IDEAS home Printed from https://ideas.repec.org/f/pro411.html
   My authors  Follow this author

Gabriel Rodríguez

Personal Details

First Name:Gabriel
Middle Name:
Last Name:Rodríguez
Suffix:
RePEc Short-ID:pro411
Pontificia Universidad Católica del Perú Department of Economics Av. Universitaria 1801 Lima 32 Lima - Perú Telephone: +511 626 2000 - 4998 Fax: +511 626 2874 E-Mail: gabriel.rodriguez@pucp.edu.pe
+511-626-200 (4998)

Affiliation

Departamento de Economía
Pontificia Universidad Católica del Perú

Lima, Peru
http://departamento.pucp.edu.pe/economia/

: 626-2000 ext. 4950
626-2874
Av. Universitaria 1801, San Miguel, Lima 32
RePEc:edi:depucpe (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters Books

Working papers

  1. Miguel Ataurima Arellano & Erika Collantes & Gabriel Rodriguez y Miguel, 2017. "Empirical Modeling of Latin American Stock and Forex Markets Returns and Volatility using Markov-Switching GARCH Models," Documentos de Trabajo / Working Papers 2017-436, Departamento de Economía - Pontificia Universidad Católica del Perú.
  2. Alejandra Olivares Rios & Gabriel Rodriguez & Miguel Ataurima Arellano, 2017. "Estimation of the Sovereign Yield Curve of Peru: The Role of Macroeconomic and Latent Factors," Documentos de Trabajo / Working Papers 2017-435, Departamento de Economía - Pontificia Universidad Católica del Perú.
  3. Gabriel Rodriguez & Willy Alanya, 2016. " Asymmetries in Volatility: An Empirical Study for the Peruvian Stock and Forex Market [Asimetrías en volatilidad: Un estudio empírico para los mercados bursátil y cambiario del Perú]," Documentos de Trabajo / Working Papers 2016-413, Departamento de Economía - Pontificia Universidad Católica del Perú.
  4. Gabriel Rodríguez & Dennis Alvaro & Ángel Guillén, 2016. " Modelling the Volatility of Commodities Prices using a Stochastic Volatility Model with Random Level Shifts [Modelando la volatilidad de los precios de los commodities utilizando un modelo de volatil," Documentos de Trabajo / Working Papers 2016-414, Departamento de Economía - Pontificia Universidad Católica del Perú.
  5. Gabriel Rodríguez, 2016. " Modeling Latin-American Stock and Forex Markets Volatility: Empirical Application of a Model with Random Level Shifts and Genuine Long Memory [Modelando la volatilidad de los mercados bursátiles y ca," Documentos de Trabajo / Working Papers 2016-416, Departamento de Economía - Pontificia Universidad Católica del Perú.
  6. Gabriel Rodríguez & José Carlos Gonzáles Tanaka, 2016. " An Empirical Application of a Random Level Shifts Model with Time-Varying Probability and Mean Reversion to the Volatility of Latin-American Forex Markets Returns [Una aplicación empírica de un model," Documentos de Trabajo / Working Papers 2016-415, Departamento de Economía - Pontificia Universidad Católica del Perú.
  7. Ricardo Quineche & Gabriel Rodríguez, 2015. "Data-Dependent Methods for the Lag Length Selection in Unit Root Tests with Structural Change," Documentos de Trabajo / Working Papers 2015-404, Departamento de Economía - Pontificia Universidad Católica del Perú.
  8. Patricia Lengua & Cristian Bayes & Gabriel Rodríguez, 2015. " A Stochastic Volatility Model with GH Skew Student’s t-Distribution: Application to Latin-American Stock Returns," Documentos de Trabajo / Working Papers 2015-405, Departamento de Economía - Pontificia Universidad Católica del Perú.
  9. Paul Bedon Garcia & Gabriel Rodriguez, 2015. "Univariate Autoregressive Conditional Heteroskedasticity Models: An Application to the Peruvian Stock Market Returns," Documentos de Trabajo / Working Papers 2015-400, Departamento de Economía - Pontificia Universidad Católica del Perú.
  10. Gabriel Rodríguez, 2015. "Modeling Latin-American Stock Markets Volatility: Varying Probabilities and Mean Reversion in a Random Level Shifts Model," Documentos de Trabajo / Working Papers 2015-403, Departamento de Economía - Pontificia Universidad Católica del Perú.
  11. Walter Bazan-Palomino & Gabriel Rodriguez, 2014. " The New Keynesian Framework for a Small Open Economy with Structural Breaks: Empirical Evidence from Peru," Documentos de Trabajo / Working Papers 2014-384, Departamento de Economía - Pontificia Universidad Católica del Perú.
