//--> //--> //--> //-->
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
~person:"Rodriguez, Gabriel"
~source:"econis"
~subject:"Volatility"
~subject:"Zeitreihenanalyse"
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:"Schätzmethode"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Zeitreihenanalyse
Estimation
36
Schätzung
36
Peru
23
Volatilität
23
Bayes-Statistik
14
Bayesian inference
14
VAR model
14
VAR-Modell
14
Estimation theory
13
Schätztheorie
13
Stochastic process
13
Stochastischer Prozess
13
Time series analysis
13
Impact assessment
11
Schock
11
Shock
11
Wirkungsanalyse
11
Theorie
10
Theory
10
Exchange rate
9
Wechselkurs
9
Capital income
8
Kapitaleinkommen
8
Business cycle
7
Konjunktur
7
Stochastic Volatility
7
ARCH model
6
ARCH-Modell
6
Aktienmarkt
6
Lateinamerika
6
Latin America
6
Peruvian Economy
6
Peruvian economy
6
Stock market
6
Börsenkurs
4
Devisenmarkt
4
Foreign exchange market
4
Geldpolitik
4
more ...
less ...
Online availability
All
Free
16
Undetermined
7
Type of publication
All
Book / Working Paper
16
Article
11
Type of publication (narrower categories)
All
Arbeitspapier
16
Graue Literatur
16
Non-commercial literature
16
Working Paper
16
Article in journal
11
Aufsatz in Zeitschrift
11
Language
All
English
27
Author
All
Rodriguez, Gabriel
Caporale, Guglielmo Maria
192
Gil-Alaña, Luis A.
189
Gupta, Rangan
119
McAleer, Michael
114
Phillips, Peter C. B.
104
Koopman, Siem Jan
101
Gao, Jiti
80
Pesaran, M. Hashem
67
Franses, Philip Hans
63
Bollerslev, Tim
57
Lütkepohl, Helmut
56
Pierdzioch, Christian
56
Engle, Robert F.
55
Härdle, Wolfgang
54
Teräsvirta, Timo
52
Kapetanios, George
50
Bahmani-Oskooee, Mohsen
48
Diebold, Francis X.
47
Sibbertsen, Philipp
47
Swanson, Norman R.
46
Nielsen, Morten Ørregaard
45
Ghysels, Eric
43
Johansen, Søren
43
Koop, Gary
43
Harvey, Andrew C.
41
Hautsch, Nikolaus
41
Lucas, André
41
Stock, James H.
41
Watson, Mark W.
40
Herwartz, Helmut
39
Tiwari, Aviral Kumar
39
Todorov, Viktor
39
Linton, Oliver
37
Chan, Joshua
35
Andersen, Torben
34
Asai, Manabu
34
Chang, Chia-Lin
34
Marcellino, Massimiliano
34
Hafner, Christian M.
32
Haldrup, Niels
32
more ...
less ...
Published in...
All
Documento de trabajo
8
Documento de trabajo / Pontifícia Universidad Católica del Perú, Departamento de Economía
7
Review of world economics
2
Econometrics : open access journal
1
Economic modelling
1
Graz economics papers : GEP
1
International journal of monetary economics and finance
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
Revista de análisis económico
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
10
of
27
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
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
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:
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:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->