Gabriel Rodríguez : Citation Profile


Are you Gabriel Rodríguez?

Pontificia Universidad Católica del Perú

9

H index

8

i10 index

2879

Citations

RESEARCH PRODUCTION:

47

Articles

71

Papers

2

Books

2

Chapters

RESEARCH ACTIVITY:

   25 years (1993 - 2018). See details.
   Cites by year: 115
   Journals where Gabriel Rodríguez has often published
   Relations with other researchers
   Recent citing documents: 404.    Total self citations: 40 (1.37 %)

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   Permalink: http://citec.repec.org/pro411
   Updated: 2019-04-20    RAS profile: 2019-04-08    
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Relations with other researchers


Works with:

Perron, Pierre (3)

Quineche, Ricardo (2)

Ataurima-Arellano, Miguel (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Gabriel Rodríguez.

Is cited by:

Shahbaz, Muhammad (67)

GUPTA, RANGAN (51)

Gil-Alana, Luis (43)

Taylor, Robert (36)

Rault, Christophe (32)

Leybourne, Stephen (30)

Harvey, David (29)

Cheung, Yin-Wong (27)

McAleer, Michael (25)

Miller, Stephen (24)

Holmes, Mark (24)

Cites to:

Perron, Pierre (148)

Qu, Zhongjun (31)

Ng, Serena (28)

Gertler, Mark (27)

Bollerslev, Tim (27)

Engle, Robert (26)

Granger, Clive (25)

Campbell, John (23)

Phillips, Peter (22)

Poyago-Theotoky, Joanna (22)

Diebold, Francis (21)

Main data


Where Gabriel Rodríguez has published?


Journals with more than one article published# docs
Revista Economa6
Applied Economics Letters3
Empirical Economics2
Structural Change and Economic Dynamics2
Applied Economics2

Working Papers Series with more than one paper published# docs
Documentos de Trabajo / Working Papers / Departamento de Economa - Pontificia Universidad Catlica del Per41
Working Papers / University of Ottawa, Department of Economics16
Working Papers / Banco Central de Reserva del Per9
Boston University - Department of Economics - Working Papers Series / Boston University - Department of Economics2

Recent works citing Gabriel Rodríguez (2019 and 2018)


YearTitle of citing document
2017Working Paper 275 - Illicit Financial Flows and Political Institutions in Kenya. (2017). Mare, Sarr ; Emmanuel, Letete . In: Working Paper Series. RePEc:adb:adbwps:2392.

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2017The Role of Continuous Intraday Electricity Markets: The Integration of Large-Share Wind Power Generation in Denmark. (2017). Karanfil, Fatih ; Li, Yuanjing . In: The Energy Journal. RePEc:aen:journl:ej38-2-li.

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2018Patents in the Long Run: Theory, History and Statistics. (2018). DIEBOLT, Claude ; Pellier, Karine . In: Working Papers. RePEc:afc:wpaper:03-18.

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2019Testing Nonlinearity through a Logistic Smooth Transition AR Model with Logistic Smooth Transition GARCH Errors. (2019). DIEBOLT, Claude ; Chikhi, Mohamed. In: Working Papers. RePEc:afc:wpaper:03-19.

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2017Prix du blé, régulations et croissance économique : L’analyse cliométrique permet-elle de trancher le débat sur les bleds des années 1750 ?. (2017). Rivot, Sylvie ; Jaoul-Grammare, Magali ; Boyer, Jean-Daniel. In: Working Papers. RePEc:afc:wpaper:11-17.

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2018The Long Run Stability of Money Demand in the Proposed West African Monetary Union. (2018). Folarin, Oludele ; Asongu, Simplice ; Biekpe, Nicholas. In: AFEA Working Papers. RePEc:afe:wpaper:18/043.

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2018The Long Run Stability of Money Demand in the Proposed West African Monetary Union. (2018). Folarin, Oludele ; Asongu, Simplice ; Biekpe, Nicholas. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:18/052.

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2017Unemployment convergence analysis for Nordic countries: Evidence from linear and nonlinear unit root tests. (2017). Guri, Burak ; Yurttaguler, Pek M ; Tiraolu, Muhammed . In: Theoretical and Applied Economics. RePEc:agr:journl:v:1(610):y:2017:i:1(610):p:45-56.

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2017Unemployment convergence analysis for Nordic countries: Evidence from linear and nonlinear unit root tests. (2017). Güriş, Burak ; Tiraolu, Muhammed ; Yurttaguler, Pek M ; Guri, Burak. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxiv:y:2017:i:1(610):p:45-56.

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2017Asymmetric Price Volatility Interaction between U.S. Food and Energy Markets. (2017). Saghaian, Sayed H ; Chen, BO ; Walters, Cory G ; Nemati, Mehdi . In: 2017 Annual Meeting, July 30-August 1, Chicago, Illinois. RePEc:ags:aaea17:258240.

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2017Price Determination and Margin Volatility in Thinly Traded Commodity Markets: An Application to Major U.S. Field Crops. (2017). Adjemian, Michael ; Sexton, Richard J ; Saitone, Tina L ; Skorbiansky, Sharon Raszap. In: 2017 Annual Meeting, July 30-August 1, Chicago, Illinois. RePEc:ags:aaea17:258577.

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2018Hedging Positions, Basis, and Futures Risk Premium: A Disaggregated Data Analysis on US Wheat Markets. (2018). Hoang, Nam ; Grieb, Terrance . In: 2018 Annual Meeting, August 5-7, Washington, D.C.. RePEc:ags:aaea18:273799.

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2017Vertical Price Transmission in Milk Supply Chain: Market Changes and Asymmetric Dynamics. (2017). Santeramo, Fabio ; Antonioli, Federico. In: 2017 Sixth AIEAA Conference, June 15-16, Piacenza, Italy. RePEc:ags:aiea17:261256.

