Gabriel Rodríguez : Citation Profile


Are you Gabriel Rodríguez?

Pontificia Universidad Católica del Perú

10

H index

10

i10 index

395

Citations

RESEARCH PRODUCTION:

53

Articles

81

Papers

2

Books

2

Chapters

RESEARCH ACTIVITY:

   28 years (1993 - 2021). See details.
   Cites by year: 14
   Journals where Gabriel Rodríguez has often published
   Relations with other researchers
   Recent citing documents: 40.    Total self citations: 36 (8.35 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pro411
   Updated: 2022-05-21    RAS profile: 2022-03-31    
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Relations with other researchers


Works with:

Ataurima Arellano, Miguel (4)

Gonzáles Tanaka, José Carlos (4)

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 (13)

Darné, Olivier (10)

Ghassan, Hassan (9)

Haldrup, Niels (8)

Esteve, Vicente (8)

Sansó, Andreu (7)

Schoder, Christian (7)

Villamizar-Villegas, mauricio (6)

Cifarelli, Giulio (5)

Cites to:

Perron, Pierre (143)

Bollerslev, Tim (37)

Qu, Zhongjun (34)

Gertler, Mark (32)

Engle, Robert (32)

Ng, Serena (28)

Galí, Jordi (27)

Granger, Clive (25)

Shephard, Neil (24)

Phillips, Peter (23)

Poyago-Theotoky, Joanna (22)

Main data


Where Gabriel Rodríguez has published?


Journals with more than one article published# docs
Revista Economa6
The North American Journal of Economics and Finance3
Applied Economics Letters3
Journal of Economic Studies2
Empirical Economics2
The Quarterly Review of Economics and Finance2
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 Per50
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 (2021 and 2020)


YearTitle of citing document
2021Fiscal Policy and Crime Rate in Nigeria. (2021). Ajide, Folorunsho. In: African Journal of Economic Review. RePEc:ags:afjecr:315827.

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2021Citation cascade and the evolution of topic relevance. (2021). Yan, Erjia ; Chen, Qingyu ; Min, Chao ; Sun, Jianjun ; Bu, YI. In: Journal of the Association for Information Science & Technology. RePEc:bla:jinfst:v:72:y:2021:i:1:p:110-127.

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2020Hysteresis in the normal rate of capacity utilization: A behavioral explanation. (2020). Setterfield, Mark ; Avritzer, Joana David. In: Metroeconomica. RePEc:bla:metroe:v:71:y:2020:i:4:p:898-919.

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2022Nonlinearities in the Exchange Rate Pass-Through: The Role of Inflation Expectations. (2022). Caporale, Guglielmo Maria ; Anderl, Christina. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9544.

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2021Recursive adjusted unit root tests under non-stationary volatility. (2021). Wen, Kuangyu ; Li, Yanglin ; Wang, Shaoping. In: Economics Letters. RePEc:eee:ecolet:v:205:y:2021:i:c:s0165176521002184.

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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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2020Level shift estimation in the presence of non-stationary volatility with an application to the unit root testing problem. (2020). Taylor, Robert ; Robert, A M ; Kew, Hsein ; Harris, David. In: Journal of Econometrics. RePEc:eee:econom:v:219:y:2020:i:2:p:354-388.

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2020The prominence of renewable and non-renewable electricity generation on the environmental Kuznets curve: A case study of Ethiopia. (2020). Al-mulali, Usama ; Salahuddin, Mohammad ; Solarin, Sakiru Adebola ; Usama, Al-Mulali. In: Energy. RePEc:eee:energy:v:211:y:2020:i:c:s0360544220317734.

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2021The effectiveness of currency intervention: Evidence from Mongolia. (2021). Pontines, Victor ; Luvsannyam, davaajargal ; Munkhtsetseg, Ulziikhutag ; Atarbaatar, Enkhjin. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:75:y:2021:i:c:s1042443121001517.

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2020Effects of a mandatory local currency pricing law on the exchange rate pass-through. (2020). Toma, Hiroshi ; Castellares, Renzo. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:106:y:2020:i:c:s026156062030142x.