  12. Augusto Delgado & Gabriel Rodríguez, 2014. " Convergencia en las Regiones del Perú: ¿Inclusión o Exclusión en el Crecimiento de la Economía Peruana (1970-2010)?," Documentos de Trabajo / Working Papers 2014-390, Departamento de Economía - Pontificia Universidad Católica del Perú.
  13. Gabriel Rodriguez & Roxana Tramontana, 2014. " An Application of a Short Memory Model With Random Level Shifts to the Volatility of Latin American Stock Market Returns," Documentos de Trabajo / Working Papers 2014-385, Departamento de Economía - Pontificia Universidad Católica del Perú.
  14. Gabriel Rodriguez & Pierina Villanueva, 2014. " Driving Economic Fluctuations in Peru: The Role of the Terms of Trade," Documentos de Trabajo / Working Papers 2014-389, Departamento de Economía - Pontificia Universidad Católica del Perú.
  15. Willy Alanya & Gabriel Rodríguez, 2014. " Stochastic Volatility in Peruvian Stock Market and Exchange Rate Returns: a Bayesian Approximation," Documentos de Trabajo / Working Papers 2014-392, Departamento de Economía - Pontificia Universidad Católica del Perú.
  16. Renzo Pardo Figueroa & Gabriel Rodríguez, 2014. " Distinguishing between True and Spurious Long Memory in the Volatility of Stock Market Returns in Latin America," Documentos de Trabajo / Working Papers 2014-395, Departamento de Economía - Pontificia Universidad Católica del Perú.
  17. Andres Herrera & Gabriel Rodríguez, 2014. " Volatility of Stock Market and Exchange Rate Returns in Peru: Long Memory or Short Memory with Level Shifts?," Documentos de Trabajo / Working Papers 2014-393, Departamento de Economía - Pontificia Universidad Católica del Perú.
  18. Junior Ojeda & Gabriel Rodriguez, 2014. " An Application of a Random Level Shifts Model to the Volatility of Peruvian Stock and Exchange Rates Returns," Documentos de Trabajo / Working Papers 2014-383, Departamento de Economía - Pontificia Universidad Católica del Perú.
  19. Alfredo Calderon Vela & Gabriel Rodríguez, 2014. " Extreme Value Theory: An Application to the Peruvian Stock Market Returns," Documentos de Trabajo / Working Papers 2014-394, Departamento de Economía - Pontificia Universidad Católica del Perú.
  20. Augusto Delgado & Gabriel Rodríguez, 2013. "Growth of the Peruvian Economy and Convergence in the Regions of Peru: 1970-2010," Documentos de Trabajo / Working Papers 2013-365, Departamento de Economía - Pontificia Universidad Católica del Perú.
  21. Gabriel Rodriguez, 2013. "A Comparative Note About Estimation of the Fractional Parameter under Additive Outliers," Documentos de Trabajo / Working Papers 2013-356, Departamento de Economía - Pontificia Universidad Católica del Perú.
  22. Gabriel Rodriguez & Dionisio Ramirez, 2013. "A comparison between Tau-d and the procedure TRAMO-SEATS is also included," Documentos de Trabajo / Working Papers 2013-355, Departamento de Economía - Pontificia Universidad Católica del Perú.
  23. Dionisio Ramirez & Gabriel Rodríguez, 2013. "Do Labor Reforms in Spain have an Effect on the Equilibrium Unemployment Rate?," Documentos de Trabajo / Working Papers 2013-367, Departamento de Economía - Pontificia Universidad Católica del Perú.
  24. Gabriel Rodriguez & Dionisio Ramirez, 2013. "A Note on the Size of the ADF Test with Additive Outliers and Fractional Errors. A Reapraisal about the (Non) Stationarity of the Latin-American Inflation Series," Documentos de Trabajo / Working Papers 2013-357, Departamento de Economía - Pontificia Universidad Católica del Perú.
  25. Gabriel Rodriguez & Pierre Perron, 2013. "Single-equation tests for Cointegration with GLS Detrended Data," Boston University - Department of Economics - Working Papers Series 2013-016, Boston University - Department of Economics.
  26. Ángel Guillén & Gabriel Rodríguez, 2013. "Trend-cycle decomposition for Peruvian GDP: Application of an alternative method," Documentos de Trabajo / Working Papers 2013-368, Departamento de Economía - Pontificia Universidad Católica del Perú.
