Carrera 7 14-78 Piso 11, Bogota, Colombia Telephone

JOSE EDUARDO GOMEZ-GONZALEZ
Work Address:
Carrera 7 14-78 Piso 11, Bogota, Colombia
Telephone:
(571) 3430359
E-Mail Address:
[email protected]
Fields of Specialization:
Financial Economics; Macroeconomics; Applied Econometrics
Education:
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Ph.D. (Economics), Cornell University, 2007
o Dissertation Title: “Three Econometric Essays in the Economics of Banking”
o Doctoral Committee: Karl Shell, Nicholas M. Kiefer, Levon Barseghyan
o Concentration: Macroeconomics, Financial Economics, Applied Econometrics
M.A. (Economics), Cornell University, 2007
B.A. (Economics), Universidad Nacional De Colombia, 1999
Work Experience:
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Senior Research Economist, Research Department, Banco de la Republica (Central
Bank of Colombia), October 2010 – Currently
Director, Department of Markets Operations and Development, Banco de la Republica
(Central Bank of Colombia), January 2008 – September 2010
Research Economist, Financial Stability Department, Banco de la Republica (Central
Bank of Colombia), June 2007 – December 2007
Junior Economist, Financial Stability Department, Banco de la Republica (Central Bank
of Colombia), September 2001 – August 2003
Consultant, Secretary of Education of Bogota, August 1999 – August 2001
Junior Economist, Instituto Ser de Investigacion, January 1999 – July 1999
Lecturer, Economics Department, at: Universidad de Los Andes, Universidad Nacional
de Colombia, Universidad del Rosario, Universidad Externado de Colombia, Pontificia
Universidad Javeriana
Publications:
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Gomez-Gonzalez, J.E.; A.F. Garcia-Suaza (2011); A. Murcia and F. Tenjo (2011): “The
cyclical behavior of bank capital buffers in an emerging economy: size does matter”,
Economic Modelling 29, 1612-1617.
Gomez-Gonzalez, J.E. and N.R. Reyes (2012): “Firm Failure and Relationship Lending
in an Emerging Economy: New Evidence from Small Businesses”, Macroeconomics
and Finance in Emerging Market Economies (Forthcoming).
DOI:10.1080/17520843.2012.691890
Gomez-Gonzalez, J.E. (2012): “Failing and merging as competing alternatives during
times of financial distress: evidence from the Colombian financial crisis”,
International Economic Journal (Forthcoming).
DOI: 10.1080/10168737.2011.632023
Gomez-Gonzalez, J.E. and A.F. Garcia-Suaza (2012): “A simple test of momentum in
foreign exchange markets”, Emerging Markets Finance And Trade (Forthcoming).
Gomez-Gonzalez, J.E.; C. Leon and K. Leiton (2012): “Does the use of foreign
currency derivatives affect Colombian firms’ market value?”, Emerging Markets
Finance And Trade (Forthcoming).
Gomez-Gonzalez, J.E.; I.P. Orozco; J.H. Piñeros and J.V. Romero (2012):
“Determinantes del número de relaciones bancarias de las empresas privadas en
Colombia”, Ensayos Sobre Politica Economica (Forthcoming).
Gomez-Gonzalez, J.E. and N. Reyes (2011): “The number of banking relationships and
the business cycle: new evidence from Colombia”, Economic Systems 35, 408-418.
Gomez-Gonzalez, J.E. and A.F. Garcia-Suaza (2010): “The competing risks of
acquiring and being acquired: evidence from Colombia’s financial sector”, Economic
Systems 34, 437-449.
Gomez-Gonzalez J.E. and I.P.O. Hinojosa (2010): “Estimation of time-homogeneous
credit quality transition matrices”, Economic Modelling 27, 89-96.
Gomez-Gonzalez, J.E. and I.P. Orozco (2010): “Un modelo de alerta temprana para el
sistema financiero Colombiano”, Ensayos Sobre Politica Economica 28 (62), 124147.
Gomez-Gonzalez, J.E.; A.P. Morales; F. Pineda and N. Zamudio (2009): “An
alternative methodology for estimating credit quality transition matrices”, Journal of
Risk Management in Financial Institutions 2 (4), 353-364.
Gomez-Gonzalez, J.E. and N.M. Kiefer (2009): “Bank failure: evidence from the
Colombian financial crisis”, The International Journal of Business and Finance
Research 3 (2), 15-32.
Gomez-Gonzalez, J.E. and N.M. Kiefer (2009): “Evidence of non-markovian behavior
in the process of bank rating migrations”, Latin American Journal of Economics 46
(133), 33-50.
Gomez-Gonzalez, J.E. and A.F. Garcia-Suaza (2009): “Determinantes de las fusioines y
adquisiciones en el sistema financiero Colombiano”, Revista de Economia del
Rosario 12 (1), 45-66.
Gomez-Gonzalez, J.E. and F. Grosz (2007): “Evidence of a bank lending channel for
Argentina and Colombia”, Latin American Journal of Economics 44 (129), 109-126.
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Gomez-Gonzalez, J.E. and N.R. Reyes (2002): “El racionamiento del credito y las crisis
financieras”, Revista De Economia Institucional 4 (7), 62-75.
Gomez-Gonzalez, J.E. and N.R. Reyes (2001): “Estimacion de la demanda
transaccional de dinero en Colombia”, Lecturas de Economia 54, 115-131.
Gomez-Gonzalez, J.E. and N.R. Reyes (2000): “Politica monetaria, inflacion y
crecimiento economico”, Cuadernos de Economia 19 (32), 139-153.
