| Tipo Producción |
Título |
Autor |
Año de Producción |
DOI |
Revista |
Fuente |
Cuartil de ScimagoJR o JCR* |
|
Artículo en revista científica
|
A changepoint analysis of exchange rate and commodity price risks for Latin American stock markets
|
Manner H.
|
2024
|
10.1016/J.IREF.2023.08.021
|
International Review of Economics and Finance
|
|
Q1
|
|
Artículo en revista científica
|
Evolution of the exchange rate pass-through into prices in Peru: An empirical application using TVP-VAR-SV models
|
Rodriguez G.
|
2024
|
10.1016/J.JIMONFIN.2024.103023
|
|
|
2024: No disponible**, 2020: Q1
|
|
Artículo en revista científica
|
Evolution of the effects of mineral commodity prices on fiscal fluctuations: empirical evidence from TVP-VAR-SV models for Peru
|
Urbina D.A.
|
2023
|
10.1007/S10290-022-00460-7
|
Review of World Economics
|
|
2023: No disponible**, 2020: Q2
|
|
Artículo en revista científica
|
Time changing effects of external shocks on macroeconomic fluctuations in Peru: empirical application using regime-switching VAR models with stochastic volatility
|
Chávez P.
|
2023
|
10.1007/S10290-022-00474-1
|
Review of World Economics
|
|
2023: No disponible**, 2020: Q2
|
|
Artículo en revista científica
|
Approximate Bayesian Estimation of Stochastic Volatility in Mean Models Using Hidden Markov Models: Empirical Evidence from Emerging and Developed Markets
|
Abanto-Valle C.A.
|
2023
|
10.1007/S10614-023-10490-4
|
Computational Economics
|
|
2023: No disponible**, 2020: Q2
|
|
Artículo en revista científica
|
Time-Varying Effects of External Shocks on Macroeconomic Fluctuations in Peru: An Empirical Application using TVP-VAR-SV Models
|
Rodriguez G.
|
2023
|
10.1007/S11079-023-09742-5
|
Open Economies Review
|
|
2023: No disponible**, 2020: Q2
|
|
Artículo en revista científica
|
Effects of external shocks on macroeconomic fluctuations in Pacific Alliance countries
|
Rodríguez G.
|
2023
|
10.1016/J.ECONMOD.2023.106302
|
Economic Modelling
|
|
2023: No disponible**, 2020: Q2
|
|
Artículo en revista científica
|
Does the Central Bank of Peru respond to exchange rate movements? A Bayesian estimation of a New Keynesian DSGE model with FX interventions
|
Rodríguez G.
|
2023
|
10.1016/J.NAJEF.2023.101965
|
North American Journal of Economics and Finance
|
|
2023: No disponible**, 2020: Q2
|
|
Artículo en revista científica
|
Time-varying impact of fiscal shocks over GDP growth in Peru: An empirical application using hybrid TVP-VAR-SV models
|
Jiménez A.
|
2023
|
10.1016/J.STRUECO.2023.01.005
|
Structural Change and Economic Dynamics
|
|
2023: No disponible**, 2020: Q2
|
|
Artículo en revista científica
|
Presidential approval in Peru: an empirical analysis using a fractionally cointegrated VAR
|
Boca Saravia A.
|
2022
|
10.1007/S10644-021-09374-0
|
Economic Change and Restructuring
|
|
Q2
|
|
Artículo en revista científica
|
Evolution of Monetary Policy in Peru: An Empirical Application Using a Mixture Innovation TVP-VAR-SV Model
|
Portilla J.
|
2022
|
10.1093/CESIFO/IFAB013
|
CESifo Economic Studies
|
|
Q2
|
|
Artículo en revista científica
|
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
|
Urbina D.A.
|
2022
|
10.1108/JES-05-2020-0199
|
Journal of Economic Studies
|
|
Q1
|
|
Artículo en revista científica
|
Stochastic Volatility in Mean: Empirical evidence from Latin-American stock markets using Hamiltonian Monte Carlo and Riemann Manifold HMC methods
|
Abanto-Valle C.A.
|
2021
|
10.1016/J.QREF.2021.02.005
|
Quarterly Review of Economics and Finance
|
|
Q2
|
|
Artículo en revista científica
|
Macroeconomic effects of loan supply shocks: Empirical evidence for Peru
|
Martínez J.
