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GABRIEL RODRIGUEZ

GABRIEL RODRIGUEZ

GABRIEL RODRIGUEZ

PhD in Economics (Econometrics), UNIVERSIDAD DE MONTREAL

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Máster en Ciencias (UNIVERSIDAD DE MONTREAL)

Licenciado en Economía
DOCENTE ORDINARIO - PRINCIPAL
Docente a tiempo completo (DTC)
Departamento Académico de Economía - Sección Economía

Publicaciones

Se encontraron 134 publicaciones

RODRIGUEZ, G.(2017). Selecting Between Autoregressive Conditional Heterocedasticidity Models: An Empirical Application to the Volatility of Stock Returns in Peru. Revista de Análisis Económico. Volumen: 32. (pp. 69 - 94). Recuperado de: http://www.rae-ear.org/index.php/rae/article/view/544
Quineche, R. y RODRIGUEZ, G.(2017). Selecting the Lag Length for the MGLS Unit Root Tests with Structural Change: A Warning Note for Practitioners Based on Simulations Test for a Unit Root with Structural Change. Econometrics. Volumen: 5. (pp. 1 - 10). Recuperado de: http://www.mdpi.com/2225-1146/5/2/17/htm
RODRIGUEZ, G.(2004). Similitudes and discrepancies in Post-Keynesian and Marxist theories of investment: a theoretical and empirical investigation. INTERNATIONAL REVIEW OF APPLIED ECONOMICS. Volumen: 18. (pp. 127 - 149).
Humala, A. y RODRIGUEZ, G.(2013). Some Stylized Facts of Returns in the Stock and Foreign Exchange Markets in Peru. Studies in Economics and Finance. Volumen: 30. (pp. 139 - 158). Recuperado de: http://www.emeraldinsight.com/products/journals/journals.htm?id=sef
RODRIGUEZ, G.(2008). Stability of Central Bank Preferences, Macroeconomic Shocks, and Efficiency of the Monetary Policy. Empirical Evidence for Canada. Applied Economics Letters. Volumen: 15. (pp. 437 - 441).
RODRIGUEZ, G.(2020). Stochastic Volatility in Mean. Empirical Evidence from Stock Latin American Markets. LIMA. PUCP. Recuperado de: https://files.pucp.education/departamento/economia/DDD481.pdf
Abanto-Valle, C. A.; RODRIGUEZ, G.; Garrafa-Aragón, H. B.(2021). Stochastic Volatility in Mean: Empirical evidence fromLatin-American stock markets using Hamiltonian Monte Carlo andRiemann Manifold HMC methods. The Quarterly Review of Economics and Finance. Volumen: 80. (pp. 272 - 286). Recuperado de: https://www.sciencedirect.com/science/article/abs/pii/S106297692100034X
Alanya, W. y RODRIGUEZ, G.(2018). Stochastic Volatility in Peruvian Stock Market and Exchange Rate Returns: A Bayesian Approximation. Journal of Emerging Market Finance. Volumen: 17. (pp. 354 - 385). Recuperado de: https://journals.sagepub.com/doi/pdf/10.1177/0972652718800560