Búsqueda avanzada

GABRIEL RODRIGUEZ

GABRIEL RODRIGUEZ

GABRIEL RODRIGUEZ

PhD in Economics (Econometrics), UNIVERSIDAD DE MONTREAL

Ver todos los grados

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

Chávez, P. y RODRIGUEZ, G.(2022). Time Changing Effects of External Shocks on Macroeconomic Fluctuations in Peru: Empirical Application Using Regime-Switching VAR Models with Stochastic Volatility. LIMA. PUCP. Recuperado de: https://repositorio.pucp.edu.pe/index/bitstream/handle/123456789/184423/DDD509.pdf?sequence=1&isAllowed=y
RODRIGUEZ, G. y Vassallo, R.(2022). Time Evolution of External Shocks on Macroeconomic Fluctuations in Pacific Alliance Countries: Empirical Application using TVP-VAR-SV Models. LIMA. PUCP. Recuperado de: https://repositorio.pucp.edu.pe/index/bitstream/handle/123456789/184421/DDD508.pdf?sequence=1&isAllowed=y
Ojeda, J. y RODRIGUEZ, G.(2022). Time-Varying Effects of External Shocks on Macroeconomic Fluctuations in Peru: An Empirical Application using TVP-VAR-SV Models. LIMA. PUCP. Recuperado de: https://repositorio.pucp.edu.pe/index/bitstream/handle/123456789/184420/DDD507.pdf?sequence=1&isAllowed=y
Manner, H.; RODRIGUEZ, G.; Stöckler, F.(2021). A Changepoint Analysis of Exchange Rate and Commodity Price Risks for Latin American Stock Markets. VIENA. University of Graz. Recuperado de: http://www100.uni-graz.at/vwlwww/forschung/RePEc/wpaper/2021-14.pdf
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
RODRIGUEZ, G.(2021). Does the Central Bank of Peru Respond to Exchange Rate Movements? A Bayesian Estimation of a New Keynesian DSGE Model with FX Interventions. LIMA. PUCP. Recuperado de: https://repositorio.pucp.edu.pe/index/bitstream/handle/123456789/182848/DDD504.pdf?sequence=1&isAllowed=y
Martínez, J. y RODRIGUEZ, G.(2021). Macroeconomic Effects of Loan Supply Shocks: Empirical Evidence for Peru. Latin American Economic Review. Volumen: 30. (pp. 1 - 24). Recuperado de: https://www.latinaer.org/uploads/_/originals/ba97d86a-5674-46f3-b04c-301703823b76.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