Se estudia aquí la dependencia serial y la velocidad de ajuste a nueva información en base a retornos semanales de portafolios de acciones transadas en la Bolsa de Valores de Santiago de Chile agrupados por tamaño y volumen transado durante el período 1991-2000. Se estudian...

This paper studies the daily stock price reaction to new information of portfolios grouped by size quintiles. To that end, cross-correlations, autocorrelations and Dimson beta regressions are analyzed. Based on a sample of shares traded in the Santiago de Chile Stock Exchange for the 1991-1998...

The main objective of this paper is to develop a system that uses historical data to forecast new movie attendance. In contrast to most models in the literature that consider aggregated prediction or the demand for a cross-section of movies, this paper analyzes the dynamic behavior of attendance...

The Internet has changed the way companies and persons communicate. This paper considers the diffusion of Internet in Chile. Using traditional methods in marketing, particularly the Bass model, the potential number of Internet users and the characteristics of the diffusion process are estimated,...

Statistical procedures for missing data have improved significantly in the last years. This study put the missing data in context and makes a revision of the recent literature for the case that the missing data problem is ignorable. In an application, based in real data of a psychographic...

This study considers different methodologies for times series prediction of Sales. Given the specification of a bivariate autoregressive time series model for Sales and GDP, the paper derives classical models of prediction, such as a regression model, a regression model with error correction, a...

This study analyzes the needs and preferences of firms in the first-job market. To this end, an application to the case of commercial engineers in Chile is considered by means of a conjoint study. Partial utilities of the firms associated to different levels of attributes of the applicants are...

This paper considers a dynamic extension of the classical error components model based on the ideas of structural time series models. The study concentrates on the mean square error estimation of time-dependent means by using the Kalman filter, and on the relative efficiency of these estimators...

This paper presents a dynamic econometric model for monthly inflation rates in Chile from 1977 to 1983. For this purpose alternative price change forecast methods are empirically considered. Based on a 2 goods (traded and non traded) 2 factors (labor and

The exchange rate can be seen as the price that equalizes the present value of expected future exports to the present value of expected future imports and debt payments. In that context, foreign exchange must behave as an asset price. In this paper we dev