Sample records for ECONOMETRIA (econometrics)
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1

Why do people learn foreign languages?

Ginsburgh, Victor; Ortuno-Ortin, Ignacio; Weber, Shlomo

We suggest a demand model for foreign languages and estimate demand functions for English, French, German and Spanish in 13 European countries. We show that three variables explain reasonably well the share of people who learn a foreign language: the larger the native population in the country, the ...

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2

Which univariate time series model predicts quicker a crisis? The Iberia case

Ruiz, Esther [ortega]; Lorenzo, Fernando

In this paper four univariate models are fitted to monthly observations of the number of passengers in the Spanish airline IBERIA from January 1985 to October 1994. During the first part of the sample, the series shows an upward trend which has a rupture during 1990 with the slope changing to be neg...

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4

Urban income and city size : Ecological Inference with Entropy Econometrics for the Spanish municipalities | Renta municipal y tamaño urbano : inferencia ecológica con máxima entropía para los municipios españoles

Fernández Vázquez, Esteban; Rubiera Morollón, Fernando; Aponte Jaramillo, Elizabeth

La mayoría de los análisis regionales están limitados por la ausencia de datos. Los investigadores tienen que usar la información estructurada en unidades político-administrativas que carecen de sentido económico. Cualquier agregación del territorio se hace sobre la base de estas unidades especiales...

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5

University-industry interaction: support to cooperation versus actual cooperation in peripheral regions

Azagra Caro, Joaquín; Archontakis, Fragiskos; Gutiérrez Gracia, Antonio; Fernández de Lucio, Ignacio
2007-01-01

Digital.CSIC (Spain)

7

The effect of external and internal factors on firms' product innovation

Vega Jurado, Jaider; Gutiérrez Gracia, Antonio; Fernández de Lucio, Ignacio; Manjarrés Henríquez, Liney
2008-05-01

Digital.CSIC (Spain)

8

The black-white test score gap widens with age?

Creel, Michael; Farell, Montserrat
2006-06-20

Digital.CSIC (Spain)

10

Structural Inferences from First-Price Auction Experiments

Pezanis-Christou, Paul; Romeu, Andrés
2002-11-19

Digital.CSIC (Spain)

11

Separability and aggregate shocks in the life-cycle model of consumption: evidence from Spain

Collado, M. Dolores

The purpose of this paper is to test the life-cycle permanent income hypothesis using an unbalanced panel from the Spanish family expenditure survey. Our model accounts for aggregate shocks and non-separability in the Euler equation among consumption goods, contrary to most of the Literature in this...

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12

Sensitivity and robustness in MDS configurations for mixed-type data: a study of the economic crisis impact on socially vulnerable Spanish people

Grané, Aurea; Romera, Rosario

Multidimensional scaling (MDS) techniques are initially proposed to produce pictorial representations of distance, dissimilarity or proximity data. Sensitivity and robustness assessment of multivariate methods is essential if inferences are to be drawn from the analysis. To our knowledge, the litera...

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13

O software open source como instrumento pedagógico: aplicação prática à econometria e à matemática

Nunes, Alcina; Balsa, Carlos

Nowadays, the software open source represents an important teaching resource. However, it is not sufficiently explored in the university teaching methodologies. In subjects with a very specific goal, applied contents and attended by a small number of students, the commercial software is still prefer...

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14

New methods for the analysis of long memory time series: application to Spanish inflation

Delgado, Miguel A. [delgado]; Robinson, Peter M.

Models for long-memory time series are considered, in which the autocovariance sequence is only parameterized at very long lags, or the spectral density is only parametized at very low frequencies. Various recently proposed methods for estimating the differencing parameters are reviewed, and applied...

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15

Modelling nonlinearities in GDP. Some diferences between us and spanish data

Martínez, José Manuel; Espasa, Antoni [espasa]

This paper studies the dynamic behaviour of US and Spanish GDP constructing final form (univariate) models, which can explain the non-linear aspects to be found in the trend and cyclical component of the mentioned aggregates. The main directions of research into switching regime models and the main ...

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16

Modelling intra-daily volatility by functional data analysis: an empirical application to the spanish stock market

Alva, Kenedy; Romo, Juan; Ruiz, Esther [ortega]

We propose recent functional data analysis techniques to study the intra-daily volatility. In particular, the volatility extraction is based on functional principal components and the volatility prediction on functional AR(1) models. The estimation of the corresponding parameters is carried out usin...

