Gabriel Rodríguez : Citation Profile


Are you Gabriel Rodríguez?

Pontificia Universidad Católica del Perú

10

H index

10

i10 index

447

Citations

RESEARCH PRODUCTION:

73

Articles

85

Papers

2

Books

2

Chapters

RESEARCH ACTIVITY:

   30 years (1993 - 2023). See details.
   Cites by year: 14
   Journals where Gabriel Rodríguez has often published
   Relations with other researchers
   Recent citing documents: 20.    Total self citations: 53 (10.6 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pro411
   Updated: 2023-11-04    RAS profile: 2023-10-10    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Ataurima Arellano, Miguel (3)

Castillo, Paul (2)

Jimenez, Alvaro (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 (16)

Leybourne, Stephen (15)

Taylor, Robert (14)

Darné, Olivier (10)

Ghassan, Hassan (9)

Haldrup, Niels (8)

Esteve, Vicente (8)

Schoder, Christian (7)

Sansó, Andreu (7)

Setterfield, Mark (6)

Villamizar-Villegas, mauricio (6)

Cites to:

Perron, Pierre (170)

Bollerslev, Tim (41)

Qu, Zhongjun (38)

Engle, Robert (37)

Ng, Serena (35)

Gertler, Mark (32)

Chan, Joshua (30)

Shephard, Neil (29)

Galí, Jordi (28)

Diebold, Francis (26)

Phillips, Peter (25)

Main data


Where Gabriel Rodríguez has published?


Journals with more than one article published# docs
Revista Economa6
Journal of Economic Studies5
The North American Journal of Economics and Finance4
Applied Economics Letters3
Review of World Economics (Weltwirtschaftliches Archiv)3
Structural Change and Economic Dynamics3
International Journal of Social Economics2
Studies in Economics and Finance2
The Quarterly Review of Economics and Finance2
Applied Economics2
Empirical Economics2

Working Papers Series with more than one paper published# docs
Documentos de Trabajo / Working Papers / Departamento de Economa - Pontificia Universidad Catlica del Per54
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 (2023 and 2022)


YearTitle of citing document
2022A Residuals-Based Nonparametric Variance Ratio Test for Cointegration. (2022). Reichold, Karsten. In: Papers. RePEc:arx:papers:2211.06288.

Full description at Econpapers || Download paper

2022Johansen?type cointegration tests with a Fourier function. (2022). Lee, Junsoo ; Pascalau, Razvan ; Lu, Yan ; Nazlioglu, Saban. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:43:y:2022:i:5:p:828-852.

Full description at Econpapers || Download paper

2022Nonlinearities in the Exchange Rate Pass-Through: The Role of Inflation Expectations. (2022). Caporale, Guglielmo Maria ; Anderl, Christina. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9544.

Full description at Econpapers || Download paper

2022Unit roots in lower-bounded series with outliers. (2022). Alanya-Beltran, Willy. In: Economic Modelling. RePEc:eee:ecmode:v:115:y:2022:i:c:s0264999322002279.

Full description at Econpapers || Download paper

2022Citation bias in measuring knowledge flow: Evidence from the web of science at the discipline level. (2022). Zhang, Jiarong ; Zhao, Zhenyue ; Bu, YI ; Lyu, Haihua ; Li, Jiang. In: Journal of Informetrics. RePEc:eee:infome:v:16:y:2022:i:4:s1751157722000906.

Full description at Econpapers || Download paper

2023Nonlinearities in the exchange rate pass-through: The role of inflation expectations. (2023). Caporale, Guglielmo Maria ; Anderl, Christina. In: International Economics. RePEc:eee:inteco:v:173:y:2023:i:c:p:86-101.

Full description at Econpapers || Download paper

2022Doubts on natural rate of unemployment: Evidence and policy implications. (2022). Cheng, Ka Ming. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:86:y:2022:i:c:p:230-239.

Full description at Econpapers || Download paper

2022Is capacity utilization variable in the long run? An agent-based sectoral approach to modeling hysteresis in the normal rate of capacity utilization. (2022). Setterfield, Mark ; Lang, Dany ; Bauermann, Tom ; Bassi, Federico. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:63:y:2022:i:c:p:196-212.

