Luis Fernando Melo-Velandia

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Especialización en Finanzas

Research Lines

Cross-Sectional Models; Spatial Models; Treatment Effect Models; Quantile Regressions
Cross-Sectional Models; Spatial Models; Treatment Effect Models; Quantile Regressions; Social Interaction Models
Financial Econometrics
Prices, Business Fluctuations, and Cycles: Forecasting and Simulation: Models and Application
Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill

Academic Profiles

Institutional affiliation

Main Econometrician - Unidad de Econometría

Bogotá, Colombia

Profile:

Senior econometrician of the econometric unit with research interests in applied econometrics and time series for macroeconomics and finance.

Publications
Academic formation
Co-authors

Articles

Mostrando 6 - 10 de 44

Parra-Amado, D., Melo-Velandia, L. F., (2022), Extreme weather events and high Colombian food prices: A non-stationary extreme value approach, AGRICULTURAL ECONOMICS

Parra-Amado, D., Melo-Velandia, L. F., Melo-Velandia, L. F., (2020), Nonlinear relationship between the weather phenomenon El Niño and Colombian food prices, AUSTRALIAN JOURNAL OF AGRICULTURAL AND RESOURCE ECONOMICS

Cubillos-Rocha, J. S., Gómez-González, J. E., Melo-Velandia, L. F., (2019), Detecting exchange rate contagion using copula functions, NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, 47, (pp. 13-22)

Gamba-Santamaría, S., Gómez-González, J. E., Hurtado-Guarín, J. L., Melo-Velandia, L. F., (2019), Volatility spillovers among global stock markets: measuring total and directional effects, EMPIRICAL ECONOMICS, 56, (5), (pp. 1581-1599)

Gómez-González, J. E., Melo-Velandia, L. F., Gomez-Malagon, S., Ordoñez-Callamand, D., (2019), A rank approach for studying cross-currency bases and the covered interest rate parity, EMPIRICAL ECONOMICS, (pp. 1-13)

Working Papers

Showing 6 - 10 of 85

Melo-Velandia, L. F., Orozco-Vanegas, C. A., Parra-Amado, D., (2022), Ofertas Públicas de Adquisición y su efecto sobre las rentabilidades en el mercado accionario: El caso de NUTRESA y SURA en Colombia, Borradores de Economia, (1195)

Melo-Velandia, L. F., Orozco-Vanegas, C. A., Parra-Amado, D., (2022), Extreme weather events and high Colombian food prices: A nonstationary extreme value approach, Borradores de Economia, (1189)

Gamba-Santamaría, S., Melo-Velandia, L. F., Orozco-Vanegas, C. A., (2021), What can credit vintages tell us about non-performing loans?, Borradores de Economia, (1154)

Melo-Velandia, L. F., Ospina-Tejeiro, J. J., Parra-Polanía, J. A., (2020), Effects of Banco de la Republica’s Communication on the Yield Curve, Borradores de Economia, (1137)

Abril-Salcedo, D. S., Melo-Velandia, L. F., Parra-Amado, D., (2019), Relaciones no lineales entre el fenómeno climático el Niño y los precios de los alimentos en Colombia, Borradores de Economia, (1085)

Journal Ensayos sobre Política Económica

Showing 1 - 4 of 4

Toro-Córdoba, J. H., Arango-Lozano, L., Gamboa-Estrada, F. A., León-Díaz, L. V., López-Piñeros, M. R., Melo-Velandia, L. F., Martínez-Cruz, D. A., Quicazán-Moreno, C. A., Rincón-Castro, H., Rodríguez-Niño, N., Romero-Chamorro, J. V., Ruiz-Cardozo, C. H., Ruiz-Sanchez, M. A., Sánchez-Jabba, A. M., Sarmiento, M., Villamizar-Villegas, M., (2023), Portfolio Capital Flows in Colombia, (105)

Iregui-Bohórquez, A. M., Anzola-Bravo, C., Ballén-Rubio, L. F., Bejarano-Salcedo, V., González-Molano, E. R., Grajales, A., Guarín-López, A., Hernández-Montes, M. A., Hernández-Ortega, R. E., Julio-Román, J. M., Melo-Velandia, L. F., Muñoz-Martínez, J., Núñez-Amórtegui, H. M., Otero-Cardona, J., Pérez-Amaya, J. M., Rincón-Torres, A. D., Romero-Chamorro, J. V., Sánchez-Jabba, A. M., Torres-Medina, P. A., (2021), What do surveys tell us about the formation of inflation expectations?, (100)

Sánchez-Beltrán, P. M., Melo-Velandia, L. F., (2013), Combinación de brechas del producto colombiano, ENSAYOS SOBRE POLITICA ECONOMICA**, 31, (72), (pp. 74-82)

Iregui-Bohórquez, A. M., Melo-Velandia, L. F., Ramírez-Giraldo, M. T., (2007), Productividad regional y sectorial en Colombia : un análisis utilizando datos de panel, ENSAYOS SOBRE POLITICA ECONOMICA**, 25, (53), (pp. 18-65)