  27. Pierre Perron & Gabriel Rodriguez, 2012. "Residual test for cointegration with GLS detrended data," Documentos de Trabajo / Working Papers 2012-327, Departamento de Economía - Pontificia Universidad Católica del Perú.
  28. Edgar Ventura & Gabriel Rodríguez, 2012. "Explaining The Determinants Of The Frequency Of Exchange Rate Interventions In Peru Using Count Models," Documentos de Trabajo / Working Papers 2012-340, Departamento de Economía - Pontificia Universidad Católica del Perú.
  29. José Rodriguez & Gabriel Rodriguez, 2012. "Explaining the Transition Probabilities in the Peruvian Labor Market," Documentos de Trabajo / Working Papers 2012-334, Departamento de Economía - Pontificia Universidad Católica del Perú.
  30. Luis Ricardo Maertens & Gabriel Rodríguez, 2012. "Inflation Expectations Formation In The Presence Of Policy Shifts And Structural Breaks: An Experimental Analysis," Documentos de Trabajo / Working Papers 2012-339, Departamento de Economía - Pontificia Universidad Católica del Perú.
  31. Juan Carlos Aquino & Gabriel Rodríguez, 2011. "Understanding The Functional Central Limit Theorems With Some Applications To Unit Root Testing With Structural Change," Documentos de Trabajo / Working Papers 2011-319, Departamento de Economía - Pontificia Universidad Católica del Perú.
  32. Alberto Humala & Gabriel Rodríguez, 2011. "A Factorial Decomposition Of Inflation In Peru, An Alternative Measure Of Core Inflation," Documentos de Trabajo / Working Papers 2011-315, Departamento de Economía - Pontificia Universidad Católica del Perú.
  33. Firouz Fallahi & Gabriel Rodríguez, 2011. "Convergence In The Canadian Provinces: Evidence Using Unemployment Rates," Documentos de Trabajo / Working Papers 2011-322, Departamento de Economía - Pontificia Universidad Católica del Perú.
  34. Paul Castillo & Luis Maertens Odria & Gabriel Rodríguez, 2011. "Does The Exchange Rate Pass-Through Into Prices Change When Inflation Targeting Is Adopted? The Peruvian Case Study Between 1994 And 2007," Documentos de Trabajo / Working Papers 2011-314, Departamento de Economía - Pontificia Universidad Católica del Perú.
  35. Gabriel Rodríguez & Alfredo Vargas, 2011. "Impacto de Expectativas Políticas en los Retornos del Indice General de la Bolsa de Valores de Lima," Documentos de Trabajo / Working Papers 2011-323, Departamento de Economía - Pontificia Universidad Católica del Perú.
  36. Firouz Fallahi & Gabriel Rodríguez, 2010. "Persistence of unemployment in the canadian provinces," Documentos de Trabajo / Working Papers 2010-286, Departamento de Economía - Pontificia Universidad Católica del Perú.
  37. Firouz Fallahi & Gabriel Rodríguez, 2010. "Is there a link between unemployment and criminality in the us economy? Further evidence," Documentos de Trabajo / Working Papers 2010-285, Departamento de Economía - Pontificia Universidad Católica del Perú.
  38. Guillermo Lavanda & Gabriel Rodriguez, 2010. "Descomposición Histórica de la Inflación en Perú. Distinguiendo entre choques de demanda y choques de oferta," Documentos de Trabajo / Working Papers 2010-302, Departamento de Economía - Pontificia Universidad Católica del Perú.
  39. Gabriel Rodríguez, 2010. "Application of three non-linear econometric approaches to identify business cycles in Peru," Documentos de Trabajo / Working Papers 2010-284, Departamento de Economía - Pontificia Universidad Católica del Perú.
  40. Humala, Alberto & Rodriguez, Gabriel, 2010. "Some stylized facts of returns in the foreign exchange and stock markets in Peru," Working Papers 2010-017, Banco Central de Reserva del Perú.
  41. Ramírez Carrera, Dionisio & Rodríguez, Gabriel, 2009. "Have European Unemployment Rates Converged?," Working Papers 2009-007, Banco Central de Reserva del Perú.
  42. Rodríguez, Gabriel, 2009. "Estimating Output Gap, Core Inflation, and the NAIRU for Peru," Working Papers 2009-011, Banco Central de Reserva del Perú.
  43. Humala, Alberto & Rodríguez, Gabriel, 2009. "Estimation of a Time Varying Natural Interest Rate for Peru," Working Papers 2009-009, Banco Central de Reserva del Perú.
