Access Statistics for Gabriel Rodríguez

Author contact details at EconPapers.

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 0 1 99
A FACTORIAL DECOMPOSITION OF INFLATION IN PERU, AN ALTERNATIVE MEASURE OF CORE INFLATION 0 1 6 62 1 3 13 194
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 1 55 0 0 8 101
A Stochastic Volatility Model with GH Skew Student’s t-Distribution: Application to Latin-American Stock Returns 0 0 4 65 0 0 5 149
A changepoint analysis of exchange rate and commodity price risks for Latin American stock markets 1 3 20 20 2 9 46 46
A comparison between Tau-d and the procedure TRAMO-SEATS is also included 0 0 0 56 0 0 0 86
An Application of a Random Level Shifts Model to the Volatility of Peruvian Stock and Exchange Rates Returns 0 0 0 44 0 1 4 101
An Application of a Short Memory Model With Random Level Shifts to the Volatility of Latin American Stock Market Returns 0 0 1 37 0 0 3 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 0 0 1 34
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 42 0 0 2 110
Analyzing the Effects of Labor Standards on U.S. Export Performance: A Time Series Approach With Structural Change 0 0 0 35 0 0 3 117
Application of Three Alternative Approaches to Identify Business Cycles in Peru 1 2 2 147 1 2 2 401
Application of three non-linear econometric approaches to identify business cycles in Peru 1 1 1 112 1 1 2 190
Approximate Bayesian Estimation of Stochastic Volatility in Mean Models using Hidden Markov Models: Empirical Evidence from Stock Latin American Markets 0 0 29 29 0 0 17 17
Are Canadian Regional Business Cycles All Alike? 0 0 0 21 0 0 1 78
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 0 2 70 0 0 6 169
CONVERGENCE IN THE CANADIAN PROVINCES: EVIDENCE USING UNEMPLOYMENT RATES 0 0 1 103 1 1 5 261
Convergencia en las Regiones del Perú: ¿Inclusión o Exclusión en el Crecimiento de la Economía Peruana (1970-2010)? 1 1 1 99 1 1 5 207
DOES THE EXCHANGE RATE PASS-THROUGH INTO PRICES CHANGE WHEN INFLATION TARGETING IS ADOPTED? THE PERUVIAN CASE STUDY BETWEEN 1994 AND 2007 1 1 2 199 1 3 10 362
Data-Dependent Methods for the Lag Length Selection in Unit Root Tests with Structural Change 1 1 1 79 1 2 5 126
Descomposición Histórica de la Inflación en Perú. Distinguiendo entre choques de demanda y choques de oferta 1 1 1 102 2 3 6 232
Distinguishing between True and Spurious Long Memory in the Volatility of Stock Market Returns in Latin America 0 1 1 26 1 3 7 106
Do Labor Reforms in Spain have an Effect on the Equilibrium Unemployment Rate? 0 0 1 22 0 0 1 85
Does the Central Bank of Peru Respond to Exchange Rate Movements? A Bayesian Estimation of a New Keynesian DSGE Model with FX Interventions 2 7 47 47 3 10 58 58
Driving Economic Fluctuations in Peru: The Role of the Terms of Trade 0 0 1 56 2 2 7 122
ESTIMATION OF A TIME VARYING NATURAL INTEREST RATE FOR PERU 0 0 0 73 0 0 2 179
EXPLAINING THE DETERMINANTS OF THE FREQUENCY OF EXCHANGE RATE INTERVENTIONS IN PERU USING COUNT MODELS 0 0 0 78 0 1 4 172
Efficiency of the Monetary Policy and Stability of Central Bank Preferences. Empirical Evidence for Peru 0 0 0 77 0 0 1 214
Empirical Modeling of Latin American Stock and Forex Markets Returns and Volatility using Markov-Switching GARCH Models 0 0 4 160 2 3 12 317
Estimating Output Gap, Core Inflation, and the NAIRU for Peru 0 0 0 165 0 0 0 356
Estimation of a Time Varying Natural Interest Rate for Peru 0 0 1 128 0 0 4 336
Estimation of the Sovereign Yield Curve of Peru: The Role of Macroeconomic and Latent Factors 0 1 5 111 0 1 9 196
Estimation of the Taylor Rule for Canada Under Multiple Structural Changes 0 0 2 188 0 2 8 423
Evaluating Time Series Models in Short and Long-Term Forecasting of Canadian Air Passenger Data 0 1 1 101 0 1 3 329
Evolution of Monetary Policy in Peru: An Empirical Application Using a Mixture Innovation TVP-VAR-SV Model 0 2 5 25 1 9 32 79
Evolution of the Exchange Rate Pass-Throught into Prices in Peru: An Empirical Application Using TVP-VAR-SV Models 2 3 17 17 4 13 23 23
