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Gabriel Rodríguez
(Gabriel Rodriguez)

Personal Details

First Name:Gabriel
Middle Name:
Last Name:Rodriguez
Suffix:
RePEc Short-ID:pro411
[This author has chosen not to make the email address public]
Pontificia Universidad Católica del Perú Department of Economics 1801 Universitaria Avenue Lima 32 Lima, Peru Telephone: +511 626 2000 - 4998 Fax: +511 626 2874 E-Mail: gabriel.rodriguez@pucp.
+511-626-200 (4998)
Terminal Degree:2000 Département de Sciences Économiques; Université de Montréal (from RePEc Genealogy)

Affiliation

Departamento de Economía
Pontificia Universidad Católica del Perú

Lima, Peru
http://departamento.pucp.edu.pe/economia/
RePEc:edi:depucpe (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters Books

Working papers

  1. Gabriel Rodríguez & Paulo Chávez, 2022. "Time Changing Effects of External Shocks on Macroeconomic Fluctuations in Peru: Empirical Application Using Regime-Switching VAR Models with Stochastic Volatility," Documentos de Trabajo / Working Papers 2022-509, Departamento de Economía - Pontificia Universidad Católica del Perú.
  2. Gabriel Rodríguez & Renato Vassallo, 2022. "Time Evolution of External Shocks on Macroeconomic Fluctuations in Pacific Alliance Countries: Empirical Application using TVP-VAR-SV Models," Documentos de Trabajo / Working Papers 2022-508, Departamento de Economía - Pontificia Universidad Católica del Perú.
  3. Roberto Calero & Gabriel Rodríguez & Rodrigo Salcedo Cisneros, 2022. "Evolution of the Exchange Rate Pass-Throught into Prices in Peru: An Empirical Application Using TVP-VAR-SV Models," Documentos de Trabajo / Working Papers 2022-510, Departamento de Economía - Pontificia Universidad Católica del Perú.
  4. Junior A. Ojeda Cunya & Gabriel Rodríguez, 2022. "Time-Varying Effects of External Shocks on Macroeconomic Fluctuations in Peru: An Empirical Application using TVP-VAR- SV Models," Documentos de Trabajo / Working Papers 2022-507, Departamento de Economía - Pontificia Universidad Católica del Perú.
  5. Gabriel Rodríguez & Paul Castillo & Harumi Hasegawa, 2021. "Does the Central Bank of Peru Respond to Exchange Rate Movements? A Bayesian Estimation of a New Keynesian DSGE Model with FX Interventions," Documentos de Trabajo / Working Papers 2021-504, Departamento de Economía - Pontificia Universidad Católica del Perú.
  6. Hans Manner & Gabriel Rodriguez & Florian Stöckler, 2021. "A changepoint analysis of exchange rate and commodity price risks for Latin American stock markets," Graz Economics Papers 2021-14, University of Graz, Department of Economics.
  7. Carlos A. Abanto-Valle & Gabriel Rodríguez & Luis M. Castro Cepero & Hernán B. Garrafa-Aragón, 2021. "Approximate Bayesian Estimation of Stochastic Volatility in Mean Models using Hidden Markov Models: Empirical Evidence from Stock Latin American Markets," Documentos de Trabajo / Working Papers 2021-502, Departamento de Economía - Pontificia Universidad Católica del Perú.
  8. Jhonatan Portilla Goicochea & Gabriel Rodríguez, 2020. "Evolution of Monetary Policy in Peru: An Empirical Application using a Mixture Innovation TVP-VAR-SV Model," Documentos de Trabajo / Working Papers 2020-485, Departamento de Economía - Pontificia Universidad Católica del Perú.
  9. Jefferson Martínez & Gabriel Rodríguez, 2020. "Macroeconomic Effects of Loan Supply Shocks: Empirical Evidence for Peru," Documentos de Trabajo / Working Papers 2020-483, Departamento de Economía - Pontificia Universidad Católica del Perú.
  10. Jean Pierre Fernández Prada Saucedo & Gabriel Rodríguez, 2020. "Modeling the Volatility of Returns on Commodities: An Application and Empirical Comparison of GARCH and SV Models," Documentos de Trabajo / Working Papers 2020-484, Departamento de Economía - Pontificia Universidad Católica del Perú.