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2018Price Transmission Analysis: the Case of Milk Products in Russia. (2018). Kharin, S. In: AGRIS on-line Papers in Economics and Informatics. RePEc:ags:aolpei:276092.

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2017Temperature Anomalies, Radiative Forcing and ENSO. (2017). Sbrana, Giacomo ; MORANA, CLAUDIO. In: MITP: Mitigation, Innovation and Transformation Pathways. RePEc:ags:feemmi:253732.

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2017How low is the price elasticity in the global cocoa market?. (2017). Tothmihaly, Andras . In: GlobalFood Discussion Papers. RePEc:ags:gagfdp:258587.

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2018Price Transmission within the Citrus Sector in Brazil: Evidence of Market Inefficiency. (2018). Alam, MJ ; Patino, M ; Gomez, M I. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:276976.

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2018Factor affecting the palm oil boom in Indonesia: a time series analysis. (2018). Bentivoglio, D ; Finco, A ; Bucci, G. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:277129.

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2017Relationship among Energy, Bioenergy and Agricultural Commodity Prices: Re-Considering Structural Changes. (2017). Nemati, Mehdi . In: International Journal of Food and Agricultural Economics (IJFAEC). RePEc:ags:ijfaec:266426.

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2018Asymmetric Price Volatility Transmission between U.S. Biofuel, Corn, and Oil Markets. (2018). Saghaian, Sayed ; Chen, BO ; Walters, Cory ; Nemati, Mehdi . In: Journal of Agricultural and Resource Economics. RePEc:ags:jlaare:267609.

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2018BRICS EXPORT PERFORMANCE: AN ARDL BOUNDS TESTING EMPIRICAL INVESTIGATION. (2018). Vieira, Flavio Vilela ; da Silva, Cleomar Gomes. In: Anais do XLIV Encontro Nacional de Economia [Proceedings of the 44th Brazilian Economics Meeting]. RePEc:anp:en2016:101.

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2017Real dollarization and monetary policy in Peru. (2017). Regalado, Fernando Alonso ; Quispe, Zenon ; Martinez, Martín ; Contreras-Miranda, Alex. In: Working Papers. RePEc:apc:wpaper:2017-095.

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2017Market Efficiency and Government Interventions in Prewar Japanese Rice Futures Markets. (2017). Noda, Akihiko ; Maeda, Kiyotaka ; Ito, Mikio. In: Papers. RePEc:arx:papers:1404.1164.

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2017The Futures Premium and Rice Market Efficiency in Prewar Japan. (2017). Noda, Akihiko ; Maeda, Kiyotaka ; Ito, Mikio. In: Papers. RePEc:arx:papers:1404.5381.

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2017Virtual Relationships: Short- and Long-run Evidence from BitCoin and Altcoin Markets. (2017). Rajcaniova, Miroslava ; Kancs, d'Artis ; Ciaian, Pavel. In: Papers. RePEc:arx:papers:1706.07216.

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2017The Relationship Between Financial Development and Income Inequality in India: Evidence from VARX and ARDL Assessments. (2017). Fukuda, Takashi. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2017:p:1014-1027.

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2018Linking Inflation Differential Across Regions to Unemployment in the Philippines. (2018). Martin, Rafael ; Thomas, Julian ; Jose, Angelo. In: Asian Journal of Economic Modelling. RePEc:asi:ajemod:2018:p:356-373.

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2017Produttività del lavoro, dinamica salariale e squilibri commerciali nei Paesi dell’Eurozona: un’analisi empirica. (2017). Perone, Gaetano. In: Working Papers. RePEc:ast:wpaper:0028.

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2018The Effects of Temporal Aggregation on Search Engine Data. (2018). , Heather ; Nazarov, Zafar ; Kim, Jiyoon. In: Review of Economics & Finance. RePEc:bap:journl:180205.

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2017Identifying Dornbuschs Exchange Rate Overshooting with Structural VECs: Evidence from Mexico. (2017). Hernandez, Juan ; Chiquiar, Daniel ; Capistrán, Carlos ; Juan, Hernandez ; Daniel, Chiquiar ; Carlos, Capistran . In: Working Papers. RePEc:bdm:wpaper:2017-11.

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2017Real dollarization and monetary policy in Peru. (2017). Contreras, Alex ; Regalado, Fernando ; Quispe, Zenon. In: IFC Bulletins chapters. RePEc:bis:bisifc:43-22.

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2017The Impact of Oil Price on South African GDP Growth: A Bayesian Markov Switching-VAR Analysis. (2017). GUPTA, RANGAN ; Balcilar, Mehmet ; Uwilingiye, Josine ; van Eyden, Renee. In: African Development Review. RePEc:bla:afrdev:v:29:y:2017:i:2:p:319-336.

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2017Spatial price premium transmission for Meat Standards Australia-graded cattle: the vulnerability of price premiums to outside shocks. (2017). Stuen, Eric ; Morales, L. Emilio ; Hoang, Nam. In: Australian Journal of Agricultural and Resource Economics. RePEc:bla:ajarec:v:61:y:2017:i:4:p:590-609.

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2018After Papua New Guineas Resource Boom: Is the Kina Overvalued?. (2018). Fox, Rohan ; Schrder, Marcel. In: Asia and the Pacific Policy Studies. RePEc:bla:asiaps:v:5:y:2018:i:1:p:65-76.

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2017PITFALLS IN TESTING FOR COINTEGRATION BETWEEN INEQUALITY AND THE REAL INCOME. (2017). Sorek, Gilad ; Kim, Hyeongwoo ; Gueye, Ghislain N. In: Economic Inquiry. RePEc:bla:ecinqu:v:55:y:2017:i:2:p:941-950.

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2018The futures premium and rice market efficiency in prewar Japan. (2018). Noda, Akihiko ; Maeda, Kiyotaka ; Ito, Mikio . In: Economic History Review. RePEc:bla:ehsrev:v:71:y:2018:i:3:p:909-937.

