The constitution of cyclical provisions is related to the effects of latent credit risk in the financial institutions, a risk that materializes during an economic downturn. This study proposes a method both to calculate the amount of cyclical provisions and to estimate the timing of this type of...

An incomplete manuscript on Statistics for economists.

The present article establishes an empirical approximation of the causality analysis between inflation and unemployment over the period of 2001 and 2019 for the Colombian economy from the theoretical contributions of Phillips (1957), Phelps (1967), Friedman (1968) and Ball & Mankiw (2002). The...

As part of a broader discussion of fiscal federalism in Argentina, this research analyzes the role of the National Budget as an instrument of resource allocation that has an impact located in the provinces. To do this, we consider the evolution between 2004 and 2007 transfers and budget programs...

The present document resumes the work of tree papers regarding college selection system. These investigations evaluate the use of the “high school ranking” of students as a college selection variable. The authors evaluate the performance of students in the University of Chile, Catholic...

Abstracts: This paper considers the principal approaches used for modelling trends in economic time series. Deterministic, stochastic, and segmented trends models with dates of break determined endogenously are considered. Also, a review of Quandt/Andrews/Bain method to identify structural...

The present work corroborates the existence of two anomalies that question the hypothesis of efficient markets in the Chilean stock market, these are the “effect weekend” or “effect monday” and the “effect month end”. Using the daily values of closing of stock-exchange index IPSA,...

Based on a deterministic hypothesis, this paper aims to verify the regularity of the stock market cycles and, if this regularity is found, the ability to predict major stock market crises. Harmonic analysis, or Fourier series, is applied in order to, decomposing into sinusoids curves, find the...

The purpose of this paper is to analyze the multilevel methodology in order to estimate the effect of primary care physician in the pharmaceutical expenditure of the patient. We use individual data from population that is part of the Spanish public health system in the Autonomous Community of...

In the present paper was to assess the performance of soybean cultivars different environments or planting dates. The variable of interest was performance dry matter per hectare of these cultivars with different maturity groups. We compare two statistical techniques often used for this data:...