  11. Álvaro Jiménez & Gabriel Rodríguez, 2020. "Time-Varying Impact of Fiscal Shocks over GDP Growth in Peru: An Empirical Application using Hybrid TVP-VAR-SV Models," Documentos de Trabajo / Working Papers 2020-489, Departamento de Economía - Pontificia Universidad Católica del Perú.
  12. Carlos A. Abanto-Valle & Gabriel Rodríguez & Hernán B. Garrafa-Aragón, 2020. "Stochastic Volatility in Mean: Empirical Evidence from Stock Latin American Markets," Documentos de Trabajo / Working Papers 2020-481, Departamento de Economía - Pontificia Universidad Católica del Perú.
  13. Alexander Boca Saravia & Gabriel Rodríguez, 2019. "Presidential Approval in Peru: An Empirical Analysis Using a Fractionally Cointegrated VAR," Documentos de Trabajo / Working Papers 2019-480, Departamento de Economía - Pontificia Universidad Católica del Perú.
  14. Gabriel Rodríguez & Juan Palomino, 2019. "Peru's Regional Growth and Convergence in 1979-2017: An Empirical Spatial Panel Data Analysis," Documentos de Trabajo / Working Papers 2019-478, Departamento de Economía - Pontificia Universidad Católica del Perú.
  15. Gabriel Rodríguez & Carlos Guevara, 2018. "The Role of Loan Supply Shocks in Pacific Alliance Countries: A TVP-VAR-SV Approach," Documentos de Trabajo / Working Papers 2018-467, Departamento de Economía - Pontificia Universidad Católica del Perú.
  16. Miguel Ataurima Arellano & Erika Collantes & Gabriel Rodriguez, 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.
  17. 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.
  18. Gabriel Rodriguez & Willy Alanya, 2016. "Asymmetries in Volatility: An Empirical Study for the Peruvian Stock and Forex Markets," Documentos de Trabajo / Working Papers 2016-413, Departamento de Economía - Pontificia Universidad Católica del Perú.
  19. Gabriel Rodríguez & Dennis Alvaro & Ángel Guillén, 2016. "Modelling the Volatility of Commodities Prices using a Stochastic Volatility Model with Random Level Shifts," Documentos de Trabajo / Working Papers 2016-414, Departamento de Economía - Pontificia Universidad Católica del Perú.
  20. 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 cam," Documentos de Trabajo / Working Papers 2016-416, Departamento de Economía - Pontificia Universidad Católica del Perú.
  21. 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 modelo," Documentos de Trabajo / Working Papers 2016-415, Departamento de Economía - Pontificia Universidad Católica del Perú.
  22. Ricardo Quineche Uribe & 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.
  23. Patricia Lengua Lafosse & 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.
  24. Paul Bedón 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.
  25. 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.
  26. 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.
  27. 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.
  28. 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.
  29. 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.
  30. 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.
  31. 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.
  32. 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.
  33. 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.
  34. 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.
  35. 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.
  36. 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.
  37. 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.
  38. 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.
  39. 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.
  40. 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.
  41. 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.
  42. 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.
  43. 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.
  44. 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.
  45. 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.
  46. 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.