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2021Unit roots in real primary commodity prices? A meta-analysis of the Grilli and Yang data set. (2021). Winkelried, Diego. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:23:y:2021:i:c:s2405851321000027.

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2020Natural resource abundance, technological innovation, and human capital nexus with financial development: A case study of China. (2020). Shahbaz, Muhammad ; Khan, Zeeshan ; Jiao, Zhilun ; Yang, Siqun ; Hussain, Muzzammil. In: Resources Policy. RePEc:eee:jrpoli:v:65:y:2020:i:c:s0301420719309171.

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2020The effects of shale oil production, capital and labour on economic growth in the United States: A maximum likelihood analysis of the resource curse hypothesis. (2020). Solarin, Sakiru Adebola. In: Resources Policy. RePEc:eee:jrpoli:v:68:y:2020:i:c:s0301420719309249.

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2020.

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2021On the adjustment of capacity utilisation to aggregate demand: Revisiting an old Sraffian critique to the Neo-Kaleckian model. (2021). Gahn, Santiago Jose. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:58:y:2021:i:c:p:325-360.

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2020Wage-led and profit-led regime research – promising scientific research programme or scientific cul-de-sac?. (2020). Heise, A. In: Economic Issues Journal Articles. RePEc:eis:articl:220heise.

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2020Frequency-Domain Evidence for Climate Change. (2020). Reschenhofer, Erhard ; Mangat, Manveer Kaur. In: Econometrics. RePEc:gam:jecnmx:v:8:y:2020:i:3:p:28-:d:387111.

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2021A Comparative Analysis on Probability of Volatility Clusters on Cryptocurrencies, and FOREX Currencies. (2021). Chinthapalli, Usha Rekha. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:14:y:2021:i:7:p:308-:d:589162.

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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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2020Uncovered interest parity with foreign exchange interventions under exchange rate peg and inflation targeting: The case of Ukraine. (2020). Grui, Anton. In: IHEID Working Papers. RePEc:gii:giihei:heidwp14-2020.

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2020Is capacity utilization variable in the long run? An agent-based sectoral approach tomodeling hysteresis in the normal rate of capacity utilization. (2020). Setterfield, Mark ; Lang, Dany ; Bauermann, Tom ; Bassi, Federico. In: CEPN Working Papers. RePEc:hal:cepnwp:halshs-02865532.

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2020Is capacity utilization variable in the long run? An agent-based sectoral approach tomodeling hysteresis in the normal rate of capacity utilization. (2020). Setterfield, Mark ; Lang, Dany ; Bauermann, Tom ; Bassi, Federico. In: Working Papers. RePEc:hal:wpaper:halshs-02865532.

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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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2021Is there really hysteresis in the OECD unemployment rates? New evidence using a Fourier panel unit root test. (2021). Stewart, Chris ; Shahbaz, Muhammad ; Omay, Tolga. In: Empirica. RePEc:kap:empiri:v:48:y:2021:i:4:d:10.1007_s10663-021-09510-z.

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2021ONE CRISIS AFTER ANOTHER: A DYNAMIC UNEMPLOYMENT PERSISTENCE ANALYSIS FOR THE GIPS COUNTRIES. (2021). Aydin, Dilan ; Yildirim, Dilem. In: ERC Working Papers. RePEc:met:wpaper:2102.

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2021Is capacity utilization variable in the long run? An agent-based sectoral approach to modeling hysteresis in the normal rate of capacity utilization. (2020). Setterfield, Mark ; Bassi, Federico ; Lang, Dany ; Bauermann, Tom. In: Working Papers. RePEc:new:wpaper:2007.

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2020Corridor stability of the Kaleckian growth model: a Markov-switching approach. (2020). Hartley, Brian. In: Working Papers. RePEc:new:wpaper:2013.

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2021Household Debt, Student Loan Forgiveness, and Human Capital Investment: a neo-Kaleckian Approach. (2021). Pereira Serra, Gustavo. In: Working Papers. RePEc:new:wpaper:2112.

