Browsing Volumen 42 Número 83 (2019) by Title

Now showing items 4-6 of 6

    • Gender Differences in Cognitive Abilities Among the Elderly Poor of Peru 

      Novella, Rafael; Olivera, Javier (Pontificia Universidad Católica del Perú. Fondo EditorialPE, 2019-09-16)
      We study gender differences on cognitive functioning among older adults living in poverty. The data come from the Survey of Health and Wellbeing of the Elderly (ESBAM) which is the baseline survey to evaluate the Peru’s ...

    • Presentation 

      Rodriguez, Gabriel (Pontificia Universidad Católica del Perú. Fondo EditorialPE, 2019-09-16)

    • Threshold Stochastic Volatility Models with Heavy Tails: A Bayesian Approach 

      Abanto-Valle, Carlos A.; Garrafa-Aragón, Hernán B. (Pontificia Universidad Católica del Perú. Fondo EditorialPE, 2019-09-16)
      This paper extends the threshold stochastic volatility (THSV) model specification proposed in So et al. (2002) and Chen et al. (2008) by incorporating thick-tails in the mean equation innovation using the scale mixture of ...