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2017Estimation and Inference of Linear Trend Slope Ratios With an Application to Global Temperature Data. (2017). Perron, Pierre ; Nawaz, Nasreen ; Vogelsang, Timothy J ; Zorita, Eduardo . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:38:y:2017:i:5:p:640-667.

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2017Unit Root Tests and Heavy-Tailed Innovations. (2017). Taylor, Robert ; Rodrigues, Paulo ; Robert, A M ; Georgiev, Iliyan ; Zorita, Eduardo ; Perron, Pierre. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:38:y:2017:i:5:p:733-768.

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2018Unit Root Testing with Unstable Volatility. (2018). Beare, Brendan. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:39:y:2018:i:6:p:816-835.

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2017Profitability and Investment: Evidence from Indias Organized Manufacturing Sector. (2017). Basu, Deepankar ; Das, Debarshi. In: Metroeconomica. RePEc:bla:metroe:v:68:y:2017:i:1:p:47-90.

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2017Effective Exchange Rates, Current Accounts and Global Imbalances. (2017). Czudaj, Robert ; Beckmann, Joscha. In: Review of International Economics. RePEc:bla:reviec:v:25:y:2017:i:3:p:500-533.

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2017SOME CORRELATES OF RURAL-URBAN LED URBANIZATION IN LAGOS, NIGERIA. (2017). Shobande, Olatunji ; BOKANA, KOYE ; Oke, David Mautin. In: Review of Urban & Regional Development Studies. RePEc:bla:revurb:v:29:y:2017:i:3:p:185-195.

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2017Investigating first-stage exchange rate pass-through: Sectoral and macro evidence from euro area countries. (2017). Rault, Christophe ; Ben Cheikh, Nidhaleddine. In: The World Economy. RePEc:bla:worlde:v:40:y:2017:i:12:p:2611-2638.

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2017RESPONSES OF TERM STRUCTURE OF INTEREST RATES AND ASSET PRICES TO MONETARY POLICY SHOCKS: EVIDENCE FROM TURKEY. (2017). Eroglu, Burak ; Yildirim-Karaman, Secil. In: Working Papers. RePEc:bli:wpaper:1705.

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2017The Demand for Divisia Money: Theory and Evidence. (2017). Ireland, Peter ; Belongia, Michael. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:937.

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2017Earning a Peace Dividend in a Crisis Environment: The Greek Case. (2017). ZOMBANAKIS, GEORGE ; Bragoudakis, Zacharias ; Μπραγουδάκης, Ζαχαρίας ; George, Zombanakis ; Zacharias, Bragoudakis. In: Peace Economics, Peace Science, and Public Policy. RePEc:bpj:pepspp:v:23:y:2017:i:3:p:15:n:1.

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2017Investigating First-Stage Exchange Rate Pass-Through: Sectoral and Macro Evidence from Euro Area Countries. (2017). Rault, Christophe ; Ben Cheikh, Nidhaleddine. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6366.

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2017Trends and Cycles in Macro Series: The Case of US Real GDP. (2017). Gil-Alana, Luis ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6728.

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2018Oil Prices and GCC Stock Markets: New Evidence from Smooth Transition Models. (2018). Rault, Christophe ; Ben Cheikh, Nidhaleddine ; Ben Naceur, Sami ; Kanaan, Oussama ; Bennaceur, Sami . In: CESifo Working Paper Series. RePEc:ces:ceswps:_7072.

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2019Identification des points de retournement du cycle économique au Canada. (2019). Kotchoni, Rachidi ; Surprenant, Stephane ; Stevanovic, Dalibor. In: CIRANO Project Reports. RePEc:cir:cirpro:2019rp-05.

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2018Alberta’s Fiscal Responses to Fluctuations in Non-Renewable-Resource Revenue. (2018). Gordon, David ; Ferede, Ergete ; Taylor, Zack ; Amborski, David ; Prayitno, Khairunnabila ; Moos, Markus. In: SPP Briefing Papers. RePEc:clh:briefi:v:11:y:2018:i:23.

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2017Balance comercial y volatilidad del tipo de cambio nominal: Un estudio de series de tiempo para Colombia. (2017). Clavijo, Pedro Hugo. In: REVISTA ECONOMÍA & REGIÓN. RePEc:col:000411:015716.

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2018Distribuciones no normales para la selección de activos en el mercado Colombiano. (2018). Galeano, Andres Felipe. In: Documentos de Trabajo Quantil. RePEc:col:000508:017208.

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2017Revisiting Crude Oil Price and Chinas Stock Market. (2017). Ding, Haoyuan ; Xie, Wenjing ; Wang, Huanhuan ; Fan, Haichao. In: Annals of Economics and Finance. RePEc:cuf:journl:y:2017:v:18:i:1:dingfan.

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2017Hybrid Stochastic Local Unit Roots. (2017). Phillips, Peter ; PEter, ; Lieberman, Offer. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2113.

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2017Latent Variable Nonparametric Cointegrating Regression. (2017). Lieberman, Offer ; PEter, . In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:3013.

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2017Trends and Cycles in Macro Series: The Case of US Real GDP. (2017). Gil-Alana, Luis ; Caporale, Guglielmo Maria. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1695.

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2017Investigating the Relationship between Financial Development, Trade Openness and Economic Growth in Argentina: A Multivariate Causality Framework. (2017). Tsaurai, Kunofiwa. In: Acta Universitatis Danubius. OEconomica. RePEc:dug:actaec:y:2017:i:3:p:39-55.

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2017Does European primary aluminum sector is exposed to carbon leakage? New insights from rolling analysis. (2017). Boutabba, Mohamed Amine ; Lardic, Sandrine . In: Economics Bulletin. RePEc:ebl:ecbull:eb-16-00306.

