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~person:"Rodriguez, Gabriel"
~source:"econis"
~subject:"Volatility"
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Search: subject_exact:"Schätzmethode"
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Volatility
Estimation
35
Schätzung
35
Peru
22
Volatilität
22
Bayes-Statistik
13
Bayesian inference
13
Estimation theory
13
Schätztheorie
13
Time series analysis
13
VAR model
13
VAR-Modell
13
Zeitreihenanalyse
13
Stochastic process
12
Stochastischer Prozess
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11
Schock
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Theorie
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Kapitaleinkommen
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Lateinamerika
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Latin America
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Peruvian Economy
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Rodriguez, Gabriel
McAleer, Michael
89
Gupta, Rangan
81
Caporale, Guglielmo Maria
53
Pierdzioch, Christian
50
Bollerslev, Tim
48
Todorov, Viktor
39
Härdle, Wolfgang
36
Koopman, Siem Jan
34
Bahmani-Oskooee, Mohsen
33
Hautsch, Nikolaus
33
Belke, Ansgar
31
Asai, Manabu
30
Andersen, Torben
29
Bouri, Elie
28
Kumar, Dilip
28
Engle, Robert F.
27
Gil-Alaña, Luis A.
27
Herwartz, Helmut
27
Chang, Chia-Lin
26
Caporin, Massimiliano
25
Diebold, Francis X.
25
Hafner, Christian M.
25
Ma, Feng
25
Mumtaz, Haroon
25
Wohar, Mark E.
24
Buch, Claudia M.
23
Döpke, Jörg
22
Li, Jia
22
Ghysels, Eric
21
Balcilar, Mehmet
20
Chan, Joshua
20
Clements, Adam
20
Xuan Vinh Vo
20
Tauchen, George Eugene
19
Cheung, Yin-Wong
18
Lettau, Martin
18
Spagnolo, Nicola
18
Aghion, Philippe
17
Pesaran, M. Hashem
17
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Documento de trabajo
8
Documento de trabajo / Pontifícia Universidad Católica del Perú, Departamento de Economía
4
Review of world economics
2
Economic modelling
1
Graz economics papers : GEP
1
International journal of monetary economics and finance
1
International review of economics & finance : IREF
1
Journal of emerging market finance
1
Review of Pacific Basin financial markets and policies
1
Revista de análisis económico
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
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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
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:
3
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:
4
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:
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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