//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Volatility"
type_genre:"Graue Literatur"
~person:"Rodriguez, Gabriel"
~subject:"Theorie"
~type_genre:"Konferenzschrift"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Theorie
Estimation
19
Schätzung
19
Volatilität
13
Peru
10
VAR model
8
VAR-Modell
8
Bayes-Statistik
7
Bayesian inference
7
Schock
7
Shock
7
Stochastic Volatility
7
Impact assessment
6
Stochastic process
6
Stochastischer Prozess
6
Time series analysis
6
Wirkungsanalyse
6
Zeitreihenanalyse
6
Business cycle
5
Estimation theory
5
Konjunktur
5
Peruvian Economy
5
Schätztheorie
5
Macroeconomic Fluctuations
4
Theory
4
ARCH model
3
ARCH-Modell
3
Capital income
3
Exchange rate
3
External Shocks
3
Kapitaleinkommen
3
Wechselkurs
3
Bayesian Estimation and Comparison
2
Canada
2
Devisenmarkt
2
Foreign exchange market
2
Geldpolitik
2
Kanada
2
Lateinamerika
2
more ...
less ...
Online availability
All
Free
13
Type of publication
All
Book / Working Paper
14
Type of publication (narrower categories)
All
Graue Literatur
Konferenzschrift
Arbeitspapier
14
Non-commercial literature
14
Working Paper
14
Article in journal
10
Aufsatz in Zeitschrift
10
Language
All
English
14
Author
All
Rodriguez, Gabriel
Caporale, Guglielmo Maria
62
Gil-Alaña, Luis A.
50
McAleer, Michael
46
Härdle, Wolfgang
45
Pesaran, M. Hashem
45
Hautsch, Nikolaus
41
Marcellino, Massimiliano
34
Belke, Ansgar
32
Koopman, Siem Jan
29
Herwartz, Helmut
28
Pierdzioch, Christian
28
Gupta, Rangan
25
Berg, Gerard J. van den
24
Rubio-Ramírez, Juan Francisco
24
Kilian, Lutz
23
Heckman, James J.
22
Döpke, Jörg
20
Jenkins, Stephen
20
Buch, Claudia M.
19
Kaiser, Ulrich
19
Blundell, Richard W.
18
Linton, Oliver
18
Mumtaz, Haroon
18
Timmermann, Allan
17
Castelnuovo, Efrem
16
Egger, Peter
16
Lucas, André
16
Reitz, Stefan
16
Van Reenen, John
16
Belzil, Christian
15
Born, Benjamin
15
Chan, Joshua
15
Clark, Todd E.
15
Gylfi Zoega
15
Jordà, Òscar
15
Lütkepohl, Helmut
15
Petrella, Ivan
15
Teulings, Coen N.
15
Aghion, Philippe
14
Andreasen, Martin Møller
14
more ...
less ...
Published in...
All
Documento de trabajo
9
Documento de trabajo / Pontifícia Universidad Católica del Perú, Departamento de Economía
4
Graz economics papers : GEP
1
Source
All
ECONIS (ZBW)
14
Showing
1
-
10
of
14
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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
Does the Central Bank of Peru respond to exchange rate movements? : a Bayesian estimation of a new Keynesian DSGE model with FX interventions
Rodriguez, Gabriel
;
Castillo B., Paul
;
Hasegawa, Harumi
-
2021
-
Primera edición
Persistent link: https://www.econbiz.de/10013170569
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
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:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->