  47. 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.
  48. Alberto Humala & Gabriel Rodriguez, 2011. "Some Stylized Facts of Returns in the Foreign Exchange and Stock Markets in Peru," Documentos de Trabajo / Working Papers 2011-325, Departamento de Economía - Pontificia Universidad Católica del Perú.
  49. 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.
  50. 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.
  51. 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.
  52. Alberto Humala & Gabriel Rodríguez, 2011. "Estimation Of A Time Varying Natural Interest Rate For Peru," Documentos de Trabajo / Working Papers 2011-316, Departamento de Economía - Pontificia Universidad Católica del Perú.
  53. 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.
  54. 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.
  55. 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.
  56. 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.
  57. Ramírez Carrera, Dionisio & Rodríguez, Gabriel, 2009. "Have European Unemployment Rates Converged?," Working Papers 2009-007, Banco Central de Reserva del Perú.
  58. Rodríguez, Gabriel, 2009. "Estimating Output Gap, Core Inflation, and the NAIRU for Peru," Working Papers 2009-011, Banco Central de Reserva del Perú.
  59. Humala, Alberto & Rodríguez, Gabriel, 2009. "Foreign Exchange Intervention and Exchange Rate Volatility in Peru," Working Papers 2009-008, Banco Central de Reserva del Perú.
  60. 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.
  61. 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.
  62. 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.
  63. Rodriguez Gabriel, 2007. "Application of Three Alternative Approaches to Identify Business Cycles in Peru," Working Papers 2007-007, Banco Central de Reserva del Perú.
  64. 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.
  65. Gabriel Rodriguez, 2006. "Finite Sample Behaviour of the Level Shift Model using Quasi-Differenced Data," Working Papers 0604E, University of Ottawa, Department of Economics.
  66. 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.
  67. Gabriel Rodriguez, 2003. "Identifying Canadian Regional Business Cycles using the Friedmand Plucking Model," Working Papers 0309E, University of Ottawa, Department of Economics.
  68. 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.
  69. Hui Liu & Gabriel Rodriguez, 2003. "Human Activities and Global Warming: A Cointegration Analysis," Working Papers 0307E, University of Ottawa, Department of Economics.
  70. 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.
  71. Gamal Atallah & Gabriel Rodriguez, 2003. "Indirect Patent Citations," Working Papers 0302E, University of Ottawa, Department of Economics.
  72. Gabriel Rodriguez, 2003. "Are Canadian Regional Business Cycles All Alike?," Working Papers 0310E, University of Ottawa, Department of Economics.
  73. 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.
  74. 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.
  75. Gabriel Rodriguez & Nicholas Rowe, 2001. "Why U.S. Money does not Cause U.S. Output, but does Cause Hong Kong Output," Carleton Economic Papers 01-07, Carleton University, Department of Economics, revised Nov 2007.
  76. Gabriel Rodriguez, 2001. "Estimation of the Taylor Rule for Canada Under Multiple Structural Changes," Working Papers 0107E, University of Ottawa, Department of Economics.
  77. Perron, P. & Rodriguez, G., 2000. "Seraching for Additive Outliers in Nonstationary Time Series," Working Papers 0005e, University of Ottawa, Department of Economics.
  78. 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.
  79. Pierre Perron & Gabriel Rodríguez, "undated". "Residuals-based Tests for Cointegration with GLS Detrended Data," Boston University - Department of Economics - Working Papers Series wp2015-017, Boston University - Department of Economics, revised 19 Oct 2015.

