10
H index
10
i10 index
466
Citations
Gabriel Rodríguez : Citation Profile
Pontificia Universidad Católica del Perú | RESEARCH PRODUCTION: 74 Articles 87 Papers 2 Books 2 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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31 years (1993 - 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 Gabriel Rodríguez. | Is cited by:
| Cites to:
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Main data
Where Gabriel Rodríguez has published?
Recent works citing Gabriel Rodríguez (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Foreign Exchange Interventions and Foreign Shocks: The case of Uruguay. (2023). Elizabeth, Bucacos ; Javier, Garcia-Cicco ; Miguel, Mello. In: Asociación Argentina de Economía Política: Working Papers. RePEc:aep:anales:4657. Full description at Econpapers || Download paper |
| 2023 | On the utilization controversy in the demand-led growth literature: A quantile unit root approach. (2023). de Oliveira, Guilherme. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323002377. Full description at Econpapers || Download paper |
| 2023 | Dissecting the Moroccan business cycle: A trade-based identification of agricultural supply shocks. (2023). Ezzahid, Elhadj ; Elguellab, Ali. In: Economic Modelling. RePEc:eee:ecmode:v:129:y:2023:i:c:s0264999323003413. Full description at Econpapers || Download paper |
| 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 | Exploring multilevel data with deep learning and XAI: The effect of personal-care advertising spending on subjective happiness. (2024). Messner, Wolfgang. In: International Business Review. RePEc:eee:iburev:v:33:y:2024:i:1:s0969593123001038. Full description at Econpapers || Download paper |
| 2023 | Deep learning for predicting patent application outcome: The fusion of text and network embeddings. (2023). Fan, Shaokun ; Jiang, Hongxun ; Zhu, Bin ; Zhang, Nan. In: Journal of Informetrics. RePEc:eee:infome:v:17:y:2023:i:2:s1751157723000275. Full description at Econpapers || Download paper |
| 2023 | Nonlinearities 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 |
| 2024 | Policy market orientation, property rights, and corruption effects on the rent of non-renewable resources in Latin America and the Caribbean. (2024). Le Clech, Néstor. In: Resources Policy. RePEc:eee:jrpoli:v:91:y:2024:i:c:s0301420724002083. Full description at Econpapers || Download paper |
| 2023 | More 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 |
| 2023 | Choques externos en la economía peruana: un enfoque de ceros y signos en un modelo BVAR. (2023). Jimenez, Alvaro ; Ganiko, Gustavo. In: Documentos de Trabajo / Working Papers. RePEc:pcp:pucwps:wp00520. Full description at Econpapers || Download paper |
| 2023 | Investment, 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 |
| 2023 | Forecasting Global Temperatures by Exploiting Cointegration with Radiative Forcing. (2023). Benati, Luca. In: Diskussionsschriften. RePEc:ube:dpvwib:dp2308. Full description at Econpapers || Download paper |
| 2023 | Do 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 |
Works by Gabriel Rodríguez:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2010 | Using A Forward-Looking Phillips Curve to Estimate the Output Gap in Peru In: Review of Applied Economics. [Full Text][Citation analysis] | article | 0 |
| 2009 | Using A Forward-Looking Phillips Curve to Estimate the Output Gap in Peru.(2009) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2003 | SEARCHING FOR ADDITIVE OUTLIERS IN NONSTATIONARY TIME SERIES In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 49 |
| 2000 | Seraching for Additive Outliers in Nonstationary Time Series..(2000) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 49 | paper | |
| 2015 | Structural Breaks and Convergence in the Regions of Peru: 1970–2010 In: Review of Development Economics. [Full Text][Citation analysis] | article | 1 |
| 2013 | Single-equation tests for Cointegration with GLS Detrended Data In: Boston University - Department of Economics - Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
| 2015 | Residuals-based Tests for Cointegration with GLS Detrended Data In: Boston University - Department of Economics - Working Papers Series. [Full Text][Citation analysis] | paper | 31 |
| 2000 | Residual Based Tests for Cointegration with GLS Detrended Data..(2000) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 31 | paper | |
| 2007 | Why U.S. Money does not Cause U.S. Output, but does Cause Hong Kong Output In: Carleton Economic Papers. [Full Text][Citation analysis] | paper | 3 |
| 2007 | Why 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 nother version. Agregated cites: 3 | article | |
| 2002 | Why 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 nother version. Agregated cites: 3 | paper | |
| 2009 | Intervención en el mercado cambiario y volatilidad del tipo de cambio en el Perú In: Monetaria. [Full Text][Citation analysis] | article | 0 |