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2022Time Evolution of External Shocks on Macroeconomic Fluctuations in Pacific Alliance Countries: Empirical Application using TVP-VAR-SV Models. (2022). Vassallo, Renato ; Rodriguez, Gabriel. In: Documentos de Trabajo / Working Papers. RePEc:pcp:pucwps:wp00508.

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2020The Process of Convergence among the Japanese Prefectures: 1955 - 2012.. (2020). Delgado, Augusto Ricardo. In: MPRA Paper. RePEc:pra:mprapa:100361.

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2021Is There Really Hysteresis in OECD Countries’ Unemployment Rates? New Evidence Using a Fourier Panel Unit Root Test. (2021). Stewart, Chris ; Shahbaz, Muhammad ; Omay, Tolga. In: MPRA Paper. RePEc:pra:mprapa:107691.

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2020Survey on structural breaks and unit root tests. (2020). Skrobotov, Anton. In: Applied Econometrics. RePEc:ris:apltrx:0396.

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2020Modeling Exchange Rate Volatility in Selected WAMZ Countries: Evidence from Symmetric and Asymmetric GARCH Models. (2020). Eregha, Perekunah ; Osuji, Emeka ; Egwaikhide, Festus O. In: SPOUDAI Journal of Economics and Business. RePEc:spd:journl:v:70:y:2020:i:1-2:p:58-80.

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2020Did the unemployment rates converge in the EU?. (2020). KONYA, Laszlo . In: Empirical Economics. RePEc:spr:empeco:v:59:y:2020:i:2:d:10.1007_s00181-019-01678-5.

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2021Structural breaks, debt limits and the tax smoothing hypothesis: theory and evidence from the OECD countries. (2021). Michelis, Leo ; Angyridis, Constantine. In: Empirical Economics. RePEc:spr:empeco:v:60:y:2021:i:3:d:10.1007_s00181-019-01786-2.

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2022On the long-run dynamics of income and wealth inequality. (2022). Ordóñez, Javier ; Ghoshray, Atanu ; Ordoez, Javier ; Malki, Issam. In: Empirical Economics. RePEc:spr:empeco:v:62:y:2022:i:2:d:10.1007_s00181-021-02043-1.

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2021Adaptive stochastic risk estimation of firm operating profit. (2021). Anakolu, Ethem ; Akca, Ahmet. In: Economia e Politica Industriale: Journal of Industrial and Business Economics. RePEc:spr:epolin:v:48:y:2021:i:3:d:10.1007_s40812-021-00184-z.

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2022Turkeys sectoral exports: A competitiveness approach. (2022). Bayar, Guzin. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:2:p:2268-2289.

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2020The impact of technological innovation and public?private partnership investment on sustainable environment in China: Consumption?based carbon emissions analysis. (2020). Kirikkaleli, Dervis ; Jiao, Zhilun ; Wahab, Salman ; Ali, Muhsin ; Khan, Zeeshan. In: Sustainable Development. RePEc:wly:sustdv:v:28:y:2020:i:5:p:1317-1330.

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2020Empirical modeling of high-income and emerging stock and Forex market return volatility using Markov-switching GARCH models. (2020). Rodríguez, Gabriel ; Ataurima Arellano, Miguel. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940820300607.

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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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article48
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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article1
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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2020The role of credit supply shocks in pacific alliance countries: A TVP-VAR-SV approach In: The North American Journal of Economics and Finance.
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2020Empirical modeling of high-income and emerging stock and Forex market return volatility using Markov-switching GARCH models 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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2021Stochastic Volatility in Mean: Empirical evidence from Latin-American stock markets using Hamiltonian Monte Carlo and Riemann Manifold HMC methods 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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2019Estimation of Peru’s sovereign yield curve: the role of macroeconomic and latent factors In: Journal of Economic Studies.
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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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2021A changepoint analysis of exchange rate and commodity price risks for Latin American stock markets In: Graz Economics Papers.
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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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2011Persistence of Unemployment in the Canadian Provinces.(2011) In: International Regional Science Review.
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