Articles

  1. Manner, Hans & Rodríguez, Gabriel & Stöckler, Florian, 2024. "A changepoint analysis of exchange rate and commodity price risks for Latin American stock markets," International Review of Economics & Finance, Elsevier, vol. 89(PA), pages 1385-1403.
  2. Paulo Chávez & Gabriel Rodríguez, 2023. "Time changing effects of external shocks on macroeconomic fluctuations in Peru: empirical application using regime-switching VAR models with stochastic volatility," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 159(2), pages 505-544, May.
  3. Jiménez, Alvaro & Rodríguez, Gabriel & Ataurima Arellano, Miguel, 2023. "Time-varying impact of fiscal shocks over GDP growth in Peru: An empirical application using hybrid TVP-VAR-SV models," Structural Change and Economic Dynamics, Elsevier, vol. 64(C), pages 314-332.
  4. Rodríguez, Gabriel & Vassallo, Renato & Castillo B., Paul, 2023. "Effects of external shocks on macroeconomic fluctuations in Pacific Alliance countries," Economic Modelling, Elsevier, vol. 124(C).
  5. Dante A. Urbina & Gabriel Rodríguez, 2023. "Evolution of the effects of mineral commodity prices on fiscal fluctuations: empirical evidence from TVP-VAR-SV models for Peru," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 159(1), pages 153-184, February.
  6. Rodríguez, Gabriel & Castillo B., Paul & Hasegawa, Harumi, 2023. "Does the Central Bank of Peru respond to exchange rate movements? A Bayesian estimation of a New Keynesian DSGE model with FX interventions," The North American Journal of Economics and Finance, Elsevier, vol. 68(C).
  7. Jhonatan Portilla & Gabriel Rodríguez & Paul Castillo B., 2022. "Evolution of Monetary Policy in Peru: An Empirical Application Using a Mixture Innovation TVP-VAR-SV Model [Metas de Inflación en Una Economía Dolarizada: La Experencia Del Perú]," CESifo Economic Studies, CESifo Group, vol. 68(1), pages 98-126.
  8. Alexander Boca Saravia & Gabriel Rodríguez, 2022. "Presidential approval in Peru: an empirical analysis using a fractionally cointegrated VAR," Economic Change and Restructuring, Springer, vol. 55(3), pages 1973-2010, August.
  9. Abanto-Valle, Carlos A. & Rodríguez, Gabriel & Garrafa-Aragón, Hernán B., 2021. "Stochastic Volatility in Mean: Empirical evidence from Latin-American stock markets using Hamiltonian Monte Carlo and Riemann Manifold HMC methods," The Quarterly Review of Economics and Finance, Elsevier, vol. 80(C), pages 272-286.
  10. Dante A. Urbina & Gabriel Rodríguez, 2021. "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, Emerald Group Publishing Limited, vol. 49(2), pages 346-363, March.
  11. Ataurima Arellano, Miguel & Rodríguez, Gabriel, 2020. "Empirical modeling of high-income and emerging stock and Forex market return volatility using Markov-switching GARCH models," The North American Journal of Economics and Finance, Elsevier, vol. 52(C).
  12. Guevara, Carlos & Rodríguez, Gabriel, 2020. "The role of credit supply shocks in pacific alliance countries: A TVP-VAR-SV approach," The North American Journal of Economics and Finance, Elsevier, vol. 52(C).
  13. Alejandra Olivares Rios & Gabriel Rodríguez & Miguel Ataurima Arellano, 2019. "Estimation of Peru’s sovereign yield curve: the role of macroeconomic and latent factors," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 46(3), pages 533-563, August.
  14. Willy Alanya & Gabriel Rodríguez, 2019. "Asymmetries in Volatility: An Empirical Study for the Peruvian Stock and Forex Markets," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 22(01), pages 1-18, March.
  15. Gabriel Rodríguez & Junior A. Ojeda Cunya & José Carlos Gonzáles Tanaka, 2019. "An empirical note about estimation and forecasting Latin American Forex returns volatility: the role of long memory and random level shifts components," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 18(2), pages 107-123, June.
  16. Gabriel Rodríguez & Pierina Villanueva Vega & Paul Castillo Bardalez, 2018. "Driving economic fluctuations in Peru: the role of the terms of trade," Empirical Economics, Springer, vol. 55(3), pages 1089-1119, November.
  17. Bazán-Palomino, Walter & Rodríguez, Gabriel, 2018. "The New Keynesian framework for a small open economy with structural breaks: Empirical evidence from Peru," Structural Change and Economic Dynamics, Elsevier, vol. 46(C), pages 13-25.
  18. Lengua Lafosse, Patricia & Rodríguez, Gabriel, 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, Elsevier, vol. 69(C), pages 155-173.
  19. Willy Alanya & Gabriel Rodríguez, 2018. "Stochastic Volatility in the Peruvian Stock Market and Exchange Rate Returns: A Bayesian Approximation," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 17(3), pages 354-385, December.
  20. 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, vol. 5(2), pages 1-10, April.
  21. 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.