Full description at Econpapers || Download paper

2022Monitoring the development trend and competition status of high technologies using patent analysis and bibliographic coupling: The case of electronic design automation technology. (2022). Kassi, Diby Francois ; Daim, Tugrul ; Wang, Xiaoli ; Shaikh, Ruqia ; Li, Zhiqiang ; Huang, Lucheng. In: Technology in Society. RePEc:eee:teinso:v:71:y:2022:i:c:s0160791x22002172.

Full description at Econpapers || Download paper

2022Study on the Spatial Convergence Club and Growth Momentum of China’s Regional Economies. (2022). Xiao, Qiaoli ; Wang, Yue. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:19:p:12820-:d:936091.

Full description at Econpapers || Download paper

2023More Accurate Climate Trend Attribution by Using Cointegrating Vector Time Series Models. (2023). Cummins, Donald P ; Turasie, Alemtsehai A ; Stephenson, David B. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:16:p:12142-:d:1213108.

Full description at Econpapers || Download paper

2022Issizlik, Gelir, Nufus ve Suc Duzeyi Arasindaki Iliskinin Turkiye Icin Analizi. (2022). Kosaroglu, Serife Merve. In: Journal of Social Policy Conferences. RePEc:ist:iujspc:v:0:y:2022:i:82:p:35-52.

Full description at Econpapers || Download paper

2022The Impact of Sporting and Cultural Events in a Heterogeneous Hotel Market: Evidence from Austin, TX. (2022). Stephenson, Frank E ; Depken, Craig A ; Collins, Clay. In: Eastern Economic Journal. RePEc:pal:easeco:v:48:y:2022:i:4:d:10.1057_s41302-022-00220-3.

Full description at Econpapers || Download paper

2022On the long-run dynamics of income and wealth inequality. (2022). Ordóñez, Javier ; Ghoshray, Atanu ; Ordoez, Javier ; Malki, Issam. In: Empirical Economics. RePEc:spr:empeco:v:62:y:2022:i:2:d:10.1007_s00181-021-02043-1.

Full description at Econpapers || Download paper

2022Tests for segmented cointegration: an application to US governments budgets. (2022). , Paulo ; Martins, Luis F. In: Empirical Economics. RePEc:spr:empeco:v:63:y:2022:i:2:d:10.1007_s00181-021-02156-7.

Full description at Econpapers || Download paper

2023Investment, autonomous demand and long-run capacity utilization: an empirical test for the Euro Area. (2023). Gallo, Ettore ; Barbieri, Maria Cristina. In: Economia Politica: Journal of Analytical and Institutional Economics. RePEc:spr:epolit:v:40:y:2023:i:1:d:10.1007_s40888-022-00291-7.

Full description at Econpapers || Download paper

2023Forecasting Global Temperatures by Exploiting Cointegration with Radiative Forcing. (2023). Benati, Luca. In: Diskussionsschriften. RePEc:ube:dpvwib:dp2308.

Full description at Econpapers || Download paper

2023Do terms of trade affect economic growth? Robust evidence from India. (2023). Singh, Tarlok. In: Economics of Transition and Institutional Change. RePEc:wly:ectrin:v:31:y:2023:i:2:p:491-521.

Full description at Econpapers || Download paper

2022Turkeys sectoral exports: A competitiveness approach. (2022). Bayar, Guzin. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:2:p:2268-2289.

Full description at Econpapers || Download paper

Works by Gabriel Rodríguez:


YearTitleTypeCited
2010Using A Forward-Looking Phillips Curve to Estimate the Output Gap in Peru In: Review of Applied Economics.
[Full Text][Citation analysis]
article0
2009Using A Forward-Looking Phillips Curve to Estimate the Output Gap in Peru.(2009) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2003SEARCHING FOR ADDITIVE OUTLIERS IN NONSTATIONARY TIME SERIES In: Journal of Time Series Analysis.
[Full Text][Citation analysis]
article49
2000Seraching for Additive Outliers in Nonstationary Time Series..(2000) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 49
paper
2015Structural Breaks and Convergence in the Regions of Peru: 1970–2010 In: Review of Development Economics.
[Full Text][Citation analysis]
article1
2013Single-equation tests for Cointegration with GLS Detrended Data In: Boston University - Department of Economics - Working Papers Series.
[Full Text][Citation analysis]
paper0
2015Residuals-based Tests for Cointegration with GLS Detrended Data In: Boston University - Department of Economics - Working Papers Series.
[Full Text][Citation analysis]
paper31
2000Residual Based Tests for Cointegration with GLS Detrended Data..(2000) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 31
paper
2007Why U.S. Money does not Cause U.S. Output, but does Cause Hong Kong Output In: Carleton Economic Papers.
[Full Text][Citation analysis]
paper3
2007Why 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 another version. Agregated cites: 3
article
2002Why 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 another version. Agregated cites: 3
paper
2009Intervención en el mercado cambiario y volatilidad del tipo de cambio en el Perú In: Monetaria.
[Full Text][Citation analysis]
article0
2015Explaining the Determinants of the Frequency of Exchange Rate Interventions in Peru Using Count Models In: Applied Economics Quarterly (formerly: Konjunkturpolitik).
[Full Text][Citation analysis]
article0
2012EXPLAINING 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 another version. Agregated cites: 0
paper
2010ESTIMATING OUTPUT GAP, CORE INFLATION, AND THE NAIRU FOR PERU, 1979-2007 In: Applied Econometrics and International Development.
[Full Text][Citation analysis]
article0
2006Unit root tests and structural change when the initial observation is drawn from its unconditional distribution In: Econometrics Journal.
[Full Text][Citation analysis]
article5
2006Unit 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 another version. Agregated cites: 5
paper
2023Effects of external shocks on macroeconomic fluctuations in Pacific Alliance countries In: Economic Modelling.
[Full Text][Citation analysis]
article0
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.
[Full Text][Citation analysis]
article1
2020The 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]
article1
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
2023Does 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]
article0
2021Does 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 another version. Agregated cites: 0
paper
2003GLS detrending, efficient unit root tests and structural change In: Journal of Econometrics.
[Full Text][Citation analysis]
article102
1998GLS Detrending, Efficient Unit Root Tests and Structural Change.(1998) In: Cahiers de recherche.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 102
paper
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.
[Full Text][Citation analysis]
article21
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.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 21
paper
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.
[Full Text][Citation analysis]
article1
2021Stochastic 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]
article0
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).
[Full Text][Citation analysis]
article4
2012INFLATION 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 another version. Agregated cites: 4
paper
2005Modeling nonlinearities and asymmetries in quarterly revenues of the US telecommunications industry In: Structural Change and Economic Dynamics.
[Full Text][Citation analysis]
article0
2018The 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]
article0
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 another version. Agregated cites: 0
paper
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]
article1
2020Time-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 another version. Agregated cites: 1
paper
2012The unemployment rate, unemployment volatility, and crime In: International Journal of Social Economics.
[Full Text][Citation analysis]
article0
2012The unemployment rate, unemployment volatility, and crime In: International Journal of Social Economics.
[Full Text][Citation analysis]
article3
In: .
[Full Text][Citation analysis]
article0
In: .
[Full Text][Citation analysis]
article0
In: .
[Full Text][Citation analysis]
article0
In: .
[Full Text][Citation analysis]
article0
2006The role of the interprovincial transfers in the??convergence process In: Journal of Economic Studies.
[Full Text][Citation analysis]
article0
2015Structural breaks and labor market disparities in the Canadian provinces In: Journal of Economic Studies.
