Now showing items 1-10 of 188
Simulación Modelo VAR IPP-IPC
Measuring time series predictability using support vector regression
(TAYLOR & FRANCIS INC, 2008)
Most studies involving statistical time series analysis rely on assumptions of linearity, which by its simplicity facilitates parameter interpretation and estimation. However, the linearity assumption may be too restrictive ...
Aggregate Implications of Lumpy Investment: New Evidence and a DSGE Model
(AMER ECONOMIC ASSOC, 2013-10)
The sensitivity of US aggregate investment to shocks is procyclical. The response upon impact increases by approximately 50 percent from the trough to the peak of the business cycle. This feature of the data follows naturally ...
Net Cash Flow Analysis as Stochastic Processes Theory Application and the Real Options Theory: A New Approach-Edición Única
(Instituto Tecnológico y de Estudios Superiores de Monterrey, 2015)
Reduced form vector directional quantiles
(Elsevier Inc, 2017-06)
In this paper, we develop a reduced form multivariate quantile model, using a directional quantile framework. The proposed model is the solution to a collection of directional quantile models for a fixed orthonormal basis, ...
Financial leverage and tangibility of assets of Brazilian companies of agribusiness in the post-real plan period
(UNIV FED RURAL PERNAMBUCO, DEPT LETRAS CIENCIAS HUMANAS, 2009)
This paper aims to study the relationship between the debt level and the asset structure of Brazilian companies of the agribusiness sector, since it is considered a current and relevant discussion: to evaluate the mechanisms ...
Implementing Bayesian Vector Autoregressions
(ILADES; Georgetown University; Universidad Alberto Hurtado. Facultad de Economía y Negocios, 2014)