2
H index
0
i10 index
7
Citations
Miguel Ataurima : Citation Profile
Corporación Andina de Fomento (CAF) - Banco de Desarrollo de América Latina (1% share) | RESEARCH PRODUCTION: 4 Articles 2 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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7 years (2017 - 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 Miguel Ataurima. | Is cited by: | Cites to:
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Main data
Where Miguel Ataurima has published?
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Documentos de Trabajo / Working Papers / Departamento de Economía - Pontificia Universidad Católica del Perú | 2 |
Recent works citing Miguel Ataurima (2024 and 2023)
| 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 | A changepoint analysis of exchange rate and commodity price risks for Latin American stock markets. (2024). RodrÃguez, Gabriel ; Rodriguez, Gabriel ; Manner, Hans ; Stockler, Florian. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:1385-1403. Full description at Econpapers || Download paper |
| 2023 | Time changing effects of external shocks on macroeconomic fluctuations in Peru: empirical application using regime-switching VAR models with stochastic volatility. (2023). RodrÃguez, 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:
| Year | Title | Type | Cited |
|---|---|---|---|
| 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 | 2 |
| 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 | 0 |
| 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 | 4 |
| 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 |
| 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 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team