Gabriel Rodríguez : Citation Profile


Are you Gabriel Rodríguez?

Pontificia Universidad Católica del Perú

9

H index

8

i10 index

347

Citations

RESEARCH PRODUCTION:

49

Articles

73

Papers

2

Books

2

Chapters

RESEARCH ACTIVITY:

   26 years (1993 - 2019). See details.
   Cites by year: 13
   Journals where Gabriel Rodríguez has often published
   Relations with other researchers
   Recent citing documents: 56.    Total self citations: 32 (8.44 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pro411
   Updated: 2020-05-16    RAS profile: 2020-05-13    
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Relations with other researchers


Works with:

Perron, Pierre (3)

Ataurima Arellano, Miguel (2)

Quineche, Ricardo (2)

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

Is cited by:

Harvey, David (15)

Leybourne, Stephen (14)

Taylor, Robert (12)

Darné, Olivier (10)

Ghassan, Hassan (10)

Villamizar-Villegas, mauricio (8)

Haldrup, Niels (8)

Esteve, Vicente (8)

Sansó, Andreu (7)

Schoder, Christian (6)

Perron, Pierre (5)

Cites to:

Perron, Pierre (140)

Qu, Zhongjun (33)

Bollerslev, Tim (29)

Ng, Serena (29)

Gertler, Mark (27)

Engle, Robert (26)

Granger, Clive (25)

Phillips, Peter (24)

Poyago-Theotoky, Joanna (22)

Campbell, John (22)

Gali, Jordi (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 Per43
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
2019Volatility experience of major world stock markets. (2019). Rao, Prabhakara R ; Mallikarjuna, M. In: Theoretical and Applied Economics. RePEc:agr:journl:v:4(621):y:2019:i:4(621):p:35-52.

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2019Volatility experience of major world stock markets. (2019). Mallikarjuna, Mejari ; Rao, Prabhakara R. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxvi:y:2019:i:4(621):p:35-52.

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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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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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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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2019Effects of a mandatory local currency pricing law on the exchange rate pass-through. (2019). Toma, Hiroshi ; Castellares, Renzo. In: BIS Working Papers. RePEc:bis:biswps:785.

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2019Determinants of credit growth and the bank-lending channel in Peru: A loan level analysis. (2019). Nivin, Rafael ; Cuba, Walter ; Bustamante, Jose . In: BIS Working Papers. RePEc:bis:biswps:803.

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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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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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2019Emission factors of fugitive methane from underground coal mines in China: Estimation and uncertainty. (2019). Cai, Bofeng ; Zhang, Jianjun ; Wang, KE ; Yu, Shengmin. In: Applied Energy. RePEc:eee:appene:v:250:y:2019:i:c:p:273-282.

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2020Global hemispheric temperatures and co-shifting: A vector shifting-mean autoregressive analysis. (2020). Teräsvirta, Timo ; Holt, Matthew ; Terasvirta, Timo. In: Journal of Econometrics. RePEc:eee:econom:v:214:y:2020:i:1:p:198-215.

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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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2019Unveiling the effects of foreign exchange intervention: A panel approach. (2019). Mano, Rui ; Lisack, Noëmie ; Adler, Gustavo. In: Emerging Markets Review. RePEc:eee:ememar:v:40:y:2019:i:c:3.

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2019Forward search path count as an alternative indirect citation impact indicator. (2019). Zhuge, Hai ; Jiang, Xiaorui . In: Journal of Informetrics. RePEc:eee:infome:v:13:y:2019:i:4:s1751157719300094.

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2018The relation between knowledge accumulation and technical value in interdisciplinary technologies. (2018). Chandra, Praveena ; Dong, Andy . In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:128:y:2018:i:c:p:235-244.

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2017Temperature Anomalies, Radiative Forcing and ENSO. (2017). Sbrana, Giacomo ; MORANA, CLAUDIO. In: Working Papers. RePEc:fem:femwpa:2017.09.

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2017Unit Roots and Structural Breaks. (2017). Perron, Pierre. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:2:p:22-:d:100001.

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2020Is Foreign Exchange Intervention a Panacea in Diversified Circumstances? The Perspectives of Asymmetric Effects. (2020). Park, Hail ; Le, Dieu Thanh ; Wang, Wenbo. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:7:p:2913-:d:342024.