| 2015 | Explaining the Determinants of the Frequency of Exchange Rate Interventions in Peru Using Count Models In: Applied Economics Quarterly (formerly: Konjunkturpolitik). [Full Text][Citation analysis] | article | 0 |
| 2012 | EXPLAINING 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 nother version. Agregated cites: 0 | paper | |
| 2010 | ESTIMATING OUTPUT GAP, CORE INFLATION, AND THE NAIRU FOR PERU, 1979-2007 In: Applied Econometrics and International Development. [Full Text][Citation analysis] | article | 0 |
| 2006 | Unit root tests and structural change when the initial observation is drawn from its unconditional distribution In: Econometrics Journal. [Full Text][Citation analysis] | article | 5 |
| 2006 | Unit 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 nother version. Agregated cites: 5 | paper | |
| 2023 | Effects of external shocks on macroeconomic fluctuations in Pacific Alliance countries In: Economic Modelling. [Full Text][Citation analysis] | article | 3 |
| 2017 | Modeling 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] | article | 2 |
| 2020 | The 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] | article | 1 |
| 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 | 1 |
| 2023 | Does 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] | article | 2 |
| 2021 | Does 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 nother version. Agregated cites: 2 | paper | |
| 2003 | GLS detrending, efficient unit root tests and structural change In: Journal of Econometrics. [Full Text][Citation analysis] | article | 103 |
| 1998 | GLS Detrending, Efficient Unit Root Tests and Structural Change.(1998) In: Cahiers de recherche. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 103 | paper | |
| 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 | 1 |
| 2022 | Evolution of the Exchange Rate Pass-Throught into Prices in Peru: An Empirical Application Using TVP-VAR-SV Models.(2022) In: Documentos de Trabajo / Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2012 | Does 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] | article | 21 |
| 2011 | DOES 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 nother version. Agregated cites: 21 | paper | |
| 2018 | An 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] | article | 3 |
| 2021 | Stochastic 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] | article | 1 |
| 2024 | A changepoint analysis of exchange rate and commodity price risks for Latin American stock markets In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 0 |
| 2021 | A changepoint analysis of exchange rate and commodity price risks for Latin American stock markets.(2021) In: Graz Economics Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2013 | Inflation 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] | article | 4 |
| 2012 | INFLATION 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 nother version. Agregated cites: 4 | paper | |
| 2005 | Modeling nonlinearities and asymmetries in quarterly revenues of the US telecommunications industry In: Structural Change and Economic Dynamics. [Full Text][Citation analysis] | article | 0 |
| 2018 | The 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] | article | 0 |
| 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 nother version. Agregated cites: 0 | paper | |
| 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 | 2 |
| 2020 | Time-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 nother version. Agregated cites: 2 | paper | |
| 2012 | The unemployment rate, unemployment volatility, and crime In: International Journal of Social Economics. [Full Text][Citation analysis] | article | 0 |
| 2012 | The unemployment rate, unemployment volatility, and crime In: International Journal of Social Economics. [Full Text][Citation analysis] | article | 3 |
| In: . [Full Text][Citation analysis] | article | 0 | |
| In: . [Full Text][Citation analysis] | article | 0 | |
| In: . [Full Text][Citation analysis] | article | 0 | |
| In: . [Full Text][Citation analysis] | article | 0 | |
| 2006 | The role of the interprovincial transfers in the??convergence process In: Journal of Economic Studies. [Full Text][Citation analysis] | article | 0 |
| 2015 | Structural breaks and labor market disparities in the Canadian provinces In: Journal of Economic Studies. [Full Text][Citation analysis] | article | 0 |
| 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 |
| 2021 | The 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] | article | 1 |
| 2015 | Structural breaks and labor market disparities in the Canadian provinces In: Journal of Economic Studies. [Full Text][Citation analysis] | article | 1 |
| In: . [Full Text][Citation analysis] | article | 0 | |
| 2013 | Some stylized facts of return in the foreign exchange and stock markets in Peru In: Studies in Economics and Finance. [Full Text][Citation analysis] | article | 1 |
| 2013 | Some stylized facts of return in the foreign exchange and stock markets in Peru In: Studies in Economics and Finance. [Full Text][Citation analysis] | article | 9 |
| 2011 | Some 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 nother version. Agregated cites: 9 | paper | |