  22. 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.
  23. Gabriel Rodriguez, 2017. "Selecting between Autoregressive Conditional Heteroskedasticity Models: An Empirical Application to the Volatility of Stock Returns in Peru," Revista de Analisis Economico – Economic Analysis Review, Universidad Alberto Hurtado/School of Economics and Business, vol. 32(1), pages 69-94, April.
  24. 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.
  25. 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.
  26. Andrés Herrera Aramburú & Gabriel Rodríguez, 2016. "Volatility of stock market and exchange rate returns in Peru: Long memory or short memory with level shifts?," International Journal of Monetary Economics and Finance, Inderscience Enterprises Ltd, vol. 9(1), pages 45-66.
  27. 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.
  28. Firouz Fallahi & Gabriel Rodríguez, 2015. "Structural breaks and labor market disparities in the Canadian provinces," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 42(2), pages 322-342, May.
  29. 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.
  30. 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.
  31. 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.
  32. 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.
  33. 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.
  34. 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.
  35. 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.
  36. 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.
  37. 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 Limited, vol. 30(2), pages 139-158, May.
  38. 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.
  39. Firouz Fallahi & Hamed Pourtaghi & Gabriel Rodríguez, 2012. "The unemployment rate, unemployment volatility, and crime," International Journal of Social Economics, Emerald Group Publishing Limited, vol. 39(6), pages 440-448, May.
  40. Alberto Humala & Gabriel Rodr�guez, 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.
  41. 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.
  42. 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.
  43. Firouz Fallahi & Gabriel Rodríguez, 2011. "Persistence of Unemployment in the Canadian Provinces," International Regional Science Review, , vol. 34(4), pages 438-458, October.
  44. 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.
  45. 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.
  46. 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).
  47. 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. 6(1-2), pages 1-13, April.
  48. 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.
  49. 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.
  50. Alberto Humala & Gabriel Rodríguez, 2009. "Intervención en el mercado cambiario y volatilidad del tipo de cambio en el Perú," Monetaria, CEMLA, vol. 0(1), pages 47-61, enero-mar.
  51. 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.
  52. 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.
  53. 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.
  54. 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.
  55. Gamal Atallah & Gabriel Rodríguez, 2006. "Indirect patent citations," Scientometrics, Springer;Akadémiai Kiadó, vol. 67(3), pages 437-465, June.
  56. Gabriel Rodríguez, 2006. "The role of the interprovincial transfers in theβ‐convergence process," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 33(1), pages 12-29, January.
  57. 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.
  58. Marc Lavoie & Gabriel Rodríguez, 2005. "The Economic Impact of Professional Teams on Monthly Hotel Occupancy Rates of Canadian Cities," Journal of Sports Economics, , vol. 6(3), pages 314-324, August.
  59. 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.
  60. 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.
  61. 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.
  62. 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.
  63. 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.
  64. 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.
  65. Pierre Perron & Gabriel Rodríguez, 2003. "Searching For Additive Outliers In Nonstationary Time Series," Journal of Time Series Analysis, Wiley Blackwell, vol. 24(2), pages 193-220, March.
  66. 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.
    RePEc:eme:ijsepp:03068291211224937 is not listed on IDEAS
    RePEc:eme:ijse00:03068291211224937 is not listed on IDEAS
    RePEc:eme:jespps:jes-04-2013-0057 is not listed on IDEAS
    RePEc:eme:sef000:10867371311325444 is not listed on IDEAS
    RePEc:eme:jes000:01443580610639875 is not listed on IDEAS
    RePEc:eme:jes000:jes-05-2020-0199 is not listed on IDEAS
    RePEc:eme:sefpps:10867371311325444 is not listed on IDEAS
    RePEc:eme:jes000:jes-04-2013-0057 is not listed on IDEAS
    RePEc:eme:jes000:jes-04-2017-0089 is not listed on IDEAS

