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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 129 publicaciones

Calero, R.; RODRIGUEZ, G.; Salcedo, R.(2022). Evolution of the Exchange Rate Pass-Throught into Prices in Peru: An Empirical Application Using TVP-VAR-SV Models. LIMA. PUCP. Recuperado de: https://repositorio.pucp.edu.pe/index/bitstream/handle/123456789/184976/DDD510.pdf?sequence=1&isAllowed=y
Boca, A. y RODRIGUEZ, G.(2022). Presidential approval in Peru: an empirical analysis using a fractionally cointegrated VAR. Economic Change and Restructuring. Volumen: 55. (pp. 1973 - 2010). Recuperado de: https://link.springer.com/article/10.1007/s10644-021-09374-0
Urbina, D. y RODRIGUEZ, G.(2022). The effects of corruption on growth, human development and natural resources sector: empirical evidence from a Bayesian panel VAR for Latin American and Nordic countries. Journal of Economic Studies. Volumen: 49. (pp. 346 - 363). Recuperado de: https://www.emerald.com/insight/content/doi/10.1108/JES-05-2020-0199/full/html
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