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2019How resilient is La Réunion in terms of international tourism attractiveness: an assessment from unit root tests with structural breaks from 1981-2015. (2019). Hoarau, Jean-François ; Darné, Olivier ; Darne, Olivier ; Charles, Amelie. In: Post-Print. RePEc:hal:journl:hal-02053296.

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2018How resilient is La Réunion interms of international tourism attractiveness: an assessment from unit root tests with structural breaks from1981-2015. (2018). Hoarau, Jean-François ; Darné, Olivier ; Darne, Olivier ; Charles, Amelie. In: Working Papers. RePEc:hal:wpaper:hal-01943891.

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2018The Effects of Monetary and Exchange Rate Policy Shocks: Evidence from an Emerging Market Economy. (2018). Villamizar-Villegas, mauricio ; Onder, Yasin. In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2018:q:0:a:5.

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2020Economic integration and the distribution of income in Europe: A between country analysis. (2020). Monfort, Mercedes ; Ordoez, Javier ; Ghoshray, Atanu. In: Working Papers. RePEc:jau:wpaper:2020/11.

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2018Determinants of patent quality in U.S. manufacturing: technological diversity, appropriability, and firm size. (2018). Dindaroglu, Burak ; Dindarolu, Burak. In: The Journal of Technology Transfer. RePEc:kap:jtecht:v:43:y:2018:i:4:d:10.1007_s10961-017-9587-7.

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2017Inflation targeting and exchange rate pass-through to domestic prices: evidence from South Africa. (2017). Oladipo, Oluwasheyi . In: Journal of Economic and Financial Studies (JEFS). RePEc:lrc:lareco:v:5:y:2017:i:5:p:1-11.

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2017Calificación riesgo país y flujos de capital en México: 1998-2012/Country risk rating and capital flows in Mexico: 1998-2012. (2017). Rosas, Mario Alberto ; Ortega, Miguel Flores . In: Estudios de Economía Aplicada. RePEc:lrk:eeaart:35_1_9.

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2017Temperature anomalies, radiative forcing and ENSO. (2017). Sbrana, Giacomo ; MORANA, CLAUDIO ; Giacomo, Sbrana ; Claudio, Morana. In: Working Papers. RePEc:mib:wpaper:361.

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2018Is there hysteresis in South African unemployment? Evidence form the post-recessionary period. (2018). Phiri, Andrew ; Pikoko, Vuyo. In: Working Papers. RePEc:mnd:wpaper:1803.

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2018Anomaly detection in streaming nonstationary temporal data. (2018). Talagala, Priyanga ; Hyndman, Rob ; Munoz, Mario A ; Kandanaarachchi, Sevvandi ; Smith-Miles, Kate. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2018-4.

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2019Investment, Autonomous Demand and Long Run Capacity Utilization: An Empirical Test for the Euro Area. (2019). Gallo, Ettore. In: Working Papers. RePEc:new:wpaper:1904.

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2019Hysteresis in the normal rate of capacity utilization: a behavioural explanation. (2019). Setterfield, Mark ; Avritzer, Joana David . In: Working Papers. RePEc:new:wpaper:1907.

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2019 Saltos, tendencias y la atribución del cambio climático: un análisis de series de tiempo. (2019). Perron, Pierre ; Estrada, Francisco. In: Revista Economía. RePEc:pcp:pucrev:y:2019:i:83:p:1-31.

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2017 Factores discrecionales y no discrecionales de la eficiencia educativa: evidencias para el caso peruano. (2017). Jopen Sánchez, Guillermo. In: Documentos de Trabajo / Working Papers. RePEc:pcp:pucwps:wp00437.

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2019On the empirical content of the convergence debate: Cross country evidence on growth and capacity utilisation. (2019). Gahn, Santiago J ; Gonzalez, Alejandro. In: Working Papers. RePEc:pke:wpaper:pkwp1922.

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2017New unit root tests with two smooth breaks and nonlinear adjustment. (2017). Hepsag, Aycan. In: MPRA Paper. RePEc:pra:mprapa:83353.

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2018Is there hysteresis in South African unemployment? Evidence from the post-recessionary period. (2018). Phiri, Andrew ; Pikoko, Vuyokazi. In: MPRA Paper. RePEc:pra:mprapa:83962.

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2019Inflation targeting and the pass-through effect: The case of Mongolia. (2019). Taguchi, Hiroyuki. In: MPRA Paper. RePEc:pra:mprapa:92988.

