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Efficient Estimation Of Cointegrating Relationships Among Higher Order And Fractionally Integrated Processes
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Book Synopsis Efficient Estimation of Cointegrating Relationships Among Higher Order and Fractionally Integrated Processes by : Juan José Dolado
Download or read book Efficient Estimation of Cointegrating Relationships Among Higher Order and Fractionally Integrated Processes written by Juan José Dolado and published by . This book was released on 1996 with total page 48 pages. Available in PDF, EPUB and Kindle. Book excerpt: En este trabajo se aborda el problema de la estimacion eficiente de vectores de cointegracion en modelos de regresion lineal con variables que siguen procesos integrados generalizados (de orden superior a la unidad y fraccionales). En el caso de integracion I(d), d=2,3..., se demuestra que existe un procedimiento FM-OLS que solo necesita corregir el sesgo de endogeneidad y produce estimadores asintoticamente eficientes y normales. Cuando los regresores siguen procesos integrados fraccionados FI(d) y el error es FI( ), existe un estimador de caracteristicas similares, denominado FFM-OLS, si d y d 1/2. En cualquier caso, no existe un estimador del vector de cointegracion cuya distribucion asintotica sea normal. Finalmente, se analizan las consecuencias de aplicar el procedimiento de estimacion FM-OLS diseñado para variables I(1), cuando las variables son (d) o FI(d). Se demuestra que, en dicho caso, el estimador FM-OLS pierde sus propiedades de optimalidad. (jdl) (mac).
Book Synopsis Palgrave Handbook of Econometrics by : Terence C. Mills
Download or read book Palgrave Handbook of Econometrics written by Terence C. Mills and published by Springer. This book was released on 2009-06-25 with total page 1406 pages. Available in PDF, EPUB and Kindle. Book excerpt: Following theseminal Palgrave Handbook of Econometrics: Volume I , this second volume brings together the finestacademicsworking in econometrics today andexploresapplied econometrics, containing contributions onsubjects includinggrowth/development econometrics and applied econometrics and computing.
Download or read book Journal of Econometrics written by and published by . This book was released on 1998 with total page 840 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Journal of Statistical Planning and Inference by : North-Holland Publishing Company
Download or read book Journal of Statistical Planning and Inference written by North-Holland Publishing Company and published by . This book was released on 1999 with total page 1124 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Assessing the Fit of Simulated Multivariate Dynamic Models by : Eva Ortega
Download or read book Assessing the Fit of Simulated Multivariate Dynamic Models written by Eva Ortega and published by . This book was released on 1998 with total page 64 pages. Available in PDF, EPUB and Kindle. Book excerpt: Se desarrolla una estructura formal basada en modelos dinámicos multivariables cuyas soluciones se aproximan a través de simulación. y se aplican a modelos de ciclo económico.
Book Synopsis A comparative analysis of the aggregate matching process in France, Great Britain and Spain by : Una-Louise Bell
Download or read book A comparative analysis of the aggregate matching process in France, Great Britain and Spain written by Una-Louise Bell and published by . This book was released on 1997 with total page 36 pages. Available in PDF, EPUB and Kindle. Book excerpt: Analyses the matching mechanism which is assumed to characterize the search process of individuals attempting to find a job and firms looking to fill a vacancy.
Book Synopsis The Back Calculation of Nominal Historical Series After the Introduction of the European Currency (an Application to the GDP) by : José M. González Mínguez
Download or read book The Back Calculation of Nominal Historical Series After the Introduction of the European Currency (an Application to the GDP) written by José M. González Mínguez and published by . This book was released on 1997 with total page 36 pages. Available in PDF, EPUB and Kindle. Book excerpt: La Union Monetaria Europea (UME) plantea el problema de la conversion a euros de las series historicas denominadas en las monedas nacionales respectivas. El objeto de este trabajo consiste en evaluar procedimientos de conversion alternativos, que incluyen el uso de las paridades fijadas al inicio de la fase tres entre las monedas nacionales y el euro, las series historicas de tipo de cambio de mercado y las series de patron de poder de compra (PPC). Estas alternativas son evaluadas de acuerdo con la capacidad de la serie transformada para aproximar las tasas de crecimiento de la serie original y el peso real de la serie de cada pais dentro del agregado. (jgm) (mac).
Book Synopsis Analysis of Integrated and Cointegrated Time Series with R by : Bernhard Pfaff
Download or read book Analysis of Integrated and Cointegrated Time Series with R written by Bernhard Pfaff and published by Springer Science & Business Media. This book was released on 2008-09-03 with total page 193 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is designed for self study. The reader can apply the theoretical concepts directly within R by following the examples.
