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subject:"Volatility"
subject:"Yield curve"
~person:"Rodriguez, Gabriel"
~subject:"United Kingdom"
~type_genre:"Arbeitspapier"
~type_genre:"Bibliografie enthalten"
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Rodriguez, Gabriel
Caporale, Guglielmo Maria
52
McAleer, Michael
46
Gil-Alaña, Luis A.
43
Jenkins, Stephen
33
Blundell, Richard W.
29
Shields, Michael
27
Gupta, Rangan
24
Härdle, Wolfgang
24
Pierdzioch, Christian
24
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20
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20
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19
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18
Koopman, Siem Jan
18
Pesaran, M. Hashem
18
Buch, Claudia M.
17
Haskel, Jonathan
17
Meghir, Costas
17
Smith, Jeremy
17
Booth, Alison L.
16
Wheatley Price, Stephen
16
Aghion, Philippe
15
Cheung, Yin-Wong
15
Francesconi, Marco
15
Hart, Robert A.
15
Arulampalam, Wiji
14
Herwartz, Helmut
14
Kim, Don H.
14
Naylor, Robin A.
14
Machin, Stephen
13
Van Reenen, John
13
Addison, John T.
12
Bloom, Nicholas
12
Bollerslev, Tim
12
Chang, Chia-Lin
12
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12
Huber, Florian
12
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Documento de trabajo
8
Documento de trabajo / Pontifícia Universidad Católica del Perú, Departamento de Economía
4
Graz economics papers : GEP
1
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ECONIS (ZBW)
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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:
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
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
A changepoint analysis of exchange rate and commodity price risks for Latin American stock markets
Manner, Hans
;
Rodriguez, Gabriel
;
Stöckler, Florian
-
2021
Persistent link: https://www.econbiz.de/10012819659
Saved in:
10
Empirical modeling of Latin American stock ans Forex markes returns and volatility using Markov-Switching Garch models
Ataurima Arellano, Miguel
;
Collantes, Erika
;
Rodriguez, …
-
2017
Persistent link: https://www.econbiz.de/10011738077
Saved in:
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