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subject:"Volatilität"
~person:"Clapham, Benjamin"
~person:"Rodriguez, Gabriel"
~subject:"Business cycle"
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Volatilität
Business cycle
Estimation
37
Schätzung
37
Volatility
22
Peru
21
Bayes-Statistik
14
Bayesian inference
14
VAR model
14
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Clapham, Benjamin
Rodriguez, Gabriel
Gupta, Rangan
94
McAleer, Michael
85
Caporale, Guglielmo Maria
83
Pierdzioch, Christian
57
Gil-Alaña, Luis A.
51
Döpke, Jörg
46
Bollerslev, Tim
44
Diebold, Francis X.
39
Koopman, Siem Jan
39
Belke, Ansgar
37
Bahmani-Oskooee, Mohsen
35
Taylor, Alan M.
35
Buch, Claudia M.
34
Todorov, Viktor
34
Hautsch, Nikolaus
31
Asai, Manabu
29
Herwartz, Helmut
29
Bouri, Elie
28
Hart, Robert A.
28
Härdle, Wolfgang
28
Jordà, Òscar
28
Wohar, Mark E.
28
Gambetti, Luca
27
Cheung, Yin-Wong
26
Ma, Feng
26
Chang, Chia-Lin
25
Engle, Robert F.
25
Wolters, Maik H.
25
Balcilar, Mehmet
24
Mumtaz, Haroon
24
Pesaran, M. Hashem
24
Schularick, Moritz
24
Caporin, Massimiliano
23
Chan, Joshua
23
Andersen, Torben
22
Merkl, Christian
22
Kumar, Dilip
21
Xuan Vinh Vo
21
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20
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ECONIS (ZBW)
22
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1
A changepoint analysis of exchange rate and commodity price risks for Latin American stock markets
Manner, Hans
;
Rodriguez, Gabriel
;
Stöckler, Florian
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 1385-1403
Persistent link: https://www.econbiz.de/10014446630
Saved in:
2
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:
3
External shocks and economic fluctuations in Peru: empirical evidence using mixture innovation TVP-VAR-SV models
Guevara, Brenda
;
Rodriguez, Gabriel
;
Yamuca …
-
2024
Persistent link: https://www.econbiz.de/10014526264
Saved in:
4
Modeling the trend, persistence, and volatility of inflation in pacific alliance countries: an empirical application using a model with inflation bands
Rodriguez, Gabriel
;
Surco, Luis
-
2024
Persistent link: https://www.econbiz.de/10014526339
Saved in:
5
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:
6
Time changing effects of external shocks on macroeconomic fluctuations in Peru: empirical application using regime-switching VAR models with stochastic volatility
Chávez, Paulo
;
Rodriguez, Gabriel
-
2022
-
Primera edición
Persistent link: https://www.econbiz.de/10013273077
Saved in:
7
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:
8
Evolution of the exchange rate pass-through into prices in Peru : an empirical application using TVP-VAR-SV models
Rodriguez, Gabriel
;
Castillo B., Paul
;
Calero, Roberto
; …
- In:
Journal of international money and finance
142
(
2024
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014549830
Saved in:
9
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:
10
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
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