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Análisis de combustibles fósiles en el mercado de generación de energía eléctrica en Colombia: Un contraste entre modelos de volatilidad
Arango Arango, Mónica Andrea; Arroyave O., Santiago - In: Revista de Métodos Cuantitativos para la Economía y … 22 (2016), pp. 190-215
The importance of the electricity sector in the growth of economies encourages the study of the variables that determine the implementation of new investment projects in the sector. The barriers in the availability of fuels result in increased uncertainty, becoming a key issue in making...
Persistent link: https://www.econbiz.de/10011787597
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Análisis de combustibles fósiles en el mercado de generación de energía eléctrica en Colombia : un contraste entre modelos de volatilidad
Arango Arango, Mónica Andrea; Arroyave O., Santiago - In: Revista de métodos cuantitativos para la economía y … 22 (2016), pp. 190-215
The importance of the electricity sector in the growth of economies encourages the study of the variables that determine the implementation of new investment projects in the sector. The barriers in the availability of fuels result in increased uncertainty, becoming a key issue in making...
Persistent link: https://www.econbiz.de/10011588391
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Análisis de la volatilidad del índice principal del mercado bursátil mexicano, del índice de riesgo país y de la mezcla mexicana de exportación mediante un modelo GARCH trivariado...
Villalba Padilla, Fátima Irina; Flores-Ortega, Miguel - In: Revista de Métodos Cuantitativos para la Economía y … 17 (2014), pp. 3-22
We jointly parameterized the generalized autoregressive conditional het- eroskedasticity that corresponds to the behavior of the variance of three variables: (a) the core Mexican stock market index (IPC), (b) the Emerging Markets Bond Index for Mexico (EMBI) as country risk pointer and, (c) the...
Persistent link: https://www.econbiz.de/10011307204
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Análisis de la volatilidad del índice principal del mercado bursátil mexicano, del índice de riesgo país y de la mezcla mexicana de exportación mediante un modelo GARCH trivariado...
Villalba Padilla, Fátima Irina; Flores-Ortega, Miguel - In: Revista de métodos cuantitativos para la economía y … 17 (2014), pp. 3-22
We jointly parameterized the generalized autoregressive conditional het- eroskedasticity that corresponds to the behavior of the variance of three variables: (a) the core Mexican stock market index (IPC), (b) the Emerging Markets Bond Index for Mexico (EMBI) as country risk pointer and, (c) the...
Persistent link: https://www.econbiz.de/10010360975
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Nowcasting de PIB: Evaluando las condiciones cíclicas de la economía argentina
D'Amato, Laura; Garegnani, Lorena; Blanco, Emilio - 2015
Persistent link: https://www.econbiz.de/10011417926
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Las expectativas macroeconómicas de los especialistas: Una evaluación de pronósticos de corto plazo en México
Capistrán, Carlos; López-Moctezuma, Gabriel - 2008
This document analyzes inflation, exchange rate, interest rate, and GDP growth forecasts from the monthly Survey of Specialists in Economics from the Private Sector, maintained by Banco de M'exico. The study concentrates on the mean across forecasters for the period from January 1995 to April...
Persistent link: https://www.econbiz.de/10010322588
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Nowcasting de inversión: Una estimación en tiempo real con indicadores de alta frecuencia
Dogliolo, Fiorella - 2018
In this paper I present a real-time estimation of the evolution of the Investment, constructed from a broad set of high frequency economic indicators: known in the literature as Nowcasting. The Nowcast exercise was developed considering three groups of monthly indicators throughout dynamic...
Persistent link: https://www.econbiz.de/10012057268
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Nowcasting durante la pandemia: Un apartado para Argentina
Blanco, Emilio; Dogliolo, Fiorella; Garegnani, Lorena - 2022
al. 2018) and evaluate their forecasting performance during the COVID19 pandemic of 2020. We compare the results of …
Persistent link: https://www.econbiz.de/10014545966
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Nowcast de agregados macroeconómicos en Argentina: Comparando la capacidad predictiva de diferentes modelos
Blanco, Emilio; D'Amato, Laura; Dogliolo, Fiorella; … - 2021
Persistent link: https://www.econbiz.de/10012803033
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Empleando modelos jerárquicos para encontrar el mejor modelo para pronosticar los galones de gasolina corriente demandados en Bogotá (Colombia)
Alonso, Julio; Díaz, Javier Gustavo; Estrada Nates, Daniela - In: Revista de Métodos Cuantitativos para la Economía y … 28 (2019), pp. 113-123
The objective of this analysis is to find the best hierarchical model to forecast the total demand for regular gasoline in Bogotá, Colombia and, therefore, the collection of gasoline surcharges, which is an important tax used to finance road networks and massive transportation systems. We used...
Persistent link: https://www.econbiz.de/10014494404