Working Papers:
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Gomez-Gonzalez, J.E.; J.H. Piñeros and J.M. Uribe (2009): “Determinantes de la
rentabilidad de los bancos en Colombia: ¿Importa la tasa de cambio?”, Borradores de
Economia 556.
Gomez-Gonzalez, J.E.; A.P. Morales and N. Zamudio (2007): “Estimacion de matrices
de transicion de la calidad de cartera comercial de las entidades financieras
Colombianas”, Temas de Estabilidad Financiera 26.
Gomez-Gonzalez, J.E.; I.P.O. Hinojosa and N. Zamudio (2006): "Analisis de la
probabilidad condicional de incumplimiento de los mayores deudores privados del
sistema financiero Colombiano”, Temas de Estabilidad Financiera 19.
Gomez-Gonzalez, J.E. (1999): “Especificacion de la demanda por dinero con
innovacion financiera”, Borradores de Economia 128.
Fellowships And Awards:
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Outstanding Research Award, Institute for Business and Finance Research, Summer
Meeting, San Jose, Costa Rica, May 2009.
Outstanding Research Award, Institute for Business and Finance Research, Winter
Meeting, Honolulu Hi, January 2008.
Graduate School Travel Grant, Cornell University, 2007.
Doctoral Scholarship, Banco de la Republica (Central Bank Of Colombia), 2003-2007.
Presentations At Conferences, Seminars And Workshops:
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Third CCA Conference, Bank for International Settlements, Rio de Janeiro, Brazil,
April 2012.
Finance Department’s Workshop, Universidad Eafit, Medellin, Colombia, February
2012.
Lehigh University’s Economics Department Seminar, Bethlehem, PA, USA, January
2012.
Bank of England’s Prudential Policy Division Seminar, London, England, January
2012.
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16th Annual Latin American and Caribean Economics Association’s Meeting and Latin
American Meetings of the Econometric Association, Santiago de Chile, Chile,
November 2011.
Banco de la Republica’s Economics Workshop, Bogota, Colombia, August, 2011.
Banco de la Republica’s Economics Workshop, Bogota, Colombia, April, 2011.
Finance Department’s Workshop, Universidad Eafit, Medellin, Colombia, March 2011.
IX Risk Congress, Asobancaria (Banking and Finance Association of Colombia),
Cartagena, Colombia, November 2010.
VII Conference on Investment, Universidad De Medellin, Medellin, Colombia,
November 2010.
Finance Department’s Workshop, Universidad Eafit, Medellin, Colombia, February
2010.
VI Annual Seminar of Ensayos Sobre Politica Economica (Central Bank of Colombia’s
Journal), Bogota, Colombia, October 2009.
Economics Department’s Workshop, Universidad Eafit, Medellin, Colombia, October
2009.
Conference on Finance and Banking, Asobancaria (Banking and Finance Association of
Colombia), Bogota, Colombia, June 2009.
Global Conference on Business and Finance Research, Institute for Business and
Finance Research, San Jose, Costa Rica, May 2009.
Economics Department’s Workshop, Pontificia Universidad Javeriana, Bogota,
Colombia, May 2009.
Economics Department’s Workshop, Universidad del Rosario, Bogota, Colombia, April
2009.
Conference “Passion to Export”, Universidad del Rosario, Bogota, Colombia,
December 2008.
Economics Department’s Workshop, Pontificia Universidad Javeriana, Bogota,
Colombia, October 2008.
Economics Department’s Workshop, Universidad del Rosario, Bogota, Colombia,
August 2008.
XVIII National Simposium on Statistics, Universidad Nacional De Colombia,
Cartagena, Colombia, August 2008.
Global Conference on Business and Finance Research, Institute for Business and
Finance Research, Honolulu, HI, USA, January 2008.
VIII Meeting of Jolate (Latin American Research Group on Economic Theory),
Medellin, Colombia, October 2007.
Economics Department’s Workshop, Universidad del Rosario, Bogota, Colombia,
August 2007.
V Simposium on Microeconomics, Universidad Nacional de Colombia and Universidad
Externado de Colombia, Bogota, Colombia, July 2007.
Econometrics’ Workshop, Department Of Economics, Cornell University, Ithaca, NY,
USA, April 2007.
OCC’s (Office Of The Comptroller Of The Currancy) Risk Workshop, Washington,
D.C., USA, October 2006.
Banco de la Republica’s Economics Workshop, Bogota, Colombia, June 2006.
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Twips Workshop, Cornell University, Ithaca, NY, USA, March 2006.
Banco de la Republica’s Economics Workshop, Bogota, Colombia, February 1999.
Other Professional Activities:
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Editorial Board of: Ensayos Sobre Politica Economica (Central Bank Of Colombia’s
Journal).
Referee For: Economic Modelling; Applied Economics; Applied Financial Economics;
Applied Stochastic Models in Business and Industry; Journal of Risk Management in
Financial Institutions; Revista de Economia del Rosario; Lecturas de Economia;
Revista de Economia Institucional; Ensayos Sobre Politica Economica.
Professional Affiliations:
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Society For the Study of Emerging Markets
Latin American Economics Association (LACEA)
References:
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Karl Shell
o Thorne Professor of Economics, Cornell University
o Editor, Journal of Economic Theory
o Telephone: (607) 255-5277
o Fax: (607) 255-8838
o E-mail: [email protected]
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Nicholas M. Kiefer
o Ta-Chung Liu Professor of Economics and Statistics, Cornell University
o Telephone: (607) 255-5617
o Fax: (607) 255-2818
o E-mail: [email protected]
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Levon Barseghyan
o Associate Professor of Economics, Cornell University
o Telephone: (607) 255-6284
o Fax: (607) 255-2818
o E-Mail: [email protected]
June 2012