| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Comparative Note About Estimation of the Fractional Parameter under Additive Outliers |
0 |
0 |
0 |
73 |
0 |
1 |
2 |
103 |
| A FACTORIAL DECOMPOSITION OF INFLATION IN PERU, AN ALTERNATIVE MEASURE OF CORE INFLATION |
0 |
1 |
1 |
68 |
0 |
1 |
2 |
208 |
| A Note on the Size of the ADF Test with Additive Outliers and Fractional Errors. A Reapraisal about the (Non) Stationarity of the Latin-American Inflation Series |
0 |
0 |
2 |
58 |
0 |
0 |
5 |
114 |
| A Stochastic Volatility Model with GH Skew Student’s t-Distribution: Application to Latin-American Stock Returns |
0 |
0 |
0 |
68 |
2 |
2 |
4 |
158 |
| A changepoint analysis of exchange rate and commodity price risks for Latin American stock markets |
1 |
2 |
2 |
38 |
2 |
4 |
14 |
94 |
| A comparison between Tau-d and the procedure TRAMO-SEATS is also included |
0 |
1 |
1 |
57 |
0 |
1 |
1 |
87 |
| An Application of a Random Level Shifts Model to the Volatility of Peruvian Stock and Exchange Rates Returns |
0 |
0 |
1 |
46 |
2 |
3 |
4 |
106 |
| An Application of a Short Memory Model With Random Level Shifts to the Volatility of Latin American Stock Market Returns |
0 |
0 |
0 |
37 |
0 |
0 |
0 |
81 |
| An Application of a Short Memory Model with Random Level Shifts to the Volatility of Latin American Stock Market Returns |
0 |
0 |
0 |
28 |
1 |
3 |
5 |
39 |
| An Empirical Application of a Random Level Shifts Model with Time-Varying Probability and Mean Reversion to the Volatility of Latin-American Forex Markets Returns [Una aplicación empírica de un modelo de cambios de nivel aleatorios con probabilidades cambiantes y reversión a la media a la volatilidad de los retornos cambiarios en América Latina] |
0 |
0 |
1 |
44 |
0 |
0 |
1 |
116 |
| Analyzing the Effects of Labor Standards on U.S. Export Performance: A Time Series Approach With Structural Change |
0 |
0 |
0 |
35 |
0 |
1 |
3 |
123 |
| Application of Three Alternative Approaches to Identify Business Cycles in Peru |
0 |
0 |
1 |
148 |
0 |
1 |
4 |
407 |
| Application of three non-linear econometric approaches to identify business cycles in Peru |
0 |
0 |
0 |
112 |
0 |
0 |
1 |
194 |
| Approximate Bayesian Estimation of Stochastic Volatility in Mean Models using Hidden Markov Models: Empirical Evidence from Stock Latin American Markets |
0 |
0 |
2 |
34 |
0 |
1 |
3 |
28 |
| Are Canadian Regional Business Cycles All Alike? |
0 |
0 |
0 |
22 |
0 |
1 |
2 |
84 |
| Asymmetries in Volatility: An Empirical Study for the Peruvian Stock and Forex Markets |
0 |
0 |
0 |
75 |
0 |
0 |
2 |
178 |
| CONVERGENCE IN THE CANADIAN PROVINCES: EVIDENCE USING UNEMPLOYMENT RATES |
0 |
0 |
0 |
103 |
0 |
0 |
0 |
262 |
| Convergencia en las Regiones del Perú: ¿Inclusión o Exclusión en el Crecimiento de la Economía Peruana (1970-2010)? |
0 |
0 |
2 |
106 |
0 |
0 |
4 |
219 |
| DOES THE EXCHANGE RATE PASS-THROUGH INTO PRICES CHANGE WHEN INFLATION TARGETING IS ADOPTED? THE PERUVIAN CASE STUDY BETWEEN 1994 AND 2007 |
0 |
0 |
1 |
200 |
0 |
0 |
1 |
368 |
| Data-Dependent Methods for the Lag Length Selection in Unit Root Tests with Structural Change |
0 |
0 |
1 |
83 |
1 |
2 |
6 |
137 |
| Descomposición Histórica de la Inflación en Perú. Distinguiendo entre choques de demanda y choques de oferta |
0 |
0 |
0 |
102 |
1 |
2 |
2 |
235 |
