Job Market Paper

  1. Velásquez-Giraldo, M. (2023): “Life-Cycle Portfolio Choices and Heterogeneous Stock Market Expectations,”Job Market Paper.

Working Papers

  1. Barth, D., N. W. Papageorge, K. Thom, and M. Velásquez-Giraldo. (2022): “Genetic Endowments, Income Dynamics, and Wealth Accumulation Over the Lifecycle,” Working Paper Series, National Bureau of Economic Research. Submitted.

Work in Progress

  1. Barth, D., N. W. Papageorge, K. Thom, P. Rakheja, and M. Velásquez-Giraldo. “Using Subjective Beliefs Data to Characterize Heterogeneity: A Machine Learning Approach,”
  2. Carroll, C. D., and M. Velásquez-Giraldo. “Fading Memory, Disagreement, and Asset Price Dynamics,”
  3. Carroll, C. D., A. Lujan, A. Shanker, and M. Velásquez-Giraldo. “Portfolio Choice with Risky Housing,”

Pre-Ph.D. Journal Publications

  1. Álvarez-Franco, S. I., D. A. Restrepo-Tobón, and M. Velásquez-Giraldo. (2017): “Medición del valor en riesgo de portafolios de renta fija usando modelos multifactoriales dinámicos de tasas de interés,” Estudios Gerenciales, 33, 52–63.
  2. Velásquez Giraldo, M., J. C. Gutiérrez Betancur, and P. M. Almonacid Hurtado. (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, 21, 73–80.
  3. Velásquez-Giraldo, M., and D. Restrepo-Tobón. (2016): “Affine Term Structure Models: Forecasting the Yield Curve for Colombia,” Lecturas de Economía, , 53–90.
  4. Velásquez-Giraldo, M., G. Canavire-Bacarreza, and A. Lundberg. (2023): “Crime Variability, Peer Effects, and Economic Inequality in Social Networks,” Journal of Economic Criminology, 1, 100011.
  5. Velásquez-Giraldo, M., G. Canavire-Bacarreza, K. P. Huynh, and D. T. Jacho-Chavez. (2018): “Flexible Estimation of Demand Systems: A Copula Approach,” Journal of Applied Econometrics, 33, 1109–16.


Other Working Documents and Software

  1. Velásquez-Giraldo, M. (2021): “Mv77/RiskyContrib: A Two-Asset Savings Model with an Income-Contribution Scheme,”Zenodo.