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2017بررسی رژیم های قیمتی دو شاخص عمده بازار جهانی نفت(برنت و WTI) قبل و بعد از بحران مالی:کاربردی از رویکرد مارکف سوئ. (2017). KAFILI, Vahid ; Agh, Majid Babaei ; Ebrahimi, Mohsen. In: MPRA Paper. RePEc:pra:mprapa:98739.

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2019Effects of a Mandatory Local Currency Pricing Law on the Exchange Rate Pass-Through. (2019). Toma, Hiroshi ; Castellares, Renzo. In: Working Papers. RePEc:rbp:wpaper:2019-001.

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2019Evaluando el impacto de las medidas de desdolarización del crédito en el Perú. (2019). Pérez Forero, Fernando ; Gondo Mori, Rocio ; Contreras, Alex. In: Working Papers. RePEc:rbp:wpaper:2019-005.

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2019Determinantes del crecimiento del crédito y el canal de préstamo bancario en el Perú: Un análisis a nivel de préstamos. (2019). Nivin, Rafael ; Cuba, Walter ; Bustamante, Jose . In: Working Papers. RePEc:rbp:wpaper:2019-007.

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2019Corporate earnings sensitivity to FX volatility and currency exposure: evidence from Peru.. (2019). Humala, Alberto. In: Working Papers. RePEc:rbp:wpaper:2019-021.

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2017Temperature anomalies, radiative forcing and ENSO. (2017). Sbrana, Giacomo ; MORANA, CLAUDIO. In: Working Paper series. RePEc:rim:rimwps:17-06.

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2017A Survey on Exchange Rate Pass through in Emerging Markets. (2017). Tunc, Cengiz. In: Bulletin of Economic Theory and Analysis. RePEc:ris:betajl:0015.

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2018Public debt and economic growth in Spain, 1851–2013. (2018). Esteve, Vicente ; Tamarit, Cecilio. In: Cliometrica. RePEc:spr:cliomt:v:12:y:2018:i:2:d:10.1007_s11698-017-0159-8.

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2017Is Sub-Saharan Africa catching up?. (2017). Noguera-Santaella, Jose . In: Empirical Economics. RePEc:spr:empeco:v:52:y:2017:i:2:d:10.1007_s00181-016-1086-4.

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2018Estimating export equations: a survey of the literature. (2018). Bayar, Guzin. In: Empirical Economics. RePEc:spr:empeco:v:54:y:2018:i:2:d:10.1007_s00181-016-1220-3.

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2018Central bank interventions in a dollarized economy: managed floating versus inflation targeting. (2018). Mundaca, Gabriela. In: Empirical Economics. RePEc:spr:empeco:v:55:y:2018:i:4:d:10.1007_s00181-017-1331-5.

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2019Unemployment rate hysteresis and the great recession: exploring the metropolitan evidence. (2019). Canarella, Giorgio ; Pollard, Stephen K ; Miller, Stephen M ; Gupta, Rangan. In: Empirical Economics. RePEc:spr:empeco:v:56:y:2019:i:1:d:10.1007_s00181-017-1361-z.

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2019Evaluation of forecasting methods from selected stock market returns. (2019). Mallikarjuna, Mejari ; Rao, Prabhakara R. In: Financial Innovation. RePEc:spr:fininn:v:5:y:2019:i:1:d:10.1186_s40854-019-0157-x.

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2017Using PageRank in the analysis of technological progress through patents: an illustration for biotechnological inventions. (2017). Reschenhofer, Peter ; Reinstaller, Andreas. In: Scientometrics. RePEc:spr:scient:v:113:y:2017:i:3:d:10.1007_s11192-017-2549-x.

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2017Oil price–inflation pass-through in Romania during the inflation targeting regime. (2017). Tiwari, Aviral ; Oros, Cornel ; Albulescu, Claudiu. In: Applied Economics. RePEc:taf:applec:v:49:y:2017:i:15:p:1527-1542.

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2018Normal utilization as the adjusting variable in Neo-Kaleckian growth models : a critique. (2018). Pariboni, Riccardo ; Girardi, Daniele. In: UMASS Amherst Economics Working Papers. RePEc:ums:papers:2018-11.

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2017Using PageRank in the Analysis of Technological Progress Through Patents. An Illustration for Biotechnological Inventions. (2017). Reschenhofer, Peter ; Reinstaller, Andreas. In: WIFO Working Papers. RePEc:wfo:wpaper:y:2017:i:543.

