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subject:"Volatility"
type_genre:"Graue Literatur"
~person:"Rodriguez, Gabriel"
~subject:"Theory"
~type_genre:"Arbeitspapier"
~type_genre:"Konferenzschrift"
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Volatility
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Rodriguez, Gabriel
Caporale, Guglielmo Maria
62
Pesaran, M. Hashem
51
Gil-Alaña, Luis A.
50
McAleer, Michael
46
Härdle, Wolfgang
45
Hautsch, Nikolaus
41
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34
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25
Berg, Gerard J. van den
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23
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21
Jenkins, Stephen
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20
Buch, Claudia M.
19
Kaiser, Ulrich
19
Blundell, Richard W.
18
Linton, Oliver
18
Mumtaz, Haroon
18
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17
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Basu, Susanto
16
Castelnuovo, Efrem
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Engle, Robert F.
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Belzil, Christian
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Born, Benjamin
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Chan, Joshua
15
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Documento de trabajo
9
Documento de trabajo / Pontifícia Universidad Católica del Perú, Departamento de Economía
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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
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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:
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