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Nowcasting de inversión : una estimación en tiempo real con indicadores de alta frecuencia
Dogliolo, Fiorella - 2018
groups of monthly indicators throughout dynamic factor models to forecast Investment growth. Additionally, I conducted a … forecast-pooling exercise. Using the Giacomini and White test it was possible to conclude that factor models and the pooling …
Persistent link: https://www.econbiz.de/10011846223
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Nowcasting de PIB : evaluando las condiciones cíclicas de la economía argentina
D'Amato, Laura; Garegnani, María Lorena; Blanco, Emilio - 2015
Persistent link: https://www.econbiz.de/10011386654
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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/10012489755
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Nowcasting durante la pandemia : un apartado para Argentina
Blanco, Emilio; Dogliolo, Fiorella; Garegnani, María Lorena - 2022
We forecast economic activity in Argentina on a quarterly real-time basis using dynamic factors models (DFM) (Blanco et …
Persistent link: https://www.econbiz.de/10013173159
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Real options volatility: Literature review and a case of application in the Colombian oil sector
Pareja Vasseur, Julian; Prada Sanchez, Nubia Marcela; … - In: Revista de Métodos Cuantitativos para la Economía y … 27 (2019), pp. 136-155
volatility that has been proposed for the real options approach (ROA), and also provide a theoretical and practical explanation … for estimating an unbiased volatility and unconditional for this methodology. The results of the research suggest that the … use of the current methods generates a marked overestimation of the volatility, which is ultimately transmitted in the …
Persistent link: https://www.econbiz.de/10014494458
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Real options volatility : literature review and a case of application in the Colombian oil sector
Pareja Vasseur, Julian; Prada Sanchez, Nubia Marcela; … - In: Revista de métodos cuantitativos para la economía y … 27 (2019), pp. 136-155
volatility that has been proposed for the real options approach (ROA), and also provide a theoretical and practical explanation … for estimating an unbiased volatility and unconditional for this methodology. The results of the research suggest that the … use of the current methods generates a marked overestimation of the volatility, which is ultimately transmitted in the …
Persistent link: https://www.econbiz.de/10012063196
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Pronóstico y estructuras de volatilidad multiperíodo de la tasa de cambio del peso colombiano
Castaño, Elkin; Gómez, Karoll; Gallón, Santiago - In: REVISTA CUADERNOS DE ECONOMÍA (2008)
El modelo gaussiano GARCH(1,1) ha sido empleado, tradicionalmente, en el estudio de la tasa de cambio; sin embargo, un número importante de estudios recientes (utilizando modelos FIGARCH e HYGARCH) ha encontrado evidencia de persistencia en su volatilidad. En este trabajo, usando una estrategia...
Persistent link: https://www.econbiz.de/10005603782
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Análisis coyuntural y prospectivo de la industria maquiladora de exportación mexicana
Bielsa, Francisco Javier Trívez; Terrón, … - In: Economía Mexicana NUEVA ÉPOCA XVII (2008) 1, pp. 63-99
The aim of the paper is to analyze the current situation and perspectives, both at the short run andmiddle run, of theMexican exportationmaquiladora industry. It is to combine quantitative economic conjuncture analysis with its principal components, that is, the empiric base (statistical...
Persistent link: https://www.econbiz.de/10005357647
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Nowcasting de inversión: Una estimación en tiempo real con indicadores de alta frecuencia
Dogliolo, Fiorella - 2018
groups of monthly indicators throughout dynamic factor models to forecast Investment growth. Additionally, I conducted a … forecast-pooling exercise. Using the Giacomini and White test it was possible to conclude that factor models and the pooling …
Persistent link: https://www.econbiz.de/10012057268
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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