|
2021
|
10.47872/LAER-2021-30-5
|
Latin American Economic Review
|
|
Q1
|
|
Editorial Material
|
Presentation: Volume 43, Issue 85 of ECONOMIA
|
Rodriguez, Gabriel
|
2020
|
|
Revista Economia
|
|
No Aplica
|
|
Artículo en revista científica
|
The role of credit supply shocks in pacific alliance countries: A TVP-VAR-SV approach
|
Guevara C.
|
2020
|
10.1016/J.NAJEF.2019.101140
|
North American Journal of Economics and Finance
|
|
Q2
|
|
Artículo en revista científica
|
Empirical modeling of high-income and emerging stock and Forex market return volatility using Markov-switching GARCH models
|
Ataurima Arellano M.
|
2020
|
10.1016/J.NAJEF.2020.101163
|
North American Journal of Economics and Finance
|
|
Q2
|
|
Editorial Material
|
Special Issue: 50th Anniversary of PUCP's Economics Department and the New Stage of ECONOMIA
|
Rodriguez, Gabriel
|
2019
|
|
|
|
|
|
Artículo en revista científica
|
An empirical note about estimation and forecasting Latin American Forex returns volatility: the role of long memory and random level shifts components
|
Rodríguez G.
|
2019
|
10.1007/s10258-019-00156-1
|
Portuguese Economic Journal
|
|
Q3
|
|
Artículo en revista científica
|
Estimation of Peru’s sovereign yield curve: the role of macroeconomic and latent factors
|
Olivares Rios A.
|
2019
|
10.1108/JES-04-2017-0089
|
Journal of Economic Studies
|
|
Q2
|
|
Artículo en revista científica
|
Asymmetries in Volatility: An Empirical Study for the Peruvian Stock and Forex Markets
|
Alanya W.
|
2019
|
10.1142/S0219091519500036
|
Review of Pacific Basin Financial Markets and Policies
|
|
Q3
|
|
Book Chapter
|
Transformational growth, interest rates, and the golden rule
|
Lavoie M.
|
2019
|
|
|
|
|
|
Artículo en revista científica
|
Driving economic fluctuations in Peru: the role of the terms of trade
|
Rodríguez G.
|
2018
|
10.1007/s00181-017-1318-2
|
Empirical Economics
|
|
Q2
|
|
Artículo en revista científica
|
An empirical application of a stochastic volatility model with GH skew Students t-distribution to the volatility of Latin-American stock returns
|
Lengua Lafosse P.
|
2018
|
10.1016/J.QREF.2018.01.002
|
Quarterly Review of Economics and Finance
|
|
Q2
|
|
Artículo en revista científica
|
The New Keynesian framework for a small open economy with structural breaks: Empirical evidence from Peru
|
Bazán-Palomino W.
|
2018
|
10.1016/j.strueco.2018.03.004
|
Structural Change and Economic Dynamics
|
|
Q2
|
|
Artículo en revista científica
|
Stochastic Volatility in the Peruvian Stock Market and Exchange Rate Returns: A Bayesian Approximation
|
Alanya W.
|
2018
|
10.1177/0972652718800560
|
Journal of Emerging Market Finance
|
|
Q4
|
|
Artículo en revista científica
|
Modelling the volatility of commodities prices using a stochastic volatility model with random level shifts
|
Alvaro D.
|
2017
|
10.1007/s10290-016-0271-z
|
Review of World Economics
|
|
Q1
|
|
Artículo en revista científica
|
Modeling Latin-American stock and Forex markets volatility: Empirical application of a model with random level shifts and genuine long memory
|
Rodríguez G.
|
2017
|
10.1016/j.najef.2017.07.016
|
North American Journal of Economics and Finance
|
|
Q2
|
|
Artículo en revista científica
|
Selecting the lag length for the M <sup>GLS</sup> unit root tests with structural change: A warning note for practitioners based on simulations
|
Quineche R.
|
2017
|
10.3390/ECONOMETRICS5020017
|
Econometrics
|
|
2017: No disponible**, 2020: Q2
|
|
Artículo en revista científica
|
Selecting between autoregressive conditional heteroskedasticity models: An empirical application to the volatility of stock returns in Peru
|
Rodriguez G.
|
2017
|
10.4067/S0718-88702017000100069
|
Revista de Analisis Economico
|
|
Q4
|
|
Artículo en revista científica
|
Extreme value theory: An application to the Peruvian stock market returns
|
Rodríguez G.
