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Presidential approval in Peru : an empirical analysis using a fractionally cointegrated VAR
Boca Saravia, Alexander; Rodriguez, Gabriel - In: Economic change & restructuring 55 (2022) 3, pp. 1973-2010
Persistent link: https://www.econbiz.de/10013429430
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An application of a short memory model with random level shifts to the volatility of Latin American stock market returns
Rodriguez, Gabriel; Tramontana, Roxana - 2014
Persistent link: https://www.econbiz.de/10011413259
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Distinguishing between true and spurious long memory in the volatility of stock market returns in Latin America
Pardo Fidueroa, Renzo; Rodriguez, Gabriel - 2014
Persistent link: https://www.econbiz.de/10011415308
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Modeling Latin-American stock markets volatility : varying probabilities and mean reversion in a random level shifts model
Rodriguez, Gabriel - 2015
Persistent link: https://www.econbiz.de/10011415396
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An empirical application of a stochastic volatility model with GH skew Student's t-distribution to the volatility of Latin-American stock returns
Lengua Lafosse, Patricia; Rodriguez, Gabriel - In: The quarterly review of economics and finance : journal … 69 (2018), pp. 155-173
Persistent link: https://www.econbiz.de/10012035007
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An empirical note about estimation and forecasting Latin American Forex returns volatility : the role of long memory and random level shifts components
Rodriguez, Gabriel; Ojeda Cunya, Junior Alex; Gonzáles … - In: Portuguese economic journal 18 (2019) 2, pp. 107-123
Persistent link: https://www.econbiz.de/10012111301
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The stationarity of the inflation in Latin-American countries reviewed when additive outliers are detected
Ramírez-Carrera, Dionisio; Rodriguez, Gabriel - In: Advances on international economics, (pp. 83-113). 2015
Persistent link: https://www.econbiz.de/10011445934
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An empirical note about additive outliers and nonstationarity in Latin-American inflation series
Rodriguez, Gabriel - In: Empirical economics : a journal of the Institute for … 29 (2004) 2, pp. 361-372
Persistent link: https://www.econbiz.de/10002080079
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The role of permanent and transitory components in the fluctuations of Latin-American real exchange rates
Rodriguez, Gabriel; Romero, Indira - In: Applied economics 39 (2007) 19/21, pp. 2713-2722
Persistent link: https://www.econbiz.de/10003609414