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Estimation
Peru
81
Volatility
44
Volatilität
44
Schätzung
37
Theorie
37
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37
Time series analysis
33
Zeitreihenanalyse
33
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Rodriguez, Gabriel
36
Castillo B., Paul
4
Alanya, Willy
3
Ataurima Arellano, Miguel
3
Boca Saravia, Alexander
2
Calero, Roberto
2
Chávez, Paulo
2
Hasegawa, Harumi
2
Lavoie, Marc
2
Manner, Hans
2
Martínez, Jefferson
2
Salcedo Cisneros, Rodrigo
2
Stöckler, Florian
2
Vassallo, Renato
2
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1
Alvaro, Dennis
1
Bazán-Palomino, Walter
1
Collantes, Erika
1
Emiray, Emir
1
Fernández Prada Saucedo, Jean Pierre
1
Gonzáles Tanaka, José Carlos
1
Guevara, Brenda
1
Guillén, Ángel
1
Halcoussis, Dennis
1
Jiménez, Alvaro
1
Jiménez, Álvaro
1
Lengua Lafosse, Patricia
1
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1
Ojeda Cunya, Junior Alex
1
Romero, Indira
1
Roof, Zach
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Documento de trabajo
12
Documento de trabajo / Pontifícia Universidad Católica del Perú, Departamento de Economía
4
Cahiers de recherche / Département de Science Economique, Faculté des Sciences Sociales, Université d'Ottawa
2
Review of world economics
2
Structural change and economic dynamics : SC+ED
2
Applied economics
1
Economic change & restructuring
1
Economic modelling
1
Graz economics papers : GEP
1
International review of applied economics
1
International review of economics & finance : IREF
1
Journal of emerging market finance
1
Journal of international money and finance
1
Journal of sports economics
1
Latin American economic review : LAER ; official journal of Centro de Investigación y Docencia Económica (CIDE)
1
Review of Pacific Basin financial markets and policies
1
Review of applied economics
1
Revista de métodos cuantitativos para la economía y la empresa
1
The North American journal of economics and finance : a journal of financial economics studies
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
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ECONIS (ZBW)
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Using a forward-looking Phillips curve to estimate the output gap in Peru
Rodriguez, Gabriel
- In:
Review of applied economics
16
(
2020
)
1/2
,
pp. 17-29
Persistent link: https://www.econbiz.de/10012670437
Saved in:
2
Asymmetries in volatility : an empirical study for the Peruvian stock and Forex markets
Alanya, Willy
;
Rodriguez, Gabriel
-
2016
Persistent link: https://www.econbiz.de/10011538600
Saved in:
3
Modelling the volatility of commodities prices using a stochastic volatility model with random level shifts
Alvaro, Dennis
;
Guillén, Ángel
;
Rodriguez, Gabriel
-
2016
Persistent link: https://www.econbiz.de/10011538601
Saved in:
4
An empirical application of a random level shifts model with time-varying probability and mean reversion to the volatility of Latin-American Forex markets returns
Gonzáles Tanaka, José Carlos
;
Rodriguez, Gabriel
-
2016
Persistent link: https://www.econbiz.de/10011538602
Saved in:
5
The New Keynesian framework for a small open economy with structural breaks : empirical evidence from Peru
Bazán-Palomino, Walter
;
Rodriguez, Gabriel
- In:
Structural change and economic dynamics : SC+ED
46
(
2018
),
pp. 13-25
Persistent link: https://www.econbiz.de/10012039859
Saved in:
6
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
Saved in:
7
Presidential approval in Peru : an empirical analysis using a fractionally cointegrated VAR
Boca Saravia, Alexander
;
Rodriguez, Gabriel
-
2019
Persistent link: https://www.econbiz.de/10012240838
Saved in:
8
Asymmetries in Volatility : an empirical study for the Peruvian stock and Forex markets
Alanya, Willy
;
Rodriguez, Gabriel
- In:
Review of Pacific Basin financial markets and policies
22
(
2019
)
1
,
pp. 1950003-1-1950003-18
Persistent link: https://www.econbiz.de/10012156142
Saved in:
9
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
Saved in:
10
Similitudes and discrepancies in post-Keynesian and Marxist theories of investment : a theoretical and empirical investigation
Lavoie, Marc
;
Rodriguez, Gabriel
;
Seccareccia, Mario
- In:
International review of applied economics
18
(
2004
)
2
,
pp. 127-149
Persistent link: https://www.econbiz.de/10002060616
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