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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
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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
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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
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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
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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
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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
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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
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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
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Does the Central Bank of Peru respond to exchange rate movements? : a Bayesian estimation of a new Keynesian DSGE model with FX interventions
Rodriguez, Gabriel; Castillo B., Paul; Hasegawa, Harumi - 2021 - Primera edición
Persistent link: https://www.econbiz.de/10013170569
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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