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Modelling the volatility of commodities prices using a stochastic volatility model with random level shifts
Alvaro, Dennis; Guillén, Ángel; Rodriguez, Gabriel - In: Review of world economics 153 (2017) 1, pp. 71-103
Persistent link: https://www.econbiz.de/10011889303
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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
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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 - In: Review of world economics 159 (2023) 2, pp. 505-544
Persistent link: https://www.econbiz.de/10014308071