10
H index
10
i10 index
476
Citations
Gabriel Rodríguez : Citation Profile
Pontificia Universidad Católica del Perú | RESEARCH PRODUCTION: 78 Articles 92 Papers 2 Books 2 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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31 years (1993 - 2024). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Gabriel Rodríguez. | Is cited by:
| Cites to:
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Main data
Where Gabriel Rodríguez has published?
Recent works citing Gabriel Rodríguez (2025 and 2024)
Year  | Title of citing document |
|---|---|
| 2024 | The nexus among artificial intelligence, supply chain and energy sustainability: A time-varying analysis. (2024). Lin, Regina Fang-Ying ; Wang, Zhixian ; Chen, Xuesheng ; Zhong, Yufei. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001877. Full description at Econpapers || Download paper |
| 2024 | Exploring multilevel data with deep learning and XAI: The effect of personal-care advertising spending on subjective happiness. (2024). Messner, Wolfgang. In: International Business Review. RePEc:eee:iburev:v:33:y:2024:i:1:s0969593123001038. Full description at Econpapers || Download paper |
| 2024 | Policy market orientation, property rights, and corruption effects on the rent of non-renewable resources in Latin America and the Caribbean. (2024). Le Clech, Néstor. In: Resources Policy. RePEc:eee:jrpoli:v:91:y:2024:i:c:s0301420724002083. Full description at Econpapers || Download paper |
| 2025 | . Full description at Econpapers || Download paper |
| 2024 | The Impact of the Pacific Alliance on Trade Creation and Trade Diversion in the COVID-19 Period: A Robust Econometric Analysis. (2024). Delgado-Martnez, Edinson. In: Economies. RePEc:gam:jecomi:v:12:y:2024:i:12:p:334-:d:1538599. Full description at Econpapers || Download paper |
| 2025 | Forest investment in China: an efficient way to climate and economic security?. (2025). Wong, Xiaoqing ; Qin, Meng ; Lobont, Oana-Ramona ; Umar, Muhammad ; Dong, Xiaotian. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:58:y:2025:i:1:d:10.1007_s10644-024-09853-0. Full description at Econpapers || Download paper |
| 2024 | Measurement of disruptive innovation and its validity based on improved disruption index. (2024). Zhang, Ziyan ; Wang, Pushi. In: Scientometrics. RePEc:spr:scient:v:129:y:2024:i:11:d:10.1007_s11192-024-05134-9. Full description at Econpapers || Download paper |
| 2024 | Foreign exchange interventions and monetary policy: evidence from emerging economies. (2024). Thanh, Bui Trung. In: Review of Economic Perspectives. RePEc:vrs:reoecp:v:24:y:2024:i:2-3:p:71-89:n:1002. Full description at Econpapers || Download paper |
Works by Gabriel Rodríguez:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2010 | Using A Forward-Looking Phillips Curve to Estimate the Output Gap in Peru In: Review of Applied Economics. [Full Text][Citation analysis] | article | 0 |
| 2009 | Using A Forward-Looking Phillips Curve to Estimate the Output Gap in Peru.(2009) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2003 | SEARCHING FOR ADDITIVE OUTLIERS IN NONSTATIONARY TIME SERIES In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 50 |
| 2000 | Seraching for Additive Outliers in Nonstationary Time Series..(2000) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 50 | paper | |
| 2015 | Structural Breaks and Convergence in the Regions of Peru: 1970–2010 In: Review of Development Economics. [Full Text][Citation analysis] | article | 1 |
| 2013 | Single-equation tests for Cointegration with GLS Detrended Data In: Boston University - Department of Economics - Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
| 2015 | Residuals-based Tests for Cointegration with GLS Detrended Data In: Boston University - Department of Economics - Working Papers Series. [Full Text][Citation analysis] | paper | 31 |
| 2000 | Residual Based Tests for Cointegration with GLS Detrended Data..(2000) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 31 | paper | |
| 2007 | Why U.S. Money does not Cause U.S. Output, but does Cause Hong Kong Output In: Carleton Economic Papers. [Full Text][Citation analysis] | paper | 3 |
| 2007 | Why U.S. money does not cause U.S. output, but does cause Hong Kong output.(2007) In: Journal of International Money and Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
| 2002 | Why U.S. Money does not Cause U.S. Output, but does Cause Hong Kong Output.(2002) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2009 | Intervención en el mercado cambiario y volatilidad del tipo de cambio en el Perú In: Monetaria. [Full Text][Citation analysis] | article | 0 |