|
2017
|
|
Revista de Metodos Cuantitativos para la Economia y la Empresa
|
|
Q4
|
|
Artículo en revista científica
|
Modeling Latin-American stock markets volatility: Varying probabilities and mean reversion in a random level shift model
|
Rodríguez G.
|
2016
|
10.1016/j.rdf.2015.11.002
|
Review of Development Finance
|
|
Q2
|
|
Artículo en revista científica
|
A Comparative Note about Estimation of the Fractional Parameter under Additive Outliers
|
Rodríguez G.
|
2016
|
10.1080/03610918.2014.892322
|
Communications in Statistics Part B: Simulation and Computation
|
|
Q2
|
|
Artículo en revista científica
|
An application of a random level shifts model to the volatility of Peruvian stock and exchange rate returns
|
Ojeda Cunya J.
|
2016
|
10.1080/17520843.2015.1088880
|
Macroeconomics and Finance in Emerging Market Economies
|
|
Q4
|
|
Artículo en revista científica
|
Residuals-based tests for cointegration with generalized least-squares detrended data
|
Perron P.
|
2016
|
10.1111/ectj.12056
|
Econometrics Journal
|
|
Q1
|
|
Artículo en revista científica
|
Volatility of stock market and exchange rate returns in Peru: Long memory or short memory with level shifts?
|
Aramburu A.H.
|
2016
|
10.1504/IJMEF.2016.074579
|
International Journal of Monetary Economics and Finance
|
|
Q3
|
|
Artículo en revista científica
|
Structural breaks and labor market disparities in the Canadian provinces
|
Fallahi F.
|
2015
|
10.1108/JES-04-2013-0057
|
Journal of Economic Studies
|
|
Q1
|
|
Artículo en revista científica
|
Structural Breaks and Convergence in the Regions of Peru: 1970-2010
|
Delgado A.
|
2015
|
10.1111/rode.12146
|
Review of Development Economics
|
|
Q2
|
|
Artículo en revista científica
|
Application of a short memory model with random level shifts to the volatility of Latin American stock market returns
|
Rodríguez G.
|
2015
|
10.7764/LAJE.52.2.185
|
Latin American Journal of Economics
|
|
Q4
|
|
Artículo en revista científica
|
Trend-cycle decomposition for Peruvian GDP: Application of an alternative method
|
Guillén Á.
|
2014
|
10.1007/s40503-014-0005-3
|
Latin American Economic Review
|
|
2014: No disponible**, 2020: Q2
|
|
Artículo en revista científica
|
Link between unemployment and crime in the US: A Markov-Switching approach
|
Fallahi F.
|
2014
|
10.1016/j.ssresearch.2013.12.007
|
Social Science Research
|
|
Q1
|
|
Artículo en revista científica
|
Inflation expectations formation in the presence of policy shifts and structural breaks: An experimental analysis
|
Maertens Odria L.R.
|
2013
|
10.1016/j.socec.2013.02.001
|
|
|
S/C***
|
|
Artículo en revista científica
|
Some stylized facts of return in the foreign exchange and stock markets in Peru
|
Humala A.
|
2013
|
10.1108/10867371311325444
|
Studies in Economics and Finance
|
|
Q3
|
|
Artículo en revista científica
|
Does the exchange rate pass-through into prices change when inflation targeting is adopted? The Peruvian case study between 1994 and 2007
|
Maertens Odria L.
|
2012
|
10.1016/j.jmacro.2012.07.001
|
Journal of Macroeconomics
|
|
Q2
|
|
Artículo en revista científica
|
A factorial decomposition of inflation in Peru: an alternative measure of core inflation
|
Humala A.
|
2012
|
10.1080/13504851.2011.627207
|
Applied Economics Letters
|
|
Q3
|
|
Artículo en revista científica
|
The unemployment rate, unemployment volatility, and crime
|
Fallahi F.
|
2012
|
10.1108/03068291211224937
|
International Journal of Social Economics
|
|
Q2
|
|
Artículo en revista científica
|
Persistence of unemployment in the canadian provinces
|
Fallahi F.
|
2011
|
10.1177/0160017610383280
|
International Regional Science Review
|
|
Q2
|
|
Artículo en revista científica
|
Foreign exchange intervention and exchange rate volatility in Peru
|
Humala A.
