Access Statistics for Gabriel Rodríguez

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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 1 73 0 0 4 95
A FACTORIAL DECOMPOSITION OF INFLATION IN PERU, AN ALTERNATIVE MEASURE OF CORE INFLATION 0 1 5 54 3 7 22 175
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 0 54 0 0 0 85
A Stochastic Volatility Model with GH Skew Student’s t-Distribution: Application to Latin-American Stock Returns 0 1 1 59 0 1 9 131
A comparison between Tau-d and the procedure TRAMO-SEATS is also included 0 0 0 56 0 0 5 80
An Application of a Random Level Shifts Model to the Volatility of Peruvian Stock and Exchange Rates Returns 0 0 1 44 1 1 6 95
An Application of a Short Memory Model With Random Level Shifts to the Volatility of Latin American Stock Market Returns 0 0 1 36 1 1 5 71
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 1 4 29
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 3 41 0 1 15 100
Analyzing the Effects of Labor Standards on U.S. Export Performance: A Time Series Approach With Structural Change 0 0 1 35 1 2 9 113
Application of Three Alternative Approaches to Identify Business Cycles in Peru 0 1 1 145 0 1 2 392
Application of three non-linear econometric approaches to identify business cycles in Peru 0 1 1 110 0 2 7 182
Are Canadian Regional Business Cycles All Alike? 0 0 0 21 0 1 6 75
Asymmetries in Volatility: An Empirical Study for the Peruvian Stock and Forex Market [Asimetrías en volatilidad: Un estudio empírico para los mercados bursátil y cambiario del Perú] 0 1 4 66 0 3 14 149
CONVERGENCE IN THE CANADIAN PROVINCES: EVIDENCE USING UNEMPLOYMENT RATES 0 1 3 102 1 2 12 247
Convergencia en las Regiones del Perú: ¿Inclusión o Exclusión en el Crecimiento de la Economía Peruana (1970-2010)? 0 1 6 88 0 1 18 181
DOES THE EXCHANGE RATE PASS-THROUGH INTO PRICES CHANGE WHEN INFLATION TARGETING IS ADOPTED? THE PERUVIAN CASE STUDY BETWEEN 1994 AND 2007 0 2 5 195 1 4 18 334
Data-Dependent Methods for the Lag Length Selection in Unit Root Tests with Structural Change 0 0 2 76 1 2 16 116
Descomposición Histórica de la Inflación en Perú. Distinguiendo entre choques de demanda y choques de oferta 0 0 1 99 0 1 5 221
Distinguishing between True and Spurious Long Memory in the Volatility of Stock Market Returns in Latin America 0 0 0 23 0 1 9 93
Do Labor Reforms in Spain have an Effect on the Equilibrium Unemployment Rate? 0 0 0 21 0 1 4 79
Driving Economic Fluctuations in Peru: The Role of the Terms of Trade 0 0 2 55 0 0 12 110
ESTIMATION OF A TIME VARYING NATURAL INTEREST RATE FOR PERU 0 0 0 72 1 3 8 171
EXPLAINING THE DETERMINANTS OF THE FREQUENCY OF EXCHANGE RATE INTERVENTIONS IN PERU USING COUNT MODELS 0 4 14 77 1 7 35 158
Efficiency of the Monetary Policy and Stability of Central Bank Preferences. Empirical Evidence for Peru 0 1 2 77 0 3 4 210
Empirical Modeling of Latin American Stock and Forex Markets Returns and Volatility using Markov-Switching GARCH Models 0 1 15 149 0 4 42 281
Estimating Output Gap, Core Inflation, and the NAIRU for Peru 0 0 3 164 1 3 10 353
Estimation of a Time Varying Natural Interest Rate for Peru 0 0 3 124 0 0 7 322
Estimation of the Sovereign Yield Curve of Peru: The Role of Macroeconomic and Latent Factors 1 3 18 95 1 4 31 170
Estimation of the Taylor Rule for Canada Under Multiple Structural Changes 1 4 8 184 2 6 24 404
Evaluating Time Series Models in Short and Long-Term Forecasting of Canadian Air Passenger Data 0 0 4 97 1 3 19 316
Explaining the Transition Probabilities in the Peruvian Labor Market 0 0 5 61 0 1 13 155