| 2015 | Explaining the Determinants of the Frequency of Exchange Rate Interventions in Peru Using Count Models In: Applied Economics Quarterly (formerly: Konjunkturpolitik). [Full Text][Citation analysis] | article | 0 |
| 2012 | EXPLAINING THE DETERMINANTS OF THE FREQUENCY OF EXCHANGE RATE INTERVENTIONS IN PERU USING COUNT MODELS.(2012) In: Documentos de Trabajo / Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2010 | ESTIMATING OUTPUT GAP, CORE INFLATION, AND THE NAIRU FOR PERU, 1979-2007 In: Applied Econometrics and International Development. [Full Text][Citation analysis] | article | 0 |
| 2006 | Unit root tests and structural change when the initial observation is drawn from its unconditional distribution In: Econometrics Journal. [Full Text][Citation analysis] | article | 5 |
| 2006 | Unit Root Tests and Structural Change when the Initial Observation is Drawn from its unconditional Distribution.(2006) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2023 | Effects of external shocks on macroeconomic fluctuations in Pacific Alliance countries In: Economic Modelling. [Full Text][Citation analysis] | article | 4 |
| 2017 | Modeling 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. [Full Text][Citation analysis] | article | 1 |
| 2020 | The role of credit supply shocks in pacific alliance countries: A TVP-VAR-SV approach In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 1 |
| 2020 | Empirical 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. [Full Text][Citation analysis] | article | 1 |
| 2023 | Does the Central Bank of Peru respond to exchange rate movements? A Bayesian estimation of a New Keynesian DSGE model with FX interventions In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 2 |
| 2021 | Does the Central Bank of Peru Respond to Exchange Rate Movements? A Bayesian Estimation of a New Keynesian DSGE Model with FX Interventions.(2021) In: Documentos de Trabajo / Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2003 | GLS detrending, efficient unit root tests and structural change In: Journal of Econometrics. [Full Text][Citation analysis] | article | 103 |
| 1998 | GLS Detrending, Efficient Unit Root Tests and Structural Change.(1998) In: Cahiers de recherche. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 103 | paper | |
| 2024 | Evolution of the exchange rate pass-through into prices in Peru: An empirical application using TVP-VAR-SV models In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 1 |
| 2022 | Evolution of the Exchange Rate Pass-Throught into Prices in Peru: An Empirical Application Using TVP-VAR-SV Models.(2022) In: Documentos de Trabajo / Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2012 | Does 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. [Full Text][Citation analysis] | article | 21 |
| 2011 | DOES 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. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 21 | paper | |
| 2018 | An 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. [Full Text][Citation analysis] | article | 2 |
| 2021 | Stochastic 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. [Full Text][Citation analysis] | article | 0 |
| 2024 | A changepoint analysis of exchange rate and commodity price risks for Latin American stock markets In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 0 |
| 2021 | A changepoint analysis of exchange rate and commodity price risks for Latin American stock markets.(2021) In: Graz Economics Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2013 | Inflation 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). [Full Text][Citation analysis] | article | 4 |
| 2012 | INFLATION EXPECTATIONS FORMATION IN THE PRESENCE OF POLICY SHIFTS AND STRUCTURAL BREAKS: AN EXPERIMENTAL ANALYSIS.(2012) In: Documentos de Trabajo / Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2005 | Modeling nonlinearities and asymmetries in quarterly revenues of the US telecommunications industry In: Structural Change and Economic Dynamics. [Full Text][Citation analysis] | article | 0 |
| 2018 | The New Keynesian framework for a small open economy with structural breaks: Empirical evidence from Peru In: Structural Change and Economic Dynamics. [Full Text][Citation analysis] | article | 0 |
| 2014 | The New Keynesian Framework for a Small Open Economy with Structural Breaks: Empirical Evidence from Peru.(2014) In: Documentos de Trabajo / Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2023 | Time-varying impact of fiscal shocks over GDP growth in Peru: An empirical application using hybrid TVP-VAR-SV models In: Structural Change and Economic Dynamics. [Full Text][Citation analysis] | article | 3 |
