Colombia, number 586, Feb, DOI: 10.32468/be.586.
• Hernando Vargas & Carlos Varela & Yanneth R. Betancourt & Norberto Rodríguez, 2010, "Effects of Reserve Requirements in an Inflation Targeting Regime: The Case of Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 587, Feb, DOI: 10.32468/be.587.
• Luz Adriana Flórez, 2010, "Monetary Policy and Commodity Prices: an endogenous analysis using an SVAR approach," Borradores de Economia, Banco de la Republica de Colombia, number 610, Jun, DOI: 10.32468/be.610.
• Andrés González & Omar Mendoza & Hernán Rincón & Norberto Rodríguez, 2010, "Ciclo económico y efecto inflacionario de la depreciación de la moneda," Borradores de Economia, Banco de la Republica de Colombia, number 611, Jun, DOI: 10.32468/be.611.
• Ana María Iregui B. & Ligia Alba Melo B. & María Teresa Ramírez G., 2010, "Downward Wage Rigidities and Other Firms’ Responses to an Economic Slowdown: Evidence from a Survey of Colombian Firms," Borradores de Economia, Banco de la Republica de Colombia, number 612, Jul, DOI: 10.32468/be.612.
• Luis Fernando Melo Velandia & Joan Camilo Granados Castro, 2010, "Regulación y Valor en Riesgo," Borradores de Economia, Banco de la Republica de Colombia, number 615, Jul, DOI: 10.32468/be.615.
• Martha López P. & Fernando Tenjo G. & Héctor Zárate Solano, 2010, "The Risk-Taking Channel and Monetary Transmission Mechanism in Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 616, Jul, DOI: 10.32468/be.616.
• Eliana González & Luis F. Melo & Luis E. Rojas & Brayan Rojas, 2010, "Estimations of the natural rate of interest in Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 626, Nov, DOI: 10.32468/be.626.
• Ana María Iregui B. & Ligia Alba Melo B. & María Teresa Ranírez G., 2010, "Wage differentials across economic sectors in the Colombian formal labour market: evidence from a survey of firms," Borradores de Economia, Banco de la Republica de Colombia, number 629, Nov, DOI: 10.32468/be.629.
• Fredy Alejandro Gamboa Estrada, 2011, "Determinants of the Exchange Rate in Colombia under Inflation Targeting," Borradores de Economia, Banco de la Republica de Colombia, number 635, Jan, DOI: 10.32468/be.635.
• Santiago Caicedo & Miguel Ángel Morales Mosquera & David Pérez-Reyna, 2010, "Un análisis de sobrevaloración en el mercado de la vivienda en Colombia," Temas de Estabilidad Financiera, Banco de la Republica de Colombia, number 051, Sep, DOI: 10.32468/tef.51.
• Wilmar Cabrera & Javier Gutiérrez Rueda & Juan Carlos Mendoza & Luis Fernando Melo, 2011, "Relación entre el riesgo sistémico del sistema financiero y el sector real," Temas de Estabilidad Financiera, Banco de la Republica de Colombia, number 062, Sep, DOI: 10.32468/tef.62.
• Wilmar Cabrera & Luis Melo & Juan Carlos Mendoza, 2012, "Valor en Riesgo Condicional para el portafolio de deuda pública de las entidades financieras," Temas de Estabilidad Financiera, Banco de la Republica de Colombia, number 072, Sep, DOI: 10.32468/tef.72.
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