Research
Work in Progress
- ``Beliefs, Stock Holding, and Wealth Accumulation Throughout the Life Cycle.’’
- Upcoming presentation: 4th Behavioral Macroeconomics Workshop.
- Upcoming presentation: 4th Behavioral Macroeconomics Workshop.
- ``Genetic Endowments, Income Dynamics, and Wealth
Accumulation Over the Lifecycle.’’ With Daniel Barth, Nicholas Papageorge,
and Kevin Thom. Draft in preparation.
- Upcoming presentation: NBER SI 2022 - Aging.
- Upcoming presentation: NBER SI 2022 - Aging.
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``Using Subjective Beliefs Data to Characterize Heterogeneity: A Machine Learning Approach.’’ With Daniel Barth, Nicholas Papageorge, Kevin Thom, and Prerna Rakheja.
- ``Crime Variability, Peer Effects, and Economic Inequality in Social Networks.’’
With Gustavo Canavire-Bacarreza and Alex L. Lundberg. Submitted.
Peer-Reviewed Publications
- 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.
- 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.
- Velásquez-Giraldo, M., and D. A. Restrepo-Tobón. (2016): “Modelos afines de la estructura a plazos de tasas de interés: Pronosticando la curva de rendimientos para Colombia,” Lecturas de Economía, , 53–90.
- 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.