Gabriel Rodríguez : Citation Profile


Are you Gabriel Rodríguez?

Pontificia Universidad Católica del Perú

9

H index

8

i10 index

346

Citations

RESEARCH PRODUCTION:

51

Articles

73

Papers

2

Books

2

Chapters

RESEARCH ACTIVITY:

   27 years (1993 - 2020). See details.
   Cites by year: 12
   Journals where Gabriel Rodríguez has often published
   Relations with other researchers
   Recent citing documents: 28.    Total self citations: 34 (8.95 %)

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   Permalink: http://citec.repec.org/pro411
   Updated: 2020-07-04    RAS profile: 2020-06-30    
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Relations with other researchers


Works with:

Perron, Pierre (3)

Ataurima Arellano, Miguel (3)

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)

Ghassan, Hassan (10)

Darné, Olivier (10)

Haldrup, Niels (8)

Esteve, Vicente (8)

Sansó, Andreu (7)

Villamizar-Villegas, mauricio (6)

Schoder, Christian (6)

Perron, Pierre (5)

Cites to:

Perron, Pierre (140)

Qu, Zhongjun (33)

Bollerslev, Tim (31)

Gertler, Mark (31)

Engle, Robert (29)

Ng, Serena (27)

Granger, Clive (25)

Phillips, Peter (24)

Campbell, John (22)

Poyago-Theotoky, Joanna (22)

Gali, Jordi (21)

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
Applied Economics2
Structural Change and Economic Dynamics2
Empirical 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 (2020 and 2019)


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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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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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). Jiang, Xiaorui ; Zhuge, Hai. In: Journal of Informetrics. RePEc:eee:infome:v:13:y:2019:i:4:s1751157719300094.

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

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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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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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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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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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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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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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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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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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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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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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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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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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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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article17
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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.() In: .
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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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2012A factorial decomposition of inflation in Peru: an alternative measure of core inflation.(2012) In: Applied Economics Letters.
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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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2015Univariate Autoregressive Conditional Heteroskedasticity Models: An Application to the Peruvian Stock Market Returns 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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