Documentos de Trabajo / Working Papers

From Departamento de Economía - Pontificia Universidad Católica del Perú
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2015-405: A Stochastic Volatility Model with GH Skew Student’s t-Distribution: Application to Latin-American Stock Returns

Patricia Lengua Lafosse, Cristian Bayes and Gabriel Rodríguez

2015-404: Data-Dependent Methods for the Lag Length Selection in Unit Root Tests with Structural Change

Ricardo Quineche and Gabriel Rodríguez

2015-403: Modeling Latin-American Stock Markets Volatility: Varying Probabilities and Mean Reversion in a Random Level Shifts Model

Gabriel Rodríguez

2015-402: Inequality, Economic Growth and Structural Change: Theoretical Links and Evidence from Latin American Countries

Mario Tello

2015-401: Regulación económica de industrias de redes: ¿contractual o administrativa?

Gonzalo Ruiz

2015-400: Univariate Autoregressive Conditional Heteroskedasticity Models: An Application to the Peruvian Stock Market Returns

Paul Bedón Garcia and Gabriel Rodríguez

2015-399: Consensus Building and Its Incidence on Policy: The “National Agreement” in Peru

Javier Iguiñiz

2015-398: Contratos, Curva de Phillips y Política Monetaria

Félix Jiménez

2015-397: The Consumption of Household Goods, Bargaining Power, and their Relationship with a Conditional Cash Transfer Program in Peru

Luis García

2015-396: Demanda y oferta agregada en presencia de políticas monetarias no convencionales

Waldo Mendoza

2014-395: Distinguishing between True and Spurious Long Memory in the Volatility of Stock Market Returns in Latin America

Renzo Pardo Figueroa and Gabriel Rodríguez

2014-394: Extreme Value Theory: An Application to the Peruvian Stock Market Returns

Alfredo Calderon Vela and Gabriel Rodríguez

2014-393: Volatility of Stock Market and Exchange Rate Returns in Peru: Long Memory or Short Memory with Level Shifts?

Andres Herrera and Gabriel Rodríguez

2014-392: Stochastic Volatility in Peruvian Stock Market and Exchange Rate Returns: a Bayesian Approximation

Willy Alanya and Gabriel Rodríguez

2014-391: Territorios y gestión por resultados en la Política Social. El caso del P20 en MIDIS

Edgardo Cruzado Silverii

2014-390: Convergencia en las Regiones del Perú: ¿Inclusión o Exclusión en el Crecimiento de la Economía Peruana (1970-2010)?

Augusto Delgado and Gabriel Rodríguez

2014-389: Driving Economic Fluctuations in Peru: The Role of the Terms of Trade

Gabriel Rodríguez and Pierina Villanueva

2014-388: Aplicación de una metodología para el análisis de las desigualdades socioeconómicas en acceso a servicios de salud y educación en Perú en 2005-2012

Edmundo Beteta Obreros and Juan Manuel del Pozo Segura

2014-387: Sobre la naturaleza multidimensional de la pobreza humana: propuesta conceptual e implementación empírica para el caso Peruano

Jhonatan Clausen Lizárraga and José Luis Flor Toro

2014-386: Inflation Targeting in Peru: The Reasons for the Success

Oscar Dancourt

2014-385: An Application of a Short Memory Model With Random Level Shifts to the Volatility of Latin American Stock Market Returns

Gabriel Rodríguez and Roxana Tramontana

2014-384: The New Keynesian Framework for a Small Open Economy with Structural Breaks: Empirical Evidence from Peru

Walter Bazan-Palomino and Gabriel Rodríguez

2014-383: An Application of a Random Level Shifts Model to the Volatility of Peruvian Stock and Exchange Rates Returns

Junior Ojeda and Gabriel Rodríguez

2014-382: Firms’ Innovation, Constrains and Productivity: the Case of Peru

Mario Tello

2014-381: The Great Recession: on the Ineffectiveness of Domestic Adjustment Policies and the Need of Multilateral Arrangements

Jorge Rojas

2014-380: The Political Economy of Growth, Inequality, the Size and Composition of Government Spending

Klaus Schmidt-Hebbel and José-Carlos Tello

2014-379: Sistema educativo peruano: balance y agenda pendiente

Guillermo Jopen Sánchez, Walter Gómez and Herbert Olivera

2014-378: International Competition and Inequality: A Generalized Ricardian Model

Adolfo Figueroa

2014-377: Total factor productivity estimation in Peru: Primal and dual approaches

Nikita Cespedes Reynaga and Nelson R. Ramírez-Rondán

2014-376: Crecimiento económico en el Perú bajo los Borbones, 1700-1820

Carlos Contreras

2014-375: Assesing the smpact of a student loan program on time-to-degree: The case of a program in Peru

Luis García

2014-374: Incluir socialmente a los adultos mayores: ¿es suficiente Pensión 65?

Luis García

2014-373: Inclusión social ¿en qué? Un enfoque racional

Javier Iguiñiz

2014-372: Economic Growth and Wage Stagnation in Perú: 1998-2012

Peter Paz and Carlos Urrutia

2013-371: Peruvian Miracle: Good Luck or Good Policies?

Waldo Mendoza

2013-370: La educación superior en el Perú: situación actual y perspectivas

Jose Rodriguez and Lisset Montoro

2013-369: The dynamic relationship between stock market development and economic activity evidence from Peru, 1965-2011

Erick Lahura and Marco Vega

2013-368: Trend-cycle decomposition for Peruvian GDP: Application of an alternative method

Ángel Guillén and Gabriel Rodríguez

2013-367: Do Labor Reforms in Spain have an Effect on the Equilibrium Unemployment Rate?

Dionisio Ramirez and Gabriel Rodríguez

2013-366: The IS-LM-BB: a model of unconventional monetary policy

Waldo Mendoza

2013-365: Growth of the Peruvian Economy and Convergence in the Regions of Peru: 1970-2010

Augusto Delgado and Gabriel Rodríguez

2013-364: Mediciones del cambio estructural en el Perú: un análisis regional, 2002-2011

Mario D. Tello

2013-363: Crecimiento verde y biocomercio: una mirada andina

Alan Fairlie Reinoso

2013-362: Integración y convergencia en UNASUR

Alan Fairlie Reinoso

2013-361: Regímenes cambiarios y desempeño macroeconómico: una evaluación de la literatura

Erick Lahura and Marco Vega

2013-360: Las características del adulto mayor peruano y las políticas de protección social

Javier Olivera and Jhonatan Clausen Lizárraga

2013-359: Minimum wage and job mobility

Nikita Cespedes Reynaga and Alan Sanchez

2013-358: Social Efficiency in Peruvian Microfinance Institutions: a semi-parametric approach

Giovanna Aguilar Andía and Jhonatan Claussen

2013-357: 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

Gabriel Rodríguez and Dionisio Ramirez

2013-356: A Comparative Note About Estimation of the Fractional Parameter under Additive Outliers

Gabriel Rodríguez