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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

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

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

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

Inflation expectations formation in the presence of policy shifts and structural breaks : an experimental analysis

Ricardo Maertens, Luis; Rodriguez, Gabriel - 2012

Persistent link: https://www.econbiz.de/10009739043

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

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

Selecting the lag length for the MGLS unit root tests with structural change : a warning note for practitioners based on simulations

Quineche, Ricardo; Rodriguez, Gabriel - In: Econometrics : open access journal 5 (2017) 2, pp. 1-10

This is a simulation-based warning note for practitioners who use the M GLS MGLS unit root tests in the context of structural change using different selection lag length criteria. With T=100 T=100 , we find severe oversize problems when using some criteria, while other criteria produce an...

Persistent link: https://www.econbiz.de/10011654451

The role of loan supply shocks in Pacific Alliance countries: a TVP-VAR-SV

Guevara, Carlos; Rodriguez, Gabriel - 2018

Persistent link: https://www.econbiz.de/10012055963

Peru's regional growth and convergence in 1979-2017: an empirical spatial panel data analysis

Palomino, Juan; Rodriguez, Gabriel - 2019

Persistent link: https://www.econbiz.de/10012056243