Extreme Value Theory: An Application to the Peruvian Stock Market Returns 0 2 12 45 2 13 41 116
Finite Sample Behaviour of the Level Shift Model using Quasi-Differenced Data 0 0 0 23 2 2 5 96
Foreign Exchange Intervention and Exchange Rate Volatility in Peru 1 3 11 236 2 7 27 544
GLS Detrending, Efficient Unit Root Tests and Structural Change 0 0 3 607 1 5 20 1,337
Growth of the Peruvian Economy and Convergence in the Regions of Peru: 1970-2010 0 0 2 53 1 2 10 108
Have European Unemployment Rates Converged? 0 0 4 67 1 1 7 185
Human Activities and Global Warming: A Cointegration Analysis 0 2 2 57 1 5 24 288
Human activities and global warming: a cointegration analysis 0 0 3 81 0 2 18 374
INFLATION EXPECTATIONS FORMATION IN THE PRESENCE OF POLICY SHIFTS AND STRUCTURAL BREAKS: AN EXPERIMENTAL ANALYSIS 0 0 0 56 0 0 7 147
Identifying Canadian Regional Business Cycles using the Friedmand Plucking Model 1 1 1 32 2 2 7 94
Identifying Permanent and Transitory Components in Latin-American Real Exchange Rates 0 0 0 22 0 0 2 105
Impacto de Expectativas Políticas en los Retornos del Indice General de la Bolsa de Valores de Lima 0 1 1 77 0 3 9 223
Indirect Patent Citations 0 1 2 32 0 6 19 157
Is there a link between unemployment and criminality in the us economy? Further evidence 0 0 2 121 0 4 9 392
Modeling Latin-American Stock Markets Volatility: Varying Probabilities and Mean Reversion in a Random Level Shifts Model 0 0 1 37 1 2 10 62
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 2 3 46 1 3 13 116
Modelling the Volatility of Commodities Prices using a Stochastic Volatility Model with Random Level Shifts [Modelando la volatilidad de los precios de los commodities utilizando un modelo de volatilidad estocástica con cambios de nivel aleatorios] 0 1 5 72 1 3 16 136
Persistence of unemployment in the canadian provinces 0 0 0 63 0 0 0 128
Peru's Regional Growth and Convergence in 1979-2017: An Empirical Spatial Panel Data Analysis 1 2 19 51 5 12 44 96
Presidential Approval in Peru: An Empirical Analysis Using a Fractionally Cointegrated VAR 0 4 9 9 3 14 37 37
Residual Based Tests for Cointegration with GLS Detrended Data 0 0 0 2 2 4 11 753
Residual test for cointegration with GLS detrended data 0 2 4 177 1 7 18 420
Residuals-based Tests for Cointegration with GLS Detrended Data 0 0 1 32 2 4 9 60
Seraching for Additive Outliers in Nonstationary Time Series 0 0 0 1 0 3 13 932
Single-equation tests for Cointegration with GLS Detrended Data 0 0 1 10 1 2 6 41
Some Stylized Facts of Returns in the Foreign Exchange and Stock Markets in Peru 0 0 1 69 4 4 9 232
Some stylized facts of returns in the foreign exchange and stock markets in Peru 0 0 0 79 0 0 8 206
Stability of Central Bank Preferences, Macroeconomic Shocks, and Efficiency of the Monetary Policy. Empirical Evidence for Canada 0 0 0 39 0 1 11 111
Stochastic Volatility in Peruvian Stock Market and Exchange Rate Returns: a Bayesian Approximation 1 2 5 59 3 4 16 142
The New Keynesian Framework for a Small Open Economy with Structural Breaks: Empirical Evidence from Peru 1 1 3 67 2 4 28 156
The Role of Loan Supply Shocks in Pacific Alliance Countries: A TVP-VAR-SV Approach 1 11 24 80 2 22 56 138
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 19 0 0 3 79
Trend-cycle decomposition for Peruvian GDP: Application of an alternative method 2 2 5 57 3 4 17 140
UNDERSTANDING THE FUNCTIONAL CENTRAL LIMIT THEOREMS WITH SOME APPLICATIONS TO UNIT ROOT TESTING WITH STRUCTURAL CHANGE 0 0 1 180 0 0 6 271
Unit Root Tests and Structural Change when the Initial Observation is Drawn from its unconditional Distribution 0 0 0 44 0 0 5 160