[Full Text][Citation analysis]
article0
2019Estimation of Peru’s sovereign yield curve: the role of macroeconomic and latent factors In: Journal of Economic Studies.
[Full Text][Citation analysis]
article0
2021The 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]
article0
2015Structural breaks and labor market disparities in the Canadian provinces In: Journal of Economic Studies.
[Full Text][Citation analysis]
article1
In: .
[Full Text][Citation analysis]
article0
2013Some stylized facts of return in the foreign exchange and stock markets in Peru In: Studies in Economics and Finance.
[Full Text][Citation analysis]
article0
2013Some stylized facts of return in the foreign exchange and stock markets in Peru In: Studies in Economics and Finance.
[Full Text][Citation analysis]
article9
2011Some 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 another version. Agregated cites: 9
paper
2010Some stylized facts of returns in the foreign exchange and stock markets in Peru.(2010) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9
paper
2017Selecting 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]
article0
2021A changepoint analysis of exchange rate and commodity price risks for Latin American stock markets In: Graz Economics Papers.
[Full Text][Citation analysis]
paper0
2016Volatility 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]
article0
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 another version. Agregated cites: 0
paper
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.
[Full Text][Citation analysis]
article0
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.
[Full Text][Citation analysis]
article0
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 another version. Agregated cites: 0
paper
2015An 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 another version. Agregated cites: 0
paper
2022Presidential approval in Peru: an empirical analysis using a fractionally cointegrated VAR In: Economic Change and Restructuring.
[Full Text][Citation analysis]
article0
2019Presidential 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 another version. Agregated cites: 0
paper
2010Application 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]
article3
2010Application 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 another version. Agregated cites: 3
paper
2001Estimation of the Taylor Rule for Canada Under Multiple Structural Changes In: Working Papers.
[Full Text][Citation analysis]
paper5
2001Analyzing the Effects of Labor Standards on U.S. Export Performance: A Time Series Approach With Structural Change In: Working Papers.
[Full Text][Citation analysis]
paper10
2003Analysing 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 another version. Agregated cites: 10
article
2003Indirect Patent Citations In: Working Papers.
[Full Text][Citation analysis]
paper20
2006Indirect patent citations.(2006) In: Scientometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 20
article
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.
[Full Text][Citation analysis]
paper0
2003Evaluating Time Series Models in Short and Long-Term Forecasting of Canadian Air Passenger Data In: Working Papers.
[Full Text][Citation analysis]
paper0
2003Human Activities and Global Warming: A Cointegration Analysis In: Working Papers.
[Full Text][Citation analysis]
paper13
2005Human activities and global warming: a cointegration analysis.(2005) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13
paper
2003Identifying Permanent and Transitory Components in Latin-American Real Exchange Rates In: Working Papers.
[Full Text][Citation analysis]
paper0
2003Identifying Canadian Regional Business Cycles using the Friedmand Plucking Model In: Working Papers.
[Full Text][Citation analysis]
paper0
2003Are Canadian Regional Business Cycles All Alike? In: Working Papers.
[Full Text][Citation analysis]
paper0
2006Stability of Central Bank Preferences, Macroeconomic Shocks, and Efficiency of the Monetary Policy. Empirical Evidence for Canada In: Working Papers.
[Full Text][Citation analysis]
paper3
2006Finite Sample Behaviour of the Level Shift Model using Quasi-Differenced Data In: Working Papers.
[Full Text][Citation analysis]
paper2
2007Using Markov-Switching Models to Identify the Link between Unemployment and Criminality In: Working Papers.
[Full Text][Citation analysis]
paper6
2022Evolution of Monetary Policy in Peru: An Empirical Application Using a Mixture Innovation TVP-VAR-SV Model* In: CESifo Economic Studies.
[Full Text][Citation analysis]
article0
2020Evolution 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 another version. Agregated cites: 0
paper
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.
[Full Text][Citation analysis]
article0
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.
[Full Text][Citation analysis]
chapter0
2012Movilidad en los mercados laborales del Perú: 2007-2011 In: Capítulos de Libros PUCP / Chapters of PUCP books.
[Full Text][Citation analysis]
chapter0
1993Consumo de Alimentos en Sectores Populares In: Libros no PUCP / Books other publishers.
[Citation analysis]
book0
2011Comportamiento de las Tasas de desempleo regionales en España In: Libros no PUCP / Books other publishers.
[Citation analysis]