  44. Humala, Alberto & Rodríguez, Gabriel, 2009. "Foreign Exchange Intervention and Exchange Rate Volatility in Peru," Working Papers 2009-008, Banco Central de Reserva del Perú.
  45. Rodríguez, Gabriel, 2009. "Using A Forward-Looking Phillips Curve to Estimate the Output Gap in Peru," Working Papers 2009-010, Banco Central de Reserva del Perú.
  46. Firouz Fallahi & Gabriel Rodríguez, 2007. "Using Markov-Switching Models to Identify the Link between Unemployment and Criminality," Working Papers 0701E, University of Ottawa, Department of Economics.
  47. Rodriguez Gabriel, 2007. "Efficiency of the Monetary Policy and Stability of Central Bank Preferences. Empirical Evidence for Peru," Working Papers 2007-008, Banco Central de Reserva del Perú.
  48. Rodriguez Gabriel, 2007. "Application of Three Alternative Approaches to Identify Business Cycles in Peru," Working Papers 2007-007, Banco Central de Reserva del Perú.
  49. Hui Liu & Gabriel Rodriguez, 2006. "Unit Root Tests and Structural Change when the Initial Observation is Drawn from its unconditional Distribution," Working Papers 0602E, University of Ottawa, Department of Economics.
  50. Gabriel Rodriguez, 2006. "Finite Sample Behaviour of the Level Shift Model using Quasi-Differenced Data," Working Papers 0604E, University of Ottawa, Department of Economics.
  51. Gabriel Rodriguez, 2006. "Stability of Central Bank Preferences, Macroeconomic Shocks, and Efficiency of the Monetary Policy. Empirical Evidence for Canada," Working Papers 0603E, University of Ottawa, Department of Economics.
  52. Liu, Hui & Rodríguez, Gabriel, 2005. "Human activities and global warming: a cointegration analysis," MPRA Paper 9939, University Library of Munich, Germany.
  53. Gabriel Rodriguez, 2003. "Identifying Canadian Regional Business Cycles using the Friedmand Plucking Model," Working Papers 0309E, University of Ottawa, Department of Economics.
  54. Gabriel Rodriguez, 2003. "The Role of the Interprovincial Transfers in the B-Convergence Process. Further Empirical Evidence for CanadaAbstract: Based on the approach of Timljonavich and Vogelsang (2002), I present empirical e," Working Papers 0305E, University of Ottawa, Department of Economics.
  55. Emir Emiray & Gabriel Rodriguez, 2003. "Evaluating Time Series Models in Short and Long-Term Forecasting of Canadian Air Passenger Data," Working Papers 0306E, University of Ottawa, Department of Economics.
  56. Gamal Atallah & Gabriel Rodriguez, 2003. "Indirect Patent Citations," Working Papers 0302E, University of Ottawa, Department of Economics.
  57. Gabriel Rodriguez, 2003. "Are Canadian Regional Business Cycles All Alike?," Working Papers 0310E, University of Ottawa, Department of Economics.
  58. Indira Romero & Gabriel Rodriguez, 2003. "Identifying Permanent and Transitory Components in Latin-American Real Exchange Rates," Working Papers 0308E, University of Ottawa, Department of Economics.
  59. Gabriel Rodriguez & Nicholas Rowe, 2002. "Why U.S. Money does not Cause U.S. Output, but does Cause Hong Kong Output," Working Papers 0201E, University of Ottawa, Department of Economics.
  60. Gabriel Rodriguez & Yiagadeesen Samy, 2001. "Analyzing the Effects of Labor Standards on U.S. Export Performance: A Time Series Approach With Structural Change," Working Papers 0108E, University of Ottawa, Department of Economics.
  61. Gabriel Rodriguez, 2001. "Estimation of the Taylor Rule for Canada Under Multiple Structural Changes," Working Papers 0107E, University of Ottawa, Department of Economics.
  62. Perron, P. & Rodriguez, G., 2000. "Seraching for Additive Outliers in Nonstationary Time Series," Working Papers 0005e, University of Ottawa, Department of Economics.
  63. Perron, P. & Rodriguez, G., 2000. "Residual Based Tests for Cointegration with GLS Detrended Data," Working Papers 0004e, University of Ottawa, Department of Economics.
  64. PERRON, Pierre & RODRIGUEZ, Gabriel, 1998. "GLS Detrending, Efficient Unit Root Tests and Structural Change," Cahiers de recherche 9809, Universite de Montreal, Departement de sciences economiques.