| Distinguishing between True and Spurious Long Memory in the Volatility of Stock Market Returns in Latin America |
0 |
0 |
0 |
28 |
1 |
1 |
3 |
118 |
| Do Labor Reforms in Spain have an Effect on the Equilibrium Unemployment Rate? |
0 |
0 |
0 |
22 |
0 |
0 |
1 |
87 |
| Does the Central Bank of Peru Respond to Exchange Rate Movements? A Bayesian Estimation of a New Keynesian DSGE Model with FX Interventions |
2 |
2 |
7 |
71 |
3 |
6 |
14 |
102 |
| Driving Economic Fluctuations in Peru: The Role of the Terms of Trade |
0 |
0 |
2 |
61 |
0 |
1 |
8 |
140 |
| ESTIMATION OF A TIME VARYING NATURAL INTEREST RATE FOR PERU |
0 |
0 |
0 |
73 |
0 |
0 |
0 |
181 |
| EXPLAINING THE DETERMINANTS OF THE FREQUENCY OF EXCHANGE RATE INTERVENTIONS IN PERU USING COUNT MODELS |
0 |
0 |
0 |
82 |
0 |
2 |
4 |
182 |
| Efficiency of the Monetary Policy and Stability of Central Bank Preferences. Empirical Evidence for Peru |
0 |
0 |
0 |
77 |
0 |
0 |
0 |
214 |
| Empirical Modeling of Latin American Stock and Forex Markets Returns and Volatility using Markov-Switching GARCH Models |
0 |
1 |
3 |
171 |
1 |
2 |
6 |
347 |
| Estimating Output Gap, Core Inflation, and the NAIRU for Peru |
0 |
0 |
0 |
166 |
0 |
0 |
2 |
360 |
| Estimation of a Time Varying Natural Interest Rate for Peru |
0 |
0 |
2 |
131 |
0 |
0 |
2 |
342 |
| Estimation of the Sovereign Yield Curve of Peru: The Role of Macroeconomic and Latent Factors |
0 |
0 |
3 |
119 |
0 |
0 |
15 |
220 |
| Estimation of the Taylor Rule for Canada Under Multiple Structural Changes |
0 |
0 |
2 |
194 |
1 |
2 |
6 |
437 |
| Evaluating Time Series Models in Short and Long-Term Forecasting of Canadian Air Passenger Data |
0 |
0 |
1 |
105 |
0 |
0 |
4 |
342 |
| Evolution of Monetary Policy in Peru: An Empirical Application using a Mixture Innovation TVP-VAR-SV Model |
0 |
0 |
6 |
46 |
0 |
4 |
17 |
143 |
| Evolution of the Exchange Rate Pass-Throught into Prices in Peru: An Empirical Application Using TVP-VAR-SV Models |
1 |
2 |
12 |
40 |
3 |
5 |
36 |
97 |
| Evolution over time of the effects of fiscal shocks in the peruvian economy: empirical application using TVP-VAR-SV models |
1 |
2 |
11 |
11 |
2 |
5 |
20 |
20 |
| Explaining the Transition Probabilities in the Peruvian Labor Market |
0 |
1 |
1 |
68 |
0 |
2 |
3 |
172 |
| External Shocks and Economic Fluctuations in Peru: Empirical Evidence using Mixture Innovation TVP-VAR-SV Models |
3 |
3 |
20 |
20 |
3 |
12 |
38 |
38 |
| Extreme Value Theory: An Application to the Peruvian Stock Market Returns |
0 |
0 |
0 |
54 |
2 |
2 |
3 |
157 |
| Finite Sample Behaviour of the Level Shift Model using Quasi-Differenced Data |
0 |
0 |
0 |
24 |
0 |
1 |
1 |
102 |
| Foreign Exchange Intervention and Exchange Rate Volatility in Peru |
0 |
0 |
3 |
245 |
0 |
1 |
6 |
576 |
| GLS Detrending, Efficient Unit Root Tests and Structural Change |
0 |
0 |
1 |
611 |
1 |
2 |
3 |
1,356 |
| Growth of the Peruvian Economy and Convergence in the Regions of Peru: 1970-2010 |
0 |
0 |
1 |
58 |
0 |
1 |
2 |
125 |
| Have European Unemployment Rates Converged? |
0 |
0 |
0 |
72 |
0 |
0 |
1 |
194 |
| Human Activities and Global Warming: A Cointegration Analysis |
0 |
0 |
0 |
58 |
0 |
1 |
1 |
303 |
| Human activities and global warming: a cointegration analysis |
0 |
0 |
1 |
83 |
0 |
0 |
1 |
394 |
| INFLATION EXPECTATIONS FORMATION IN THE PRESENCE OF POLICY SHIFTS AND STRUCTURAL BREAKS: AN EXPERIMENTAL ANALYSIS |
0 |
0 |