Explaining the Transition Probabilities in the Peruvian Labor Market 0 0 3 65 0 1 6 167
Extreme Value Theory: An Application to the Peruvian Stock Market Returns 0 0 4 51 0 4 12 150
Finite Sample Behaviour of the Level Shift Model using Quasi-Differenced Data 0 1 1 24 0 1 2 100
Foreign Exchange Intervention and Exchange Rate Volatility in Peru 0 0 3 241 0 0 5 563
GLS Detrending, Efficient Unit Root Tests and Structural Change 0 0 2 609 1 2 8 1,348
Growth of the Peruvian Economy and Convergence in the Regions of Peru: 1970-2010 0 0 2 55 0 0 3 116
Have European Unemployment Rates Converged? 0 0 1 70 0 0 2 191
Human Activities and Global Warming: A Cointegration Analysis 0 0 1 58 0 0 4 300
Human activities and global warming: a cointegration analysis 0 0 0 81 0 0 4 388
INFLATION EXPECTATIONS FORMATION IN THE PRESENCE OF POLICY SHIFTS AND STRUCTURAL BREAKS: AN EXPERIMENTAL ANALYSIS 0 0 0 56 0 0 2 152
Identifying Canadian Regional Business Cycles using the Friedmand Plucking Model 0 1 3 36 0 2 5 102
Identifying Permanent and Transitory Components in Latin-American Real Exchange Rates 0 0 0 22 0 0 1 110
Impacto de Expectativas Políticas en los Retornos del Indice General de la Bolsa de Valores de Lima 0 0 0 79 0 0 4 241
Indirect Patent Citations 0 0 0 32 0 1 11 180
Is there a link between unemployment and criminality in the us economy? Further evidence 0 0 0 121 1 1 1 394
Macroeconomic Effects of Loan Supply Shocks: Empirical Evidence for Peru 1 1 2 24 1 1 9 48
Modeling Latin-American Stock Markets Volatility: Varying Probabilities and Mean Reversion in a Random Level Shifts Model 0 0 0 37 0 0 2 68
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 0 46 0 0 2 120
Modeling the Volatility of Returns on Commodities: An Application and Empirical Comparison of GARCH and SV Models 0 1 10 21 0 1 25 55
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 0 2 75 0 0 2 144
Persistence of unemployment in the canadian provinces 1 1 1 65 1 1 2 134
Peru's Regional Growth and Convergence in 1979-2017: An Empirical Spatial Panel Data Analysis 0 2 3 64 1 3 10 133
Presidential Approval in Peru: An Empirical Analysis Using a Fractionally Cointegrated VAR 0 0 4 18 0 0 18 79
Residual Based Tests for Cointegration with GLS Detrended Data 0 0 0 2 1 2 6 766
Residual test for cointegration with GLS detrended data 0 1 3 181 0 2 9 436
Residuals-based Tests for Cointegration with GLS Detrended Data 0 0 4 37 0 1 8 77
Seraching for Additive Outliers in Nonstationary Time Series 0 0 0 1 0 0 0 933
Single-equation tests for Cointegration with GLS Detrended Data 0 0 0 10 0 18 42 103
Some Stylized Facts of Returns in the Foreign Exchange and Stock Markets in Peru 0 0 0 69 0 3 6 240
Some stylized facts of returns in the foreign exchange and stock markets in Peru 0 0 0 80 0 1 3 213
Stability of Central Bank Preferences, Macroeconomic Shocks, and Efficiency of the Monetary Policy. Empirical Evidence for Canada 0 0 0 39 0 0 2 117
Stochastic Volatility in Mean: Empirical Evidence from Stock Latin American Markets 0 0 4 13 0 0 9 27
Stochastic Volatility in Peruvian Stock Market and Exchange Rate Returns: a Bayesian Approximation 0 1 3 62 0 1 3 148
The New Keynesian Framework for a Small Open Economy with Structural Breaks: Empirical Evidence from Peru 0 1 5 76 0 11 48 244
The Role of Loan Supply Shocks in Pacific Alliance Countries: A TVP-VAR-SV Approach 0 2 9 101 0 5 21 193
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 20 0 0 0 83
Time Changing Effects of External Shocks on Macroeconomic Fluctuations in Peru: Empirical Application Using Regime-Switching VAR Models with Stochastic Volatility 2 6 19 19 3 13 34 34
Time Evolution of External Shocks on Macroeconomic Fluctuations in Pacific Alliance Countries: Empirical Application using TVP-VAR-SV Models 0 1 8 8 1 3 15 15
Time-Varying Effects of External Shocks on Macroeconomic Fluctuations in Peru: An Empirical Application using TVP-VAR- SV Models 1 3 12 12 1 7 16 16