| 2020 | Time-Varying Impact of Fiscal Shocks over GDP Growth in Peru: An Empirical Application using Hybrid TVP-VAR-SV Models.(2020) In: Documentos de Trabajo / Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2024 | Impact of monetary policy shocks in the Peruvian economy over time In: Structural Change and Economic Dynamics. [Full Text][Citation analysis] | article | 0 |
| 2012 | The unemployment rate, unemployment volatility, and crime In: International Journal of Social Economics. [Full Text][Citation analysis] | article | 0 |
| 2012 | The unemployment rate, unemployment volatility, and crime In: International Journal of Social Economics. [Full Text][Citation analysis] | article | 3 |
| In: . [Full Text][Citation analysis] | article | 0 | |
| In: . [Full Text][Citation analysis] | article | 0 | |
| In: . [Full Text][Citation analysis] | article | 0 | |
| In: . [Full Text][Citation analysis] | article | 0 | |
| 2006 | The role of the interprovincial transfers in theβ‐convergence process In: Journal of Economic Studies. [Full Text][Citation analysis] | article | 0 |
| 2015 | Structural breaks and labor market disparities in the Canadian provinces In: Journal of Economic Studies. [Full Text][Citation analysis] | article | 0 |
| 2019 | Estimation of Peru’s sovereign yield curve: the role of macroeconomic and latent factors In: Journal of Economic Studies. [Full Text][Citation analysis] | article | 0 |
| 2021 | The effects of corruption on growth, human development and natural resources sector: empirical evidence from a Bayesian panel VAR for Latin American and Nordic countries In: Journal of Economic Studies. [Full Text][Citation analysis] | article | 1 |
| 2015 | Structural breaks and labor market disparities in the Canadian provinces In: Journal of Economic Studies. [Full Text][Citation analysis] | article | 1 |
| In: . [Full Text][Citation analysis] | article | 0 | |
| 2013 | Some stylized facts of return in the foreign exchange and stock markets in Peru In: Studies in Economics and Finance. [Full Text][Citation analysis] | article | 1 |
| 2013 | Some stylized facts of return in the foreign exchange and stock markets in Peru In: Studies in Economics and Finance. [Full Text][Citation analysis] | article | 9 |
| 2011 | Some Stylized Facts of Returns in the Foreign Exchange and Stock Markets in Peru.(2011) In: Documentos de Trabajo / Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
| 2010 | Some stylized facts of returns in the foreign exchange and stock markets in Peru.(2010) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
| 2017 | Selecting the Lag Length for the M GLS Unit Root Tests with Structural Change: A Warning Note for Practitioners Based on Simulations In: Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2016 | Volatility of stock market and exchange rate returns in Peru: Long memory or short memory with level shifts? In: International Journal of Monetary Economics and Finance. [Full Text][Citation analysis] | article | 0 |
| 2014 | Volatility of Stock Market and Exchange Rate Returns in Peru: Long Memory or Short Memory with Level Shifts?.(2014) In: Documentos de Trabajo / Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2017 | Selecting between Autoregressive Conditional Heteroskedasticity Models: An Empirical Application to the Volatility of Stock Returns in Peru In: Revista de Analisis Economico – Economic Analysis Review. [Full Text][Citation analysis] | article | 0 |
| 2015 | Application 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. [Full Text][Citation analysis] | article | 0 |
| 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. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2015 | An Application of a Short Memory Model with Random Level Shifts to the Volatility of Latin American Stock Market Returns.(2015) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2024 | Approximate Bayesian Estimation of Stochastic Volatility in Mean Models Using Hidden Markov Models: Empirical Evidence from Emerging and Developed Markets In: Computational Economics. [Full Text][Citation analysis] | article | 0 |
| 2022 | Presidential approval in Peru: an empirical analysis using a fractionally cointegrated VAR In: Economic Change and Restructuring. [Full Text][Citation analysis] | article | 0 |
| 2019 | Presidential Approval in Peru: An Empirical Analysis Using a Fractionally Cointegrated VAR.(2019) In: Documentos de Trabajo / Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2024 | Time-Varying Effects of External Shocks on Macroeconomic Fluctuations in Peru: An Empirical Application using TVP-VAR-SV Models In: Open Economies Review. [Full Text][Citation analysis] | article | 1 |
| 2022 | Time-Varying Effects of External Shocks on Macroeconomic Fluctuations in Peru: An Empirical Application using TVP-VAR- SV Models.(2022) In: Documentos de Trabajo / Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2010 | Application of Three Non-Linear Econometric Approaches to Identify Business Cycles in Peru In: OECD Journal: Journal of Business Cycle Measurement and Analysis. [Full Text][Citation analysis] | article | 3 |
