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

8

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: 4.    Total self citations: 3 (27.27 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pat117
   Updated: 2025-01-10    RAS profile: 2024-09-07    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Rodríguez, Gabriel (4)

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 (3)

Jopen Sánchez, Guillermo (1)

Cites to:

Rodríguez, Gabriel (12)

Bauwens, Luc (6)

Chan, Joshua (6)

Eisenstat, Eric (5)

Shioji, Etsuro (4)

Uhlig, Harald (4)

Castillo, Paul (4)

Clark, Todd (4)

Vega, Marco (4)

Comunale, Mariarosaria (3)

Hernández de Cos, Pablo (3)

Main data


Production by document typearticlepaper201720182019202020212022202320240123Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published2017201820192020202120222023202402.557.5Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received2017201820192020202120222023202401234Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year2017201820192020202120222023202402.557.5Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 2Most cited documents12340246Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution2017092017102017112017122018012018022018032018042018052018062018072018082018092018102018112018122019012019022019032019042019052019062019072019082019092019102019112019122020012020022020032020042020052020062020072020082020092020102020112020122021012021022021032021042021052021062021072021082021092021102021112021122022012022022022032022042022052022062022072022082022092022102022112022122023012023022023032023042023052023062023072023082023092023102023112023122024012024022024032024042024052024062024072024082024092024102024112024122025010123h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Miguel Ataurima has published?


Working Papers Series with more than one paper published# docs
Documentos de Trabajo / Working Papers / Departamento de Econom�a - Pontificia Universidad Cat�lica del Per�2

Recent works citing Miguel Ataurima (2024 and 2023)


Year  ↓Title of citing document  ↓
2024The 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

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

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:


Year  ↓Title  ↓Type  ↓Cited  ↓
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]
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]
article4
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, 8 2024. Contact: CitEc Team