Time-Varying Impact of Fiscal Shocks over GDP Growth in Peru: An Empirical Application using Hybrid TVP-VAR-SV Models 3 4 10 24 3 8 28 68
Trend-cycle decomposition for Peruvian GDP: Application of an alternative method 0 2 2 60 1 4 9 155
UNDERSTANDING THE FUNCTIONAL CENTRAL LIMIT THEOREMS WITH SOME APPLICATIONS TO UNIT ROOT TESTING WITH STRUCTURAL CHANGE 0 0 1 183 0 0 3 281
Unit Root Tests and Structural Change when the Initial Observation is Drawn from its unconditional Distribution 0 1 1 45 0 1 1 161
Univariate Autoregressive Conditional Heteroskedasticity Models: An Application to the Peruvian Stock Market Returns 0 0 0 48 0 1 5 131
Using A Forward-Looking Phillips Curve to Estimate the Output Gap in Peru 0 0 0 163 1 1 3 374
Using Markov-Switching Models to Identify the Link between Unemployment and Criminality 0 0 2 123 0 1 10 381
Volatility of Stock Market and Exchange Rate Returns in Peru: Long Memory or Short Memory with Level Shifts? 0 1 2 40 0 1 2 112
Why U.S. Money does not Cause U.S. Output, but does Cause Hong Kong Output 0 0 1 84 0 0 3 337
Why U.S. Money does not Cause U.S. Output, but does Cause Hong Kong Output 0 1 2 280 0 1 5 1,155
Total Working Papers 19 57 288 6,482 40 174 747 18,239


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 2 16 0 2 15 73
A factorial decomposition of inflation in Peru: an alternative measure of core inflation 0 0 0 26 0 0 1 139
An application of a random level shifts model to the volatility of Peruvian stock and exchange rate returns 0 0 0 8 0 0 1 44
An empirical application of a stochastic volatility model with GH skew Student's t-distribution to the volatility of Latin-American stock returns 1 3 6 17 2 4 12 59
An empirical note about additive outliers and nonstationarity in Latin-American inflation series 0 0 1 93 0 0 1 190
An empirical note about estimation and forecasting Latin American Forex returns volatility: the role of long memory and random level shifts components 0 0 1 2 0 1 5 35
Analysing the effects of labour standards on US export performance. A time series approach with structural change 0 0 0 55 0 0 5 224
Application of Three Non-Linear Econometric Approaches to Identify Business Cycles in Peru 1 1 1 40 1 1 2 147
Application of a Short Memory Model With Random Level Shifts to the Volatility of Latin American Stock Market Returns 0 1 2 64 0 2 6 141
Asymmetries in Volatility: An Empirical Study for the Peruvian Stock and Forex Markets 0 1 2 6 0 2 6 37
Demanda de dinero y estacionalidad en el mercado monetario 0 0 0 60 0 0 1 151
Descomposición histórica de la inflación en Perú. Distinguiendo entre choques de demanda y choques de oferta 0 0 0 64 0 0 3 199
Do Labor Reforms in Spain Have an Effect on the Equilibrium Unemployment Rate? 0 0 0 19 0 0 2 86
Does the exchange rate pass-through into prices change when inflation targeting is adopted? The Peruvian case study between 1994 and 2007 0 0 0 82 0 1 4 257
Driving economic fluctuations in Peru: the role of the terms of trade 1 2 3 30 1 2 8 112
ESTIMATING OUTPUT GAP, CORE INFLATION, AND THE NAIRU FOR PERU, 1979-2007 0 0 2 160 0 0 3 438
Eficiencia de la política monetaria y la estabilidad de las preferencias del Banco Central. Evidencia empírica para el Perú 0 1 2 99 0 1 4 414
Empirical modeling of high-income and emerging stock and Forex market return volatility using Markov-switching GARCH models 0 0 6 33 0 0 13 298
Estimation of Peru’s sovereign yield curve: the role of macroeconomic and latent factors 0 0 1 8 0 0 3 33
Evolution of Monetary Policy in Peru: An Empirical Application Using a Mixture Innovation TVP-VAR-SV Model* 0 0 0 0 0 0 0 0
Explaining the Determinants of the Frequency of Exchange Rate Interventions in Peru Using Count Models 0 0 1 24 0 0 2 107
Extreme Value Theory: An Application to the Peruvian Stock Market Returns || Teoría de valores extremos: una aplicación a los retornos bursátiles peruanos 0 1 1 9 0 1 1 31
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 1 1 1 218