Articles

  1. Ricardo Quineche & Gabriel Rodríguez, 2017. "Selecting the Lag Length for the M GLS Unit Root Tests with Structural Change: A Warning Note for Practitioners Based on Simulations," Econometrics, MDPI, Open Access Journal, vol. 5(2), pages 1-10, April.
  2. Rodríguez, Gabriel, 2017. "Extreme Value Theory: An Application to the Peruvian Stock Market Returns || Teoría de valores extremos: una aplicación a los retornos bursátiles peruanos," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, vol. 23(1), pages 48-74, Junio.
  3. Rodríguez, Gabriel, 2017. "Modeling Latin-American stock and Forex markets volatility: Empirical application of a model with random level shifts and genuine long memory," The North American Journal of Economics and Finance, Elsevier, vol. 42(C), pages 393-420.
  4. Dennis Alvaro & Ángel Guillén & Gabriel Rodríguez, 2017. "Modelling the volatility of commodities prices using a stochastic volatility model with random level shifts," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 153(1), pages 71-103, February.
  5. Junior A. Ojeda Cunya & Gabriel Rodríguez, 2016. "An application of a random level shifts model to the volatility of Peruvian stock and exchange rate returns," Macroeconomics and Finance in Emerging Market Economies, Taylor & Francis Journals, vol. 9(1), pages 34-55, March.
  6. Pierre Perron & Gabriel Rodríguez, 2016. "Residuals‐based tests for cointegration with generalized least‐squares detrended data," Econometrics Journal, Royal Economic Society, vol. 19(1), pages 84-111, February.
  7. Firouz Fallahi & Gabriel Rodríguez, 2015. "Structural breaks and labor market disparities in the Canadian provinces," Journal of Economic Studies, Emerald Group Publishing, vol. 42(2), pages 322-342, May.
  8. Augusto Delgado & Gabriel Rodríguez, 2015. "Structural Breaks and Convergence in the Regions of Peru: 1970–2010," Review of Development Economics, Wiley Blackwell, vol. 19(2), pages 346-357, May.
  9. Gabriel Rodríguez & Roxana Tramontana Tocto, 2015. "Application of a Short Memory Model With Random Level Shifts to the Volatility of Latin American Stock Market Returns," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 52(2), pages 185-211, November.
  10. Edgar Ventura Neyra & Gabriel Rodríguez, 2015. "Explaining the Determinants of the Frequency of Exchange Rate Interventions in Peru Using Count Models," Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot GmbH, Berlin, vol. 61(3), pages 261-292.
  11. Ángel Guillén & Gabriel Rodríguez, 2014. "Trend-cycle decomposition for Peruvian GDP: application of an alternative method," Latin American Economic Review, Springer;Centro de Investigaciòn y Docencia Económica (CIDE), vol. 23(1), pages 1-44, December.
  12. Dionisio Ramirez & Gabriel Rodr¨ªguez, 2014. "Do Labor Reforms in Spain Have an Effect on the Equilibrium Unemployment Rate?," International Journal of Social Science Studies, Redfame publishing, vol. 2(1), pages 105-120, January.
  13. Gabriel Rodriguez & Dionisio Ramirez, 2014. "A Note on the Size of the ADF Test with Additive Outliers and Fractional Errors. A Reappraisal about the (Non)Stationarity of the Latin-American Inflation Series," Revista Economía, Fondo Editorial - Pontificia Universidad Católica del Perú, vol. 37(73), pages 113-132.
