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Nomenclatura Unesco > (53) Ciencias Económicas > (5302) Econometría
(5302.01) Indicadores económicos (5302.02) Modelos econométricos
(5302.03) Proyección económica (5302.04) Estadística económica
(5302.05) Series cronológicas económicas

Mostrando recursos 1 - 20 de 1,403

1. Leyes de Kaldor y efectos espaciales. Una aplicación a las provincias españolas - Pons Novell, Jordi; Viladecans Marsal, Elisabet
En este artículo se analiza el cumplimiento de las leyes enunciadas por Kaldor sobre las causas del crecimiento económico en las provincias españolas en el periodo 1981-1993. La primera ley de Kaldor afirma que la industria es el motor de crecimiento económico. La segunda proposición, también conocida como ley de Verdoorn, postula una relación positiva entre el crecimiento de la productividad del factor trabajo en la industria y la variación de la producción industrial. La tercera ley sostiene que el incremento de la productividad del conjunto e la economía está positivamente relacionado con los incrementos de la producción industrial y...

2. Hedge Fund Portfolio Diversification Strategies Across the GFC - Allen, David E.; McAleer, Michael; Peiris, Shelton; Singh, Abhay K.
This paper features an analysis of the e_ectiveness of a range of portfolio diversification strategies as applied to a set of 17 years of monthly hedge fund index returns on a set of ten market indices representing 13 major hedge fund categories, as compiled by the EDHEC Risk Institute. The 17-year period runs from the beginning of 1997 to the end of August 2014. The sample period, which incorporates both the Global Financial Crisis (GFC) and subsequent European Debt Crisis (EDC), is a challenging one for the application of diversi_cation and portfolio investment strategies. The analysis features an examination of...

3. Econometric Analysis of Financial Derivatives: An Overview - Chang, Chia-Lin; McAleer, Michael
One of the fastest growing areas in empirical finance, and also one of the least rigorously analyzed, especially from a financial econometrics perspective, is the econometric analysis of financial derivatives, which are typically complicated and difficult to analyze. The purpose of this special issue of the journal on “Econometric Analysis of Financial Derivatives” is to highlight several areas of research by leading academics in which novel econometric, financial econometric, mathematical finance and empirical finance methods have contributed significantly to the econometric analysis of financial derivatives, including market-based estimation of stochastic volatility models, the fine structure of equity-index option dynamics, leverage...

4. of Development Policies - Orazio Attanasio; Luis Carlos Gómez; Patricia Heredia; Marcos Vera-hernández; Orazio Attanasio; Luis Carlos Gómez; Econometría Consultores; Patricia Heredia; Marcos Vera-hernández
1 The short-term impact of a conditional cash subsidy on child health and nutrition in Colombia∗

5. KONDRATIEFF LONG WAVES IN AGGREGATE OUTPUT? - Hans Bieshaar; Alfred Kleinknecht; An Econometrie Test; Hans Bieshaar; Alfred Kleinknecht
and the Istituto Regionale per la Programmazione Economica della

6. 1ECONOMETRÍA Y CONSTRASTACIÓN - Empírica Concepto; E Historia; José Vicéns Otero; Documento Enero; Inicios De La Economía Cuantitativa
El presente documento intenta establecer el alcance y contenido de las econometría y sus métodos, realizando una revisión histórica de sus planteamientos. La econometría, a la que no se concede la capacidad de validar o refutar teoría, si se la contempla como el único camino posible para una limitada contrastación empírica. (*) Documento basado en el proyecto docente y de investigación presentado por el autor al concurso oposición a la Cátedra de Economía Aplicada de la Universidad Autónoma de Madrid. Junio 1992. 2Economía teórica versus economía aplicada

7. North-Holland Publishing Company 87 THE OLIGOPOLY SOLUTION CONCEPT IS IDENTIFIED * - Timothy F. Bresnahan
Oligopoly theory predicts that market price will be at least as high as the competitive price and no higher than the monopoly price. Particular oligopoly solution concepts offer more exact predictions, but it is difficult to know which solution concept holds in any real market. This paper shows that the oligopoly solution concept can be estimated econometri-cally. 1.

8. Sustainable miracles : protection and competition in the Brazilian oil industry - Teixeira, Arilton
It is often suggested that competition improves productivity, however, the underlying support for this idea is surprisingly thin. This paper presents a case study examining the e ects of a change in the competitive environment on productivity at the Petrobras, Brazil's state-owned oil company. Petrobras had a legal monopoly on production, re ning, transportation and importation of oil in Brazil until it was removed in 1995. Even though Petrobras continues to have a de facto monopoly, the end of legal monopoly labor productivity growth rate more than doubled. A growth accounting of the industry shows that between 1977 and 1993 output growth rate (and productivity growth rate) is...