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2017Energy consumption and economic growth in Sub-Saharan African countries: Further evidence. (2017). Zerbo, Elazar . In: Economics Bulletin. RePEc:ebl:ecbull:eb-16-00819.

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2017Modeling nonlinear water demand : The case of Tunisia. (2017). Ben Cheikh, Nidhaleddine ; Nguyen, Pascal ; Younes, Ben Zaied ; ben Zaied, Younes . In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00022.

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2017Price Discovery in Some Primary Commodity Markets in India. (2017). Kumar, Raushan. In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00592.

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2017This paper investigates whether the effects of uncertainty shocks on the French economy are heterogeneous. By exploiting two different measures of uncertainty, one reflecting policy uncertainty and an. (2017). Fontaine, Idriss. In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00666.

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2018Assessing the relationship between total factor productivity and foreign direct investment in an economy with a skills shortage: the case of South Africa. (2018). Bonga-Bonga, Lumengo ; Phume, Maphelane. In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00975.

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2017Arbitrage, Covered Interest Parity and Cointegration Analysis on the New Taiwan Dollar/US Dollar FOREX Market Revisited. (2017). Lee, Chien-Chiang ; Chen, Chun-Ming . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-01-54.

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2017The Impact of Macroeconomic, Oil Prices and Socio-economic Factors on Exchange Rate in Pakistan: An Auto Regressive Distributed Lag Approach. (2017). Ramakrishnan, Suresh ; Anuar, Melati Ahmad ; Butt, Shamaila . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-01-62.

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2017Association of South-East Asian Nations-US Stock Market Associations in and Around US 2007-09 Financial Crisis: An Autoregressive Distributed Lag Application for Policy Implications. (2017). Dasgupta, Ranjan . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-03-89.

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2017Causal Effects and Dynamic Relationship between Exchange Rate Volatility and Economic Development in Liberia. (2017). Gbatu, Abimelech Paye ; Repha, Isaac Yak ; Wesseh, Presley K ; Wang, Zhen. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-04-17.

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2018The Relationship Between Trade Openness and Economic Growth: The Case of Ghana and Nigeria. (2018). Moyo, Clement ; Khobai, hlalefang ; Kolisi, Nwabisa. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2018-01-10.

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2018Investigating Saving and Investment Relationship: Evidence from an Autoregressive Distributed Lag Bounds Testing Approach in Liberia. (2018). Greaves, Joe Garmondyu. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2018-04-12.

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2018An Empirical Examination of Unemployment Invariance Hypothesis, Discouraged and Added Worker Effects in Turkey. (2018). Arisoy, Ibrahim . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2018-06-2.

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2017The Spanish used Oils Market: A Vector Error Correction Model. (2017). Guerre, Asuncion Arner. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2017-06-1.

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2018Market Efficiency and Risk Premium in the Turkish Wholesale Electricity Market. (2018). Yilmaz, Mustafa Kemal ; Kucukcolak, Ali R. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2018-05-11.

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2018Unit roots, flexible trends, and the Prebisch-Singer hypothesis. (2018). Winkelried, Diego. In: Journal of Development Economics. RePEc:eee:deveco:v:132:y:2018:i:c:p:1-17.

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2017How credible is inflation targeting in Asia? A quantile unit root perspective. (2017). Holmes, Mark ; Hassan, Gazi ; Glenn, Harold. In: Economic Modelling. RePEc:eee:ecmode:v:60:y:2017:i:c:p:194-210.

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2017Testing the dependency theory on small island economies: The case of Cyprus. (2017). YAYA, MEHMET ; Kutan, Ali ; Balcilar, Mehmet. In: Economic Modelling. RePEc:eee:ecmode:v:61:y:2017:i:c:p:1-11.

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2017Missing money found causing Australias inflation. (2017). Makin, Anthony ; Ratnasiri, Shyama ; Robson, Alex . In: Economic Modelling. RePEc:eee:ecmode:v:66:y:2017:i:c:p:156-162.

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2018Capital mobility in OECD countries: A multi-level factor approach to saving–investment correlations. (2018). Ho, Sun ; Kim, Yun Jung. In: Economic Modelling. RePEc:eee:ecmode:v:69:y:2018:i:c:p:150-159.

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2018The dynamics and determinants of Kuwaits long-run economic growth. (2018). Mohaddes, Kamiar ; Al-Musallam, Marwa ; Alawadhi, Ahmad ; Burney, Nadeem A. In: Economic Modelling. RePEc:eee:ecmode:v:71:y:2018:i:c:p:289-304.

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2018Exchange rate volatility and Indias cross-border trade: A pooled mean group and nonlinear cointegration approach. (2018). Sharma, Chandan ; Pal, Debdatta. In: Economic Modelling. RePEc:eee:ecmode:v:74:y:2018:i:c:p:230-246.

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2018Foreign equity flows: Boon or bane to the liquidity of Malaysian stock market?. (2018). Lim, Kian-Ping ; Goh, Kim-Leng ; Liew, Ping-Xin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:45:y:2018:i:c:p:161-181.

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2017A time series paradox: Unit root tests perform poorly when data are cointegrated. (2017). Reed, W. ; Smith, Aaron. In: Economics Letters. RePEc:eee:ecolet:v:151:y:2017:i:c:p:71-74.

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2018The Prebish–Singer hypothesis in the post-colonial era: Evidence from panel cointegration. (2018). Fachin, Stefano ; Di Iorio, Francesca. In: Economics Letters. RePEc:eee:ecolet:v:166:y:2018:i:c:p:86-89.

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2018On bootstrap implementation of likelihood ratio test for a unit root. (2018). Skrobotov, Anton. In: Economics Letters. RePEc:eee:ecolet:v:171:y:2018:i:c:p:154-158.

