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subject:"Volatilität"
~person:"Belke, Ansgar"
~person:"Rodriguez, Gabriel"
~type_genre:"Working Paper"
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Volatilität
Estimation
177
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177
EU countries
59
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59
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49
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49
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45
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Belke, Ansgar
Rodriguez, Gabriel
McAleer, Michael
46
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26
Pierdzioch, Christian
21
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Härdle, Wolfgang
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11
Bos, Charles S.
11
Gil-Alaña, Luis A.
11
Hafner, Christian M.
11
Buch, Claudia M.
10
Pesaran, M. Hashem
10
Allen, David E.
9
Andersen, Torben
9
Caporin, Massimiliano
9
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9
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9
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9
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9
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8
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8
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8
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8
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8
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8
Levchenko, Andrei A.
8
Marcellino, Massimiliano
8
Spagnolo, Nicola
8
Baum, Christopher F.
7
Chan, Joshua
7
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7
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ECONIS (ZBW)
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1
External shocks and economic fluctuations in Peru: empirical evidence using mixture innovation TVP-VAR-SV models
Guevara, Brenda
;
Rodriguez, Gabriel
;
Yamuca …
-
2024
Persistent link: https://www.econbiz.de/10014526264
Saved in:
2
Time-varying effects of financial uncertainty shocks on macroeconomic fluctuations in Peru
Rodriguez, Gabriel
-
2024
-
This version: November 27, 2023
Persistent link: https://www.econbiz.de/10014526328
Saved in:
3
Modeling the trend, persistence, and volatility of inflation in pacific alliance countries: an empirical application using a model with inflation bands
Rodriguez, Gabriel
;
Surco, Luis
-
2024
Persistent link: https://www.econbiz.de/10014526339
Saved in:
4
Time evolution of external shocks on macroeconomic fluctuations in Pacific Alliance countries: empirical application using TVP-VAR-SV models
Rodriguez, Gabriel
;
Vassallo, Renato
-
2022
-
Primera edición
Persistent link: https://www.econbiz.de/10013273028
Saved in:
5
Time changing effects of external shocks on macroeconomic fluctuations in Peru: empirical application using regime-switching VAR models with stochastic volatility
Chávez, Paulo
;
Rodriguez, Gabriel
-
2022
-
Primera edición
Persistent link: https://www.econbiz.de/10013273077
Saved in:
6
Evolution of the exchange rate pass-throught into prices in Peru: an empirical application using TVP-VAR-SV models
Calero, Roberto
;
Rodriguez, Gabriel
;
Salcedo Cisneros, …
-
2022
-
Primera edición
Persistent link: https://www.econbiz.de/10013273080
Saved in:
7
Time-varying effects of external shocks on macroeconomic fluctuations in Peru: an empirical application using TPV-VAR SV models
Ojeda Cunya, Junior Alex
;
Rodriguez, Gabriel
-
2021
-
Primera edición
Persistent link: https://www.econbiz.de/10013273010
Saved in:
8
Modeling the volatility of returns on commodities: an application and empirical comparison of GARCH and SV models
Fernández Prada Saucedo, Jean Pierre
;
Rodriguez, Gabriel
-
2020
Persistent link: https://www.econbiz.de/10012435636
Saved in:
9
A changepoint analysis of exchange rate and commodity price risks for Latin American stock markets
Manner, Hans
;
Rodriguez, Gabriel
;
Stöckler, Florian
-
2021
Persistent link: https://www.econbiz.de/10012819659
Saved in:
10
Empirical modeling of Latin American stock ans Forex markes returns and volatility using Markov-Switching Garch models
Ataurima Arellano, Miguel
;
Collantes, Erika
;
Rodriguez, …
-
2017
Persistent link: https://www.econbiz.de/10011738077
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