Gabriel Rodríguez
Pontificia Universidad Católica del Perú
H-index: 24
Latin America-Peru
Top articles of Gabriel Rodríguez
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
Evolution of the Exchange Rate Pass-Through into Prices in Peru: An Empirical Application Using TVP-VAR-SV Models | Journal of International Money and Finance | Gabriel Rodriguez Paul Castillo Roberto Calero Rodrigo Salcedo Cisneros Miguel Ataurima Arellano | 2024/2/7 |
A changepoint analysis of exchange rate and commodity price risks for Latin American stock markets | International Review of Economics & Finance | Hans Manner Gabriel Rodríguez Florian Stöckler | 2024/1/1 |
Evolution over time of the effects of fiscal shocks in the peruvian economy: empirical application using TVP-VAR-SV models | Alexander Meléndez Holguín Gabriel Rodríguez | 2023 | |
Approximate Bayesian Estimation of Stochastic Volatility in Mean Models Using Hidden Markov Models: Empirical Evidence from Emerging and Developed Markets | Computational Economics | Carlos A Abanto-Valle Gabriel Rodríguez Luis M Castro Cepero Hernán B Garrafa-Aragón | 2023/11/3 |
Does the Central Bank of Peru respond to exchange rate movements? A Bayesian estimation of a New Keynesian DSGE model with FX interventions | The North American Journal of Economics and Finance | Gabriel Rodríguez Paul Castillo Harumi Hasegawa | 2023/9/1 |
Effects of external shocks on macroeconomic fluctuations in Pacific Alliance countries | Economic Modelling | Gabriel Rodríguez Renato Vassallo Paul Castillo | 2023/7/1 |
Time changing effects of external shocks on macroeconomic fluctuations in Peru: empirical application using regime-switching VAR models with stochastic volatility | Review of World Economics | Paulo Chávez Gabriel Rodríguez | 2023/5 |
Evolution of the effects of mineral commodity prices on fiscal fluctuations: empirical evidence from TVP-VAR-SV models for Peru | Review of World Economics | Dante A Urbina Gabriel Rodríguez | 2023/2 |
Time-Varying Effects of External Shocks on Macroeconomic Fluctuations in Peru: An Empirical Application using TVP-VAR-SV Models | Open Economies Review | Gabriel Rodriguez Paul Castillo B Junior A Ojeda Cunya | 2023/11/24 |
Evolution of the exchange rate pass-throught into prices in Peru: an empirical application using TVP-VAR-SV models | Roberto Calero Gabriel Rodríguez Rodrigo Salcedo Cisneros | 2022 | |
Time evolution of external shocks on macroeconomic fluctuations in Pacific Alliance countries: empirical application using TVP-VAR-SV models | Gabriel Rodríguez Renato Vassallo | 2022 | |
Presidential approval in Peru: an empirical analysis using a fractionally cointegrated VAR | Economic Change and Restructuring | Alexander Boca Saravia Gabriel Rodríguez | 2022/8 |
Evolution of monetary policy in Peru: an empirical application using a mixture innovation TVP-VAR-SV model | CESifo Economic Studies | Jhonatan Portilla Gabriel Rodríguez Paul Castillo B | 2022/3/1 |
The effects of corruption on growth, human development and natural resources sector: empirical evidence from a Bayesian panel VAR for Latin American and Nordic countries | Journal of Economic Studies | Dante A Urbina Gabriel Rodríguez | 2022/2/11 |
Impacto de Choques externos sobre la economía peruana, aplicación empírica usando modelos TVP-VAR-SV | Consejo Fiscal del Perú y Pontificia Universidad Católica del Perú Documento de Investigación | Gabriel Rodríguez Renato Vassallo | 2021/3 |
Macroeconomic effects of loan supply shocks: Empirical evidence for Peru | Latin American Economic Review | Jefferson Martínez Gabriel Rodríguez | 2021 |
GEP | Nicole Palan Nadia Simoes Nuno Crespo | 2019/11 | |
Representing Integer Sequences Using Piecewise-Affine Loops | Mathematics | Gabriel Rodríguez Louis-Noël Pouchet Juan Touriño | 2021/9/24 |
Stochastic volatility in mean: Empirical evidence from Latin-american stock markets using Hamiltonian monte Carlo and Riemann manifold Hmc methods | The Quarterly Review of Economics and Finance | Carlos A Abanto-Valle Gabriel Rodríguez Hernán B Garrafa-Aragón | 2021/5/1 |
Modeling the Volatility of Returns on Commodities: An Application and Empirical Comparison of GARCH and SV Models | Jean Pierre Fernández Prada Saucedo Gabriel Rodríguez | 2020 |
Co-Authors