  14. Maertens Odria, Luís Ricardo & Rodríguez, Gabriel, 2013. "Inflation expectations formation in the presence of policy shifts and structural breaks: An experimental analysis," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 44(C), pages 59-67.
  15. Juan Carlos Aquino & Gabriel Rodríguez, 2013. "Understanding the functional central limit theorems with some applications to unit root testing with structural change," Revista Economía, Fondo Editorial - Pontificia Universidad Católica del Perú, vol. 36(71), pages 107-149.
  16. Alberto Humala & Gabriel Rodriguez, 2013. "Some stylized facts of return in the foreign exchange and stock markets in Peru," Studies in Economics and Finance, Emerald Group Publishing, vol. 30(2), pages 139-158, May.
  17. Pierre Perron & Gabriel Rodríguez, 2012. "GLS para eliminar los componentes determinísticos, estadísticos de raíz unitaria eficientes y cambio estructural," Revista Economía, Fondo Editorial - Pontificia Universidad Católica del Perú, vol. 35(69), pages 174-203.
  18. Firouz Fallahi & Hamed Pourtaghi & Gabriel Rodríguez, 2012. "The unemployment rate, unemployment volatility, and crime," International Journal of Social Economics, Emerald Group Publishing, vol. 39(6), pages 440-448, May.
  19. Alberto Humala & Gabriel Rodríguez, 2012. "A factorial decomposition of inflation in Peru: an alternative measure of core inflation," Applied Economics Letters, Taylor & Francis Journals, vol. 19(14), pages 1331-1334, September.
  20. Maertens Odria, Luís Ricardo & Castillo, Paul & Rodriguez, Gabriel, 2012. "Does the exchange rate pass-through into prices change when inflation targeting is adopted? The Peruvian case study between 1994 and 2007," Journal of Macroeconomics, Elsevier, vol. 34(4), pages 1154-1166.
  21. Gabriel Rodríguez & Alfredo Vargas, 2012. "Impacto de expectativas políticas en los retornos del Índice General de la Bolsa de Valores de Lima," Revista Economía, Fondo Editorial - Pontificia Universidad Católica del Perú, vol. 35(70), pages 190-223.
  22. Firouz Fallahi & Gabriel Rodríguez, 2011. "Persistence of Unemployment in the Canadian Provinces," International Regional Science Review, , vol. 34(4), pages 438-458, October.
  23. Humala, Alberto & Rodríguez, Gabriel & Herrera, Andrés, 2011. "Volatilidad financiera y rentabilidades cambiarias y bursátiles en el Perú," Revista Moneda, Banco Central de Reserva del Perú, issue 147, pages 24-27.
  24. Guillermo Lavanda & Gabriel Rodríguez, 2011. "Descomposición histórica de la inflación en Perú. Distinguiendo entre choques de demanda y choques de oferta," Revista Economía, Fondo Editorial - Pontificia Universidad Católica del Perú, vol. 34(67), pages 126-162.
  25. Gabriel RODRIGUEZ, 2010. "Estimating Output Gap, Core Inflation, And The Nairu For Peru, 1979-2007," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 10(1).
  26. Rodríguez, Gabriel, 2010. "Using A Forward-Looking Phillips Curve to Estimate the Output Gap in Peru," Review of Applied Economics, Lincoln University, Department of Financial and Business Systems, vol. 0(Number 1-), pages 1-13, April.
  27. Gabriel Rodríguez, 2010. "Application of Three Non-Linear Econometric Approaches to Identify Business Cycles in Peru," OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, vol. 2010(2), pages 1-25.
  28. Alberto Humala & Gabriel Rodriguez, 2010. "Foreign exchange intervention and exchange rate volatility in Peru," Applied Economics Letters, Taylor & Francis Journals, vol. 17(15), pages 1485-1491.