9. Infinite horizon incomplete markets : long-lived assets, default and bubbles - Torres-Martínez, Juan Pablo

10. Biased procurement - Rezende, Leonardo

11. Auction econometrics by least squares - Rezende, Leonardo
This paper proposes a method to structurally estimate an auction model using a variation of OLS, under commonly held assumptions in both auction theory and econometrics. In spite of its computational simplicity, the method applies to a wide variety of environments, including interdependent values in general, and certain forms of endogenous participation and bidder asymmetry. Furthermore, it can be used for hypotheses testing about the shape of the valuation distribution, valuation interdependence, or existence of bidder asymmetry.

12. Resposta da produção agrícola aos preços no centro-oeste brasileiro: Uma análise de econometria espacial para o período 1975-1995/1996 - Figueiredo Rodrigues, Adriano Marcos; Teixeira, Erly Cardoso
 A influência de uma localidade sobre seus vizinhos é sempre vista como uma interdependência entre as regiões em estudo e a localização afeta a resposta da produção agrícola às alterações de preços ou de políticas. O objetivo geral é determinar a importância dos efeitos e inter-relações decorrentes da localização na resposta da produção agrícola aos preços, na região Centro-Oeste, no período entre 1975 e 1995. Contribui-se para a literatura econômica ao conciliar um modelo de função de lucro translog com efeitos de dependência espacial nos resíduos do sistema estimado de parcelas de lucros. Existem evidências econométricas da dependência espacial nos...

13. An empirical study on deprivation - Veloso, Jorge Filipe Azambujo
Mestrado em Econometria Aplicada e Previsão

14. of Development Policies - Orazio Attanasio; Luis Carlos Gómez; Patricia Heredia; Marcos Vera-hernández; Orazio Attanasio; Luis Carlos Gómez; Econometría Consultores; Patricia Heredia; Marcos Vera-hernández
1 The short-term impact of a conditional cash subsidy on child health and nutrition in Colombia∗

15. Del 20 de Junio al 2 de julio - Cursos De; La Maestria; En Economía; Válidos Como; Cursos Electivos; Del Departamento; Académicos De Economía; Microeconómicos Del; Microeconomía Ii; Concentración En; Políticas Públicas; Área De Política Social; Desarrollo Humano Y; Sociedad Civil; Econometría I; Electivo Otros Del; Académico De; Electivo Otros Del; Académico De; Área De; Econometría Ii; Electivo Otros Del; Académico De; Electivo Otros Del; Académico De; Economía Financiera
2 Lu-Mi-Vi 7am-10am Del 25 de abril al 13 de Mayo Introducción a la

16. FORM WAGES; - Ident Wage
MODEL (FILE=filename,PRINT,SILENT) equation list [endogenous variable list] ordered model name; __________________________________________________________________________________ Function: MODEL determines the order in which the equations of a model should be solved and saves this order under a collected model name. It must be used before a SOLVE command invokes the model simulation procedure. Usage: MODEL takes as its arguments the name of a list of equations in the model, and produces a collected and ordered model which is stored under the name supplied by the user. Each of the endogenous variables in the list must appear on the left hand side of one and only...

17. Testing covariance stationarity - Lima, Luiz Renato Regis de Oliveira
In this paper, we show that the widely used stationarity tests such as the KPSS test has power close to size in the presence of time-varying unconditional variance. We propose a new test as a complement of the existing tests. Monte Carlo experiments show that the proposed test possesses the following characteristics: (i) In the presence of unit root or a structural change in the mean, the proposed test is as powerful as the KPSS and other tests; (ii) In the presence a changing variance, the traditional tests perform badly whereas the proposed test has high power comparing to the existing tests; (iii) The proposed test has the...

18. Information asymmetry and competition in credit markets : the pricing of overdraft loans in Brazil - Mello, João Manoel Pínho de
This paper evaluates how information asymmetry affects the strength of competition in credit markets. A theory is presented in which adverse selection softens competition by decreasing the incentives creditors have for competing in the interest rate dimension. In equilibirum, although creditors compete, the outcome is similar to collusion. Three empirical implications arise. First, interest rate should respond asymmetrically to changes in the cost of funds: increases in cost of funds should, on average, have a larger effect on interest rates than decreases. Second, aggressiveness in pricing should be associated with a worseing in the bank level default rates. Third, bank level default rates should be endogenous. We then verify the...

19. Social networks and the paradox of voting - Matos, João Amaro de

20. Institucional: Departamento de Economía - Revista Institucional de la Facultad de Ciencias Económicas
El Departamento de Economía, desde su creación en 1953, viene realizando actividades de docencia, de investigación y de transferencia. Dentro del área de Economía de la Facultad, funcionan, además, los siguientes postgrados, institutos y actividades: la Maestría en Economía, la Maestría en Finanzas Públicas Provinciales y Municipales, el Doctorado en Economía, el Centro de Estudios Distributivos, Laborales y Sociales (CEDLAS), el Instituto de Investigaciones Económicas, el Laboratorio de Economía Matemática y Econometría y la Revista Económica. Mas información: www.depeco.econo.unlp.edu.ar.

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