Univariate Autoregressive Conditional Heteroskedasticity Models: An Application to the Peruvian Stock Market Returns 0 0 3 46 0 1 14 116
Using A Forward-Looking Phillips Curve to Estimate the Output Gap in Peru 0 0 0 162 0 0 1 364
Using Markov-Switching Models to Identify the Link between Unemployment and Criminality 0 1 1 121 0 2 13 359
Volatility of Stock Market and Exchange Rate Returns in Peru: Long Memory or Short Memory with Level Shifts? 0 0 0 37 0 1 16 106
Why U.S. Money does not Cause U.S. Output, but does Cause Hong Kong Output 0 1 2 275 24 37 82 1,132
Why U.S. Money does not Cause U.S. Output, but does Cause Hong Kong Output 0 1 2 79 13 22 29 317
Total Working Papers 10 62 243 6,003 97 275 1,091 16,669


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 11 0 0 1 49
A factorial decomposition of inflation in Peru: an alternative measure of core inflation 0 0 0 25 0 2 9 136
An application of a random level shifts model to the volatility of Peruvian stock and exchange rate returns 0 0 0 8 2 2 7 39
An empirical application of a stochastic volatility model with GH skew Student's t-distribution to the volatility of Latin-American stock returns 0 1 5 10 0 3 19 34
An empirical note about additive outliers and nonstationarity in Latin-American inflation series 0 0 0 92 0 0 1 186
An empirical note about estimation and forecasting Latin American Forex returns volatility: the role of long memory and random level shifts components 0 1 1 1 0 1 10 23
Analysing the effects of labour standards on US export performance. A time series approach with structural change 0 0 0 55 0 1 8 218
Application of Three Non-Linear Econometric Approaches to Identify Business Cycles in Peru 0 0 2 38 0 2 6 142
Application of a Short Memory Model With Random Level Shifts to the Volatility of Latin American Stock Market Returns 0 0 3 61 1 2 16 130
Asymmetries in Volatility: An Empirical Study for the Peruvian Stock and Forex Markets 0 0 1 4 1 2 11 25
Demanda de dinero y estacionalidad en el mercado monetario 1 1 3 60 1 1 6 143
Descomposición histórica de la inflación en Perú. Distinguiendo entre choques de demanda y choques de oferta 0 1 3 62 0 3 9 188
Do Labor Reforms in Spain Have an Effect on the Equilibrium Unemployment Rate? 0 0 0 19 0 0 5 81
Does the exchange rate pass-through into prices change when inflation targeting is adopted? The Peruvian case study between 1994 and 2007 0 0 4 81 1 7 18 247
Driving economic fluctuations in Peru: the role of the terms of trade 1 1 6 23 2 4 26 82
ESTIMATING OUTPUT GAP, CORE INFLATION, AND THE NAIRU FOR PERU, 1979-2007 0 0 4 155 2 2 13 421
Eficiencia de la política monetaria y la estabilidad de las preferencias del Banco Central. Evidencia empírica para el Perú 0 0 1 96 2 2 4 399
Empirical modeling of high-income and emerging stock and Forex market return volatility using Markov-switching GARCH models 0 2 11 11 2 10 39 39
Estimation of Peru’s sovereign yield curve: the role of macroeconomic and latent factors 0 3 4 4 0 5 11 18
Explaining the Determinants of the Frequency of Exchange Rate Interventions in Peru Using Count Models 0 2 6 20 4 8 36 100
Extreme Value Theory: An Application to the Peruvian Stock Market Returns || Teoría de valores extremos: una aplicación a los retornos bursátiles peruanos 0 1 2 8 0 1 4 26
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 2 215
Foreign exchange intervention and exchange rate volatility in Peru 0 0 2 70 0 1 14 280
GLS detrending, efficient unit root tests and structural change 2 8 12 399 5 16 42 1,003
GLS para eliminar los componentes determinísticos, estadísticos de raíz unitaria eficientes y cambio estructural 0 0 0 28 1 1 5 95