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17

MODELO DE LOCALIZACIÓN ÓPTIMA DE ACTIVIDADES NO DESEADAS APLICADO A LOS RESIDUOS SÓLIDOS EN LA REGIÓN METROPOLITANA/ AN OPTIMAL LOCATION MODEL OF UNDESIRABLE FACILITIES APPLIED TO THE SOLID WASTES IN THE METROPOLITAN REGION

Medina Tapia, Marcos; Cerda Troncoso, Jorge
2008-06-01

Resumen en español El trabajo analiza los principios y estructuras de modelación de localización óptima de actividades indeseables (obnoxious location models), revisando criterios de "eficiencia espacial" en la localización, y "justicia espacial" en la distribución de externalidades. La eficiencia se logra con modelos de localización-asignación optimizando el costo total (plant location). Para la justicia se calibran curvas de rechazo con métodos econométricos. Finalmente todo se o (mas) ptimiza en una estructura multiobjetivo ponderada. Este modelo mixto se aplica a la localización de estaciones de transferencia y rellenos sanitarios en la Región Metropolitana, obteniendo localizaciones óptimas (económica y socialmente), y asignaciones óptimas de residuos sólidos comunales Resumen en inglés This work analyses the principles and structures of optimal location models of obnoxious activities, by studying criterion of spatial efficiency in the location, and spatial justice in the distribution of externalities. The efficiency is obtained through the Plant Location model (a location-allocation model). For the justice, opposition curves are fitted using econometrics models. Finally, everything is optimised in a weighted multi-objective structure. This mixed model i (mas) s applied to the location of transfer stations and landfill operations in the Metropolitan Area in Santiago-Chile. The results give optimal locations (economic and social), and optimal allocation of municipal solid waste

Scientific Electronic Library Online (Spanish)

18

Long-range dependence in Spanish political opinion poll series

Dolado, Juan José [dolado]; Gonzalo, Jesús [jgonzalo]; Mayoral, Laura

This paper investigates the time series properties of partisanship for five political parties in Spain. It is found that pure fractional processes with a degree of integration, d, between 0.6 and 0.8 fit the time-series behaviour of aggregate opinion polls for mainstream parties quite well, whereas ...

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20

Is regional catching-up a motivation for university patenting?

Azagra Caro, Joaquín; Archontakis, Fragiskos; Yegros Yegros, Alfredo
2005-05-18

Digital.CSIC (Spain)

21

Interactive vs. non-interactive knowledge production by faculty members

Azagra Caro, Joaquín; Aznar Márquez, J.; Blanco, J. M.
2008-05-01

Digital.CSIC (Spain)

22

Innovation and job creation and destruction: evidence from Spain

Alonso-Borrego, César [alonso1]; Collado, M. Dolores

In this paper we examine the effect of innovation on job creation and job destruction in Spanish manufacturing. Our empirical analysis is based on firm-level longitudinal data from which we have information on employment and innovation activity. The estimation approach consists of a two-step procedu...

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23

In which regions do universities patent and publish more?

Azagra Caro, Joaquín; Archontakis, Fragiskos; Yegros Yegros, Alfredo
2007-01-16

Digital.CSIC (Spain)

24

In which regions do universities patent and publish more?

Azagra Caro, Joaquín; Archontakis, Fragiskos; Yegros Yegros, Alfredo
2006-09-13

Digital.CSIC (Spain)

25

Graduate Econometrics Lecture Notes

Creel, Michael

Replaced by paper 575.03 in this series.

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28

GMM estimation of a production function with panel data: an application to Spanish manufacturing firms

Alonso-Borrego, César [alonso1]; Sánchez Mangas, Rocío

In this paper we consider the estimation of a Cobb-Douglas production function using a panel dataset of Spanish manufacturing firms. As it is stressed in the econometric literature, the use of standard GMM first differences estimators to eliminate the unobserved firm-specific effects may yield impre...

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29

Forecasting from one day to one week ahead for the Spanish system operator

Cancelo, José Ramón; Espasa, Antoni [espasa]; Grafe, Rosmarie

This paper discusses the building process and models used by Red Eléctrica de España (REE), the Spanish system operator, in short-term electricity load forecasting. REE's forecasting system consists of one daily model and 24 hourly models with a common structure. There are two types of forecasts of ...

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30

Forecasting Spanish inflation using information from different sectors and geographical areas

Tena, Juan de Dios; Espasa, Antoni [espasa]; Pino, Gabriel

This paper evaluates different strategies to forecast Spanish inflation using information of price series for 57 products and 18 regions in Spain. We consider vector equilibrium correction (VeqC) models that include cointegration relationships between Spanish prices and prices in the regions of Vale...

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31

Firms´productivity and the export market: a nonparametric approach

Delgado, Miguel A. [delgado]; Fariñas, José C.; Ruano, Sonia

This paper examines total factor productivity differences between exporting and nonexporting firms. These differences are documented on the basis of a sample of Spanish manufacturing firms over the period 1991-1996 drawn from the ESEE. The paper also examines two complementary explanations for the s...