| 2010 | Application of three non-linear econometric approaches to identify business cycles in Peru.(2010) In: Documentos de Trabajo / Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2001 | Estimation of the Taylor Rule for Canada Under Multiple Structural Changes In: Working Papers. [Full Text][Citation analysis] | paper | 5 |
| 2001 | Analyzing the Effects of Labor Standards on U.S. Export Performance: A Time Series Approach With Structural Change In: Working Papers. [Full Text][Citation analysis] | paper | 11 |
| 2003 | Analysing the effects of labour standards on US export performance. A time series approach with structural change.(2003) In: Applied Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | article | |
| 2003 | Indirect Patent Citations In: Working Papers. [Full Text][Citation analysis] | paper | 22 |
| 2006 | Indirect patent citations.(2006) In: Scientometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 22 | article | |
| 2003 | The 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 evidence of the role of the federal transfers on the B-convergence process in Canadian provinces. Using information on personal income for the period 1926-1999, the principal conclusion is that the interprovincial transfers were not determinant or decisive to the attainment of deterministic convergence in the Canadian provinces. Their role have been to accelerate the convergence process, particularly in poorer provinces. In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2003 | Evaluating Time Series Models in Short and Long-Term Forecasting of Canadian Air Passenger Data In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2003 | Human Activities and Global Warming: A Cointegration Analysis In: Working Papers. [Full Text][Citation analysis] | paper | 14 |
| 2005 | Human activities and global warming: a cointegration analysis.(2005) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
| 2003 | Identifying Permanent and Transitory Components in Latin-American Real Exchange Rates In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2003 | Identifying Canadian Regional Business Cycles using the Friedmand Plucking Model In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2003 | Are Canadian Regional Business Cycles All Alike? In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2006 | Stability of Central Bank Preferences, Macroeconomic Shocks, and Efficiency of the Monetary Policy. Empirical Evidence for Canada In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2006 | Finite Sample Behaviour of the Level Shift Model using Quasi-Differenced Data In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2007 | Using Markov-Switching Models to Identify the Link between Unemployment and Criminality In: Working Papers. [Full Text][Citation analysis] | paper | 6 |
| 2022 | Evolution of Monetary Policy in Peru: An Empirical Application Using a Mixture Innovation TVP-VAR-SV Model* In: CESifo Economic Studies. [Full Text][Citation analysis] | article | 1 |
| 2020 | Evolution of Monetary Policy in Peru: An Empirical Application using a Mixture Innovation TVP-VAR-SV Model.(2020) In: Documentos de Trabajo / Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2017 | Extreme Value Theory: An Application to the Peruvian Stock Market Returns || Teoría de valores extremos: una aplicación a los retornos bursátiles peruanos In: Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration. [Full Text][Citation analysis] | article | 0 |
| 2009 | Una nota empírica sobre outliers aditivos y no estacionariedad en series de inflación en América Latina In: Capítulos de Libros PUCP / Chapters of PUCP books. [Full Text][Citation analysis] | chapter | 0 |
| 2012 | Movilidad en los mercados laborales del Perú: 2007-2011 In: Capítulos de Libros PUCP / Chapters of PUCP books. [Full Text][Citation analysis] | chapter | 0 |
| 1993 | Consumo de Alimentos en Sectores Populares In: Libros no PUCP / Books other publishers. [Citation analysis] | book | 0 |
| 2011 | Comportamiento de las Tasas de desempleo regionales en España In: Libros no PUCP / Books other publishers. [Citation analysis] | book | 0 |
| 1993 | Demanda de dinero y estacionalidad en el mercado monetario In: Revista Economía. [Full Text][Citation analysis] | article | 0 |
| 2011 | Descomposición histórica de la inflación en Perú. Distinguiendo entre choques de demanda y choques de oferta In: Revista Economía. [Full Text][Citation analysis] | article | 0 |
