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~person:"Rodriguez, Gabriel"
~person:"Tauchen, George Eugene"
~subject:"Capital income"
~subject:"Schätzung"
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Capital income
Schätzung
Volatility
86
Volatilität
86
Stochastic process
39
Stochastischer Prozess
39
Estimation
37
Time series analysis
37
Zeitreihenanalyse
37
Theorie
27
Theory
27
Börsenkurs
26
Kapitaleinkommen
26
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26
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23
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21
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Peru
20
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16
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15
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21
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English
48
Author
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Rodriguez, Gabriel
Tauchen, George Eugene
Gupta, Rangan
128
McAleer, Michael
117
Caporale, Guglielmo Maria
100
Bollerslev, Tim
86
Pierdzioch, Christian
73
Diebold, Francis X.
59
Bouri, Elie
50
Hautsch, Nikolaus
49
Andersen, Torben
45
Bekaert, Geert
45
Chang, Chia-Lin
43
Ma, Feng
43
Spagnolo, Nicola
43
Engle, Robert F.
39
Todorov, Viktor
39
Asai, Manabu
37
Gil-Alaña, Luis A.
37
Lux, Thomas
36
Belke, Ansgar
35
Bahmani-Oskooee, Mohsen
33
Bali, Turan G.
32
Koopman, Siem Jan
32
Caporin, Massimiliano
31
McMillan, David G.
31
Wohar, Mark E.
31
Döpke, Jörg
30
Herwartz, Helmut
30
Buch, Claudia M.
29
Härdle, Wolfgang
28
Kumar, Dilip
27
Balcilar, Mehmet
26
Chiang, Thomas C.
26
Kočenda, Evžen
26
Wang, Yudong
26
Xuan Vinh Vo
26
Tiwari, Aviral Kumar
25
Hammoudeh, Shawkat
24
Prokopczuk, Marcel
24
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Documento de trabajo
8
Journal of econometrics
8
ERID working paper
6
Documento de trabajo / Pontifícia Universidad Católica del Perú, Departamento de Economía
4
Review of world economics
2
CREATES research paper
1
Econometric theory
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
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1
Economic Research Initiatives at Duke (ERID) Working Paper
1
Economic modelling
1
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1
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1
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1
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1
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1
Journal of financial economics
1
Macroeconomics and finance in emerging market economies
1
Portuguese economic journal
1
Quantitative economics : QE ; journal of the Econometric Society
1
Review of Pacific Basin financial markets and policies
1
Review of finance : journal of the European Finance Association
1
Revista de análisis económico
1
SFB 649 discussion paper
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ECONIS (ZBW)
48
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1
A changepoint analysis of exchange rate and commodity price risks for Latin American stock markets
Manner, Hans
;
Rodriguez, Gabriel
;
Stöckler, Florian
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 1385-1403
Persistent link: https://www.econbiz.de/10014446630
Saved in:
2
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:
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-varying effects of financial uncertainty shocks on macroeconomic fluctuations in Peru
Alvarado, Mauricio
;
Rodriguez, Gabriel
-
2024
-
This version: November 27, 2023
Persistent link: https://www.econbiz.de/10014526328
Saved in:
5
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:
6
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:
7
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:
8
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:
9
Effects of external shocks on macroeconomic fluctuations in Pacific Alliance countries
Rodriguez, Gabriel
;
Vassallo, Renato
;
Castillo B., Paul
- In:
Economic modelling
124
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014463282
Saved in:
10
Evolution of the effects of mineral commodity prices on fiscal fluctuations : empirical evidence from TVP-VAR-SV models for Peru
Urbina, Dante A.
;
Rodriguez, Gabriel
- In:
Review of world economics
159
(
2023
)
1
,
pp. 153-184
Persistent link: https://www.econbiz.de/10014307241
Saved in:
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