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, February.
  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, February.

More information

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Statistics

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Rankings

This author is among the top 5% authors according to these criteria:
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  2. Number of Distinct Works
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  5. Number of Journal Pages, Weighted by Number of Authors
  6. Number of Abstract Views in RePEc Services over the past 12 months
  7. Number of Downloads through RePEc Services over the past 12 months
  8. Number of Abstract Views in RePEc Services over the past 12 months, Weighted by Number of Authors
  9. Number of Downloads through RePEc Services over the past 12 months, Weighted by Number of Authors
  10. Betweenness measure in co-authorship network

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 47 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-MAC: Macroeconomics (15) 2007-10-06 2007-10-06 2009-08-16 2009-08-16 2009-08-16 2011-08-15 2015-01-03 2018-12-10 2021-03-22 2021-03-22 2022-01-03 2022-05-02 2022-05-02 2022-05-02 2022-06-20. Author is listed
  2. NEP-ETS: Econometric Time Series (10) 2011-08-15 2012-07-23 2013-08-10 2013-08-10 2013-08-10 2015-10-04 2015-10-17 2016-08-28 2018-12-10 2021-12-06. Author is listed
  3. NEP-MON: Monetary Economics (10) 2007-10-06 2009-08-16 2009-08-16 2011-08-15 2011-08-15 2015-01-03 2018-12-10 2021-03-22 2022-01-03 2022-06-20. Author is listed
  4. NEP-ECM: Econometrics (8) 2011-08-15 2012-07-23 2013-08-10 2013-08-10 2013-08-10 2015-10-04 2016-08-28 2021-12-06. Author is listed
  5. NEP-CBA: Central Banking (7) 2007-10-06 2010-12-23 2011-08-15 2011-08-15 2021-03-22 2022-01-03 2022-06-20. Author is listed
  6. NEP-ORE: Operations Research (7) 2015-02-22 2016-08-28 2021-03-22 2021-03-22 2021-12-06 2022-01-03 2022-05-02. Author is listed
  7. NEP-LAM: Central and South America (6) 2012-10-13 2013-08-10 2013-08-10 2015-01-14 2015-10-04 2015-10-04. Author is listed
  8. NEP-FMK: Financial Markets (5) 2011-10-09 2015-01-14 2015-04-19 2015-10-04 2015-10-17. Author is listed
  9. NEP-IFN: International Finance (4) 2002-02-15 2009-08-16 2011-08-15 2011-10-09
  10. NEP-FOR: Forecasting (3) 2014-12-29 2015-01-14 2015-10-17
  11. NEP-LAB: Labour Economics (3) 2009-08-16 2010-07-24 2011-08-22
  12. NEP-RMG: Risk Management (3) 2011-01-16 2015-04-19 2022-01-03
  13. NEP-BAN: Banking (2) 2021-03-22 2022-01-03
  14. NEP-CWA: Central and Western Asia (2) 2021-03-22 2022-01-03
  15. NEP-FDG: Financial Development and Growth (2) 2018-12-10 2021-03-22
  16. NEP-GEO: Economic Geography (2) 2011-08-22 2019-07-29
  17. NEP-OPM: Open Economy Macroeconomics (2) 2022-01-03 2022-06-20
  18. NEP-AGE: Economics of Ageing (1) 2015-02-28
  19. NEP-CMP: Computational Economics (1) 2021-12-06
  20. NEP-DGE: Dynamic General Equilibrium (1) 2022-01-03
  21. NEP-EEC: European Economics (1) 2009-08-16
  22. NEP-ENE: Energy Economics (1) 2021-03-22
  23. NEP-PKE: Post Keynesian Economics (1) 2002-02-15
  24. NEP-POL: Positive Political Economics (1) 2020-03-16
  25. NEP-URE: Urban and Real Estate Economics (1) 2019-07-29

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