| 2010 | Descomposición Histórica de la Inflación en Perú. Distinguiendo entre choques de demanda y choques de oferta.(2010) In: Documentos de Trabajo / Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2012 | GLS para eliminar los componentes determinísticos, estadísticos de raíz unitaria eficientes y cambio estructural In: Revista Economía. [Full Text][Citation analysis] | article | 1 |
| 2012 | Impacto de expectativas políticas en los retornos del Índice General de la Bolsa de Valores de Lima In: Revista Economía. [Full Text][Citation analysis] | article | 0 |
| 2011 | Impacto de Expectativas Políticas en los Retornos del Indice General de la Bolsa de Valores de Lima.(2011) In: Documentos de Trabajo / Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2013 | Understanding the functional central limit theorems with some applications to unit root testing with structural change In: Revista Economía. [Full Text][Citation analysis] | article | 1 |
| 2011 | UNDERSTANDING THE FUNCTIONAL CENTRAL LIMIT THEOREMS WITH SOME APPLICATIONS TO UNIT ROOT TESTING WITH STRUCTURAL CHANGE.(2011) In: Documentos de Trabajo / Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2014 | A 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. [Full Text][Citation analysis] | article | 0 |
| 2013 | A 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. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2010 | Is there a link between unemployment and criminality in the us economy? Further evidence In: Documentos de Trabajo / Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2010 | Persistence of unemployment in the canadian provinces In: Documentos de Trabajo / Working Papers. [Full Text][Citation analysis] | paper | 4 |
| 2011 | Persistence of Unemployment in the Canadian Provinces.(2011) In: International Regional Science Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
| 2011 | A FACTORIAL DECOMPOSITION OF INFLATION IN PERU, AN ALTERNATIVE MEASURE OF CORE INFLATION In: Documentos de Trabajo / Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2012 | A factorial decomposition of inflation in Peru: an alternative measure of core inflation.(2012) In: Applied Economics Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
| 2011 | ESTIMATION OF A TIME VARYING NATURAL INTEREST RATE FOR PERU In: Documentos de Trabajo / Working Papers. [Full Text][Citation analysis] | paper | 5 |
| 2009 | Estimation of a Time Varying Natural Interest Rate for Peru.(2009) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2011 | CONVERGENCE IN THE CANADIAN PROVINCES: EVIDENCE USING UNEMPLOYMENT RATES In: Documentos de Trabajo / Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2012 | Residual test for cointegration with GLS detrended data In: Documentos de Trabajo / Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2012 | Explaining the Transition Probabilities in the Peruvian Labor Market In: Documentos de Trabajo / Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2013 | A comparison between Tau-d and the procedure TRAMO-SEATS is also included. In: Documentos de Trabajo / Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2013 | A Comparative Note About Estimation of the Fractional Parameter under Additive Outliers In: Documentos de Trabajo / Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2013 | Growth of the Peruvian Economy and Convergence in the Regions of Peru: 1970-2010 In: Documentos de Trabajo / Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2013 | Do Labor Reforms in Spain have an Effect on the Equilibrium Unemployment Rate? In: Documentos de Trabajo / Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2014 | Do Labor Reforms in Spain Have an Effect on the Equilibrium Unemployment Rate?.(2014) In: International Journal of Social Science Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2013 | Trend-cycle decomposition for Peruvian GDP: Application of an alternative method In: Documentos de Trabajo / Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2014 | Trend-cycle decomposition for Peruvian GDP: application of an alternative method.(2014) In: Latin American Economic Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2014 | An Application of a Random Level Shifts Model to the Volatility of Peruvian Stock and Exchange Rates Returns In: Documentos de Trabajo / Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2016 | An 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. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2014 | Driving Economic Fluctuations in Peru: The Role of the Terms of Trade In: Documentos de Trabajo / Working Papers. [Full Text][Citation analysis] | paper | 4 |
| 2018 | Driving economic fluctuations in Peru: the role of the terms of trade.(2018) In: Empirical Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