| 2010 | Some stylized facts of returns in the foreign exchange and stock markets in Peru.(2010) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
| 2017 | Selecting 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] | article | 0 |
| 2016 | Volatility 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] | article | 0 |
| 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 nother version. Agregated cites: 0 | paper | |
| 2017 | Selecting 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] | article | 1 |
| 2015 | Application 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] | article | 0 |
| 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 nother version. Agregated cites: 0 | paper | |
| 2015 | An 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 nother version. Agregated cites: 0 | paper | |
| 2022 | Presidential approval in Peru: an empirical analysis using a fractionally cointegrated VAR In: Economic Change and Restructuring. [Full Text][Citation analysis] | article | 0 |
| 2019 | Presidential 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 nother version. Agregated cites: 0 | paper | |
| 2010 | Application 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] | article | 3 |
| 2010 | Application 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 nother version. Agregated cites: 3 | paper | |
| 2001 | Estimation of the Taylor Rule for Canada Under Multiple Structural Changes In: Working Papers. [Full Text][Citation analysis] | paper | 5 |
| 2001 | Analyzing the Effects of Labor Standards on U.S. Export Performance: A Time Series Approach With Structural Change In: Working Papers. [Full Text][Citation analysis] | paper | 11 |
| 2003 | Analysing 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 nother version. Agregated cites: 11 | article | |
| 2003 | Indirect Patent Citations In: Working Papers. [Full Text][Citation analysis] | paper | 21 |
| 2006 | Indirect patent citations.(2006) In: Scientometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 21 | article | |
| 2003 | Evaluating Time Series Models in Short and Long-Term Forecasting of Canadian Air Passenger Data In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2003 | Human Activities and Global Warming: A Cointegration Analysis In: Working Papers. [Full Text][Citation analysis] | paper | 13 |
| 2005 | Human activities and global warming: a cointegration analysis.(2005) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | paper | |
| 2003 | Identifying Permanent and Transitory Components in Latin-American Real Exchange Rates In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2003 | Identifying Canadian Regional Business Cycles using the Friedmand Plucking Model In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2003 | Are Canadian Regional Business Cycles All Alike? In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2006 | Stability of Central Bank Preferences, Macroeconomic Shocks, and Efficiency of the Monetary Policy. Empirical Evidence for Canada In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2006 | Finite Sample Behaviour of the Level Shift Model using Quasi-Differenced Data In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2007 | Using Markov-Switching Models to Identify the Link between Unemployment and Criminality In: Working Papers. [Full Text][Citation analysis] | paper | 6 |
| 2022 | Evolution of Monetary Policy in Peru: An Empirical Application Using a Mixture Innovation TVP-VAR-SV Model* In: CESifo Economic Studies. [Full Text][Citation analysis] | article | 1 |
| 2020 | Evolution 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 nother version. Agregated cites: 1 | paper | |
| 2017 | Extreme 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] | article | 0 |
| 2009 | Una nota empÃrica 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] | chapter | 0 |
| 2012 | Movilidad en los mercados laborales del Perú: 2007-2011 In: Capítulos de Libros PUCP / Chapters of PUCP books. [Full Text][Citation analysis] | chapter | 0 |
| 1993 | Consumo de Alimentos en Sectores Populares In: Libros no PUCP / Books other publishers. [Citation analysis] | book | 0 |
| 2011 | Comportamiento de las Tasas de desempleo regionales en España In: Libros no PUCP / Books other publishers. [Citation analysis] | book | 0 |
| 1993 | Demanda de dinero y estacionalidad en el mercado monetario In: Revista Economía. [Full Text][Citation analysis] | article | 0 |
| 2011 | Descomposición histórica de la inflación en Perú. Distinguiendo entre choques de demanda y choques de oferta In: Revista Economía. [Full Text][Citation analysis] | article | 0 |
| 2010 | Descomposición 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 nother version. Agregated cites: 0 | paper | |
| 2012 | GLS para eliminar los componentes determinÃsticos, estadÃsticos de raÃz unitaria eficientes y cambio estructural In: Revista Economía. [Full Text][Citation analysis] | article | 1 |
| 2012 | Impacto de expectativas polÃticas en los retornos del Ãndice General de la Bolsa de Valores de Lima In: Revista Economía. [Full Text][Citation analysis] | article | 0 |
