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Search: subject:"Markov-chain Monte Carlo"
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Bayes-Statistik
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Peru
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Rodriguez, Gabriel
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1
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
Impact of monetary policy shocks in the Peruvian economy over time
Pérez Rojo, Flavio
;
Rodriguez, Gabriel
-
2023
-
This version: August 21, 2023
Persistent link: https://www.econbiz.de/10014430521
Saved in:
3
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:
4
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:
5
Approximate Bayesian estimation of stochastic volatility in mean models using Hidden Markov Models: empirical evidence from stock Latin American markets
Abanto-Valle, Carlos A.
;
Rodriguez, Gabriel
;
Castro …
-
2021
-
Primera edición
Persistent link: https://www.econbiz.de/10013170523
Saved in:
6
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
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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
Stochastic volatility in mean : empirical evidence from stock Latin American markets
Abanto-Valle, Carlos A.
;
Rodriguez, Gabriel
; …
-
2020
Persistent link: https://www.econbiz.de/10012435606
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
Evolution of monetary policy in Peru: an empirical application using a mixture innovation TVP-VAR-SV model
Portilla Goicochea, Jhonatan
;
Rodriguez, Gabriel
-
2020
Persistent link: https://www.econbiz.de/10012435659
Saved in:
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