book0
1993Demanda de dinero y estacionalidad en el mercado monetario In: Revista Economía.
[Full Text][Citation analysis]
article0
2011Descomposición histórica de la inflación en Perú. Distinguiendo entre choques de demanda y choques de oferta In: Revista Economía.
[Full Text][Citation analysis]
article0
2010Descomposición 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 another version. Agregated cites: 0
paper
2012GLS para eliminar los componentes determinísticos, estadísticos de raíz unitaria eficientes y cambio estructural In: Revista Economía.
[Full Text][Citation analysis]
article1
2012Impacto de expectativas políticas en los retornos del Índice General de la Bolsa de Valores de Lima In: Revista Economía.
[Full Text][Citation analysis]
article0
2011Impacto 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 another version. Agregated cites: 0
paper
2013Understanding the functional central limit theorems with some applications to unit root testing with structural change In: Revista Economía.
[Full Text][Citation analysis]
article1
2011UNDERSTANDING 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 another version. Agregated cites: 1
paper
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.
[Full Text][Citation analysis]
article0
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.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2010Is there a link between unemployment and criminality in the us economy? Further evidence In: Documentos de Trabajo / Working Papers.
[Full Text][Citation analysis]
paper0
2010Persistence of unemployment in the canadian provinces In: Documentos de Trabajo / Working Papers.
[Full Text][Citation analysis]
paper4
2011Persistence of Unemployment in the Canadian Provinces.(2011) In: International Regional Science Review.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
article
2011A FACTORIAL DECOMPOSITION OF INFLATION IN PERU, AN ALTERNATIVE MEASURE OF CORE INFLATION In: Documentos de Trabajo / Working Papers.
[Full Text][Citation analysis]
paper2
2012A factorial decomposition of inflation in Peru: an alternative measure of core inflation.(2012) In: Applied Economics Letters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
article
2011ESTIMATION OF A TIME VARYING NATURAL INTEREST RATE FOR PERU In: Documentos de Trabajo / Working Papers.
[Full Text][Citation analysis]
paper5
2009Estimation of a Time Varying Natural Interest Rate for Peru.(2009) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5
paper
2011CONVERGENCE IN THE CANADIAN PROVINCES: EVIDENCE USING UNEMPLOYMENT RATES In: Documentos de Trabajo / Working Papers.
[Full Text][Citation analysis]
paper0
2012Residual test for cointegration with GLS detrended data In: Documentos de Trabajo / Working Papers.
[Full Text][Citation analysis]
paper0
2012Explaining the Transition Probabilities in the Peruvian Labor Market In: Documentos de Trabajo / Working Papers.
[Full Text][Citation analysis]
paper2
2013A comparison between Tau-d and the procedure TRAMO-SEATS is also included. In: Documentos de Trabajo / Working Papers.
[Full Text][Citation analysis]
paper0
2013A Comparative Note About Estimation of the Fractional Parameter under Additive Outliers In: Documentos de Trabajo / Working Papers.
[Full Text][Citation analysis]
paper0
2013Growth of the Peruvian Economy and Convergence in the Regions of Peru: 1970-2010 In: Documentos de Trabajo / Working Papers.
[Full Text][Citation analysis]
paper0
2013Do Labor Reforms in Spain have an Effect on the Equilibrium Unemployment Rate? In: Documentos de Trabajo / Working Papers.
[Full Text][Citation analysis]
paper1
2014Do 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 another version. Agregated cites: 1
article
2013Trend-cycle decomposition for Peruvian GDP: Application of an alternative method In: Documentos de Trabajo / Working Papers.
[Full Text][Citation analysis]
paper1
2014Trend-cycle decomposition for Peruvian GDP: application of an alternative method.(2014) In: Latin American Economic Review.
[Full Text][Citation analysis]
This paper has another 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]
paper0
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.
[Full Text][Citation analysis]
This paper has another 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]
paper3
2018Driving economic fluctuations in Peru: the role of the terms of trade.(2018) In: Empirical Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
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]
paper0
2014 Stochastic Volatility in Peruvian Stock Market and Exchange Rate Returns: a Bayesian Approximation In: Documentos de Trabajo / Working Papers.
[Full Text][Citation analysis]
paper0
2018Stochastic 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 another 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]
paper0
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]
paper0
2015Univariate Autoregressive Conditional Heteroskedasticity Models: An Application to the Peruvian Stock Market Returns In: Documentos de Trabajo / Working Papers.
[Full Text][Citation analysis]
paper0
2015Modeling 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]
paper0
