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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

Ataurima, M. y RODRIGUEZ, G.(2020). Empirical Modeling of High-Income and Emerging Stock and Forex Market Return Volatility using Markov-Switching GARCH Models. North American Journal of Economics and Finance. Volumen: 52. (pp. 1 - 18). Recuperado de: https://www.sciencedirect.com/science/article/abs/pii/S1062940820300607
RODRIGUEZ, G.(2020). Evolution of Monetary Policy in Peru: An Empirical Application Using a Mixture Innovation TVP-VAR-SV Model. LIMA. PUCP. Recuperado de: https://files.pucp.education/departamento/economia/DDD485.pdf
RODRIGUEZ, G.(2020). Macroeconomic Effects of Loan Supply Shocks: Empirical Evidence for Peru. LIMA. PUCP. Recuperado de: https://files.pucp.education/departamento/economia/DDD483.pdf
RODRIGUEZ, G.(2020). Modeling the Volatility of Returns on Commodities: An Application and Empirical Comparison of GARCH and SV Models. LIMA. PUCP. Recuperado de: https://files.pucp.education/departamento/economia/DDD484.pdf
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
Guevara, C. y RODRIGUEZ, G.(2020). The Role of Loan Supply Shocks On Business Cycles of Pacific Alliance Countries. North American Journal of Economics and Finance. Volumen: 52. (pp. 1 - 17). Recuperado de: https://www.sciencedirect.com/science/article/abs/pii/S1062940819304656
RODRIGUEZ, G.(2020). Time-Varying Impact of Fiscal Shocks over GDP Growth in Peru: An Empirical Application using Hybrid TVP-VAR-SV Models. LIMA. PUCP. Recuperado de: https://files.pucp.education/departamento/economia/DDD489.pdf
RODRIGUEZ, G.; Ojeda, J. A.; Gonzáles, J. C.(2019). An Empirical Note about Estimation and Forecasting Latin American Forex Returns Volatility: The Role of Long Memory and Random Level Shifts Components. Portuguese Economic Journal. Volumen: 18. (pp. 107 - 123). Recuperado de: https://link.springer.com/article/10.1007/s10258-019-00156-1