| 2011 | Impacto de Expectativas PolÃticas 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 nother version. Agregated cites: 0 | paper | |
| 2013 | Understanding the functional central limit theorems with some applications to unit root testing with structural change In: Revista Economía. [Full Text][Citation analysis] | article | 1 |
| 2011 | UNDERSTANDING 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 nother version. Agregated cites: 1 | paper | |
| 2014 | A 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] | article | 0 |
| 2013 | A 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 nother version. Agregated cites: 0 | paper | |
| 2010 | Is there a link between unemployment and criminality in the us economy? Further evidence In: Documentos de Trabajo / Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2010 | Persistence of unemployment in the canadian provinces In: Documentos de Trabajo / Working Papers. [Full Text][Citation analysis] | paper | 4 |
| 2011 | Persistence of Unemployment in the Canadian Provinces.(2011) In: International Regional Science Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
| 2011 | A FACTORIAL DECOMPOSITION OF INFLATION IN PERU, AN ALTERNATIVE MEASURE OF CORE INFLATION In: Documentos de Trabajo / Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2012 | A factorial decomposition of inflation in Peru: an alternative measure of core inflation.(2012) In: Applied Economics Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
| 2011 | ESTIMATION OF A TIME VARYING NATURAL INTEREST RATE FOR PERU In: Documentos de Trabajo / Working Papers. [Full Text][Citation analysis] | paper | 5 |
| 2009 | Estimation of a Time Varying Natural Interest Rate for Peru.(2009) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2011 | CONVERGENCE IN THE CANADIAN PROVINCES: EVIDENCE USING UNEMPLOYMENT RATES In: Documentos de Trabajo / Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2012 | Residual test for cointegration with GLS detrended data In: Documentos de Trabajo / Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2012 | Explaining the Transition Probabilities in the Peruvian Labor Market In: Documentos de Trabajo / Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2013 | A comparison between Tau-d and the procedure TRAMO-SEATS is also included. In: Documentos de Trabajo / Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2013 | A Comparative Note About Estimation of the Fractional Parameter under Additive Outliers In: Documentos de Trabajo / Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2013 | Growth of the Peruvian Economy and Convergence in the Regions of Peru: 1970-2010 In: Documentos de Trabajo / Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2013 | Do Labor Reforms in Spain have an Effect on the Equilibrium Unemployment Rate? In: Documentos de Trabajo / Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2014 | Do 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 nother version. Agregated cites: 1 | article | |
| 2013 | Trend-cycle decomposition for Peruvian GDP: Application of an alternative method In: Documentos de Trabajo / Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2014 | Trend-cycle decomposition for Peruvian GDP: application of an alternative method.(2014) In: Latin American Economic Review. [Full Text][Citation analysis] This paper has nother 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] | paper | 0 |
| 2016 | An 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 nother 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] | paper | 4 |
| 2018 | Driving economic fluctuations in Peru: the role of the terms of trade.(2018) In: Empirical Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
| 2014 | Convergencia en las Regiones del Perú: ¿Inclusión o Exclusión en el Crecimiento de la EconomÃa Peruana (1970-2010)? In: Documentos de Trabajo / Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2014 | Stochastic Volatility in Peruvian Stock Market and Exchange Rate Returns: a Bayesian Approximation In: Documentos de Trabajo / Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Stochastic 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 nother 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] | paper | 0 |
| 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] | paper | 0 |
| 2015 | Univariate Autoregressive Conditional Heteroskedasticity Models: An Application to the Peruvian Stock Market Returns In: Documentos de Trabajo / Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2015 | Modeling 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] | paper | 0 |
| 2015 | Data-Dependent Methods for the Lag Length Selection in Unit Root Tests with Structural Change In: Documentos de Trabajo / Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 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] | paper | 0 |
