Juan Manuel Julio-Román

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M. Sc. Estadística

Research Lines

Academic Profiles

Institutional affiliation

Main Researcher - Unidad de Investigaciones

Bogotá, Colombia

Profile:

Juan Manuel Julio is BS in Statistics graduated with honors from Universidad Nacional de Colombia, and MSc in Statistics from the University of Chicago. His research interests and publications cover a wide variety of subjects such as monetary, exchange and fiscal policies, as well as information systems development, among others.

At the start of his career he was a member of the team that calculated the level of effective protection for the 1991 Colombian Trade Liberalization program, for which he developed the International Trade Information System. Simultaneously, he carried out research that led to the abandonment of the Crawling Peg exchange rate regime. Later, he became a member of the technical team that developed the Haircut methodology for REPO operations in the Bank, for which he developed the Public Debt Operations Information System. This system was also an input for the development of the Super Intendencia Financiera Financial Pricing regulation, in which he also took part as a member of its technical team.

Afterwards, accompanied by Javier Gómez, he undertook a research agenda on the Demand for Money and the Inflation Targeting Regime in Colombia. More precisely, two of their papers laid down the quantitate support for this regime in the country. Finally, this research agenda also included results on the development of Output Gap and NAIRU measurements, key indicators for the Inflation Targeting Regime.

More recently, in company of several co-workers, he was awarded the Rodrigo Gómez 2015 prize, while he was studying both, the effectiveness of the Colombian Central Bank intervention in the FOREX market, the effect of fiscal decentralization and wrote the refference works for Colombia on the stickiness of PPI and CPI prices. He has also studied the effect of price stickiness on the transmission mechanisms of monetary policy, the debt limit estimation for Colombia, the relationships between "El Niño" and food prices, y between oil prices and the exchange rate. In the same way, he has researched on the styilized facts and rationality of inflation expectations, as well as the passthrough from minimum wage increases to inflation.

Currently, Juan Manuel Julio, is developing monetary policy indicators from disaggregated consumer prices in Colombia.

Publications
Academic formation
Co-authors

Articles

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Lozano-Espitia, L. I., Julio-Román, J. M., (2016) . Descentralización fiscal y crecimiento económico en Colombia: evidencia de datos de panel a nivel regional. CEPAL REVIEW (119) (pp. 65-82)

Lozano-Espitia, L. I., Julio-Román, J. M., (2016) . Fiscal decentralization and economic growth in Colombia: evidence from regional-level panel data. CEPAL REVIEW (119) (pp. 65-82)

Julio-Román, J. M., (2006) . Implementación, Uso e Interpretación del Fan Chart. Revista Colombiana de Estadistica 29 (1) (pp. 109-131)

Books

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Julio-Román, J. M., (2017) . The Stylized Facts of Exchange Rates in Brazil, Chile, Colombia and Peru . : LAP LAMBERT Academic Publishing

Hamann-Salcedo, F. A., Julio-Román, J. M., Restrepo-Echavarría, P., Riascos, A., (2009) . Costos de la desinflación en un sistema de metas de inflación en una economía pequeña y abierta: el caso de Colombia. : Center for Latin American Monetary Studies, CEMLA

Book chapters

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Julio-Román, J. M., Zárate-Solano, H. M., (2011) . Capítulo5. The Price Setting Behavior in Colombia: Evidence from PPI Micro Data.

Julio-Román, J. M., (2009) . Capítulo 6. Problema de agente-principal con garantía de desempeño mínimo: el caso de las cuentas obligatorias de ahorro individual de pensión.

Working Papers

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Rincón-Torres, A. D., de-la-Hortúa-Pulido, L. M., Rojas-Silva, K., Julio-Román, J. M., (2023) . Borradores de Economía - The Low Frequency Effect of Macroeconomic News on Colombian Government Bond Yields. Borradores de Economia (1263)

Rincón-Torres, A. D., Salas-Ávila, A. F., Julio-Román, J. M., (2023) . Borradores de Economía - Inflation Expectations: Rationality, Disagreement and the Role of the Loss Function in Colombia. Borradores de Economia (1262)

Rincón-Torres, A. D., Rojas-Silva, K., Julio-Román, J. M., (2021) . The Interdependence of FX and Treasury Bonds Markets: The Case of Colombia. Borradores de Economia (1171)

Bejarano-Salcedo, V., Moreno-Jiménez, W. I., Julio-Román, J. M., (2020) . La Magnitud y Duración del Efecto de la Intervención por Subastas sobre el Mercado Cambiario: El caso Colombiano. Borradores de Economia (1142)

Bejarano-Salcedo, V., Caicedo-García, E., Lizarazo-Bonilla, N. F., Julio-Román, J. M., Cárdenas-Cárdenas, J. A., (2020) . Hechos estilizados de la relación entre el niño, la niña y la inflación en Colombia. Borradores de Economia (1105)

Journal Ensayos sobre Política Económica

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Arango, L. E., Ávila-Montealegre, O. I., Bonilla-Mejía, L., Botero, J., Caicedo-García, E., Dávalos, E., Flórez, L. A., Gómez-Pineda, J. G., Grajales, A., Guarín-López, A., Hamann-Salcedo, F. A., Hermida-Giraldo, D., Julio-Román, J. M., Lasso-Valderrama, F. J., Martínez-Cortés, N., Méndez-Vizcaíno, J. C., Morales, L. F., Ospina-Tejeiro, J. J., Pulido-Mahecha, K. L., Ramos-Veloza, M. A., Vargas-Riaño, C. O., (2022) . Efectos macroeconómicos del salario mínimo en Colombia. (103)

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) . ¿Qué nos dicen las encuestas sobre la formación de expectativas de inflación?. (100)

Rincón-Castro, H., Arango-Lozano, L., Ariza-Murillo, S., Bejarano-Salcedo, V., Cardozo-Ortiz, P. A., Gamboa-Estrada, F. A., Julio-Román, J. M., León-Díaz, L. V., Miranda-Triana, C., Moreno-Jiménez, W. I., Ocampo-Gaviria, J. A., Parra-Polanía, J. A., Quicazán-Moreno, C. A., Rodríguez-Niño, N., Rodriguez-Novoa, D., Rojas-Moreno, J. S., Sánchez-Jabba, A. M., Sarmiento, M., Villamizar-Villegas, M., Zárate-Solano, H. M., (2020) . Impacto de la intervención cambiaria y su duración. Ensayos Sobre Politica Economica (98)

Lozano-Espitia, L. I., Arias-Rodríguez, F., Bejarano-Rojas, J. A., González, A., Granger-Castaño, C., Hamann-Salcedo, F. A., Hernández-Turca, Y., Julio-Román, J. M., López-Piñeros, M. R., Méndez-Vizcaíno, J. C., Ramos-Forero, J. E., Rincón-Castro, H., Rodríguez-Guzmán, D. A., Toro-Córdoba, J. H., Zárate-Solano, H. M., (2019) . La política fiscal y la estabilización macroeconómica en Colombia. Ensayos Sobre Politica Economica (90)

Gómez-Pineda, J. G., Julio-Román, J. M., (1998) . Output Gap estimation, estimation uncertainty and its effect on policy rules. Ensayos Sobre Politica Economica 17 (34) 89-117