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2018Overhead labour costs in a neo-Kaleckian growth model with autonomous expenditures. (2018). Lavoie, Marc ; Nah, Won Jun. In: IPE Working Papers. RePEc:zbw:ipewps:1112018.

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2019Investment, autonomous demand and long run capacity utilization: An empirical test for the Euro Area. (2019). Gallo, Ettore. In: IPE Working Papers. RePEc:zbw:ipewps:1162019.

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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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2003SEARCHING FOR ADDITIVE OUTLIERS IN NONSTATIONARY TIME SERIES* In: Journal of Time Series Analysis.
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article46
2000Seraching for Additive Outliers in Nonstationary Time Series..(2000) In: Working Papers.
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2015Structural Breaks and Convergence in the Regions of Peru: 1970–2010 In: Review of Development Economics.
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2013Single-equation tests for Cointegration with GLS Detrended Data In: Boston University - Department of Economics - Working Papers Series.
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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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2007Why U.S. Money does not Cause U.S. Output, but does Cause Hong Kong Output In: Carleton Economic Papers.
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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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2002Why U.S. Money does not Cause U.S. Output, but does Cause Hong Kong Output.(2002) In: Working Papers.
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2009Intervención en el mercado cambiario y volatilidad del tipo de cambio en el Perú In: Monetaria.
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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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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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2010ESTIMATING OUTPUT GAP, CORE INFLATION, AND THE NAIRU FOR PERU, 1979-2007 In: Applied Econometrics and International Development.
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2006Unit root tests and structural change when the initial observation is drawn from its unconditional distribution In: Econometrics Journal.
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2006Unit Root Tests and Structural Change when the Initial Observation is Drawn from its unconditional Distribution.(2006) In: Working Papers.
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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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2003GLS detrending, efficient unit root tests and structural change In: Journal of Econometrics.
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1998GLS Detrending, Efficient Unit Root Tests and Structural Change.(1998) In: Cahiers de recherche.
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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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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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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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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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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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2005Modeling nonlinearities and asymmetries in quarterly revenues of the US telecommunications industry In: Structural Change and Economic Dynamics.
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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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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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2012The unemployment rate, unemployment volatility, and crime In: International Journal of Social Economics.
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2015Structural breaks and labor market disparities in the Canadian provinces In: Journal of Economic Studies.
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2013Some stylized facts of return in the foreign exchange and stock markets in Peru In: Studies in Economics and Finance.
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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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2010Some stylized facts of returns in the foreign exchange and stock markets in Peru.(2010) In: Working Papers.
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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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2017Selecting between Autoregressive Conditional Heteroskedasticity Models: An Empirical Application to the Volatility of Stock Returns in Peru In: Revista de Analisis Economico – Economic Analysis Review.
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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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2014 An Application of a Short Memory Model With Random Level Shifts to the Volatility of Latin American Stock Market Returns.(2014) 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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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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2010Application of three non-linear econometric approaches to identify business cycles in Peru.(2010) In: Documentos de Trabajo / Working Papers.
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2001Estimation of the Taylor Rule for Canada Under Multiple Structural Changes In: Working Papers.
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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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2003Analysing the effects of labour standards on US export performance. A time series approach with structural change.(2003) In: Applied Economics.
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2003Indirect Patent Citations In: Working Papers.
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2006Indirect patent citations.(2006) In: Scientometrics.
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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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2003Evaluating Time Series Models in Short and Long-Term Forecasting of Canadian Air Passenger Data In: Working Papers.
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2003Human Activities and Global Warming: A Cointegration Analysis In: Working Papers.
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2005Human activities and global warming: a cointegration analysis.(2005) In: MPRA Paper.
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2003Identifying Permanent and Transitory Components in Latin-American Real Exchange Rates In: Working Papers.
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2003Identifying Canadian Regional Business Cycles using the Friedmand Plucking Model In: Working Papers.
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2003Are Canadian Regional Business Cycles All Alike? In: Working Papers.
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2006Stability of Central Bank Preferences, Macroeconomic Shocks, and Efficiency of the Monetary Policy. Empirical Evidence for Canada In: Working Papers.
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2006Finite Sample Behaviour of the Level Shift Model using Quasi-Differenced Data In: Working Papers.
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2007Using Markov-Switching Models to Identify the Link between Unemployment and Criminality In: Working Papers.
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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.
