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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.(2003). Analyzing the Effects of Labor Standards on U.S. Export Performance. A Time Series Approach with Structural Change. Applied Economics. Volumen: 35. (pp. 1043 - 1051).
Guillén, Á. y RODRIGUEZ, G.(2014). Aplicación de Método Alternativo para descomponer en Tendencia y Ciclo el PBI del Perú. Latin American Economic Review (older: Economia Mexicana-Nova Epoca). Volumen: 53. Recuperado de: http://link.springer.com/article/10.1007/s40503-014-0005-3
RODRIGUEZ, G. y TRAMONTANA, R. H.(2015). Application of a Short Memory Model with Random Level Shifts to the Volatility of Latin American Stock Market Returns. Latin American Journal of Economics. Volumen: 52. (pp. 185 - 211). Recuperado de: http://www.laje-ce.org/current_issue.html
RODRIGUEZ, G.(2010). Application of Three Non-Linear Econometric Approaches to Iden- tify Business Cycles in Peru. OECD Journal: Journal of Business Cycle Measurement and Analysis. Volumen: 5. (pp. 1 - 25). Recuperado de: http://www.oecd-ilibrary.org/economics/application-of-three-non-linear-econometric-approaches-to-identify-business-cycles-in-peru_jbcma-2010-5km33sfv0
RODRIGUEZ, G.(2010). Application of Three Non-Linear Econometric Approaches to Identify Business Cycles in Peru. JOURNAL OF BUSINESS CYCLE MEASUREMENT AND ANALYSIS. Volumen: 20. (pp. 1 - 15).
Abanto-Valle, C.; RODRIGUEZ, G.; Castro , L. M.; Garrafa-Aragón, H.(2024). Approximate Bayesian Estimation of Stochastic Volatility in Mean Models Using Hidden Markov Models: Empirical Evidence from Emerging and Developed Markets. Computational Economics. Volumen: 64. (pp. 1775 - 1801). Recuperado de: https://link.springer.com/article/10.1007/s10614-023-10490-4#citeas
RODRIGUEZ, G.(2021). Approximate Bayesian Estimation of Stochastic Volatility in Mean Models using Hidden Markov Models: Empirical Evidence from Stock Latin American Markets. LIMA. PUCP. Recuperado de: https://repositorio.pucp.edu.pe/index/bitstream/handle/123456789/182549/DDD502.pdf?sequence=1&isAllowed=y
Alanya, W. y RODRIGUEZ, G.(2019). Asymmetries in Volatility: An Empirical Study for the Peruvian Stock and Forex Returns. Review of Pacific Basin Financial Markets and Policies. Volumen: 22. (pp. 1 - 18). Recuperado de: https://www.worldscientific.com/doi/10.1142/S0219091519500036