Andrés Ramírez Hassan

Resumen
Área de Mercados y Estrategia Financiera

Información general

Ph.D. en Ciencias Estadísticas, Universidad Nacional de Colombia, Colombia // Coordinador Grupo de Investigación Omega

Contacto

Correo electrónico/e-mail: aramir21@eafit.edu.co
Dirección/address: Carrera 49 N 7 sur 50, Medellín-Colombia-South America. Bloque 26, oficina 204
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Resumen CV / Summary

Econometrista teórico y aplicado que trabaja en el Departamento de Economía de la Universidad EAFIT (Medellín, Colombia). Desarrolló su instancia PostDoctoral en the Department of Econometrics and Business Statistics en Monash University (Melbourne, Australia), y obtuvo su título de Ph.D. en Ciencias Estadísticas de la Universidad Nacional de Colombia (Medellín, Colombia), donde también se graduó como MSc en Economía, y pregrado en Economía. Adicionalmente, obtuvo un MSc en Finanzas en la Universidad EAFIT. Ha sido profesor visitante en the Department of Economics en the University of Melbourne, y docente en la Universidad de Los Andes, y la Universidad Pontifica Bolivariana. Ha publicado más de 50 artículos en revistas indexadas internacionales y nacionales, tales como: R Journal, Journal of Applied Econometrics, International Journal of Forecasting, Econometric Reviews, Australian and New Zealand Journal of Statistics, Brazilian Journal of Probability and Statistics, Colombian Journal of Statistics, Economic Modelling, Spatial Economic Analysis, World Development, Economic Inquiry, Journal of Sport Economics y Empirical Economics, entre otras revistas internacionales. En la industria ha desarrollado trabajos de consultoría en proyecciones de demanda para Empresas Públicas de Medellín (EPM), y el grupo Nutresa, entre otras compañías. Igualmente, ha desarrollado metodologías de evaluación de proyectos de inversión para la Agencia APP del municipio de Medellín, y la Comisión de Regulación de Energía y Gas (CREG), al igual que evaluaciones de impacto para el Banco Interamericano de Desarrollo (BID).

A theory and applied econometrician working as a Professor in the Department of Economics at Universidad EAFIT (Medellín, Colombia). He got a Ph.D. in statistical science, two masters’ degrees, one in finance and another in economics, and a bachelor’s degree in Economics. In addition, he was a research fellow at the Department of Econometrics and Business Statistics at Monash University (Melbourne, Australia), and a visiting professor in the Department of Economics at Melbourne University. Having completed his Ph.D. degree, much of his theory research has been in the area of Bayesian Econometrics with applications in finance, utilities, health, crime and sports. His work has been published (or is forthcoming) in the Econometric Reviews, Journal of Applied Econometrics, R Journal, Spatial Economic Analysis, Economic Inquiry, World Development, International Journal of Forecasting, Journal of Sport Economics, Empirical Economics, Economic Modeling and other highly regarded international research outlets. Andrés has also led projects for multilateral institutions, public agencies and industry such as Inter-American Development Bank, the Colombian energy and gas regulation council, the local Medellín government, Empresas Públicas de Medellín, Grupo Nutresa, among others.

Intereses académicos e investigativos / Research and Teaching Interest

Econometría bayesiana // Bayesian Econometrics
Efectos causales // Causal Effects
Aprendizaje automatizado // Machine Learning

Estudios realizados / Education

Ph.D in Statistical Sciences, Universidad Nacional de Colombia, Colombia.
Master in Finance, Universidad EAFIT, Colombia.
Master in Economics, Universidad Nacional de Colombia, Colombia.
Economist, Universidad Nacional de Colombia., Colombia.

