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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

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
Olivares, A.; RODRIGUEZ, G.; Ataurima, M.(2019). Estimation of Peru's Sovereign Yield Curve: The Role of Macroeconomic and Latent Factors. Journal of Economic Studies. Volumen: 46. (pp. 533 - 563). Recuperado de: https://www.emerald.com/insight/content/doi/10.1108/JES-04-2017-0089/full/html
OLIVARES, A.; RODRIGUEZ, G.; ATAURIMA, M.(2019). Estimation of Peru's sovereign yield curve: the role of macroeconomic and latent factors. Journal of Economic Studies. Volumen: 46. (pp. 533 - 563). Recuperado de: https://www.emerald.com/insight/content/doi/10.1108/JES-04-2017-0089/full/html
Perron, P. y RODRIGUEZ, G.(2019). GLS Detrending, Efficient Unit Root Tests and Structural Change (Capítulo 18). En Time Series Econometrics. Volume 1: Unit Roots and Trend Breaks. (pp. 1 - 27). World Scientific Publishing Co. Pte. Ltd.. Recuperado de: https://www.worldscientific.com/worldscibooks/10.1142/10930#t=aboutBook
Lengua Lafosse, P. y RODRIGUEZ, G.(2018). An Empirical Application of a Stochastic Volatility Model with GH Skew Student's t-Distribution to the Volatility of Latin-American Stock Returns. The Quarterly Review of Economics and Finance. Volumen: 69. (pp. 155 - 173). Recuperado de: https://www.sciencedirect.com/science/article/abs/pii/S106297691830053X
RODRIGUEZ, G.; Villanueva, P.; Castillo B., P.(2018). Driving Economic Fluctuations in Peru: The Role of the Terms of Trade. Empirical Economics. Volumen: 55. (pp. 1089 - 1119). Recuperado de: https://link.springer.com/article/10.1007/s00181-017-1318-2
RODRIGUEZ, G.(2018). Role of Loan Supply Shocks On Business Cycles of Pacific Alliance Countries. LIMA. PUCP. Recuperado de: https://files.pucp.education/departamento/economia/DDD467.pdf
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