Miguel Ataurima Arellano : Citation Profile

Are you Miguel Ataurima Arellano?

Corporación Andina de Fomento (CAF) - Banco de Desarrollo de América Latina (1% share)
Pontificia Universidad Católica del Perú (99% share)

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H index

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i10 index

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Citations

RESEARCH PRODUCTION:

3

Articles

2

Papers

RESEARCH ACTIVITY:

   6 years (2017 - 2023). See details.
   Cites by year: 0
   Journals where Miguel Ataurima Arellano has often published
   Relations with other researchers
   Recent citing documents: 1.    Total self citations: 2 (28.57 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pat117
   Updated: 2024-01-16    RAS profile: 2023-03-21    
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Relations with other researchers

Works with:

Rodríguez, Gabriel (3)

Authors registered in RePEc who have co-authored more than one work in the last five years with Miguel Ataurima Arellano.

Is cited by:

Rodríguez, Gabriel (2)

Jopen Sánchez, Guillermo (1)

Cites to:

Rodríguez, Gabriel (7)

Bauwens, Luc (6)

Chan, Joshua (4)

Eisenstat, Eric (4)

Francq, Christian (3)

Engle, Robert (3)

Zakoian, Jean-Michel (3)

Rincon-Castro, Hernan (3)

Ardia, David (3)

Hernández de Cos, Pablo (3)

Jagannathan, Ravi (2)

Main data

Where Miguel Ataurima Arellano has published?

Working Papers Series with more than one paper published# docs
Documentos de Trabajo / Working Papers / Departamento de Economía - Pontificia Universidad Católica del Perú2

Recent works citing Miguel Ataurima Arellano (2024 and 2023)

YearTitle of citing document
2023Time changing effects of external shocks on macroeconomic fluctuations in Peru: empirical application using regime-switching VAR models with stochastic volatility. (2023). Rodríguez, Gabriel ; Chavez, Paulo. In: Review of World Economics (Weltwirtschaftliches Archiv). RePEc:spr:weltar:v:159:y:2023:i:2:d:10.1007_s10290-022-00474-1.

Full description at Econpapers || Download paper

Works by Miguel Ataurima Arellano:

YearTitleTypeCited
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.
[Full Text][Citation analysis]		article1
2023Time-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]		article3
2019Estimation of Peru’s sovereign yield curve: the role of macroeconomic and latent factors In: Journal of Economic Studies.
[Full Text][Citation analysis]		article0
2017Estimation of the Sovereign Yield Curve of Peru: The Role of Macroeconomic and Latent Factors In: Documentos de Trabajo / Working Papers.
[Full Text][Citation analysis]		paper0
2017Empirical 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]		paper1

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