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subject:"India"
~isPartOf:"Documento de trabajo"
~person:"Battese, George Edward"
~person:"Craig, Ben R."
~person:"Rodriguez, Gabriel"
~person:"Zakoïan, Jean-Michel"
~subject:"Currency option"
~subject:"Estimation theory"
~subject:"Stochastischer Prozess"
~subject:"Zeitreihenanalyse"
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India
Currency option
Estimation theory
Stochastischer Prozess
Zeitreihenanalyse
Bayes-Statistik
5
Bayesian inference
5
Estimation
5
Schätztheorie
5
Schätzung
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Stochastic Volatility
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Peru
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Autoregressive Vectors with Time Varying Parameters
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Autoregressive Vectors with Time- Varying Parameters
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Autoregressive vectors with time-varying parameters
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Bayesian Estimation
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Bayesian Estimation and Comparison of Models
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Bayesian Estimation and Comparison,Peruvian Economy
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Capital income
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Commodities
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Deviance Information Criterion
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Exchange Rate Pass-Through
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Exchange Rate Pass-Through into Prices
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Battese, George Edward
Craig, Ben R.
Rodriguez, Gabriel
Zakoïan, Jean-Michel
Alvarado, Mauricio
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Fernández Prada Saucedo, Jean Pierre
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Salcedo Cisneros, Rodrigo
1
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Documento de trabajo
Série des documents de travail / Centre de Recherche en Économie et Statistique
16
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Time-varying effects of financial uncertainty shocks on macroeconomic fluctuations in Peru
Alvarado, Mauricio
;
Rodriguez, Gabriel
-
2024
-
This version: November 27, 2023
Persistent link: https://www.econbiz.de/10014526328
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2
Time evolution of external shocks on macroeconomic fluctuations in Pacific Alliance countries: empirical application using TVP-VAR-SV models
Rodriguez, Gabriel
;
Vassallo, Renato
-
2022
-
Primera edición
Persistent link: https://www.econbiz.de/10013273028
Saved in:
3
Evolution of the exchange rate pass-throught into prices in Peru: an empirical application using TVP-VAR-SV models
Calero, Roberto
;
Rodriguez, Gabriel
;
Salcedo Cisneros, …
-
2022
-
Primera edición
Persistent link: https://www.econbiz.de/10013273080
Saved in:
4
Time-varying effects of external shocks on macroeconomic fluctuations in Peru: an empirical application using TPV-VAR SV models
Ojeda Cunya, Junior Alex
;
Rodriguez, Gabriel
-
2021
-
Primera edición
Persistent link: https://www.econbiz.de/10013273010
Saved in:
5
Modeling the volatility of returns on commodities: an application and empirical comparison of GARCH and SV models
Fernández Prada Saucedo, Jean Pierre
;
Rodriguez, Gabriel
-
2020
Persistent link: https://www.econbiz.de/10012435636
Saved in:
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