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~person:"Rodriguez, Gabriel"
~subject:"Handelsvolumen der Börse"
~subject:"Labour statistics"
~subject:"Market microstructure"
~subject:"Trading volume"
~subject:"United States"
~subject:"Volatility"
~subject:"Zinsderivat"
~type_genre:"Graue Literatur"
~type_genre:"Hochschulschrift"
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Handelsvolumen der Börse
Labour statistics
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United States
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Zinsderivat
Volatilität
24
Estimation
13
Schätzung
13
Peru
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Stochastic process
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Rodriguez, Gabriel
McAleer, Michael
171
Caporale, Guglielmo Maria
91
Chang, Chia-Lin
70
Gupta, Rangan
65
Spagnolo, Nicola
47
Andersen, Torben
44
Diebold, Francis X.
44
Koopman, Siem Jan
43
Bollerslev, Tim
41
Härdle, Wolfgang
39
Lux, Thomas
37
Pierdzioch, Christian
37
Fernández-Villaverde, Jesús
32
Mumtaz, Haroon
28
Clements, Adam
27
Dijk, Dick van
27
Hautsch, Nikolaus
27
Kočenda, Evžen
27
Aizenman, Joshua
26
Chiarella, Carl
26
Allen, David E.
25
Hafner, Christian M.
25
Caballero, Ricardo J.
24
Gil-Alaña, Luis A.
24
Lucas, André
24
Pesaran, M. Hashem
24
Asai, Manabu
23
Belke, Ansgar
23
Spagnolo, Fabio
23
Bauwens, Luc
22
Bekaert, Geert
22
Caporin, Massimiliano
22
Christiansen, Charlotte
22
Herwartz, Helmut
22
Marcellino, Massimiliano
22
Buch, Claudia M.
21
Rubio-Ramírez, Juan Francisco
21
Bloom, Nicholas
19
Bos, Charles S.
19
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Documento de trabajo
11
Documento de trabajo / Pontifícia Universidad Católica del Perú, Departamento de Economía
11
Graz economics papers : GEP
1
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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
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:
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
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:
9
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:
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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