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subject:"Volatility"
type_genre:"Graue Literatur"
~person:"Hafner, Christian M."
~person:"Rodriguez, Gabriel"
~subject:"VAR-Modell"
~type_genre:"Konferenzschrift"
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Volatility
VAR-Modell
Estimation
34
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Hafner, Christian M.
Rodriguez, Gabriel
McAleer, Michael
47
Mumtaz, Haroon
33
Belke, Ansgar
30
Pesaran, M. Hashem
30
Caporale, Guglielmo Maria
29
Gupta, Rangan
28
Gambetti, Luca
26
Theodoridis, Konstantinos
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Lütkepohl, Helmut
23
Marcellino, Massimiliano
23
Pierdzioch, Christian
22
Hautsch, Nikolaus
21
Forni, Mario
20
Huber, Florian
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Härdle, Wolfgang
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Castelnuovo, Efrem
18
Rubio-Ramírez, Juan Francisco
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Herwartz, Helmut
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Sala, Luca
16
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14
Koopman, Siem Jan
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Weber, Enzo
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12
Caggiano, Giovanni
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Chan, Joshua
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Chang, Chia-Lin
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Clark, Todd E.
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Asai, Manabu
11
Gil-Alaña, Luis A.
11
Nielsen, Morten Ørregaard
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10
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10
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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
Saved in:
2
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
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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
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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
Macroeconomic effects of loan supply shocks: empirical evidence for Peru
Martínez, Jefferson
;
Rodriguez, Gabriel
-
2020
Persistent link: https://www.econbiz.de/10012435634
Saved in:
9
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:
10
Presidential approval in Peru : an empirical analysis using a fractionally cointegrated VAR
Boca Saravia, Alexander
;
Rodriguez, Gabriel
-
2019
Persistent link: https://www.econbiz.de/10012240838
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