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subject:"Volatility"
~person:"Rodriguez, Gabriel"
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Volatility
Estimation
36
Schätzung
36
Peru
21
Volatilität
21
Bayes-Statistik
14
Bayesian inference
14
VAR model
14
VAR-Modell
14
Stochastic process
13
Stochastischer Prozess
13
Impact assessment
11
Schock
11
Shock
11
Wirkungsanalyse
11
Theorie
10
Theory
10
Exchange rate
8
Wechselkurs
8
Business cycle
7
Estimation theory
7
Konjunktur
7
Schätztheorie
7
Stochastic Volatility
7
Time series analysis
7
Zeitreihenanalyse
7
Capital income
6
Kapitaleinkommen
6
Lateinamerika
6
Latin America
6
Peruvian Economy
6
Peruvian economy
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ARCH model
5
ARCH-Modell
5
Aktienmarkt
4
Devisenmarkt
4
Foreign exchange market
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Geldpolitik
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Macroeconomic Fluctuations
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English
21
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Rodriguez, Gabriel
McAleer, Michael
85
Gupta, Rangan
84
Caporale, Guglielmo Maria
53
Pierdzioch, Christian
51
Bollerslev, Tim
44
Todorov, Viktor
34
Bahmani-Oskooee, Mohsen
33
Belke, Ansgar
31
Hautsch, Nikolaus
31
Asai, Manabu
29
Bouri, Elie
29
Härdle, Wolfgang
28
Gil-Alaña, Luis A.
27
Ma, Feng
26
Caporin, Massimiliano
25
Chang, Chia-Lin
25
Engle, Robert F.
24
Herwartz, Helmut
24
Koopman, Siem Jan
24
Wohar, Mark E.
24
Buch, Claudia M.
23
Andersen, Torben
22
Döpke, Jörg
22
Kumar, Dilip
21
Mumtaz, Haroon
21
Xuan Vinh Vo
21
Balcilar, Mehmet
20
Chan, Joshua
18
Cheung, Yin-Wong
18
Diebold, Francis X.
18
Lettau, Martin
18
Mensi, Walid
18
Spagnolo, Nicola
18
Tiwari, Aviral Kumar
18
Aghion, Philippe
17
Kang, Sang Hoon
17
Pesaran, M. Hashem
17
Prokopczuk, Marcel
17
Tauchen, George Eugene
17
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Documento de trabajo
8
Documento de trabajo / Pontifícia Universidad Católica del Perú, Departamento de Economía
4
Review of world economics
2
Economic modelling
1
Graz economics papers : GEP
1
International review of economics & finance : IREF
1
Journal of emerging market finance
1
Journal of international money and finance
1
Review of Pacific Basin financial markets and policies
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
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ECONIS (ZBW)
21
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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
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:
3
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:
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
Saved in:
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