Miguel Ataurima-Arellano

Miguel Ataurima-Arellano

Pontificia Universidad Católica del Perú - Lima / Peru
Economics & Econometrics / Economics
AD Scientific Index ID: 5303837
Pontifical Catholic University of Peru
person_outline Miguel Ataurima-Arellano's MOST POPULAR ARTICLES
1-) Time-varying impact of fiscal shocks over GDP growth in Peru: An empirical application using hybrid TVP-VAR-SV modelsA Jiménez, G Rodríguez, MA ArellanoStructural Change and Economic Dynamics 64, 314-332, 2023172023
2-) Empirical modeling of high-income and emerging stock and Forex market return volatility using Markov-switching GARCH modelsMA Arellano, G RodriguezThe North American Journal of Economics and Finance 52, 101163, 2020162020
3-) Estimation of Peru’s sovereign yield curve: The role of macroeconomic and latent factorsA Olivares Rios, G Rodríguez, M Ataurima ArellanoJournal of Economic Studies 46 (3), 533-563, 201942019
4-) Evolution of the exchange rate pass-through into prices in Peru: An empirical application using TVP-VAR-SV modelsG Rodriguez, P Castillo, R Calero, RS Cisneros, MA ArellanoJournal of International Money and Finance 142, 103023, 202422024
5-) Empirical Modeling of Latin American Stock and Forex Markets Returns and Volatility using Markov-Switching GARCH ModelsMA Arellano, E Collantes, G RodriguezDocumentos de Trabajo/Working Papers, 201722017