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isPartOf:"Documento de trabajo / Pontifícia Universidad Católica del Perú, Departamento de Economía"
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Structural break
5
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Capital market returns
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Peru
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Theorie
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Rodriguez, Gabriel
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Bazán-Palomino, Walter
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Herrera Aramburú, Andrés
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Pardo Fidueroa, Renzo
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Quineche Uribe, Ricardo
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Documento de trabajo / Pontifícia Universidad Católica del Perú, Departamento de Economía
Applied economics
128
Economic modelling
94
Journal of econometrics
82
Economics letters
80
Energy economics
64
Applied economics letters
59
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
49
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
30
International review of economics & finance : IREF
29
Econometric reviews
27
International journal of forecasting
26
Working paper
26
CESifo working papers
24
International Journal of Energy Economics and Policy : IJEEP
24
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
24
Oxford bulletin of economics and statistics
23
The empirical economics letters : a monthly international journal of economics
20
Discussion paper / Tinbergen Institute
19
Journal of banking & finance
19
Journal of international financial markets, institutions & money
19
The North American journal of economics and finance : a journal of financial economics studies
19
The econometrics journal
19
Econometrics : open access journal
18
Journal of applied econometrics
18
Econometric theory
17
Finance research letters
17
Journal of macroeconomics
17
Research in international business and finance
17
Applied financial economics
16
Empirical economics : a quarterly journal of the Institute for Advanced Studies
16
International journal of economics and financial issues : IJEFI
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NBER working paper series
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Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
15
International review of financial analysis
15
Journal of economics and finance
15
Journal of empirical finance
15
Journal of forecasting
15
CREATES research paper
14
International journal of economics and finance
14
Journal of international money and finance
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Data-dependent methods for the lag length selection in unit root tests with structural change
Quineche Uribe, Ricardo
;
Rodriguez, Gabriel
-
2015
Persistent link: https://www.econbiz.de/10011415370
Saved in:
2
The new Keynesian framework for a small open economy with structural breaks : empirical evidence from Peru
Bazán-Palomino, Walter
;
Rodriguez, Gabriel
-
2014
Persistent link: https://www.econbiz.de/10011305876
Saved in:
3
Volatility of stock market and exchange rate returns in Peru : long memory or short memory with level shifts?
Herrera Aramburú, Andrés
;
Rodriguez, Gabriel
-
2014
Persistent link: https://www.econbiz.de/10011415135
Saved in:
4
Distinguishing between true and spurious long memory in the volatility of stock market returns in Latin America
Pardo Fidueroa, Renzo
;
Rodriguez, Gabriel
-
2014
Persistent link: https://www.econbiz.de/10011415308
Saved in:
5
Inflation expectations formation in the presence of policy shifts and structural breaks : an experimental analysis
Ricardo Maertens, Luis
;
Rodriguez, Gabriel
-
2012
Persistent link: https://www.econbiz.de/10009739043
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