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2017Forecasting cointegrated nonstationary time series with time-varying variance. (2017). Yi, Yanping ; Tu, Yundong . In: Journal of Econometrics. RePEc:eee:econom:v:196:y:2017:i:1:p:83-98.

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2018Portmanteau-type tests for unit-root and cointegration. (2018). Zhang, Rongmao ; Chan, Ngai Hang. In: Journal of Econometrics. RePEc:eee:econom:v:207:y:2018:i:2:p:307-324.

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2017On Bayesian analysis and unit root testing for autoregressive models in the presence of multiple structural breaks. (2017). Tzavalis, Elias ; Vrontos, Ioannis ; Meligkotsidou, Loukia. In: Econometrics and Statistics. RePEc:eee:ecosta:v:4:y:2017:i:c:p:70-90.

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2017Common cycles and common trends in the stock and oil markets: Evidence from more than 150years of data. (2017). Wohar, Mark ; GUPTA, RANGAN ; Balcilar, Mehmet. In: Energy Economics. RePEc:eee:eneeco:v:61:y:2017:i:c:p:72-86.

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2017The role of rare earth prices in renewable energy consumption: The actual driver for a renewable energy world. (2017). Apergis, Emmanuel. In: Energy Economics. RePEc:eee:eneeco:v:62:y:2017:i:c:p:33-42.

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2017Convergence in energy consumption per capita across the US states, 1970–2013: An exploration through selected parametric and non-parametric methods. (2017). Mohammadi, Hassan ; Ram, Rati. In: Energy Economics. RePEc:eee:eneeco:v:62:y:2017:i:c:p:404-410.

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2017The long-run price sensitivity dynamics of industrial and residential electricity demand: The impact of deregulating electricity prices. (2017). ADOM, PHILIP. In: Energy Economics. RePEc:eee:eneeco:v:62:y:2017:i:c:p:43-60.

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2017Analyzing light fuel demand elasticities in Brazil using cointegration techniques. (2017). Rodrigues, Luciano ; Piedade, Mirian Rumenos . In: Energy Economics. RePEc:eee:eneeco:v:63:y:2017:i:c:p:322-331.

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2017Do economic and societal factors influence the financial performance of alternative energy firms?. (2017). Gupta, Kartick. In: Energy Economics. RePEc:eee:eneeco:v:65:y:2017:i:c:p:172-182.

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2017The impact of energy consumption and economic development on Ecological Footprint and CO2 emissions: Evidence from a Markov Switching Equilibrium Correction Model. (2017). Charfeddine, Lanouar. In: Energy Economics. RePEc:eee:eneeco:v:65:y:2017:i:c:p:355-374.

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2017Oil price shocks and policy uncertainty: New evidence on the effects of US and non-US oil production. (2017). Vespignani, Joaquin ; Ratti, Ronald ; Kang, Wensheng . In: Energy Economics. RePEc:eee:eneeco:v:66:y:2017:i:c:p:536-546.

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2017Modelling UK sub-sector industrial energy demand. (2017). Arvanitopoulos, Theodoros ; Agnolucci, Paolo ; de Lipsis, Vincenzo. In: Energy Economics. RePEc:eee:eneeco:v:67:y:2017:i:c:p:366-374.

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2018High-yield bond and energy markets. (2018). Soytas, Ugur ; Nazlioglu, Saban ; Gormus, Alper. In: Energy Economics. RePEc:eee:eneeco:v:69:y:2018:i:c:p:101-110.

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2018Asymmetric responses in the timing, and magnitude, of changes in Australian monthly petrol prices to daily oil price changes. (2018). Valadkhani, Abbas ; Smyth, Russell. In: Energy Economics. RePEc:eee:eneeco:v:69:y:2018:i:c:p:89-100.

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2018Renewable energy, oil prices, and economic activity: A Granger-causality in quantiles analysis. (2018). Uddin, Gazi ; Troster, Victor ; Shahbaz, Muhammad. In: Energy Economics. RePEc:eee:eneeco:v:70:y:2018:i:c:p:440-452.

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2018Gold and crude oil prices after the great moderation. (2018). Sephton, Peter ; Mann, Janelle. In: Energy Economics. RePEc:eee:eneeco:v:71:y:2018:i:c:p:273-281.

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More than 100 citations found, this list is not complete...

Works by Gabriel Rodríguez:


YearTitleTypeCited
2010Using A Forward-Looking Phillips Curve to Estimate the Output Gap in Peru In: Review of Applied Economics.
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2009Using A Forward-Looking Phillips Curve to Estimate the Output Gap in Peru.(2009) In: Working Papers.
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paper
2003SEARCHING FOR ADDITIVE OUTLIERS IN NONSTATIONARY TIME SERIES* In: Journal of Time Series Analysis.
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article45
2000Seraching for Additive Outliers in Nonstationary Time Series..(2000) In: Working Papers.
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This paper has another version. Agregated cites: 45
paper
2015Structural Breaks and Convergence in the Regions of Peru: 1970–2010 In: Review of Development Economics.
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article0
2013Single-equation tests for Cointegration with GLS Detrended Data In: Boston University - Department of Economics - Working Papers Series.
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paper0
2015Residuals-based Tests for Cointegration with GLS Detrended Data In: Boston University - Department of Economics - Working Papers Series.
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2000Residual Based Tests for Cointegration with GLS Detrended Data..(2000) In: Working Papers.
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paper
2007Why U.S. Money does not Cause U.S. Output, but does Cause Hong Kong Output In: Carleton Economic Papers.
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paper2
2007Why U.S. money does not cause U.S. output, but does cause Hong Kong output.(2007) In: Journal of International Money and Finance.
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This paper has another version. Agregated cites: 2
article
2002Why U.S. Money does not Cause U.S. Output, but does Cause Hong Kong Output.(2002) In: Working Papers.
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This paper has another version. Agregated cites: 2
paper
2009Intervención en el mercado cambiario y volatilidad del tipo de cambio en el Perú In: Monetaria.
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article0
2015Explaining the Determinants of the Frequency of Exchange Rate Interventions in Peru Using Count Models In: Applied Economics Quarterly (formerly: Konjunkturpolitik).
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article0
2012EXPLAINING THE DETERMINANTS OF THE FREQUENCY OF EXCHANGE RATE INTERVENTIONS IN PERU USING COUNT MODELS.(2012) In: Documentos de Trabajo / Working Papers.
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paper
2010ESTIMATING OUTPUT GAP, CORE INFLATION, AND THE NAIRU FOR PERU, 1979-2007 In: Applied Econometrics and International Development.
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article0
2006Unit root tests and structural change when the initial observation is drawn from its unconditional distribution In: Econometrics Journal.
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article2
2006Unit Root Tests and Structural Change when the Initial Observation is Drawn from its unconditional Distribution.(2006) In: Working Papers.
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This paper has another version. Agregated cites: 2
paper
2017Modeling Latin-American stock and Forex markets volatility: Empirical application of a model with random level shifts and genuine long memory In: The North American Journal of Economics and Finance.
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article0
2003GLS detrending, efficient unit root tests and structural change In: Journal of Econometrics.
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article2641
1998GLS Detrending, Efficient Unit Root Tests and Structural Change.(1998) In: Cahiers de recherche.
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This paper has another version. Agregated cites: 2641
paper
2012Does the exchange rate pass-through into prices change when inflation targeting is adopted? The Peruvian case study between 1994 and 2007 In: Journal of Macroeconomics.
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article14
2011DOES THE EXCHANGE RATE PASS-THROUGH INTO PRICES CHANGE WHEN INFLATION TARGETING IS ADOPTED? THE PERUVIAN CASE STUDY BETWEEN 1994 AND 2007.(2011) In: Documentos de Trabajo / Working Papers.
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paper
2018An empirical application of a stochastic volatility model with GH skew Students t-distribution to the volatility of Latin-American stock returns In: The Quarterly Review of Economics and Finance.
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article0
2013Inflation expectations formation in the presence of policy shifts and structural breaks: An experimental analysis In: Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics).
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article2
2012INFLATION EXPECTATIONS FORMATION IN THE PRESENCE OF POLICY SHIFTS AND STRUCTURAL BREAKS: AN EXPERIMENTAL ANALYSIS.(2012) In: Documentos de Trabajo / Working Papers.
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This paper has another version. Agregated cites: 2
paper
2005Modeling nonlinearities and asymmetries in quarterly revenues of the US telecommunications industry In: Structural Change and Economic Dynamics.
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article0
2018The New Keynesian framework for a small open economy with structural breaks: Empirical evidence from Peru In: Structural Change and Economic Dynamics.
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article0
2014 The New Keynesian Framework for a Small Open Economy with Structural Breaks: Empirical Evidence from Peru.(2014) In: Documentos de Trabajo / Working Papers.
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This paper has another version. Agregated cites: 0
paper
2012The unemployment rate, unemployment volatility, and crime In: International Journal of Social Economics.
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article0
2015Structural breaks and labor market disparities in the Canadian provinces In: Journal of Economic Studies.
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article0
2013Some stylized facts of return in the foreign exchange and stock markets in Peru In: Studies in Economics and Finance.
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article1
2011Some Stylized Facts of Returns in the Foreign Exchange and Stock Markets in Peru.(2011) In: Documentos de Trabajo / Working Papers.
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This paper has another version. Agregated cites: 1
paper
2010Some stylized facts of returns in the foreign exchange and stock markets in Peru.(2010) In: Working Papers.
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This paper has another version. Agregated cites: 1
paper
2017Selecting the Lag Length for the M GLS Unit Root Tests with Structural Change: A Warning Note for Practitioners Based on Simulations In: Econometrics.
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article0
2015Application of a Short Memory Model With Random Level Shifts to the Volatility of Latin American Stock Market Returns In: Latin American Journal of Economics-formerly Cuadernos de Economía.
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article0
2010Application of Three Non-Linear Econometric Approaches to Identify Business Cycles in Peru In: OECD Journal: Journal of Business Cycle Measurement and Analysis.
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article3
2010Application of three non-linear econometric approaches to identify business cycles in Peru.(2010) In: Documentos de Trabajo / Working Papers.
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This paper has another version. Agregated cites: 3
paper
2001Estimation of the Taylor Rule for Canada Under Multiple Structural Changes In: Working Papers.
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paper5
2001Analyzing the Effects of Labor Standards on U.S. Export Performance: A Time Series Approach With Structural Change In: Working Papers.
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paper1
2003Indirect Patent Citations In: Working Papers.
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paper16