0 |
56 |
1 |
1 |
1 |
153 |
| Identifying Canadian Regional Business Cycles using the Friedmand Plucking Model |
0 |
0 |
0 |
36 |
0 |
0 |
1 |
105 |
| Identifying Permanent and Transitory Components in Latin-American Real Exchange Rates |
0 |
0 |
0 |
23 |
0 |
0 |
0 |
113 |
| Impacto de Expectativas Políticas en los Retornos del Indice General de la Bolsa de Valores de Lima |
0 |
0 |
0 |
79 |
0 |
0 |
2 |
247 |
| Indirect Patent Citations |
0 |
0 |
0 |
32 |
0 |
0 |
3 |
193 |
| Is there a link between unemployment and criminality in the us economy? Further evidence |
0 |
0 |
2 |
123 |
2 |
3 |
7 |
404 |
| Jane Haldimand Marcet: Impact of Monetary Policy Shocks in the Peruvian Economy Over Time |
0 |
2 |
25 |
25 |
1 |
6 |
16 |
16 |
| Macroeconomic Effects of Loan Supply Shocks: Empirical Evidence for Peru |
0 |
0 |
1 |
34 |
1 |
3 |
10 |
75 |
| Modeling Latin-American Stock Markets Volatility: Varying Probabilities and Mean Reversion in a Random Level Shifts Model |
0 |
0 |
0 |
39 |
0 |
1 |
4 |
74 |
| Modeling Latin-American Stock and Forex Markets Volatility: Empirical Application of a Model with Random Level Shifts and Genuine Long Memory [Modelando la volatilidad de los mercados bursátiles y cambiarios en América Latina: Aplicación empírica de un modelo de cambios de nivel aleatorios y larga memoria genuina] |
0 |
0 |
1 |
48 |
1 |
1 |
3 |
126 |
| Modeling the Volatility of Returns on Commodities: An Application and Empirical Comparison of GARCH and SV Models |
0 |
0 |
2 |
27 |
0 |
2 |
10 |
81 |
| Modeling the trend, persistence, and volatility of inflation in Pacific Alliance countries: an empirical application using a model with inflation bands |
1 |
1 |
15 |
15 |
3 |
5 |
26 |
26 |
| Modelling the Volatility of Commodities Prices using a Stochastic Volatility Model with Random Level Shifts |
0 |
1 |
2 |
79 |
0 |
1 |
6 |
154 |
| Persistence of unemployment in the canadian provinces |
0 |
0 |
0 |
65 |
0 |
0 |
1 |
136 |
| Peru's Regional Growth and Convergence in 1979-2017: An Empirical Spatial Panel Data Analysis |
0 |
1 |
8 |
79 |
2 |
5 |
19 |
165 |
| Presidential Approval in Peru: An Empirical Analysis Using a Fractionally Cointegrated VAR |
0 |
0 |
1 |
23 |
2 |
2 |
5 |
95 |
| Regime-Switching, Stochastic Volatility and Impacts of Monetary Policy Shocks on Macroeconomic Fluctuations in Peru |
1 |
4 |
4 |
4 |
2 |
9 |
9 |
9 |
| Regime-Switching, Stochastic Volatility, Fiscal Policy Shocks and Macroeconomic Fluctuations in Peru |
2 |
4 |
4 |
4 |
3 |
11 |
11 |
11 |
| Residual Based Tests for Cointegration with GLS Detrended Data |
0 |
0 |
0 |
2 |
0 |
0 |
2 |
772 |
| Residual test for cointegration with GLS detrended data |
0 |
0 |
0 |
181 |
0 |
2 |
4 |
447 |
| Residuals-based Tests for Cointegration with GLS Detrended Data |
0 |
0 |
0 |
38 |
0 |
1 |
2 |
87 |
| Seraching for Additive Outliers in Nonstationary Time Series |
0 |
0 |
0 |
1 |
0 |
0 |
2 |
936 |
| Single-equation tests for Cointegration with GLS Detrended Data |
0 |
0 |
0 |
10 |
0 |
1 |
1 |
127 |
| Some Stylized Facts of Returns in the Foreign Exchange and Stock Markets in Peru |
0 |
1 |
3 |
73 |
0 |
2 |
5 |
248 |
| Some stylized facts of returns in the foreign exchange and stock markets in Peru |
1 |
1 |
2 |
83 |
1 |
2 |
5 |
221 |
| Stability of Central Bank Preferences, Macroeconomic Shocks, and Efficiency of the Monetary Policy. Empirical Evidence for Canada |