|
2010
|
10.1080/13504850903049643
|
Applied Economics Letters
|
|
Q3
|
|
Artículo en revista científica
|
Estimating output gap, core inflation, and the nairu for peru, 1979-2007*
|
Rodriguez G.
|
2010
|
|
Applied Econometrics and International Development
|
|
Q2
|
|
Artículo en revista científica
|
Stability of central bank preferences, macroeconomic shocks, and efficiency of the monetary policy: Empirical evidence for Canada
|
Rodríguez G.
|
2008
|
10.1080/13504850600706420
|
Applied Economics Letters
|
|
Q3
|
|
Artículo en revista científica
|
Why U.S. money does not cause U.S. output, but does cause Hong Kong output
|
Rodríguez G.
|
2007
|
10.1016/j.jimonfin.2007.06.001
|
Journal of International Money and Finance
|
|
Q1
|
|
Artículo en revista científica
|
The role of permanent and transitory components in the fluctuations of Latin-American real exchange rates
|
Rodríguez G.
|
2007
|
10.1080/00036840600722349
|
Applied Economics
|
|
Q2
|
|
Artículo en revista científica
|
Finite sample behaviour of the level shift model using quasi-differenced data
|
Rodríguez G.
|
2007
|
10.1080/10629360600817397
|
Journal of Statistical Computation and Simulation
|
|
Q2
|
|
Artículo en revista científica
|
The role of the interprovincial transfers in the β-convergence process: Further empirical evidence for Canada
|
Rodríguez G.
|
2006
|
10.1108/01443580610639875
|
Journal of Economic Studies
|
|
Q2
|
|
Artículo en revista científica
|
Unit root tests and structural change when the initial observation is drawn from its unconditional distribution
|
Liu H.
|
2006
|
10.1111/j.1368-423X.2006.00183.x
|
Econometrics Journal
|
|
2006: No disponible**, 2020: Q1
|
|
Article
|
Indirect patent citations
|
Atallah, Gamal
|
2006
|
10.1556/Scient.67.2006.3.7
|
SCIENTOMETRICS
|
|
Q1
|
|
Artículo en revista científica
|
Human activities and global warming: A cointegration analysis
|
Liu H.
|
2005
|
10.1016/j.envsoft.2004.03.017
|
Environmental Modelling and Software
|
|
Q1
|
|
Artículo en revista científica
|
Modeling nonlinearities and asymmetries in quarterly revenues of the US telecommunications industry
|
Rodríguez G.
|
2005
|
10.1016/j.strueco.2004.03.001
|
Structural Change and Economic Dynamics
|
|
Q3
|
|
Artículo en revista científica
|
Finite sample effects of additive outliers on the Granger-causality test with an application to money growth and inflation in Peru
|
Baldé T.A.
|
2005
|
10.1080/13504850500372992
|
Applied Economics Letters
|
|
Q3
|
|
Artículo en revista científica
|
The Economic Impact of Professional Teams on Monthly Hotel Occupancy Rates of Canadian Cities: A Box-Jenkins Approach
|
Lavoie M.
|
2005
|
10.1177/1527002504268614
|
Journal of Sports Economics
|
|
Q1
|
|
Artículo en revista científica
|
An empirical note about additive outliers and nostationarity in Latin-American inflation series
|
Rodríguez G.
|
2004
|
10.1007/s00181-003-0172-6
|
Empirical Economics
|
|
Q1
|
|
Artículo en revista científica
|
Similitudes and discrepancies in post-Keynesian and Marxist theories of investment: A theoretical and empirical investigation
|
Lavoie M.
|
2004
|
10.1080/0269217042000186697
|
International Review of Applied Economics
|
|
Q3
|
|
Artículo en revista científica
|
GLS detrending, efficient unit root tests and structural change
|
Perron P.
|
2003
|
10.1016/S0304-4076(03)00090-3
|
Journal of Econometrics
|
|
Q1
|
|
Artículo en revista científica
|
Analysing the effects of labour standards on US export performance. A time series approach with structural change
|
Rodríguez G.
|
2003
|
10.1080/0003684032000079161
|
Applied Economics
|
|
Q3
|
|
Artículo en revista científica
|
Searching for additive outliers in nonstationary time series
|
Perron P.
|
2003
|
10.1111/1467-9892.00303
|
Journal of Time Series Analysis
|
|
Q1
|