Arnulfo Rodriguez

Independent Scholar

Mexico City, DF 06100

Mexico

SCHOLARLY PAPERS

7

DOWNLOADS

74

CITATIONS

0

Scholarly Papers (7)

1.

Recursive Thick Modeling and the Choice of Monetary Policy in Mexico

Number of pages: 38 Posted: 02 Oct 2006
Arnulfo Rodriguez and Pedro N. Rodriguez
Independent Scholar and Complutense University of Madrid - Facultad de Ciencias Económicas y Empresariales - Departamento de Estadística e Investigación Operativa II
Downloads 40 (349,237)

Abstract:

macroeconomic policy, model uncertainty, optimal control, monetary policy

2.

Uncertainty about the Persistence of Periods with Large Price Shocks and the Optimal Reaction of the Monetary Authority

Number of pages: 24 Posted: 01 Jun 2005
Arnulfo Rodriguez, Jesus Gonzalez-Garcia and Fidel Gonzalez
Independent Scholar, International Monetary Fund (IMF) and Sam Houston State University - College of Business Administration - Department of Economics and International Business
Downloads 31 (384,839)

Abstract:

macroeconomic policy, model uncertainty, optimal control, robustness, Markov regime-switching, monetary policy, inflation targeting

3.

Robust Control: A Note on the Response of the Control to Changes in the 'Free' Parameter Conditional on the Character of Nature

Computational Economics, Vol. 24, pp. 223-238, 2004
Posted: 27 Aug 2008
Fidel Gonzalez and Arnulfo Rodriguez
Sam Houston State University - College of Business Administration - Department of Economics and International Business and Independent Scholar

Abstract:

Approximating Model, Optimal Control, Robustness

4.

Robust Control: A Note on the Response of the Control to Changes in the 'Free' Parameter

Economics Letters, Vol. 89, pp. 294-299, 2005
Posted: 27 Aug 2008
Fidel Gonzalez and Arnulfo Rodriguez
Sam Houston State University - College of Business Administration - Department of Economics and International Business and Independent Scholar

Abstract:

Optomal control, Approximating model, Robustness

5.

Robust Control: A Note on the Timing of Model Uncertainty

Computational Economics, Vol. 24, pp. 209-221, 2004
Posted: 04 Apr 2005
Arnulfo Rodriguez
Independent Scholar

Abstract:

optimal control, model uncertainty, robustness, macroeconomic policy

6.

Understanding and Predicting Sovereign Debt Rescheduling: A Comparison of the Areas under Receiver Operating Characteristic Curves

Journal of Forecasting, Vol. 25, pp. 459-479
Posted: 03 Nov 2004
Arnulfo Rodriguez and Pedro N. Rodriguez
Independent Scholar and Complutense University of Madrid - Facultad de Ciencias Económicas y Empresariales - Departamento de Estadística e Investigación Operativa II

Abstract:

Sovereign Debt Rescheduling, Data Mining, Classification Methods, ROC Analysis

7.

Predicting Stock Market Indices Movements

COMPUTATIONAL FINANCE AND ITS APPLICATIONS, In Marco Constantino, Carlos Brebia, eds., Wessex Institute of Technology, Southampton, 2004
Posted: 03 Nov 2004
Pedro N. Rodriguez and Arnulfo Rodriguez
Complutense University of Madrid - Facultad de Ciencias Económicas y Empresariales - Departamento de Estadística e Investigación Operativa II and Independent Scholar

Abstract:

Stock indices movements, Data mining, ROC analysis