| 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. [Full Text][Citation analysis] | paper | 0 |
| 2014 | Stochastic Volatility in Peruvian Stock Market and Exchange Rate Returns: a Bayesian Approximation In: Documentos de Trabajo / Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Stochastic Volatility in the Peruvian Stock Market and Exchange Rate Returns: A Bayesian Approximation.(2018) In: Journal of Emerging Market Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2014 | Extreme Value Theory: An Application to the Peruvian Stock Market Returns In: Documentos de Trabajo / Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2014 | Distinguishing between True and Spurious Long Memory in the Volatility of Stock Market Returns in Latin America In: Documentos de Trabajo / Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2015 | Univariate Autoregressive Conditional Heteroskedasticity Models: An Application to the Peruvian Stock Market Returns In: Documentos de Trabajo / Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2015 | Modeling Latin-American Stock Markets Volatility: Varying Probabilities and Mean Reversion in a Random Level Shifts Model In: Documentos de Trabajo / Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2015 | Data-Dependent Methods for the Lag Length Selection in Unit Root Tests with Structural Change In: Documentos de Trabajo / Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2015 | A Stochastic Volatility Model with GH Skew Student’s t-Distribution: Application to Latin-American Stock Returns In: Documentos de Trabajo / Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2016 | Asymmetries in Volatility: An Empirical Study for the Peruvian Stock and Forex Markets In: Documentos de Trabajo / Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Asymmetries in Volatility: An Empirical Study for the Peruvian Stock and Forex Markets.(2019) In: Review of Pacific Basin Financial Markets and Policies (RPBFMP). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2016 | Modelling the Volatility of Commodities Prices using a Stochastic Volatility Model with Random Level Shifts In: Documentos de Trabajo / Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2017 | Modelling the volatility of commodities prices using a stochastic volatility model with random level shifts.(2017) In: Review of World Economics (Weltwirtschaftliches Archiv). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 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 modelo de cambios de nivel aleatorios con probabilidades cambiantes y reversión a la media a la volatilidad de los retornos cambiarios en América Latina] In: Documentos de Trabajo / Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 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 cambiarios en América Latina: Aplicación empírica de un modelo de cambios de nivel aleatorios y larga memoria genuina] In: Documentos de Trabajo / Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2017 | Estimation of the Sovereign Yield Curve of Peru: The Role of Macroeconomic and Latent Factors In: Documentos de Trabajo / Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2017 | Empirical Modeling of Latin American Stock and Forex Markets Returns and Volatility using Markov-Switching GARCH Models In: Documentos de Trabajo / Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2018 | The Role of Loan Supply Shocks in Pacific Alliance Countries: A TVP-VAR-SV Approach In: Documentos de Trabajo / Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Perus Regional Growth and Convergence in 1979-2017: An Empirical Spatial Panel Data Analysis In: Documentos de Trabajo / Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2020 | Stochastic Volatility in Mean: Empirical Evidence from Stock Latin American Markets In: Documentos de Trabajo / Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Macroeconomic Effects of Loan Supply Shocks: Empirical Evidence for Peru In: Documentos de Trabajo / Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Modeling the Volatility of Returns on Commodities: An Application and Empirical Comparison of GARCH and SV Models In: Documentos de Trabajo / Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2021 | Approximate Bayesian Estimation of Stochastic Volatility in Mean Models using Hidden Markov Models: Empirical Evidence from Stock Latin American Markets In: Documentos de Trabajo / Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2022 | Time Evolution of External Shocks on Macroeconomic Fluctuations in Pacific Alliance Countries: Empirical Application using TVP-VAR-SV Models In: Documentos de Trabajo / Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2022 | Time Changing Effects of External Shocks on Macroeconomic Fluctuations in Peru: Empirical Application Using Regime-Switching VAR Models with Stochastic Volatility In: Documentos de Trabajo / Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2023 | Time changing effects of external shocks on macroeconomic fluctuations in Peru: empirical application using regime-switching VAR models with stochastic volatility.