Search Results - person:"Ataurima Arellano, Miguel"

Evolution of the exchange rate pass-through into prices in Peru : an empirical application using TVP-VAR-SV models

Rodriguez, Gabriel; Castillo B., Paul; Calero, Roberto; … - In: Journal of international money and finance 142 (2024), pp. 1-25

Persistent link: https://www.econbiz.de/10014549830

Time-varying impact of fiscal shocks over GDP growth in Peru : an empirical application using hybrid TVP-VAR-SV models

Jiménez, Alvaro; Rodriguez, Gabriel; Ataurima … - In: Structural change and economic dynamics : SC+ED 64 (2023), pp. 314-332

Persistent link: https://www.econbiz.de/10014463949

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

Estimation of Peru’s sovereign yield curve : the role of macroeconomic and latent factors

Olivares Rios, Alejandra; Rodriguez, Gabriel; Ataurima … - In: Journal of Economic Studies 46 (2019) 3, pp. 533-563

Purpose: Following Ang and Piazzesi’s (2003) study, the authors use an affine term structure model to study the relevance of macroeconomic (domestic and foreign) factors for Peru’s sovereign yield curve in the period from November 2005 to December 2015. The paper aims to discuss this issue....

Persistent link: https://www.econbiz.de/10012074363