Publicaciones / Publications

Jetter, M. Mahmood, R., Parmeter, C. & Ramírez-Hassan, A. 2022. Post-Cold War civil conflict and the role of history and religion: A stochastic search variable selection approach. Economic Modelling, 114, 1--14.
Ramírez-Hassan, A. & Graciano, M.(2021). A Guided tour of Bayesian regression. The R Journal, 1–19.
Puerta A. & Ramírez-Hassan, A. (2021). Promoting academic honesty: a Bayesian causal analysis of an integrity pilot campaign. Education Economics, 1-19. https://www.tandfonline.com/doi/full/10.1080/09645292.2021.2006609
Martin, G., Loaiza-Maya, R., Frazier, D., Maneesoonthorn, W. & Ramírez-Hassan, A. 2021. Optimal probabilistic forecasts: When do they work? International Journal of Forecasting. Optimal probabilistic forecasts: When do they work? Proper scoring rules are used to assess the out-of-sample accuracy of probabilistic forecasts, with different scoring rules rewarding distinct aspects… www.sciencedirect.com
Ramírez-Hassan, A. 2021. Bayesian estimation of the EASI demand system: Replicating the Lewbel and Pendakur (2009) results. Journal of Applied Econometrics. Bayesian estimation of the EASI demand system: Replicating the Lewbel and Pendakur (2009) results† - Ramírez‐Hassan - - Journal of Applied Econometrics - Wiley Online Library. Summary This paper proposes a Bayesian approach to perform inference in the exact affine Stone index (EASI) demand system that was proposed by Lewbel and Pendakur (2009), while taking into account ... onlinelibrary.wiley.com
Ramírez Hassan, A. & Carvajal, D. 2021. Regressor selection uncertainty in Internet adoption: a developing city case. Utilities Policy, 70. Specification uncertainty in modeling internet adoption: A developing city case analysis - ScienceDirect. Previous studies have overlooked the uncertainty regarding which predictors predict Internet adoption. • We use stochastic search variable selection to identify predictors of Internet adoption among 33.6 million potential models.
www.sciencedirect.com
Ramírez Hassan, A. & Blandón Montoya, S. 2020. "Forecasting from others’ experi-ence Bayesian Estimation of the Generalized Bass Model". International Journal of Forecasting, 36, 2, 442-465.
Ramírez Hassan, A. & Guerra, R. 2020. "Optimal portfolio choice: A minimum expectedloss approach". Mathematics and Financial Economics, 14, 97-120.
Sanchez, J., Restrepo, D. & Ramírez Hassan, A. 2020. "Inefficiency and Bank Failures: AJoint Bayesian Estimation of a Stochastic Frontier Model and a Hazards Model". Economic Modelling. 95, 344–360.
Ramírez Hassan, A. 2019. "Dynamic variable selection in dynamic logistic regression: an application to Internet subscription" Empirical Economics, 59, 909:932.
Ramírez Hassan, A. & Blandón Montoya, S. 2019. "Welfare gains of the poor: An endogenous Bayesian approach with spatial random effects" Econometric Reviews, 38, 3, 301-318.
Ramírez Hassan, A. & Correa Giraldo, M. 2019. "Focused econometric estimation for noisy and small datasets: A Bayesian Minimum Expected Loss estimator approach". Australian and New Zealand Journal of Statistics, 61, 3, 360-379.
Serna Rodríguez, M., Ramírez Hassan, A. & Coad, A. 2019. "Uncovering value-drivers of high performance soccer players" Journal of Sports Economics, 20, 6, 819-849.
Ramírez Hassan, A. & Guerra, R. 2019. "Treatment effects due to a subsidized healthinsurance program: A Bayesian ordered potential outcome analysis". Empirical Economics. Accepted Manuscript.
Ramírez Hassan, A. & Pericchi, R. 2018. "Effects of prior distributions: An application to piped water demand" Brazilian Journal of Probability and Statistics, 32, 1, 1–19.
Ramírez Hassan, A. & Pantoja, J. 2018. "Co-movements between Latin American and U.S. stock markets: convergence after the financial crisis?" Latin American Business Review, 19, 2, 157–172
Mejia, J. & Ramírez Hassan, A. 2017. "Proposing a new measure of distance in the gravity setting: evidence from Latin America" Economia Aplicada, 21, 1, 135–148.
Ramírez Hassan, A. & Graciano Londoño, M. 2017. "Profiting from the English Premier League: Predictive Elicitation, the Kelly Criterion and Black Swans" International Journal of Sport Finance, 12, 386–395.
Ramírez Hassan, A. 2017. The interplay between the Bayesian and frequentist approaches: a general nesting spatial panel data model. Spatial Economic Analysis. Vol 12 (1), 92 - 112.
Mejía, S. & Ramírez Hassan, A. 2016. Determining the Optimal Selling Time of Cattle: A Stochastic Dynamic Programming Approach. Agricultural Economics. Vol 62 (11), 517 - 527.
Jetter, M. & Ramírez Hassan, A. (2015). "Want Export Diversification: Educate the Kids First". Economic Inquiry, Vol 53 (4), 1765-1782.
Jetter, M., Montoya, A. & Ramírez Hassan, A. (2015). "The effect of democracy on corruption: Income is key" World Development, Vol. 74, 286-304.
Ramírez Hassan, A. 2013. "A Multi-Stage Almost Ideal Demand System: The Case of Beef Demand in Colombia" Revista Colombiana de Estadística, 36, 1, 23–42.
Ramírez Hassan, A. & Cardona, J. & Cadavid, R. (2013). “The impact of the subsidized health insurance on the poor in Colombia: Evaluating the case of Medellín”. Economia Aplicada, Vol. 17, No. 4.
Ramírez Hassan, A. & Cadavid Montoya, R. & Garcia Pelaez, S. 2011. "Desempeño de las Empresas y Factores Institucionales en Colombia, 2002-2007 (Performance of Com-panies and Institutional Arrangements in Colombia, 2002-2007)" Revista de Economía Institucional, 13, 25, 179–198.

Última modificación: 27/10/2023 15:13

Docentes e investigadores EAFIT Andrés Ramírez Hassan // <![CDATA[ _spBodyOnLoadFunctionNames.push("setupPageDescriptionCallout"); // ]]>