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subject:"Indien"
subject:"Sparen"
~person:"Li, Jia"
~person:"Rodriguez, Gabriel"
~subject:"Shock"
~subject:"Stochastic process"
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Indien
Sparen
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Estimation theory
33
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26
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Li, Jia
Rodriguez, Gabriel
Phillips, Peter C. B.
18
Kilian, Lutz
16
Koopman, Siem Jan
13
Lütkepohl, Helmut
13
Kamaiah, Bandi
12
Todorov, Viktor
12
Tauchen, George Eugene
11
McAleer, Michael
10
Gouriéroux, Christian
9
Inoue, Atsushi
9
Pesaran, M. Hashem
9
Christopeit, Norbert
8
Massmann, Michael
8
Sentana, Enrique
8
Spokojnyj, Vladimir G.
8
Takahashi, Akihiko
8
Battese, George Edward
7
Bruns, Martin
7
Coelli, Tim
7
Issler, João Victor
7
Kristensen, Dennis
7
Lucas, André
7
Mumtaz, Haroon
7
Strachan, Rodney W.
7
Tsionas, Efthymios G.
7
Udry, Christopher
7
Athanasopoulos, George
6
Brandt, Michael W.
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6
Chudik, Alexander
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Gao, Jiti
6
Guillén, Osmani Teixeira de Carvalho
6
Hurn, Stan
6
Jansen, Willem Jos
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Review of Pacific Basin financial markets and policies
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ECONIS (ZBW)
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1
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
Saved in:
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
Effects of external shocks on macroeconomic fluctuations in Pacific Alliance countries
Rodriguez, Gabriel
;
Vassallo, Renato
;
Castillo B., Paul
- In:
Economic modelling
124
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014463282
Saved in:
6
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:
7
Generalized jump regressions for local moments
Bollerslev, Tim
;
Li, Jia
;
Chaves, Leonardo Salim Saker
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 1015-1025
Persistent link: https://www.econbiz.de/10012653221
Saved in:
8
Asymmetries in Volatility : an empirical study for the Peruvian stock and Forex markets
Alanya, Willy
;
Rodriguez, Gabriel
- In:
Review of Pacific Basin financial markets and policies
22
(
2019
)
1
,
pp. 1950003-1-1950003-18
Persistent link: https://www.econbiz.de/10012156142
Saved in:
9
Adaptive estimation of continuous-time regression models using high-frequency data
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
- In:
Journal of econometrics
200
(
2017
)
1
,
pp. 36-47
Persistent link: https://www.econbiz.de/10011897689
Saved in:
10
Mixed-scale jump regressions with bootstrap inference
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
;
Chen, Rui
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 417-432
Persistent link: https://www.econbiz.de/10011920538
Saved in:
1
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