  29. Alberto Humala & Gabriel Rodríguez, 2009. "Intervención en el mercado cambiario y volatilidad del tipo de cambio en el Perú," Monetaria, Centro de Estudios Monetarios Latinoamericanos, vol. 0(1), pages 47-61, enero-mar.
  30. Rodríguez,Gabriel, 2008. "Eficiencia de la política monetaria y la estabilidad de las preferencias del Banco Central. Evidencia empírica para el Perú," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 15, pages 9-20.
  31. Rodriguez, Gabriel & Rowe, Nicholas, 2007. "Why U.S. money does not cause U.S. output, but does cause Hong Kong output," Journal of International Money and Finance, Elsevier, vol. 26(7), pages 1174-1186, November.
  32. Gabriel Rodriguez & Indira Romero, 2007. "The role of permanent and transitory components in the fluctuations of Latin-American real exchange rates," Applied Economics, Taylor & Francis Journals, vol. 39(21), pages 2713-2722.
  33. G. Rodriguez, 2007. "On the value of information in the presence of moral hazard," Review of Economic Design, Springer;Society for Economic Design, vol. 10(4), pages 341-361, March.
  34. Gamal Atallah & Gabriel Rodríguez, 2006. "Indirect patent citations," Scientometrics, Springer;Akadémiai Kiadó, vol. 67(3), pages 437-465, June.
  35. Hui Liu & Gabriel Rodríguez, 2006. "Unit root tests and structural change when the initial observation is drawn from its unconditional distribution," Econometrics Journal, Royal Economic Society, vol. 9(2), pages 225-251, July.
  36. Thierno Balde & Gabriel Rodriguez, 2005. "Finite sample effects of additive outliers on the Granger-causality test with an application to money growth and inflation in Peru," Applied Economics Letters, Taylor & Francis Journals, vol. 12(13), pages 841-844.
  37. Rodriguez, Gabriel & Sloboda, Michael J., 2005. "Modeling nonlinearities and asymmetries in quarterly revenues of the US telecommunications industry," Structural Change and Economic Dynamics, Elsevier, vol. 16(1), pages 137-158, March.
  38. Gabriel Rodríguez, 2004. "An empirical note about additive outliers and nonstationarity in Latin-American inflation series," Empirical Economics, Springer, vol. 29(2), pages 361-372, May.
  39. Marc Lavoie & Gabriel Rodriguez & Mario Seccareccia, 2004. "Similitudes and Discrepancies in Post-Keynesian and Marxist Theories of Investment: A Theoretical and Empirical Investigation," International Review of Applied Economics, Taylor & Francis Journals, vol. 18(2), pages 127-149.
  40. Perron, Pierre & Rodriguez, Gabriel, 2003. "GLS detrending, efficient unit root tests and structural change," Journal of Econometrics, Elsevier, vol. 115(1), pages 1-27, July.
  41. Gabriel Rodriguez & Yiagadeesen Samy, 2003. "Analysing the effects of labour standards on US export performance. A time series approach with structural change," Applied Economics, Taylor & Francis Journals, vol. 35(9), pages 1043-1051.
  42. Pierre Perron & Gabriel RodrÌguez, 2003. "Searching For Additive Outliers In Nonstationary Time Series," Journal of Time Series Analysis, Wiley Blackwell, vol. 24(2), pages 193-220, March.
  43. Gabriel H. Rodríguez, 1993. "Demanda de dinero y estacionalidad en el mercado monetario," Revista Economía, Fondo Editorial - Pontificia Universidad Católica del Perú, issue 32, pages 141-157.

