Miguel Ataurima : Citation Profile


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

2

H index

0

i10 index

13

Citations

RESEARCH PRODUCTION:

4

Articles

2

Papers

RESEARCH ACTIVITY:

   7 years (2017 - 2024). See details.
   Cites by year: 1
   Journals where Miguel Ataurima has often published
   Relations with other researchers
   Recent citing documents: 8.    Total self citations: 3 (18.75 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pat117
   Updated: 2026-02-21    RAS profile: 2024-09-07    
   Missing citations? Add them    Incorrect content? Let us know

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.

Is cited by:

Rodríguez, Gabriel (4)

Jopen Sánchez, Guillermo (1)

Cites to:

Rodríguez, Gabriel (12)

Bauwens, Luc (6)

Chan, Joshua (6)

Eisenstat, Eric (5)

Clark, Todd (4)

Shioji, Etsuro (4)

Uhlig, Harald (4)

Castillo, Paul (4)

Vega, Marco (4)

Engle, Robert (3)

Rincon-Castro, Hernan (3)

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 Perú2

Recent works citing Miguel Ataurima (2025 and 2024)


YearTitle of citing document
2025Exchange Rate Pass-Through to Domestic Prices: Evidence Analysis of a Periphery Country. (2025). Abdelkader, Aguir ; Mounir, Smida ; Nesrine, Dardouri. In: Economics - The Open-Access, Open-Assessment Journal. RePEc:bpj:econoa:v:19:y:2025:i:1:p:12:n:1001.

Full description at Econpapers || Download paper

2024The security of energy import: Do economic policy uncertainty and geopolitical risk really matter?. (2024). Zhang, Xiuqi ; Meng, Xiangyu ; Su, Chi Wei. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:82:y:2024:i:c:p:377-388.

Full description at Econpapers || Download paper

2025Evolving impacts of fiscal policy on macroeconomic fluctuations in Peru. (2025). Rodrguez, Gabriel ; Melndez, Alexander. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:85:y:2025:i:c:p:1135-1158.

Full description at Econpapers || Download paper

2024The nexus among artificial intelligence, supply chain and energy sustainability: A time-varying analysis. (2024). Wang, Zhixian ; Zhong, Yufei ; Chen, Xuesheng ; Lin, Regina Fang-Ying. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001877.

Full description at Econpapers || Download paper

2024A changepoint analysis of exchange rate and commodity price risks for Latin American stock markets. (2024). Rodríguez, Gabriel ; Manner, Hans ; Rodriguez, Gabriel ; 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

2025Green bond market stability and Russia Ukraine conflict: The role of green inclusive finance. (2025). Wang, Anqi ; Cui, Tianxiang ; Ding, Shusheng. In: Research in International Business and Finance. RePEc:eee:riibaf:v:74:y:2025:i:c:s0275531924005270.

Full description at Econpapers || Download paper

2025Exchange Rate Pass-Through to Domestic Prices: Evidence Analysis of a Periphery Country. (2025). Dardouri, Nesrine ; Smida, Mounir ; Aguir, Abdelkader. In: Post-Print. RePEc:hal:journl:hal-05154078.

Full description at Econpapers || Download paper

2025Forest 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

Works by Miguel Ataurima:


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]
article2
2024Evolution 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]
article3
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]
article7
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

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team