| Empirical modeling of high-income and emerging stock and Forex market return volatility using Markov-switching GARCH models MA Arellano, G Rodriguez The North American Journal of Economics and Finance 52, 101163, 2020 | 16 | 2020 |
| Time-varying impact of fiscal shocks over GDP growth in Peru: An empirical application using hybrid TVP-VAR-SV models Á Jiménez, G Rodríguez Pontificia Universidad Católica del Perú. Departamento de Economía, 2020 | 13 | 2020 |
| Estimation of Peru’s sovereign yield curve: The role of macroeconomic and latent factors A Olivares Rios, G Rodríguez, M Ataurima Arellano Journal of Economic Studies 46 (3), 533-563, 2019 | 4 | 2019 |
| Evolution of the Exchange Rate Pass-Through into Prices in Peru: An Empirical Application Using TVP-VAR-SV Models G Rodriguez, P Castillo, R Calero, RS Cisneros, MA Arellano Journal of International Money and Finance, 103023, 2024 | 2 | 2024 |
| Empirical Modeling of Latin American Stock and Forex Markets Returns and Volatility using Markov-Switching GARCH Models M Ataurima Arellano, E Collantes, G Rodriguez Pontificia Universidad Católica del Perú. Departamento de Economía, 2017 | 2 | 2017 |
| Empirical modelling of latin american stock markets returns and volatility using Markov-Switching garch models M Ataurima Arellano Pontificia Universidad Católica del Perú, 2017 | 1 | 2017 |
| Estimation of the sovereign yield curve of Peru: the role of macroeconomic and latent factors A Olivares Ríos Pontificia Universidad Católica del Perú, 2016 | 1 | 2016 |
Gabriel RodríguezDepartment of Economics, Pontificia Universidad Católica del Perú - Departamento de EconomíaVerified email at pucp.edu.pe
