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Bubble detection in Brazil’s stock market: application of the generalized superior augmented Dickey-Fuller test
(2016-06-28)
Considering the importance of the proper detection of bubbles in financial markets for policymakers and market agents, we used two techniques described in Diba and Grossman (1988b) and in Phillips, Shi, and Yu (2015) to ...
Una nota sobre el tamaño del Test ADF con outliers aditivos y errores fraccionales. Una re-evaluación de la (no) estacionariedad de las series de inflación latinoamericanasA Note on the Size of the ADF Test with Additive Outliers and Fractional Errors. A Reappraisal about the (Non)Stationarity of the Latin-American Inflation Series
(Pontificia Universidad Católica del Perú. Fondo EditorialPE, 2018)
A Note on the Size of the ADF Test with Additive Outliers and Fractional Errors. A Reapraisal about the (non) stationarity of the Latin-American Inflation SeriesUna Nota sobre el Tamaño del Test ADF con Observaciones Atípicas Aditivas y Errores Fraccionales: Una Re-Evaluación de la (no) Estacionariedad de las Series de Inflación en América Latina
(Pontificia Universidad Católica del Perú. Departamento de EconomíaPE, 2015)
La agricultura peruana: problemas, potencialidades y políticas
(Pontificia Universidad Católica del Perú. Fondo EditorialPE, 2018)
Unit root testing under structural breaks
(2017-10)
In this paper are analyzed eleven stock market indices in order to conclude about their integration orders. With this objective in mind, three tests are performed. The first test, is the standard Augmented Dickey-Fuller ...
Testing the market efficiency in Indian stock market: evidence from Bombay Stock Exchange broad market indices
(Universidad ESAN. ESAN EdicionesPE, 2022-12-28)
Purpose: Despite volumes of research on the efficient market hypothesis (EMH) over the last six decades, the results are inconclusive as some studies supported the hypothesis, and some studies rejected it. The study aims ...
Caracterização e reaproveitamento das areias descartadas de fundição (ADF) na produção de blocos de concreto sextavado para pavimento intertravado
(Universidade Estadual Paulista (Unesp), 2019-07-01)
O presente trabalho consistiu no reaproveitamento da mistura das areias descartadas de fundição (ADF-M) em substituição total ao agregado miúdo natural na produção de blocos de concreto sextavados para a aplicação em ...
Detecção de bolhas para avaliar a sustentabilidade fiscal no Brasil
(Universidade Federal de São Paulo (UNIFESP), 2020-08-17)
This paper proposes to detect the existence of bubbles in the public debt in proportion of Gross Domestic Product (GDP) and related variables such as 5-years sovereign Credit Default Swaps (CDS), the bond yield spread and ...