Las encuestas de hogares son un instrumento ampliamente utilizado para obtener información sobre la situación socioeconómica y el bienestar de las personas. Sin embargo, la precisión de las estimaciones de las encuestas de hogares decrece sustancialmente cuando se trata de realizar...

This paper presents a methodological update to the World Bank's toolkit for small area estimation. The paper reviews the computational procedures of the current methods used by the institution: the traditional ELL approach and the Empirical Best (EB) addition introduced to imitate the original...

After almost two decades of poverty maps produced by the World Bank and multiple advances in the literature, this paper presents a methodological update to the World Bank's toolkit for small area estimation. The paper reviews the computational procedures of the current methods used by the World...

In this paper we carry a disaggregated study of the monthly US Consumer Price Index (CPI). We consider a breakdown of US CPI in four subindexes, corresponding to four groups of markets: energy, food, rest of commodities and rest of services. This is seen as a relevant way to increase information...

We study with the help of a laboratory experiment the conditions under which an uninformed manipulator - a robot trader that unconditionally buys several shares of a common value asset in the beginning of a trading period and unwinds this position later on - is able to induce higher asset...

This article introduces two new types of prediction errors in time series: the filtered prediction errors and the deletion prediction errors. These two prediction errors are obtained in the same sample used for estimation, but in such a way that they share some common properties with out of...

In a previous paper (Grané and Fortiana 2006) we studied a flexible class of goodness-of-fit tests associated with an orthogonal sequence, the Karhunen-Loève decomposition of a stochastic process derived from the null hypothesis. Generally speaking, these tests outperform Kolmogorov-Smirnov...

Economic agents and financial authorities require frequent updates to a path of accurate inflation forecasts and need forecasts to include an explanation of the factors by which they are determined. This paper studies how to approach this need, developing a method for analysing inflation in the...

Dimension reduction transformations in discriminant analysis are introduced. Their properties, as well as sufficient conditions for their characterization, are studied. Special attention is given to the continuous case, of particular importance in applications. An effective data based dimension...

In this paper, a new kind of additive process is proposed. Our main goal is to define, characterize and prove the existence of the LIBOR additive process as a new stochastic process. This process will be de.ned as a piecewise stationary process with independent increments, continuous in...