Foreign exchange intervention and exchange rate volatility in Peru 0 0 1 71 0 0 8 293
GLS detrending, efficient unit root tests and structural change 0 2 4 409 3 11 33 1,067
GLS para eliminar los componentes determinísticos, estadísticos de raíz unitaria eficientes y cambio estructural 0 0 1 29 0 0 5 102
Impacto de expectativas políticas en los retornos del Índice General de la Bolsa de Valores de Lima 0 0 0 25 0 0 0 91
Indirect patent citations 0 0 0 4 0 2 9 55
Inflation expectations formation in the presence of policy shifts and structural breaks: An experimental analysis 0 0 0 20 0 0 3 97
Intervención en el mercado cambiario y volatilidad del tipo de cambio en el Perú 0 2 2 47 0 2 5 118
Modeling Latin-American stock and Forex markets volatility: Empirical application of a model with random level shifts and genuine long memory 0 1 2 9 0 1 7 47
Modeling nonlinearities and asymmetries in quarterly revenues of the US telecommunications industry 0 0 0 28 0 0 0 117
Modelling the volatility of commodities prices using a stochastic volatility model with random level shifts 0 0 2 26 0 2 9 93
On the value of information in the presence of moral hazard 0 0 0 37 1 1 5 231
Persistence of Unemployment in the Canadian Provinces 0 0 0 18 0 1 2 95
Presidential approval in Peru: an empirical analysis using a fractionally cointegrated VAR 0 3 3 3 1 6 6 6
Residuals‐based tests for cointegration with generalized least‐squares detrended data 0 0 2 30 0 0 3 154
SEARCHING FOR ADDITIVE OUTLIERS IN NONSTATIONARY TIME SERIES 0 1 1 214 0 1 3 507
Selecting between Autoregressive Conditional Heteroskedasticity Models: An Empirical Application to the Volatility of Stock Returns in Peru 0 0 0 6 0 0 0 24
Selecting the Lag Length for the M GLS Unit Root Tests with Structural Change: A Warning Note for Practitioners Based on Simulations 1 1 1 9 1 2 3 55
Similitudes and Discrepancies in Post-Keynesian and Marxist Theories of Investment: A Theoretical and Empirical Investigation 0 0 1 292 0 2 8 866
Some stylized facts of return in the foreign exchange and stock markets in Peru 0 0 2 48 0 1 5 133
Stochastic Volatility in Mean: Empirical evidence from Latin-American stock markets using Hamiltonian Monte Carlo and Riemann Manifold HMC methods 0 0 8 13 0 0 28 42
Structural Breaks and Convergence in the Regions of Peru: 1970–2010 0 0 4 13 0 0 8 50
Structural breaks and labor market disparities in the Canadian provinces 0 0 0 8 0 0 0 29
The New Keynesian framework for a small open economy with structural breaks: Empirical evidence from Peru 0 0 4 18 0 0 21 112
The role of credit supply shocks in pacific alliance countries: A TVP-VAR-SV approach 0 1 2 19 0 2 10 61
The role of permanent and transitory components in the fluctuations of Latin-American real exchange rates 0 0 0 28 0 0 0 109
The unemployment rate, unemployment volatility, and crime 1 2 8 142 4 8 21 403
Trend-cycle decomposition for Peruvian GDP: application of an alternative method 2 2 2 36 2 2 3 101
Understanding the functional central limit theorems with some applications to unit root testing with structural change 0 0 0 30 0 0 5 105
Unit root tests and structural change when the initial observation is drawn from its unconditional distribution 0 0 0 91 0 1 1 398
Using A Forward-Looking Phillips Curve to Estimate the Output Gap in Peru 0 0 1 25 0 0 5 127
Volatilidad financiera y rentabilidades cambiarias y bursátiles en el Perú 0 0 3 45 0 0 4 89
Why U.S. money does not cause U.S. output, but does cause Hong Kong output 0 0 4 116 0 0 11 661
Total Journal Articles 7 25 89 2,896 17 63 330 9,871


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 0 3 28
Consumo de Alimentos en Sectores Populares 0 0 0 0 0 0 4 36
Total Books 0 0 0 0 0 0 7 64


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 1 1 24 0 1 2 80
Una nota empírica sobre outliers aditivos y no estacionariedad en series de inflación en América Latina 0 0 0 23 1 1 1 65
Total Chapters 0 1 1 47 1 2 3 145


Statistics updated 2022-11-05