2015Data-Dependent Methods for the Lag Length Selection in Unit Root Tests with Structural Change In: Documentos de Trabajo / Working Papers.
[Full Text][Citation analysis]
paper0
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]
paper0
2016 Asymmetries in Volatility: An Empirical Study for the Peruvian Stock and Forex Market [Asimetrías en volatilidad: Un estudio empírico para los mercados bursátil y cambiario del Perú] In: Documentos de Trabajo / Working Papers.
[Full Text][Citation analysis]
paper0
2016 Modelling the Volatility of Commodities Prices using a Stochastic Volatility Model with Random Level Shifts [Modelando la volatilidad de los precios de los commodities utilizando un modelo de volatil In: Documentos de Trabajo / Working Papers.
[Full Text][Citation analysis]
paper0
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 mod In: Documentos de Trabajo / Working Papers.
[Full Text][Citation analysis]
paper2
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 c In: Documentos de Trabajo / Working Papers.
[Full Text][Citation analysis]
paper0
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
2018The Role of Loan Supply Shocks in Pacific Alliance Countries: A TVP-VAR-SV Approach In: Documentos de Trabajo / Working Papers.
[Full Text][Citation analysis]
paper0
2019Perus Regional Growth and Convergence in 1979-2017: An Empirical Spatial Panel Data Analysis In: Documentos de Trabajo / Working Papers.
[Full Text][Citation analysis]
paper1
2020Stochastic Volatility in Mean: Empirical Evidence from Stock Latin American Markets In: Documentos de Trabajo / Working Papers.
[Full Text][Citation analysis]
paper0
2020Macroeconomic Effects of Loan Supply Shocks: Empirical Evidence for Peru In: Documentos de Trabajo / Working Papers.
[Full Text][Citation analysis]
paper0
2020Modeling 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]
paper0
2021Approximate 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]
paper0
2022Time-Varying Effects of External Shocks on Macroeconomic Fluctuations in Peru: An Empirical Application using TVP-VAR- SV Models In: Documentos de Trabajo / Working Papers.
[Full Text][Citation analysis]
paper0
2022Time 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]
paper0
2022Time 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]
paper0
2023Time 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 another version. Agregated cites: 0
article
2022Evolution of the Exchange Rate Pass-Throught into Prices in Peru: An Empirical Application Using TVP-VAR-SV Models In: Documentos de Trabajo / Working Papers.
[Full Text][Citation analysis]
paper0
2008Eficiencia 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]
article1
2011Volatilidad financiera y rentabilidades cambiarias y bursátiles en el Perú In: Revista Moneda.
[Full Text][Citation analysis]
article0
2007Application of Three Alternative Approaches to Identify Business Cycles in Peru In: Working Papers.
[Full Text][Citation analysis]
paper0
2007Efficiency of the Monetary Policy and Stability of Central Bank Preferences. Empirical Evidence for Peru In: Working Papers.
[Full Text][Citation analysis]
paper0
2009Have European Unemployment Rates Converged? In: Working Papers.
[Full Text][Citation analysis]
paper3
2009Foreign Exchange Intervention and Exchange Rate Volatility in Peru In: Working Papers.
[Full Text][Citation analysis]
paper29
2010Foreign exchange intervention and exchange rate volatility in Peru.(2010) In: Applied Economics Letters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 29
article
2009Estimating Output Gap, Core Inflation, and the NAIRU for Peru In: Working Papers.
[Full Text][Citation analysis]
paper1
2005The Economic Impact of Professional Teams on Monthly Hotel Occupancy Rates of Canadian Cities In: Journal of Sports Economics.
[Full Text][Citation analysis]
article18
2004An empirical note about additive outliers and nonstationarity in Latin-American inflation series In: Empirical Economics.
[Full Text][Citation analysis]
article9
2019An 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]
article0
2007On the value of information in the presence of moral hazard In: Review of Economic Design.
[Full Text][Citation analysis]
article0
2017Modelling the volatility of commodities prices using a stochastic volatility model with random level shifts In: Review of World Economics (Weltwirtschaftliches Archiv).
[Full Text][Citation analysis]
article0
2023Evolution 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]
article0
2005Finite 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]
article1
2007The role of permanent and transitory components in the fluctuations of Latin-American real exchange rates In: Applied Economics.
[Full Text][Citation analysis]
article2
2004Similitudes 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]
article59
2016Residuals?based tests for cointegration with generalized least?squares detrended data In: Econometrics Journal.
[Full Text][Citation analysis]
article4
2019Asymmetries in Volatility: An Empirical Study for the Peruvian Stock and Forex Markets In: Review of Pacific Basin Financial Markets and Policies (RPBFMP).
[Full Text][Citation analysis]
article0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 3 2023. Contact: CitEc Team