Franz Hamann
Biographic Data
| ID | 4166808 |
|---|---|
| NAME | Franz Hamann |
| GIVEN NAMES | Franz |
| FAMILY NAME | Hamann |
| SIGNATURE | HAMANN F |
| AFFILIATIONS | Banco de la República Colombia |
| ORCID | 0000-0002-4394-4680 |
| VERIFIED | Yes |
| TOTAL WORKS | 3 |
| TOTAL CITATIONS | 2 |
| WORKS AS AUTHOR | 3 |
| WORKS AS EDITOR | 0 |
| FIRST PUBLICATION YEAR | 2010 |
| LATEST PUBLICATION YEAR | 2019 |
| H-INDEX | 1 |
Credit and saving constraints in general equilibrium
Lack of Credibility, Inflation Persistence and Disinflation in Colombia
This paper measures inflation persistence in Colombia for the period 1990-2010 and estimates the implied speed at which agents learn about the central bank’s inflation target. We estimate Erceg and Levin’s (2003) imperfect credibility model using Bayesian techniques and compare the posterior odds of this model against a conventional Neokeynesian model with ad-hocprice indexation. The odds are strongly in favor of the imperfect credibility model, …
Efectos de la política monetaria sobre las tasas de interés de los créditos hipotecarios en Colombia
This article presents a quantitative analysis of the impact central bank monetary policy on interest rates of mortgage loans, both long and short term. First, the econometric results confirm the existence of a cointegrating relationship, as found before by Galindo and Hofstetter (2008) between the interest rate mortgage loans (TICH) and yields central bank public debt securities (TES). Unlike this study, we conclude that in the long term the rela…
Credit and saving constraints in general equilibrium
Efectos de la política monetaria sobre las tasas de interés de los créditos hipotecarios en Colombia
This article presents a quantitative analysis of the impact central bank monetary policy on interest rates of mortgage loans, both long and short term. First, the econometric results confirm the existence of a cointegrating relationship, as found before by Galindo and Hofstetter (2008) between the interest rate mortgage loans (TICH) and yields central bank public debt securities (TES). Unlike this study, we conclude that in the long term the rela…
Efectos de la política monetaria sobre las tasas de interés de los créditos hipotecarios en Colombia
This article presents a quantitative analysis of the impact central bank monetary policy on interest rates of mortgage loans, both long and short term. First, the econometric results confirm the existence of a cointegrating relationship, as found before by Galindo and Hofstetter (2008) between the interest rate mortgage loans (TICH) and yields central bank public debt securities (TES). Unlike this study, we conclude that in the long term the rela…
Lack of Credibility, Inflation Persistence and Disinflation in Colombia
This paper measures inflation persistence in Colombia for the period 1990-2010 and estimates the implied speed at which agents learn about the central bank’s inflation target. We estimate Erceg and Levin’s (2003) imperfect credibility model using Bayesian techniques and compare the posterior odds of this model against a conventional Neokeynesian model with ad-hocprice indexation. The odds are strongly in favor of the imperfect credibility model, …
Credit and saving constraints in general equilibrium
Econometrics (2 works) · Economics (2 works) · Monetary economics (2 works) · Monetary Policy and Economic Impact (2 works) · Aggregate (composite (1 work) · Bayesian probability (1 work) · Capital (architecture (1 work) · Credibility (1 work) · Disinflation (1 work) · Economic theories and models (1 work)