| 2016 | Asymmetries in Volatility: An Empirical Study for the Peruvian Stock and Forex Markets In: Documentos de Trabajo / Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2019 | Asymmetries in Volatility: An Empirical Study for the Peruvian Stock and Forex Markets.(2019) In: Review of Pacific Basin Financial Markets and Policies (RPBFMP). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2016 | Modelling the Volatility of Commodities Prices using a Stochastic Volatility Model with Random Level Shifts In: Documentos de Trabajo / Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2017 | Modelling the volatility of commodities prices using a stochastic volatility model with random level shifts.(2017) In: Review of World Economics (Weltwirtschaftliches Archiv). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 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 |
| 2018 | The Role of Loan Supply Shocks in Pacific Alliance Countries: A TVP-VAR-SV Approach In: Documentos de Trabajo / Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Perus Regional Growth and Convergence in 1979-2017: An Empirical Spatial Panel Data Analysis In: Documentos de Trabajo / Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2020 | Stochastic Volatility in Mean: Empirical Evidence from Stock Latin American Markets In: Documentos de Trabajo / Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Macroeconomic Effects of Loan Supply Shocks: Empirical Evidence for Peru In: Documentos de Trabajo / Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Modeling 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] | paper | 0 |
| 2021 | Approximate 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] | paper | 0 |
| 2022 | Time-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] | paper | 1 |
| 2022 | Time 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] | paper | 0 |
| 2022 | Time 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] | paper | 1 |
| 2023 | Time 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 nother version. Agregated cites: 1 | article | |
| 2023 | Evolution over time of the effects of fiscal shocks in the peruvian economy: empirical application using TVP-VAR-SV models In: Documentos de Trabajo / Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2023 | Jane Haldimand Marcet: Impact of Monetary Policy Shocks in the Peruvian Economy Over Time In: Documentos de Trabajo / Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2024 | External Shocks and Economic Fluctuations in Peru: Empirical Evidence using Mixture Innovation TVP-VAR-SV Models In: Documentos de Trabajo / Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2024 | Time-Varying Effects of Financial Uncertainty Shocks on Macroeconomic Fluctuations in Peru In: Documentos de Trabajo / Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2024 | Modeling the trend, persistence, and volatility of inflation in Pacific Alliance countries: an empirical application using a model with inflation bands In: Documentos de Trabajo / Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2008 | Eficiencia 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] | article | 1 |
| 2011 | Volatilidad financiera y rentabilidades cambiarias y bursátiles en el Perú In: Revista Moneda. [Full Text][Citation analysis] | article | 0 |
| 2007 | Application of Three Alternative Approaches to Identify Business Cycles in Peru In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2007 | Efficiency of the Monetary Policy and Stability of Central Bank Preferences. Empirical Evidence for Peru In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2009 | Have European Unemployment Rates Converged? In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2009 | Foreign Exchange Intervention and Exchange Rate Volatility in Peru In: Working Papers. [Full Text][Citation analysis] | paper | 31 |
| 2010 | Foreign exchange intervention and exchange rate volatility in Peru.(2010) In: Applied Economics Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 31 | article | |
| 2009 | Estimating Output Gap, Core Inflation, and the NAIRU for Peru In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2005 | The Economic Impact of Professional Teams on Monthly Hotel Occupancy Rates of Canadian Cities In: Journal of Sports Economics. [Full Text][Citation analysis] | article | 18 |
| 2004 | An empirical note about additive outliers and nonstationarity in Latin-American inflation series In: Empirical Economics. [Full Text][Citation analysis] | article | 9 |
| 2019 | An 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] | article | 0 |
| 2007 | On the value of information in the presence of moral hazard In: Review of Economic Design. [Full Text][Citation analysis] | article | 0 |
| 2023 | Evolution 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] | article | 0 |
| 2005 | Finite 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] | article | 1 |
| 2007 | The role of permanent and transitory components in the fluctuations of Latin-American real exchange rates In: Applied Economics. [Full Text][Citation analysis] | article | 2 |
| 2004 | Similitudes 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] | article | 60 |
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