Impacto de expectativas políticas en los retornos del Índice General de la Bolsa de Valores de Lima 0 1 1 25 0 1 4 85
Indirect patent citations 0 2 2 4 1 5 11 22
Inflation expectations formation in the presence of policy shifts and structural breaks: An experimental analysis 0 0 0 20 0 0 3 89
Intervención en el mercado cambiario y volatilidad del tipo de cambio en el Perú 0 1 3 44 0 3 5 108
Modeling Latin-American stock and Forex markets volatility: Empirical application of a model with random level shifts and genuine long memory 0 0 1 7 0 1 7 36
Modeling nonlinearities and asymmetries in quarterly revenues of the US telecommunications industry 0 0 0 28 1 1 1 117
Modelling the volatility of commodities prices using a stochastic volatility model with random level shifts 0 0 2 23 2 4 19 78
On the value of information in the presence of moral hazard 0 0 1 37 0 4 21 211
Persistence of Unemployment in the Canadian Provinces 0 0 0 18 1 2 3 91
Residuals‐based tests for cointegration with generalized least‐squares detrended data 0 3 3 28 82 87 90 132
SEARCHING FOR ADDITIVE OUTLIERS IN NONSTATIONARY TIME SERIES 0 1 1 213 1 2 7 495
Selecting between Autoregressive Conditional Heteroskedasticity Models: An Empirical Application to the Volatility of Stock Returns in Peru 0 0 2 5 2 4 7 19
Selecting the Lag Length for the M GLS Unit Root Tests with Structural Change: A Warning Note for Practitioners Based on Simulations 0 0 1 7 1 3 18 45
Similitudes and Discrepancies in Post-Keynesian and Marxist Theories of Investment: A Theoretical and Empirical Investigation 0 2 3 288 0 3 32 836
Some stylized facts of return in the foreign exchange and stock markets in Peru 2 2 5 43 5 6 16 118
Structural Breaks and Convergence in the Regions of Peru: 1970–2010 0 0 0 8 0 0 4 37
Structural breaks and labor market disparities in the Canadian provinces 0 2 2 8 0 3 5 27
The New Keynesian framework for a small open economy with structural breaks: Empirical evidence from Peru 0 0 6 10 3 9 23 55
The role of credit supply shocks in pacific alliance countries: A TVP-VAR-SV approach 0 2 3 3 0 5 18 18
The role of permanent and transitory components in the fluctuations of Latin-American real exchange rates 1 1 2 28 1 1 9 101
The unemployment rate, unemployment volatility, and crime 1 5 16 125 2 11 31 362
Trend-cycle decomposition for Peruvian GDP: application of an alternative method 1 1 4 33 2 2 15 90
Understanding the functional central limit theorems with some applications to unit root testing with structural change 0 0 1 30 1 1 6 96
Unit root tests and structural change when the initial observation is drawn from its unconditional distribution 0 0 1 91 0 0 5 395
Using A Forward-Looking Phillips Curve to Estimate the Output Gap in Peru 1 1 2 23 3 5 14 111
Volatilidad financiera y rentabilidades cambiarias y bursátiles en el Perú 0 1 2 42 0 2 5 84
Why U.S. money does not cause U.S. output, but does cause Hong Kong output 0 2 2 107 17 35 78 592
Total Journal Articles 10 48 136 2,711 149 276 779 8,769


Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Comportamiento de las Tasas de desempleo regionales en España 0 0 0 0 0 2 7 22
Consumo de Alimentos en Sectores Populares 0 0 0 0 0 0 6 29
Total Books 0 0 0 0 0 2 13 51


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Movilidad en los mercados laborales del Perú: 2007-2011 0 0 0 21 0 0 4 71
Una nota empírica sobre outliers aditivos y no estacionariedad en series de inflación en América Latina 0 0 0 23 0 0 3 62
Total Chapters 0 0 0 44 0 0 7 133


Statistics updated 2021-01-03