El principal resultado de este artículo consiste en la resolución del problema inverso del modelo de Black-Cox (1976), usando el método propuesto por Sukhomlin (2007). Se parte del enfoque retrógrado (backward) para obtener una expresión exacta de la volatilidad implícita en función de...

This paper makes a comparative study of the inflation dynamics of Argentina, Brazil, Chile, Colombia, Mexico and Uruguay during the 2004-2019 period. The goal is to document a number of empirical regularities that are useful for some discussions about the determinants and mechanisms of the...

Despite the widely recognized significance of freight transport for a region’s economy, the field of transportation science has focused traditionally on the analytical modeling of passenger systems, relegating the analysis of freight transportation. This paper reviews the methodological...

Global macroeconometric models can be a powerful tool for economic analysis and forecasting in various scenarios. This paper analyses the NiGEM model and its application to the euro area, placing particular emphasis on the study of the relative situation of the member countries' economies.

Se analiza la evolución del empleo en España en el período 1975-2004, y se estiman varios modelos econométricos de empleo bajo diferentes enfoques teóricos. El enfoque seleccionado, corresponde a un modelo de desequilibrio que tiene en cuenta factores de oferta y demanda, y en ese contexto...