Miguel Ataurima
Names
| first: |
Miguel |
| last: |
Ataurima |
Identifer
Contact
Affiliations
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Corporación Andina de Fomento (CAF) - Banco de Desarrollo de América Latina (weight: 1%)
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Pontificia Universidad Católica del Perú
/ Departamento de Economía (weight: 99%)
Research profile
author of:
- Empirical modeling of high-income and emerging stock and Forex market return volatility using Markov-switching GARCH models (RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940820300607)
by Ataurima Arellano, Miguel & Rodríguez, Gabriel - Evolution of the exchange rate pass-through into prices in Peru: An empirical application using TVP-VAR-SV models (RePEc:eee:jimfin:v:142:y:2024:i:c:s026156062400010x)
by Rodriguez, Gabriel & Castillo B., Paul & Calero, Roberto & Salcedo Cisneros, Rodrigo & Ataurima Arellano, Miguel - Time-varying impact of fiscal shocks over GDP growth in Peru: An empirical application using hybrid TVP-VAR-SV models (RePEc:eee:streco:v:64:y:2023:i:c:p:314-332)
by Jiménez, Alvaro & Rodríguez, Gabriel & Ataurima Arellano, Miguel - Estimation of Peru’s sovereign yield curve: the role of macroeconomic and latent factors (RePEc:eme:jespps:jes-04-2017-0089)
by Alejandra Olivares Rios & Gabriel Rodríguez & Miguel Ataurima Arellano - Estimation of the Sovereign Yield Curve of Peru: The Role of Macroeconomic and Latent Factors (RePEc:pcp:pucwps:wp00435)
by Alejandra Olivares Rios & Gabriel Rodriguez & Miguel Ataurima Arellano - Empirical Modeling of Latin American Stock and Forex Markets Returns and Volatility using Markov-Switching GARCH Models (RePEc:pcp:pucwps:wp00436)
by Miguel Ataurima Arellano & Erika Collantes & Gabriel Rodriguez