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Modelos de Equilibrio General Dinámico y Estocástico (EGDE): Una introducción
Escudé, Guillermo J. - 2010
Dynamic and Stochastic General Equilibrium (DSGE) models have become a frequent choice of modeling methodology for complex dynamic and stochastic phenomena in different branches of economics. They are increasingly used by decision-makers to analyze various policy decisions or to generate...
Persistent link: https://www.econbiz.de/10010325102
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Choques en el mercado de crédito, política monetaria y fluctuaciones económicas
Ortiz, Alberto - In: Monetaria 35 (2013) 2, pp. 345-402
Persistent link: https://www.econbiz.de/10011521499
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Modelos de Equilibrio General Dinámico y Estocástico (EGDE) : una introducción
Escudé, Guillermo J. - In: Ensayos económicos 59 (2010), pp. 25-79
Persistent link: https://www.econbiz.de/10011489667
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Efectos reales de impulsos tecnológicos : el caso de Puerto Rico
Alemar, Emanuelle A.; Rodríguez, Carlos A. - In: Estudios económicos 36 (2021) 2, pp. 235-277
Persistent link: https://www.econbiz.de/10014280099
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Immobilienkrise?: Warum in Deutschland die Preise seit Jahren stagnieren
Kholodilin, Konstantin A.; Menz, Jan-Oliver; … - In: DIW Wochenbericht 75 (2008) 17, pp. 214-220
Die derzeitigen Turbulenzen auf den Immobilienmärkten in Ländern wie den USA und Spanien verstellen den Blick auf die längerfristige Entwicklung der realen Immobilienpreise. Während sie in den vergangenen Jahren in vielen westlichen Industrieländern deutlich anzogen, stagnieren sie...
Persistent link: https://www.econbiz.de/10011601808
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Immobilienkrise?: Warum in Deutschland die Preise seit Jahren stagnieren
Kholodilin, Konstantin A.; Menz, Jan-Oliver; … - In: DIW Wochenbericht 75 (2008) 17, pp. 214-220
Die derzeitigen Turbulenzen auf den Immobilienmärkten in Ländern wie den USA und Spanien verstellen den Blick auf die längerfristige Entwicklung der realen Immobilienpreise. Während sie in den vergangenen Jahren in vielen westlichen Industrieländern deutlich anzogen, stagnieren sie...
Persistent link: https://www.econbiz.de/10005071037
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Modelación de series de tiempo, estacionariedad y métodos Bayesianos no paramétricos
Martínez-Ovando, Juan Carlos; Walker, Stephen G. - 2011
In this paper we introduce two general non-parametric first-order stationary time-series models for which marginal (invariant) and transition distributions are expressed as infinite-dimensional mixtures. That feature makes them the first Bayesian stationary fully non-parametric models developed...
Persistent link: https://www.econbiz.de/10010322563
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Estimación clásica y bayesiana de la volatilidad en el modelo de Black-Scholes
Cangrejo Esquivel, Alvaro Javier; Tovar Cuevas, José Rafael - In: Revista de Métodos Cuantitativos para la Economía y … 34 (2022), pp. 237-262
The valuation of options and to a large extent the financial derivatives market require an optimal estimation of the volatility, since this is precisely the variable that is negotiated. We present then a statistical methodology for the estimation of the volatility parameter for an asset using...
Persistent link: https://www.econbiz.de/10014494469
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Cálculo del valor en riesgo operacional de una empresa aseguradora mediante redes Bayesianas
Dávila Aragón, Griselda; Ortiz Arango, Francisco - In: Revista de Métodos Cuantitativos para la Economía y … 27 (2019), pp. 30-54
It was in the 1990's when the concept of Operational Risk was defined, since then the institutions, especially those in the financial sector, are worried about this type of risk since their exposure could have fatal consequences. In case of the insurance sector its study originates due to the...
Persistent link: https://www.econbiz.de/10014494521
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Cálculo del valor en riesgo operacional de una empresa aseguradora mediante redes Bayesianas
Dávila Aragón, Griselda; Ortiz Arango, Francisco - In: Revista de métodos cuantitativos para la economía y … 27 (2019), pp. 30-54
It was in the 1990’s when the concept of Operational Risk was defined, since then the institutions, especially those in the financial sector, are worried about this type of risk since their exposure could have fatal consequences. In case of the insurance sector its study originates due to the...
Persistent link: https://www.econbiz.de/10012063135