2006Indirect patent citations.(2006) In: Scientometrics.
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This paper has another version. Agregated cites: 16
article
2003The Role of the Interprovincial Transfers in the B-Convergence Process. Further Empirical Evidence for CanadaAbstract: Based on the approach of Timljonavich and Vogelsang (2002), I present empirical e In: Working Papers.
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paper0
2003Evaluating Time Series Models in Short and Long-Term Forecasting of Canadian Air Passenger Data In: Working Papers.
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paper0
2003Human Activities and Global Warming: A Cointegration Analysis In: Working Papers.
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paper10
2005Human activities and global warming: a cointegration analysis.(2005) In: MPRA Paper.
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This paper has another version. Agregated cites: 10
paper
2003Identifying Permanent and Transitory Components in Latin-American Real Exchange Rates In: Working Papers.
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paper0
2003Identifying Canadian Regional Business Cycles using the Friedmand Plucking Model In: Working Papers.
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paper0
2003Are Canadian Regional Business Cycles All Alike? In: Working Papers.
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paper0
2006Stability of Central Bank Preferences, Macroeconomic Shocks, and Efficiency of the Monetary Policy. Empirical Evidence for Canada In: Working Papers.
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paper3
2006Finite Sample Behaviour of the Level Shift Model using Quasi-Differenced Data In: Working Papers.
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paper2
2007Using Markov-Switching Models to Identify the Link between Unemployment and Criminality In: Working Papers.
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paper3
2017Extreme Value Theory: An Application to the Peruvian Stock Market Returns || Teoría de valores extremos: una aplicación a los retornos bursátiles peruanos In: Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration.
[Full Text][Citation analysis]
article0
2009Una nota empírica sobre outliers aditivos y no estacionariedad en series de inflación en América Latina In: Capítulos de Libros PUCP / Chapters of PUCP books.
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chapter0
2012Movilidad en los mercados laborales del Perú: 2007-2011 In: Capítulos de Libros PUCP / Chapters of PUCP books.
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chapter0
1993Consumo de Alimentos en Sectores Populares In: Libros no PUCP / Books other publishers.
[Citation analysis]
book0
2011Comportamiento de las Tasas de desempleo regionales en España In: Libros no PUCP / Books other publishers.
[Citation analysis]
book0
1993Demanda de dinero y estacionalidad en el mercado monetario In: Revista Economía.
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article0
2011Descomposición histórica de la inflación en Perú. Distinguiendo entre choques de demanda y choques de oferta In: Revista Economía.
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article0
2010Descomposición Histórica de la Inflación en Perú. Distinguiendo entre choques de demanda y choques de oferta.(2010) In: Documentos de Trabajo / Working Papers.
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This paper has another version. Agregated cites: 0
paper
2012GLS para eliminar los componentes determinísticos, estadísticos de raíz unitaria eficientes y cambio estructural In: Revista Economía.
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article1
2012Impacto de expectativas políticas en los retornos del Índice General de la Bolsa de Valores de Lima In: Revista Economía.
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article0
2011Impacto de Expectativas Políticas en los Retornos del Indice General de la Bolsa de Valores de Lima.(2011) In: Documentos de Trabajo / Working Papers.
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This paper has another version. Agregated cites: 0
paper
2013Understanding the functional central limit theorems with some applications to unit root testing with structural change In: Revista Economía.
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article1
2011UNDERSTANDING THE FUNCTIONAL CENTRAL LIMIT THEOREMS WITH SOME APPLICATIONS TO UNIT ROOT TESTING WITH STRUCTURAL CHANGE.(2011) In: Documentos de Trabajo / Working Papers.
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This paper has another version. Agregated cites: 1
paper
2014A 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 In: Revista Economía.
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article0
2013A Note on the Size of the ADF Test with Additive Outliers and Fractional Errors. A Reapraisal about the (Non) Stationarity of the Latin-American Inflation Series..(2013) In: Documentos de Trabajo / Working Papers.
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This paper has another version. Agregated cites: 0
paper
2010Is there a link between unemployment and criminality in the us economy? Further evidence In: Documentos de Trabajo / Working Papers.
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paper0
2010Persistence of unemployment in the canadian provinces In: Documentos de Trabajo / Working Papers.
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paper2
2011Persistence of Unemployment in the Canadian Provinces.(2011) In: International Regional Science Review.
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This paper has another version. Agregated cites: 2
article
2011A FACTORIAL DECOMPOSITION OF INFLATION IN PERU, AN ALTERNATIVE MEASURE OF CORE INFLATION In: Documentos de Trabajo / Working Papers.
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paper2
2012A factorial decomposition of inflation in Peru: an alternative measure of core inflation.(2012) In: Applied Economics Letters.
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This paper has another version. Agregated cites: 2
article
2011ESTIMATION OF A TIME VARYING NATURAL INTEREST RATE FOR PERU In: Documentos de Trabajo / Working Papers.
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paper5
2009Estimation of a Time Varying Natural Interest Rate for Peru.(2009) In: Working Papers.
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paper
2011CONVERGENCE IN THE CANADIAN PROVINCES: EVIDENCE USING UNEMPLOYMENT RATES In: Documentos de Trabajo / Working Papers.
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paper0
2012Residual test for cointegration with GLS detrended data In: Documentos de Trabajo / Working Papers.
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paper1
2012Explaining the Transition Probabilities in the Peruvian Labor Market In: Documentos de Trabajo / Working Papers.
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paper1
2013A comparison between Tau-d and the procedure TRAMO-SEATS is also included. In: Documentos de Trabajo / Working Papers.
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paper0
2013A Comparative Note About Estimation of the Fractional Parameter under Additive Outliers In: Documentos de Trabajo / Working Papers.
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2013Growth of the Peruvian Economy and Convergence in the Regions of Peru: 1970-2010 In: Documentos de Trabajo / Working Papers.
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paper0
2013Do Labor Reforms in Spain have an Effect on the Equilibrium Unemployment Rate? In: Documentos de Trabajo / Working Papers.
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2014Do Labor Reforms in Spain Have an Effect on the Equilibrium Unemployment Rate?.(2014) In: International Journal of Social Science Studies.
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This paper has another version. Agregated cites: 0
article
2013Trend-cycle decomposition for Peruvian GDP: Application of an alternative method In: Documentos de Trabajo / Working Papers.
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paper0
2014Trend-cycle decomposition for Peruvian GDP: application of an alternative method.(2014) In: Latin American Economic Review.