Chapters

  1. José Rodríguez & Gabriel Rodríguez, 2012. "Movilidad en los mercados laborales del Perú: 2007-2011," Capítulos de Libros PUCP / Chapters of PUCP books,in: Cecilia Garavito & Ismael Muñoz (ed.), EMPLEO Y PROTECCIÓN SOCIAL, edition 1, chapter 7, pages 239-269 Fondo Editorial - Pontificia Universidad Católica del Perú.
  2. Gabriel Rodríguez, 2009. "Una nota empírica sobre outliers aditivos y no estacionariedad en series de inflación en América Latina," Capítulos de Libros PUCP / Chapters of PUCP books,in: Efraín Gonzales de Olarte & Javier M. Iguiñiz Echeverría (ed.), Desarrollo económico y bienestar. Homenaje a Máximo Vega-Centeno, edition 1, chapter 4, pages 109-124 Fondo Editorial - Pontificia Universidad Católica del Perú.

Books

  1. Gabriel Rodriguez & Dionisio Ramirez, 2011. "Comportamiento de las Tasas de desempleo regionales en España," Libros no PUCP / Books other publishers, Otras editoriales / Other publishers, edition 1, number otr-2011-01.
  2. Gabriel Rodriguez, 1993. "Consumo de Alimentos en Sectores Populares," Libros no PUCP / Books other publishers, Otras editoriales / Other publishers, edition 1, number otr-1993-02.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Rankings

This author is among the top 5% authors according to these criteria:
  1. Average Rank Score
  2. Number of Works
  3. Number of Distinct Works
  4. Number of Distinct Works, Weighted by Number of Authors
  5. Number of Citations
  6. Number of Citations, Discounted by Citation Age
  7. Number of Citations, Weighted by Simple Impact Factor
  8. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  9. Number of Citations, Weighted by Recursive Impact Factor
  10. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  11. Number of Citations, Weighted by Number of Authors
  12. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
  13. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
  14. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  15. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  16. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  17. Number of Registered Citing Authors
  18. Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
  19. Number of Journal Pages
  20. Number of Journal Pages, Weighted by Number of Authors
  21. Number of Downloads through RePEc Services over the past 12 months
  22. Number of Abstract Views in RePEc Services over the past 12 months, Weighted by Number of Authors
  23. Number of Downloads through RePEc Services over the past 12 months, Weighted by Number of Authors
  24. Euclidian citation score
  25. Breadth of citations across fields

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 41 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ETS: Econometric Time Series (8) 2011-08-15 2012-07-23 2013-08-10 2013-08-10 2013-08-10 2015-10-04 2015-10-17 2016-08-28. Author is listed
  2. NEP-ECM: Econometrics (7) 2011-08-15 2012-07-23 2013-08-10 2013-08-10 2013-08-10 2015-10-04 2016-08-28. Author is listed
  3. NEP-MAC: Macroeconomics (7) 2007-10-06 2007-10-06 2009-08-16 2009-08-16 2009-08-16 2011-08-15 2015-01-03. Author is listed
  4. NEP-LAM: Central & South America (6) 2012-10-13 2013-08-10 2013-08-10 2015-01-14 2015-10-04 2015-10-04. Author is listed
  5. NEP-MON: Monetary Economics (6) 2007-10-06 2009-08-16 2009-08-16 2011-08-15 2011-08-15 2015-01-03. Author is listed
  6. NEP-FMK: Financial Markets (5) 2011-10-09 2015-01-14 2015-04-19 2015-10-04 2015-10-17. Author is listed
  7. NEP-CBA: Central Banking (4) 2007-10-06 2010-12-23 2011-08-15 2011-08-15
  8. NEP-IFN: International Finance (4) 2002-02-15 2009-08-16 2011-08-15 2011-10-09
  9. NEP-FOR: Forecasting (3) 2014-12-29 2015-01-14 2015-10-17
  10. NEP-LAB: Labour Economics (3) 2009-08-16 2010-07-24 2011-08-22
  11. NEP-ORE: Operations Research (2) 2015-02-22 2016-08-28
  12. NEP-RMG: Risk Management (2) 2011-01-16 2015-04-19
  13. NEP-AGE: Economics of Ageing (1) 2015-02-28
  14. NEP-EEC: European Economics (1) 2009-08-16
  15. NEP-GEO: Economic Geography (1) 2011-08-22
  16. NEP-PKE: Post Keynesian Economics (1) 2002-02-15

Corrections

All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Gabriel Rodríguez should log into the RePEc Author Service.

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.