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Bayesian inference
Peru
115
Volatility
49
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47
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41
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40
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35
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35
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Rodriguez, Gabriel
22
Castillo B., Paul
5
Alanya, Willy
3
Abanto-Valle, Carlos A.
2
Calero, Roberto
2
Castro Cepero, Luis M.
2
Garrafa-Aragón, Hernán B.
2
Hasegawa, Harumi
2
Lengua Lafosse, Patricia
2
Salcedo Cisneros, Rodrigo
2
Vassallo, Renato
2
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1
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1
Ataurima Arellano, Miguel
1
Bayes, Cristian
1
Fernández Prada Saucedo, Jean Pierre
1
Guillén, Ángel
1
Ojeda Cunya, Junior Alex
1
Portilla Goicochea, Jhonatan
1
Portilla, Jhonatan
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9
Documento de trabajo / Pontifícia Universidad Católica del Perú, Departamento de Economía
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CESifo economic studies : a joint initiative of the University of Munich's Center for Economic Studies and the Ifo Institute
1
Computational economics
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1
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1
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1
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1
Review of world economics
1
Structural change and economic dynamics
1
The North American journal of economics and finance : a journal of financial economics studies
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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ECONIS (ZBW)
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Evolution of monetary policy in Peru : an empirical application using a mixture innovation TVP-VAR-SV model
Portilla, Jhonatan
;
Rodriguez, Gabriel
;
Castillo B., Paul
- In:
CESifo economic studies : a joint initiative of the …
68
(
2022
)
1
,
pp. 98-126
Persistent link: https://www.econbiz.de/10012876576
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2
Impact of monetary policy shocks in the Peruvian economy over time
Pérez Rojo, Flavio
;
Rodriguez, Gabriel
-
2023
-
This version: August 21, 2023
Persistent link: https://www.econbiz.de/10014430521
Saved in:
3
Approximate Bayesian estimation of stochastic volatility in mean models using hidden Markov models : empirical evidence from emerging and developed markets
Abanto-Valle, Carlos A.
;
Rodriguez, Gabriel
;
Castro …
- In:
Computational economics
64
(
2024
)
3
,
pp. 1775-1801
Persistent link: https://www.econbiz.de/10015143955
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4
Stochastic volatility in peruvian stock market and exchange rate returns : a bayesian approximation
Alanya, Willy
;
Rodriguez, Gabriel
-
2014
Persistent link: https://www.econbiz.de/10011414218
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5
A stochastic volatility model with GH skew student's t-distribution : application to Latin-American stock returns
Lengua Lafosse, Patricia
;
Bayes, Cristian
;
Rodriguez, …
-
2015
Persistent link: https://www.econbiz.de/10011415404
Saved in:
6
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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7
Asymmetries in Volatility : an empirical study for the Peruvian stock and Forex markets
Alanya, Willy
;
Rodriguez, Gabriel
- In:
Review of Pacific Basin financial markets and policies
22
(
2019
)
1
,
pp. 1950003-1-1950003-18
Persistent link: https://www.econbiz.de/10012156142
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8
An empirical application of a stochastic volatility model with GH skew Student's t-distribution to the volatility of Latin-American stock returns
Lengua Lafosse, Patricia
;
Rodriguez, Gabriel
- In:
The quarterly review of economics and finance : journal …
69
(
2018
),
pp. 155-173
Persistent link: https://www.econbiz.de/10012035007
Saved in:
9
Modeling the volatility of returns on commodities: an application and empirical comparison of GARCH and SV models
Fernández Prada Saucedo, Jean Pierre
;
Rodriguez, Gabriel
-
2020
Persistent link: https://www.econbiz.de/10012435636
Saved in:
10
Evolution of monetary policy in Peru: an empirical application using a mixture innovation TVP-VAR-SV model
Portilla Goicochea, Jhonatan
;
Rodriguez, Gabriel
-
2020
Persistent link: https://www.econbiz.de/10012435659
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