0 |
0 |
0 |
39 |
0 |
1 |
1 |
121 |
| Stochastic Volatility in Mean: Empirical Evidence from Stock Latin American Markets |
0 |
1 |
1 |
16 |
0 |
2 |
3 |
35 |
| Stochastic Volatility in Peruvian Stock Market and Exchange Rate Returns: a Bayesian Approximation |
1 |
1 |
2 |
65 |
1 |
2 |
6 |
158 |
| The New Keynesian Framework for a Small Open Economy with Structural Breaks: Empirical Evidence from Peru |
0 |
0 |
0 |
77 |
0 |
0 |
1 |
276 |
| The Role of Loan Supply Shocks in Pacific Alliance Countries: A TVP-VAR-SV Approach |
0 |
0 |
1 |
111 |
0 |
2 |
4 |
220 |
| The Role of the Interprovincial Transfers in the B-Convergence Process. Further Empirical Evidence for CanadaAbstract: Based on the approach of Timljonavich and Vogelsang (2002), I present empirical evidence of the role of the federal transfers on the B-convergence process in Canadian provinces. Using information on personal income for the period 1926-1999, the principal conclusion is that the interprovincial transfers were not determinant or decisive to the attainment of deterministic convergence in the Canadian provinces. Their role have been to accelerate the convergence process, particularly in poorer provinces |
0 |
0 |
0 |
21 |
1 |
2 |
2 |
88 |
| Time Changing Effects of External Shocks on Macroeconomic Fluctuations in Peru: Empirical Application Using Regime-Switching VAR Models with Stochastic Volatility |
1 |
1 |
12 |
51 |
2 |
5 |
24 |
106 |
| Time Evolution of External Shocks on Macroeconomic Fluctuations in Pacific Alliance Countries: Empirical Application using TVP-VAR-SV Models |
1 |
4 |
12 |
29 |
8 |
14 |
28 |
65 |
| Time-Varying Effects of External Shocks on Macroeconomic Fluctuations in Peru: An Empirical Application using TVP-VAR- SV Models |
2 |
5 |
28 |
67 |
9 |
18 |
65 |
154 |
| Time-Varying Effects of Financial Uncertainty Shocks on Macroeconomic Fluctuations in Peru |
0 |
9 |
24 |
24 |
3 |
17 |
41 |
41 |
| Time-Varying Impact of Fiscal Shocks over GDP Growth in Peru: An Empirical Application using Hybrid TVP-VAR-SV Models |
0 |
1 |
17 |
56 |
0 |
2 |
27 |
129 |
| Trend-cycle decomposition for Peruvian GDP: Application of an alternative method |
0 |
0 |
0 |
60 |
0 |
0 |
3 |
166 |
| UNDERSTANDING THE FUNCTIONAL CENTRAL LIMIT THEOREMS WITH SOME APPLICATIONS TO UNIT ROOT TESTING WITH STRUCTURAL CHANGE |
0 |
0 |
1 |
190 |
0 |
0 |
5 |
296 |
| Unit Root Tests and Structural Change when the Initial Observation is Drawn from its unconditional Distribution |
0 |
0 |
0 |
45 |
0 |
0 |
2 |
164 |
| Univariate Autoregressive Conditional Heteroskedasticity Models: An Application to the Peruvian Stock Market Returns |
0 |
0 |
3 |
52 |
0 |
0 |
6 |
142 |
| Using A Forward-Looking Phillips Curve to Estimate the Output Gap in Peru |
0 |
0 |
0 |
163 |
1 |
1 |
1 |
378 |
| Using Markov-Switching Models to Identify the Link between Unemployment and Criminality |
0 |
0 |
0 |
127 |
0 |
0 |
11 |
403 |
| Volatility of Stock Market and Exchange Rate Returns in Peru: Long Memory or Short Memory with Level Shifts? |
0 |
0 |
3 |
46 |
1 |
1 |
8 |
124 |
| Why U.S. Money does not Cause U.S. Output, but does Cause Hong Kong Output |
0 |
0 |
0 |
282 |
0 |
1 |
8 |
1,172 |
| Why U.S. Money does not Cause U.S. Output, but does Cause Hong Kong Output |
0 |
0 |
1 |
86 |
0 |
0 |
1 |
341 |
| Total Working Papers |
18 |