Book Synopsis Comparing Evaluation Methodologies for Stochastic Dynamic General Equilibrium Models by : Eva Ortega
Download or read book Comparing Evaluation Methodologies for Stochastic Dynamic General Equilibrium Models written by Eva Ortega and published by . This book was released on 1998 with total page 60 pages. Available in PDF, EPUB and Kindle. Book excerpt: Aproximación a distintos propuestas para evaluar modelos de equilibrio general de dinámica estocástica utilizando técnicas de Monte Carlo.
Book Synopsis Notes on Time Series Analysis, ARIMA Models and Signal Extraction by : Regina Kaiser
Download or read book Notes on Time Series Analysis, ARIMA Models and Signal Extraction written by Regina Kaiser and published by . This book was released on 2000 with total page 92 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Two Discussions on New Seasonal Adjustment Methods by : Agustín Maravall
Download or read book Two Discussions on New Seasonal Adjustment Methods written by Agustín Maravall and published by . This book was released on 1997 with total page 44 pages. Available in PDF, EPUB and Kindle. Book excerpt: Se ofrecen dos propuestas a tener en cuenta sobre métodos que puedan competir y reemplazar al X11/X11 ARIMA en las agencias de producción de datos europeas, principalmente en las Oficinas Nacionales de Estadística y Bancos Centrales.
Book Synopsis Adjustment Costs, Uncertainty and Employment Inertia by : Una-Louise Bell
Download or read book Adjustment Costs, Uncertainty and Employment Inertia written by Una-Louise Bell and published by . This book was released on 1996 with total page 56 pages. Available in PDF, EPUB and Kindle. Book excerpt: Los altos costes de despido en Europa han sido acusados insistentemente de la debil situacion del empleo. Sin embargo, las conclusiones que se extraen de la literatura relevante son algo ambiguas. Este trabajo analiza de nuevo el impacto de los costes de ajuste bajo incertidumbre. Se demuestra que la interaccion entre el nivel de los costes de ajuste y el tipo de incertidumbre puede tener importantes ramificaciones para la dinamica del empleo. En concreto, encontramos que el permitir la posibilidad de condiciones economicas transitorias aumenta considerablemente la persistencia del empleo. Concluimos el analisis con una serie de ejercicios de simulacion para ilustrar que el permitir cambios en el entorno economico en el que las empresas han venido operando en las ultimas dos decadas puede aumentar considerablemente nuestro entendimiento de la evolucion del empleo en Europa (ub) (mac).
Book Synopsis A Cost-benefit Analysis of Going from Low Inflation to Price Stability in Spain by : Juan José Dolado
Download or read book A Cost-benefit Analysis of Going from Low Inflation to Price Stability in Spain written by Juan José Dolado and published by . This book was released on 1997 with total page 76 pages. Available in PDF, EPUB and Kindle. Book excerpt: Se propone evidencia empírica sobre la orientación de la política monetaria española de los últimos años para la reducción de la inflación y la estabilidad de los precios.
Book Synopsis The Balance-sheet Transmission Channel of Monetary Policy by : José M. González Mínguez
Download or read book The Balance-sheet Transmission Channel of Monetary Policy written by José M. González Mínguez and published by . This book was released on 1997 with total page 92 pages. Available in PDF, EPUB and Kindle. Book excerpt: Trabajo que investiga el papel de la posición financiera de los agentes privados en la transmisión de la política monetaria en España y Alemania. Hasta qué punto los tipos de interés oficiales pueden afectar al mercado de valores y ciertos instrumentos financieros influir en el gasto, precios, demanda actual y futura o demanda nacional y extranjera.
Book Synopsis Has Financial Market Integration Increased During the Nineties? by : Juan Ayuso
Download or read book Has Financial Market Integration Increased During the Nineties? written by Juan Ayuso and published by . This book was released on 1999 with total page 56 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Monetary Policy Rules and Business Cycles by : Soyoung Kim
Download or read book Monetary Policy Rules and Business Cycles written by Soyoung Kim and published by . This book was released on 1998 with total page 60 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Migrations in Spain by : Olympia Bover
Download or read book Migrations in Spain written by Olympia Bover and published by . This book was released on 1999 with total page 64 pages. Available in PDF, EPUB and Kindle. Book excerpt: Se revisan los diferentes episodios de emigración en España desde los comienzos del siglo XX, haciendo énfasis en los factores que la provocan. Los periodos considerados son 1900-1950 y 1950-1973. La emigración extranjera es tambien considerada.
