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José Carlos Gonzáles Tanaka
(Jose Carlos Gonzales Tanaka)

Personal Details

First Name:Jose Carlos
Middle Name:
Last Name:Carlos Gonzales
Suffix:Sr.
RePEc Short-ID:pgo604

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

Working papers

  1. 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.

Articles

  1. 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.

Citations

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Working papers

  1. 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.

    Cited by:

    1. Oscar Dancourt & Waldo Mendoza, 2016. "Intervención Cambiaria Y Política Monetaria En El Perú," Documentos de Trabajo / Working Papers 2016-422, Departamento de Economía - Pontificia Universidad Católica del Perú.
    2. Mario D. Tello, 2016. "Eslabonamientos Y Generación De Empleo De Productos En Industrias Extractivas Del Perú," Documentos de Trabajo / Working Papers 2016-421, Departamento de Economía - Pontificia Universidad Católica del Perú.

Articles

    Sorry, no citations of articles recorded.

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