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This paper has another version. Agregated cites: 0
article
2014 An Application of a Random Level Shifts Model to the Volatility of Peruvian Stock and Exchange Rates Returns In: Documentos de Trabajo / Working Papers.
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2016An application of a random level shifts model to the volatility of Peruvian stock and exchange rate returns.(2016) In: Macroeconomics and Finance in Emerging Market Economies.
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This paper has another version. Agregated cites: 0
article
2014 An Application of a Short Memory Model With Random Level Shifts to the Volatility of Latin American Stock Market Returns In: Documentos de Trabajo / Working Papers.
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2015An Application of a Short Memory Model with Random Level Shifts to the Volatility of Latin American Stock Market Returns.(2015) In: Working Papers.
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This paper has another version. Agregated cites: 0
paper
2014 Driving Economic Fluctuations in Peru: The Role of the Terms of Trade In: Documentos de Trabajo / Working Papers.
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2018Driving economic fluctuations in Peru: the role of the terms of trade.(2018) In: Empirical Economics.
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This paper has another version. Agregated cites: 0
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2014 Convergencia en las Regiones del Perú: ¿Inclusión o Exclusión en el Crecimiento de la Economía Peruana (1970-2010)? In: Documentos de Trabajo / Working Papers.
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2014 Stochastic Volatility in Peruvian Stock Market and Exchange Rate Returns: a Bayesian Approximation In: Documentos de Trabajo / Working Papers.
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2014 Volatility of Stock Market and Exchange Rate Returns in Peru: Long Memory or Short Memory with Level Shifts? In: Documentos de Trabajo / Working Papers.
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paper0
2014 Extreme Value Theory: An Application to the Peruvian Stock Market Returns In: Documentos de Trabajo / Working Papers.
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paper0
2014 Distinguishing between True and Spurious Long Memory in the Volatility of Stock Market Returns in Latin America In: Documentos de Trabajo / Working Papers.
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paper0
2015Univariate Autoregressive Conditional Heteroskedasticity Models: An Application to the Peruvian Stock Market Returns In: Documentos de Trabajo / Working Papers.
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paper0
2015Modeling Latin-American Stock Markets Volatility: Varying Probabilities and Mean Reversion in a Random Level Shifts Model In: Documentos de Trabajo / Working Papers.
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paper0
2015Data-Dependent Methods for the Lag Length Selection in Unit Root Tests with Structural Change In: Documentos de Trabajo / Working Papers.
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2015 A Stochastic Volatility Model with GH Skew Student’s t-Distribution: Application to Latin-American Stock Returns In: Documentos de Trabajo / Working Papers.
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2016 Asymmetries in Volatility: An Empirical Study for the Peruvian Stock and Forex Market [Asimetrías en volatilidad: Un estudio empírico para los mercados bursátil y cambiario del Perú] In: Documentos de Trabajo / Working Papers.
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2016 Modelling the Volatility of Commodities Prices using a Stochastic Volatility Model with Random Level Shifts [Modelando la volatilidad de los precios de los commodities utilizando un modelo de volatil In: Documentos de Trabajo / Working Papers.
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2016 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 [Una aplicación empírica de un mod In: Documentos de Trabajo / Working Papers.
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2016 Modeling Latin-American Stock and Forex Markets Volatility: Empirical Application of a Model with Random Level Shifts and Genuine Long Memory [Modelando la volatilidad de los mercados bursátiles y c In: Documentos de Trabajo / Working Papers.
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paper0
2017Estimation of the Sovereign Yield Curve of Peru: The Role of Macroeconomic and Latent Factors In: Documentos de Trabajo / Working Papers.
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paper0
2017Empirical Modeling of Latin American Stock and Forex Markets Returns and Volatility using Markov-Switching GARCH Models In: Documentos de Trabajo / Working Papers.
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paper1
2018 The Role of Loan Supply Shocks in Pacific Alliance Countries: A TVP-VAR-SV Approach In: Documentos de Trabajo / Working Papers.
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paper0
2008Eficiencia de la política monetaria y la estabilidad de las preferencias del Banco Central. Evidencia empírica para el Perú In: Revista Estudios Económicos.
[Full Text][Citation analysis]
article1
2011Volatilidad financiera y rentabilidades cambiarias y bursátiles en el Perú In: Revista Moneda.
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article0
2007Application of Three Alternative Approaches to Identify Business Cycles in Peru In: Working Papers.
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paper0
2007Efficiency of the Monetary Policy and Stability of Central Bank Preferences. Empirical Evidence for Peru In: Working Papers.
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paper0
2009Have European Unemployment Rates Converged? In: Working Papers.
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paper2
2009Foreign Exchange Intervention and Exchange Rate Volatility in Peru In: Working Papers.
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paper17
2010Foreign exchange intervention and exchange rate volatility in Peru.(2010) In: Applied Economics Letters.
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This paper has another version. Agregated cites: 17
article
2009Estimating Output Gap, Core Inflation, and the NAIRU for Peru In: Working Papers.
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paper1
2004An empirical note about additive outliers and nonstationarity in Latin-American inflation series In: Empirical Economics.
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article9
2007On the value of information in the presence of moral hazard In: Review of Economic Design.
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article0
2017Modelling the volatility of commodities prices using a stochastic volatility model with random level shifts In: Review of World Economics (Weltwirtschaftliches Archiv).
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article0
2005Finite sample effects of additive outliers on the Granger-causality test with an application to money growth and inflation in Peru In: Applied Economics Letters.
[Full Text][Citation analysis]
article1
2003Analysing the effects of labour standards on US export performance. A time series approach with structural change In: Applied Economics.
[Full Text][Citation analysis]
article7
2007The role of permanent and transitory components in the fluctuations of Latin-American real exchange rates In: Applied Economics.
[Full Text][Citation analysis]
article2
2004Similitudes and Discrepancies in Post-Keynesian and Marxist Theories of Investment: A Theoretical and Empirical Investigation In: International Review of Applied Economics.
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article42
2016Residuals‐based tests for cointegration with generalized least‐squares detrended data In: Econometrics Journal.
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article1
2019Asymmetries in Volatility: An Empirical Study for the Peruvian Stock and Forex Markets In: Review of Pacific Basin Financial Markets and Policies (RPBFMP).
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article0

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