52 |
266 |
7,013 |
71 |
199 |
665 |
19,690 |
| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Note on the Size of the ADF Test with Additive Outliers and Fractional Errors. A Reappraisal about the (Non)Stationarity of the Latin-American Inflation Series |
0 |
0 |
0 |
16 |
0 |
0 |
1 |
76 |
| A changepoint analysis of exchange rate and commodity price risks for Latin American stock markets |
0 |
1 |
4 |
6 |
2 |
5 |
17 |
20 |
| A factorial decomposition of inflation in Peru: an alternative measure of core inflation |
0 |
1 |
1 |
27 |
0 |
3 |
3 |
144 |
| An application of a random level shifts model to the volatility of Peruvian stock and exchange rate returns |
0 |
0 |
0 |
8 |
0 |
0 |
0 |
45 |
| An empirical application of a stochastic volatility model with GH skew Student's t-distribution to the volatility of Latin-American stock returns |
0 |
0 |
2 |
20 |
0 |
1 |
8 |
80 |
| An empirical note about additive outliers and nonstationarity in Latin-American inflation series |
0 |
0 |
0 |
94 |
0 |
0 |
1 |
195 |
| An empirical note about estimation and forecasting Latin American Forex returns volatility: the role of long memory and random level shifts components |
0 |
0 |
0 |
2 |
0 |
0 |
2 |
40 |
| Analysing the effects of labour standards on US export performance. A time series approach with structural change |
0 |
0 |
0 |
55 |
0 |
0 |
0 |
225 |
| Application of Three Non-Linear Econometric Approaches to Identify Business Cycles in Peru |
0 |
0 |
0 |
40 |
0 |
0 |
1 |
150 |
| Application of a Short Memory Model With Random Level Shifts to the Volatility of Latin American Stock Market Returns |
0 |
0 |
1 |
65 |
0 |
0 |
4 |
147 |
| Approximate Bayesian Estimation of Stochastic Volatility in Mean Models Using Hidden Markov Models: Empirical Evidence from Emerging and Developed Markets |
0 |
0 |
0 |
0 |
2 |
2 |
3 |
3 |
| Asymmetries in Volatility: An Empirical Study for the Peruvian Stock and Forex Markets |
0 |
0 |
0 |
7 |
0 |
0 |
5 |
44 |
| Demanda de dinero y estacionalidad en el mercado monetario |
0 |
1 |
1 |
61 |
0 |
2 |
2 |
154 |
| Descomposición histórica de la inflación en Perú. Distinguiendo entre choques de demanda y choques de oferta |
0 |
1 |
1 |
70 |
0 |
2 |
4 |
218 |
| Do Labor Reforms in Spain Have an Effect on the Equilibrium Unemployment Rate? |
0 |
0 |
0 |
20 |
0 |
0 |
0 |
89 |
| Does the Central Bank of Peru respond to exchange rate movements? A Bayesian estimation of a New Keynesian DSGE model with FX interventions |
0 |
1 |
5 |
5 |
2 |
4 |
10 |
14 |
| Does the exchange rate pass-through into prices change when inflation targeting is adopted? The Peruvian case study between 1994 and 2007 |
0 |
1 |
1 |
84 |
0 |
1 |
2 |
270 |
| Driving economic fluctuations in Peru: the role of the terms of trade |
0 |
1 |
11 |
54 |
0 |
2 |
26 |
166 |
| ESTIMATING OUTPUT GAP, CORE INFLATION, AND THE NAIRU FOR PERU, 1979-2007 |
0 |
0 |
1 |
162 |
0 |
2 |
3 |
445 |
| Effects of external shocks on macroeconomic fluctuations in Pacific Alliance countries |
2 |
4 |
27 |
40 |
4 |
11 |
61 |
89 |
| Eficiencia de la política monetaria y la estabilidad de las preferencias del Banco Central. Evidencia empírica para el Perú |
0 |
0 |
4 |
104 |
0 |
3 |
8 |
426 |
| Empirical modeling of high-income and emerging stock and Forex market return volatility using Markov-switching GARCH models |
0 |
0 |
0 |