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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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2012Movilidad en los mercados laborales del Perú: 2007-2011 In: Capítulos de Libros PUCP / Chapters of PUCP books.
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1993Consumo de Alimentos en Sectores Populares In: Libros no PUCP / Books other publishers.
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2011Comportamiento de las Tasas de desempleo regionales en España In: Libros no PUCP / Books other publishers.
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1993Demanda de dinero y estacionalidad en el mercado monetario In: Revista Economía.
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2011Descomposición histórica de la inflación en Perú. Distinguiendo entre choques de demanda y choques de oferta In: Revista Economía.
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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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2012GLS para eliminar los componentes determinísticos, estadísticos de raíz unitaria eficientes y cambio estructural In: Revista Economía.
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2012Impacto de expectativas políticas en los retornos del Índice General de la Bolsa de Valores de Lima In: Revista Economía.
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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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2013Understanding the functional central limit theorems with some applications to unit root testing with structural change In: Revista Economía.
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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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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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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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2010Is there a link between unemployment and criminality in the us economy? Further evidence In: Documentos de Trabajo / Working Papers.
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2010Persistence of unemployment in the canadian provinces In: Documentos de Trabajo / Working Papers.
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2011A FACTORIAL DECOMPOSITION OF INFLATION IN PERU, AN ALTERNATIVE MEASURE OF CORE INFLATION In: Documentos de Trabajo / Working Papers.
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2011ESTIMATION OF A TIME VARYING NATURAL INTEREST RATE FOR PERU In: Documentos de Trabajo / Working Papers.
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2009Estimation of a Time Varying Natural Interest Rate for Peru.(2009) In: Working Papers.
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2011CONVERGENCE IN THE CANADIAN PROVINCES: EVIDENCE USING UNEMPLOYMENT RATES In: Documentos de Trabajo / Working Papers.
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2012Residual test for cointegration with GLS detrended data In: Documentos de Trabajo / Working Papers.
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2012Explaining the Transition Probabilities in the Peruvian Labor Market In: Documentos de Trabajo / Working Papers.
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2013A comparison between Tau-d and the procedure TRAMO-SEATS is also included. In: Documentos de Trabajo / Working Papers.
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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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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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2013Trend-cycle decomposition for Peruvian GDP: Application of an alternative method In: Documentos de Trabajo / Working Papers.
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2014Trend-cycle decomposition for Peruvian GDP: application of an alternative method.(2014) In: Latin American Economic Review.
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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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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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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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2014 Extreme Value Theory: An Application to the Peruvian Stock Market Returns In: Documentos de Trabajo / Working Papers.
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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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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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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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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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2019 Perus Regional Growth and Convergence in 1979-2017: An Empirical Spatial Panel Data Analysis In: Documentos de Trabajo / Working Papers.
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2019 Presidential Approval in Peru: An Empirical Analysis Using a Fractionally Cointegrated VAR In: Documentos de Trabajo / Working Papers.
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2008Eficiencia de la política monetaria y la estabilidad de las preferencias del Banco Central. Evidencia empírica para el Perú In: Revista Estudios Económicos.
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2011Volatilidad financiera y rentabilidades cambiarias y bursátiles en el Perú In: Revista Moneda.
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2007Application of Three Alternative Approaches to Identify Business Cycles in Peru In: Working Papers.
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2007Efficiency of the Monetary Policy and Stability of Central Bank Preferences. Empirical Evidence for Peru In: Working Papers.
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2009Have European Unemployment Rates Converged? In: Working Papers.
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2009Foreign Exchange Intervention and Exchange Rate Volatility in Peru In: Working Papers.
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2009Estimating Output Gap, Core Inflation, and the NAIRU for Peru In: Working Papers.
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2004An empirical note about additive outliers and nonstationarity in Latin-American inflation series In: Empirical Economics.
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2019An empirical note about estimation and forecasting Latin American Forex returns volatility: the role of long memory and random level shifts components In: Portuguese Economic Journal.
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2007On the value of information in the presence of moral hazard In: Review of Economic Design.
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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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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.
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2010Foreign exchange intervention and exchange rate volatility in Peru In: Applied Economics Letters.
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2012A factorial decomposition of inflation in Peru: an alternative measure of core inflation In: Applied Economics Letters.
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2007The role of permanent and transitory components in the fluctuations of Latin-American real exchange rates In: Applied Economics.
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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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2016Residuals‐based tests for cointegration with generalized least‐squares detrended data In: Econometrics Journal.
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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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