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Modeling Latin-American stock markets volatility : varying probabilities and mean reversion in a random level shift model

Rodriguez, Gabriel - In: Review of development finance 6 (2016) 1, pp. 26-45

Persistent link: https://www.econbiz.de/10011588077

Modeling Latin-American stock and Forex markets volatility : empirical application of a model with random level shifts and genuine long memory

Rodriguez, Gabriel - In: The North American journal of economics and finance : a … 42 (2017), pp. 393-420

Persistent link: https://www.econbiz.de/10011938140

Trend-cycle decomposition for Peruvian GDP : application of an alternative method

Guillén, Ángel; Rodriguez, Gabriel - In: Latin American economic review : LAER ; official … 23 (2014), pp. 1-44

Perron and Wada (J Monet Econ 56:749-65, 2009) propose a new method of decomposition of the GDP in its trend and cycle components, which overcomes the identification problems of models of unobserved components (UC) and ARIMA models and at the same time, admits non-linearities and asymmetries in...

Persistent link: https://www.econbiz.de/10010254293

Explaining the determinants of the frequency of exchange rate interventions in Peru using count models

Ventura Neyra, Edgar; Rodriguez, Gabriel - In: Applied economics quarterly 61 (2015) 3, pp. 261-292

Persistent link: https://www.econbiz.de/10011471654

Stochastic volatility in mean : empirical evidence from Latin-American stock markets using Hamiltonian Monte Carlo and Riemann Manifold HMC methods

Abanto-Valle, Carlos A.; Rodriguez, Gabriel; … - In: The quarterly review of economics and finance : journal … 80 (2021), pp. 272-286

Persistent link: https://www.econbiz.de/10012655392

Evolution of monetary policy in Peru : an empirical application using a mixture innovation TVP-VAR-SV model

Portilla, Jhonatan; Rodriguez, Gabriel; Castillo B., Paul - In: CESifo economic studies : a joint initiative of the … 68 (2022) 1, pp. 98-126

Persistent link: https://www.econbiz.de/10012876576

The effects of corruption on growth, human development and natural resources sector : empirical evidence from a Bayesian panel VAR for Latin American and Nordic countries

Urbina, Dante A.; Rodriguez, Gabriel - In: Journal of economic studies 49 (2022) 2, pp. 346-363

Persistent link: https://www.econbiz.de/10013173404

An application of a random level shifts model to the volatility of Peruvian stock and exchange rate returns

Ojeda Cunya, Junior Alex; Rodriguez, Gabriel - In: Macroeconomics and finance in emerging market economies 9 (2016) 1/3, pp. 34-55

Persistent link: https://www.econbiz.de/10011583531

Stochastic volatility in the Peruvian stock market and exchange rate returns : a Bayesian approximation

Alanya, Willy; Rodriguez, Gabriel - In: Journal of emerging market finance 17 (2018) 3, pp. 354-385

Persistent link: https://www.econbiz.de/10011964842

Driving economic fluctuations in Peru : the role of the terms of trade

Rodriguez, Gabriel; Villanueva Vega, Pierina; Castillo … - In: Empirical economics : a journal of the Institute for … 55 (2018) 3, pp. 1089-1119

Persistent link: https://www.econbiz.de/10011950096