35 |
1 |
2 |
7 |
314 |
| Estimation of Peru’s sovereign yield curve: the role of macroeconomic and latent factors |
0 |
1 |
1 |
10 |
0 |
2 |
3 |
41 |
| Evolution of Monetary Policy in Peru: An Empirical Application Using a Mixture Innovation TVP-VAR-SV Model* |
0 |
0 |
5 |
11 |
0 |
2 |
12 |
26 |
| Evolution of the effects of mineral commodity prices on fiscal fluctuations: empirical evidence from TVP-VAR-SV models for Peru |
0 |
2 |
11 |
26 |
1 |
4 |
27 |
58 |
| Evolution of the exchange rate pass-through into prices in Peru: An empirical application using TVP-VAR-SV models |
0 |
0 |
6 |
6 |
3 |
7 |
18 |
18 |
| Explaining the Determinants of the Frequency of Exchange Rate Interventions in Peru Using Count Models |
0 |
0 |
0 |
24 |
0 |
2 |
4 |
114 |
| Extreme Value Theory: An Application to the Peruvian Stock Market Returns || Teoría de valores extremos: una aplicación a los retornos bursátiles peruanos |
0 |
0 |
0 |
11 |
0 |
0 |
1 |
35 |
| Finite sample effects of additive outliers on the Granger-causality test with an application to money growth and inflation in Peru |
0 |
0 |
0 |
72 |
0 |
0 |
0 |
218 |
| Foreign exchange intervention and exchange rate volatility in Peru |
0 |
0 |
1 |
74 |
0 |
0 |
4 |
300 |
| GLS detrending, efficient unit root tests and structural change |
1 |
1 |
2 |
414 |
2 |
4 |
14 |
1,105 |
| GLS para eliminar los componentes determinísticos, estadísticos de raíz unitaria eficientes y cambio estructural |
0 |
0 |
0 |
29 |
0 |
1 |
1 |
104 |
| Impact of monetary policy shocks in the Peruvian economy over time |
0 |
3 |
3 |
3 |
3 |
11 |
11 |
11 |
| Impacto de expectativas políticas en los retornos del Índice General de la Bolsa de Valores de Lima |
0 |
0 |
0 |
25 |
0 |
0 |
3 |
94 |
| Indirect patent citations |
0 |
0 |
0 |
4 |
1 |
2 |
4 |
63 |
| Inflation expectations formation in the presence of policy shifts and structural breaks: An experimental analysis |
0 |
0 |
0 |
21 |
0 |
1 |
1 |
100 |
| Intervención en el mercado cambiario y volatilidad del tipo de cambio en el Perú |
0 |
0 |
4 |
52 |
1 |
3 |
8 |
129 |
| Modeling Latin-American stock and Forex markets volatility: Empirical application of a model with random level shifts and genuine long memory |
0 |
0 |
1 |
10 |
0 |
2 |
6 |
54 |
| Modeling nonlinearities and asymmetries in quarterly revenues of the US telecommunications industry |
0 |
0 |
0 |
28 |
0 |
0 |
1 |
119 |
| Modelling the volatility of commodities prices using a stochastic volatility model with random level shifts |
0 |
0 |
0 |
27 |
0 |
1 |
4 |
100 |
| On the value of information in the presence of moral hazard |
0 |
0 |
0 |
37 |
2 |
5 |
14 |
247 |
| Persistence of Unemployment in the Canadian Provinces |
0 |
0 |
0 |
18 |
0 |
1 |
4 |
99 |
| Presidential approval in Peru: an empirical analysis using a fractionally cointegrated VAR |
0 |
0 |
2 |
13 |
1 |
3 |
16 |
40 |
| Residuals‐based tests for cointegration with generalized least‐squares detrended data |
0 |
0 |
1 |
35 |
0 |
0 |
2 |
161 |
| SEARCHING FOR ADDITIVE OUTLIERS IN NONSTATIONARY TIME SERIES |
0 |
0 |
0 |
214 |
0 |
1 |
2 |
511 |
| Selecting between Autoregressive Conditional Heteroskedasticity Models: An Empirical Application to the Volatility of Stock Returns in Peru |
0 |
0 |
2 |
8 |
2 |
2 |
4 |
28 |
| Selecting the Lag Length for the M GLS Unit Root Tests with Structural Change: A Warning Note for Practitioners Based on Simulations |
