Miguel Ataurima
Names
| first: | Miguel |
| last: | Ataurima |
Identifer
| RePEc Short-ID: | pat117 |
Contact
| homepage: | http://miguelataurima.com/ |
| postal address: | 15037 |
Affiliations
-
Corporación Andina de Fomento (CAF) - Banco de Desarrollo de América Latina (weight: 1%)
- EDIRC entry
- location:
-
Pontificia Universidad Católica del Perú
/ Departamento de Economía (weight: 99%)
- EDIRC entry
- location:
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 - 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