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Demanda de dinero y estacionalidad en el mercado monetario
Rodriguez, Gabriel - In: Economía : revista del Departamento de Economía, … 16 (1995) 32, pp. 141-157
Persistent link: https://www.econbiz.de/10001189299
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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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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
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Extreme value theory : an application to the Peruvian stock market returns
Rodriguez, Gabriel - In: Revista de métodos cuantitativos para la economía y … 23 (2017), pp. 48-74
Using daily observations of the index and stock market returns for the Peruvian case from January 3, 1990 to May 31, 2013, this paper models the distribution of daily loss probability, estimates maximum quantiles and tail probabilities of this distribution, and models the extremes through a...
Persistent link: https://www.econbiz.de/10011689643
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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
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Unit root tests and structural change when the initial observation is drawn from its unconditional distribution
Liu, Hui; Rodriguez, Gabriel - In: The econometrics journal 9 (2006) 2, pp. 225-251
Persistent link: https://www.econbiz.de/10003352019
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Inflation expectations formation in the presence of policy shifts and structural breaks : an experimental analysis
Maertens Odria, Luís Ricardo; Rodriguez, Gabriel - In: The journal of socio-economics 44 (2013), pp. 59-67
Persistent link: https://www.econbiz.de/10009757132
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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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A note on the size of the ADF test with additive outliers and fractional errors : a reappraisal about the (non)stationarity of the Latin-American inflation series
Rodriguez, Gabriel; Ramirez, Dionisio - In: Economía : revista del Departamento de Economía, … 37 (2014), pp. 113-132
Persistent link: https://www.econbiz.de/10011554055