0 |
0 |
0 |
9 |
0 |
0 |
1 |
58 |
| Similitudes and Discrepancies in Post-Keynesian and Marxist Theories of Investment: A Theoretical and Empirical Investigation |
0 |
3 |
5 |
302 |
1 |
5 |
12 |
891 |
| Some stylized facts of return in the foreign exchange and stock markets in Peru |
0 |
1 |
3 |
51 |
1 |
3 |
6 |
139 |
| Stochastic Volatility in Mean: Empirical evidence from Latin-American stock markets using Hamiltonian Monte Carlo and Riemann Manifold HMC methods |
0 |
0 |
1 |
15 |
0 |
2 |
7 |
57 |
| Stochastic Volatility in the Peruvian Stock Market and Exchange Rate Returns: A Bayesian Approximation |
0 |
0 |
0 |
5 |
0 |
1 |
4 |
22 |
| Structural Breaks and Convergence in the Regions of Peru: 1970–2010 |
0 |
1 |
3 |
19 |
1 |
2 |
7 |
65 |
| Structural breaks and labor market disparities in the Canadian provinces |
0 |
0 |
1 |
9 |
0 |
0 |
1 |
30 |
| The Economic Impact of Professional Teams on Monthly Hotel Occupancy Rates of Canadian Cities |
0 |
0 |
3 |
9 |
0 |
1 |
6 |
15 |
| The New Keynesian framework for a small open economy with structural breaks: Empirical evidence from Peru |
0 |
0 |
0 |
23 |
0 |
0 |
4 |
124 |
| 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 |
0 |
0 |
5 |
11 |
1 |
3 |
16 |
27 |
| The role of credit supply shocks in pacific alliance countries: A TVP-VAR-SV approach |
0 |
0 |
1 |
23 |
0 |
0 |
8 |
75 |
| The role of permanent and transitory components in the fluctuations of Latin-American real exchange rates |
0 |
0 |
0 |
28 |
0 |
0 |
1 |
111 |
| The role of the interprovincial transfers in theβ‐convergence process |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
| The unemployment rate, unemployment volatility, and crime |
0 |
1 |
5 |
154 |
1 |
4 |
16 |
438 |
| Time changing effects of external shocks on macroeconomic fluctuations in Peru: empirical application using regime-switching VAR models with stochastic volatility |
0 |
1 |
13 |
20 |
2 |
6 |
38 |
55 |
| Time-Varying Effects of External Shocks on Macroeconomic Fluctuations in Peru: An Empirical Application using TVP-VAR-SV Models |
2 |
4 |
4 |
4 |
4 |
8 |
8 |
8 |
| Time-varying impact of fiscal shocks over GDP growth in Peru: An empirical application using hybrid TVP-VAR-SV models |
0 |
0 |
14 |
31 |
1 |
3 |
34 |
64 |
| Trend-cycle decomposition for Peruvian GDP: application of an alternative method |
0 |
0 |
0 |
36 |
1 |
4 |
8 |
110 |
| Understanding the functional central limit theorems with some applications to unit root testing with structural change |
0 |
0 |
2 |
35 |
0 |
0 |
3 |
113 |
| Unit root tests and structural change when the initial observation is drawn from its unconditional distribution |
0 |
0 |
0 |
91 |
1 |
3 |
6 |
405 |
| Using A Forward-Looking Phillips Curve to Estimate the Output Gap in Peru |
0 |
0 |
1 |
29 |
0 |
1 |
8 |
142 |
| Volatilidad financiera y rentabilidades cambiarias y bursátiles en el Perú |
0 |
0 |
2 |
50 |
0 |
1 |
6 |
99 |
| Volatility of stock market and exchange rate returns in Peru: Long memory or short memory with level shifts? |
0 |
1 |
2 |
11 |
1 |
4 |
5 |
55 |
| Why U.S. money does not cause U.S. output, but does cause Hong Kong output |
0 |
1 |
2 |
119 |
1 |
2 |
11 |
679 |
| Total Journal Articles |
5 |
31 |
165 |
3,231 |
43 |
147 |
548 |
10,912 |
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