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33

Estimation of a dynamic discrete choice model of irreversible investment

Sánchez Mangas, Rocío

In this paper we propose and estimate a dynamic structural model of fixed capital investment at the firm level. Our dataset consists of an unbalanced panel of Spanish manufacturing firms. Two important features are present in this dataset. There are periods in which firms decide not to invest and pe...

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34

Employment occupational structure, technological capital and reorganization of production

Aguirregabiria, Víctor; Alonso-Borrego, César [alonso1]

This paper analyzes the role of skill-biased technological progress on the recent changes in the occupation al structure of Spanish manufacturing employment. Our dataset consists of a panel of Spanish manufacturing firms during the period 1986-1991. We confirm a puzzle that has been found in other O...

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36

Econometrics

Creel, Michael

This is a project to develop a document for teaching graduate econometrics that is "open source", specifically, licensed as GNU GPL. That is, anyone can access the document in editable form, and can modify it, as long as they make their modifications available. This allows for personalization, as we...

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37

Econometrics

Creel, Michael
2003-05-30

Digital.CSIC (Spain)

38

ESTACIONALIDAD, CICLOS Y VOLATILIDAD EN LOS PRECIOS DEL GANADO MACHO DE LEVANTE EN MONTERÍA, COLOMBIA/ SEASONALITY, CYCLE AND VOLATILITY OF PRICE CATTLE LEVANT MALE IN MONTERIA, COLOMBIA

Castillo N, Omar
2007-01-01

Resumen en español Objetivo. Describir el comportamiento temporal de los precios del ganado vivo macho de levante de primera calidad en la ciudad de Montería, Colombia comercializado en las subastas. Materiales y métodos. Se realizaron análisis de los precios semanales y mensuales durante el período 1997-2006 utilizando técnicas estadísticas y econometricas como la media móvil multiplicativa, la tasa de crecimiento sobre medias anuales, , y modelos auto-regresivos heterocedásticos c (mas) ondicionales, ARCH, o GARCH. Resultados. Se encontraron evidencias de estacionalidad y ciclos en los precios mensuales; no hubo evidencia de comportamientos volátiles en precios semanales de los ganados de 1,1¼ y 1½ años de edad, pero si para los de 1 año. Conclusiones. A pesar de la presencia de variaciones estacionales y cíclicas, alrededor del 70% del ganado comercializado presentó estabilidad en los precios. Resumen en inglés Objetive. To describe the temporal behavior of prices from livestock young male of first quality in Monteria city, Colombia, marketed by cattle auctions. Materials and methods. Analysis of weekly and monthly prices during the period 1997-2006 using statistical and econometrics techniques such as multiplicative movil mean, rate growth on annual means , and conditional autoregressive heteroscesdasticity ARCH, o GARCH models were carried out. Results. Seasonality evidences a (mas) nd cycles in monthly prices were found. There was no evidence of volatile behaviors in weekly prices for 1, 1¼ and 1½ years of age livestocks, but there was for those of 1¾; years old. Conclusions. Despite the seasonal and cyclical variabiability around the 70% of the cattle marketed had stability prices.

Scientific Electronic Library Online (Spanish)

39

Do strike variables wage increase settlements in Spain?

Jiménez-Martín, Sergi

This paper analyzes the wage increases in a bargaining context using an unbalanced panel from the Spanish Collective Bargaining in Large Firms. Central to the analysis are the joint determination of strike and wage outcomes and the role of strike threats that are not always realized. We find a posit...

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40

Demand for labour inputs and adjustment costs: evidence from spanish manufacturing firms

Alonso-Borrego, César [alonso1]

This paper examines the structure of the adjustment costs for heterogeneous labour inputs, allowing for asyrnmetries and for interaction effects in adjustment costs. To do this, an intertemporal model underlying firm's employment decisions is postulated, and the resulting Euler equations for the dem...

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41

Class Attendance and Academic Performance among Spanish Economics Students

Andrietti, Vincenzo; D´Addazio, Rosaria; Velasco, Carlos [cavelas]

This paper presents new evidence on the effects of class attendance on academic performance. We analyse survey data collected for an Introductory Econometrics Course at the Facultad de Ciencias Sociales y Jurídicas of Universidad Carlos III de Madrid, matched to administrative data. Using OLS-proxy ...

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43

A methodology for population projections: an application to Spain

Alonso, Andrés M.; Peña, Daniel; Rodríguez, Julio

This paper looks at projections for the Spanish population by sex and age for the period of 2005 to 2050. These were carried out using forecasts for birth and mortality rates, and migration. These rates are calculated using two main sources of information. First, a multivariate time series model was...

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44

A Simple Selling and Buying Procedure

Pérez-Castrillo, David; Sotomayor, Marilda
2000-08-01

Digital.CSIC (Spain)