(2023) In: Review of World Economics (Weltwirtschaftliches Archiv). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2023 | Evolution over time of the effects of fiscal shocks in the peruvian economy: empirical application using TVP-VAR-SV models In: Documentos de Trabajo / Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2023 | Jane Haldimand Marcet: Impact of Monetary Policy Shocks in the Peruvian Economy Over Time In: Documentos de Trabajo / Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2024 | External Shocks and Economic Fluctuations in Peru: Empirical Evidence using Mixture Innovation TVP-VAR-SV Models In: Documentos de Trabajo / Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2024 | Time-Varying Effects of Financial Uncertainty Shocks on Macroeconomic Fluctuations in Peru In: Documentos de Trabajo / Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2024 | Modeling the trend, persistence, and volatility of inflation in Pacific Alliance countries: an empirical application using a model with inflation bands In: Documentos de Trabajo / Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2024 | Regime-Switching, Stochastic Volatility and Impacts of Monetary Policy Shocks on Macroeconomic Fluctuations in Peru In: Documentos de Trabajo / Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2024 | Regime-Switching, Stochastic Volatility, Fiscal Policy Shocks and Macroeconomic Fluctuations in Peru In: Documentos de Trabajo / Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2008 | Eficiencia de la política monetaria y la estabilidad de las preferencias del Banco Central. Evidencia empírica para el Perú In: Revista Estudios Económicos. [Full Text][Citation analysis] | article | 1 |
| 2011 | Volatilidad financiera y rentabilidades cambiarias y bursátiles en el Perú In: Revista Moneda. [Full Text][Citation analysis] | article | 0 |
| 2007 | Application of Three Alternative Approaches to Identify Business Cycles in Peru In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2007 | Efficiency of the Monetary Policy and Stability of Central Bank Preferences. Empirical Evidence for Peru In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2009 | Have European Unemployment Rates Converged? In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2009 | Foreign Exchange Intervention and Exchange Rate Volatility in Peru In: Working Papers. [Full Text][Citation analysis] | paper | 32 |
| 2010 | Foreign exchange intervention and exchange rate volatility in Peru.(2010) In: Applied Economics Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 32 | article | |
| 2009 | Estimating Output Gap, Core Inflation, and the NAIRU for Peru In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2005 | The Economic Impact of Professional Teams on Monthly Hotel Occupancy Rates of Canadian Cities In: Journal of Sports Economics. [Full Text][Citation analysis] | article | 19 |
| 2004 | An empirical note about additive outliers and nonstationarity in Latin-American inflation series In: Empirical Economics. [Full Text][Citation analysis] | article | 9 |
| 2019 | An 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. [Full Text][Citation analysis] | article | 0 |
| 2007 | On the value of information in the presence of moral hazard In: Review of Economic Design. [Full Text][Citation analysis] | article | 0 |
| 2023 | Evolution of the effects of mineral commodity prices on fiscal fluctuations: empirical evidence from TVP-VAR-SV models for Peru In: Review of World Economics (Weltwirtschaftliches Archiv). [Full Text][Citation analysis] | article | 0 |
| 2005 | Finite sample effects of additive outliers on the Granger-causality test with an application to money growth and inflation in Peru In: Applied Economics Letters. [Full Text][Citation analysis] | article | 1 |
| 2007 | The role of permanent and transitory components in the fluctuations of Latin-American real exchange rates In: Applied Economics. [Full Text][Citation analysis] | article | 2 |
| 2004 | Similitudes and Discrepancies in Post-Keynesian and Marxist Theories of Investment: A Theoretical and Empirical Investigation In: International Review of Applied Economics. [Full Text][Citation analysis] | article | 61 |
| 2016 | Residuals‐based tests for cointegration with generalized least‐squares detrended data In: Econometrics Journal. [Full Text][Citation analysis] | article | 5 |
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