{"id":105626,"date":"2018-03-11T10:29:14","date_gmt":"2018-03-11T10:29:14","guid":{"rendered":"https:\/\/www.deberes.net\/tesis\/sin-categoria\/aplicaciones-de-modelos-autorregresivos-por-umbral-a-datos-macroeconomicos\/"},"modified":"2018-03-11T10:29:14","modified_gmt":"2018-03-11T10:29:14","slug":"aplicaciones-de-modelos-autorregresivos-por-umbral-a-datos-macroeconomicos","status":"publish","type":"post","link":"https:\/\/www.deberes.net\/tesis\/modelos-econometricos\/aplicaciones-de-modelos-autorregresivos-por-umbral-a-datos-macroeconomicos\/","title":{"rendered":"Aplicaciones de modelos autorregresivos por umbral a datos macroecon\u00f3micos"},"content":{"rendered":"<h2>Tesis doctoral de <strong> Federico Lampis <\/strong><\/h2>\n<p>Esta tesis se ha centrado en la aplicaci\u00f3n de modelos  no lineales sobre datos de tipo macroecon\u00f3micos. En particular, se  ha hecho  hincapi\u00e9 en el modelo autoregressivo por umbral o modelos setar (self-exciting threshold autoregressive model). Mediante el programa gretl se ha implementado una funci\u00f3n que permiti\u00f3 estimar de modo muy intuitivo mediante una interfaz gr\u00e1fica, un modelo setar.  Se ha estudiado el \u00edndice de producci\u00f3n industrial (ipi) espa\u00f1ol, y  el valor a\u00f1adido bruto (vab) sectorial de la comunidad aut\u00f3noma vasca (capv).  El ipi, que constituye  una buena aproximaci\u00f3n a  la evoluci\u00f3n de   la econom\u00eda espa\u00f1ola, mostr\u00f3   unas din\u00e1micas no lineales muy marcadas, (asimetr\u00eda, dependencia no lineal, no linealidad, etc). En efecto,  dichas din\u00e1micas no solo son presentes, sino que un modelo no lineal es capaz de recogerlas y modelizarlas  adecuadamente. Siendo la capv  una de las pocas comunidades aut\u00f3nomas en espa\u00f1a  en disponer de una amplia informaci\u00f3n estad\u00edstica regional, se ha implementado   el uso de los setar con datos regionales trimestrales. Los modelos   estimados son capaces de modelar algunas caracter\u00edsticas propias de las series analizadas. As\u00ed por ejemplo, es posible  distinguir  aquellos trimestres que pertenecen a una fase recesiva de la econom\u00eda de aquellos que  pertenecen  a una fase expansiva, y   realizar de esta forma un an\u00e1lisis de tipo coyuntural a nivel regional.   Por ultimo se demuestra que los modelos setar tienen una buena capacidad predictiva a corto plazo tanto para el ipi espa\u00f1ol como para el vab sectorial de la capv.<\/p>\n<p>&nbsp;<\/p>\n<h3>Datos acad\u00e9micos de la tesis doctoral \u00ab<strong>Aplicaciones de modelos autorregresivos por umbral a datos macroecon\u00f3micos<\/strong>\u00ab<\/h3>\n<ul>\n<li><strong>T\u00edtulo de la tesis:<\/strong>\u00a0 Aplicaciones de modelos autorregresivos por umbral a datos macroecon\u00f3micos <\/li>\n<li><strong>Autor:<\/strong>\u00a0 Federico Lampis <\/li>\n<li><strong>Universidad:<\/strong>\u00a0 Pa\u00eds vasco\/euskal herriko unibertsitatea<\/li>\n<li><strong>Fecha de lectura de la tesis:<\/strong>\u00a0 13\/12\/2010<\/li>\n<\/ul>\n<p>&nbsp;<\/p>\n<h3>Direcci\u00f3n y tribunal<\/h3>\n<ul>\n<li><strong>Director de la tesis<\/strong>\n<ul>\n<li>M\u00aa Paz Moral Zuazo<\/li>\n<\/ul>\n<\/li>\n<li><strong>Tribunal<\/strong>\n<ul>\n<li>Presidente del tribunal: aurora Alonso anton <\/li>\n<li>Ana Jes\u00fas L\u00f3pez men\u00e9ndez (vocal)<\/li>\n<li>Francisco Javier Trivez bielsa (vocal)<\/li>\n<li>tomas del Barrio castro (vocal)<\/li>\n<\/ul>\n<\/li>\n<\/ul>\n<p>&nbsp;<\/p>\n","protected":false},"excerpt":{"rendered":"<p>Tesis doctoral de Federico Lampis Esta tesis se ha centrado en la aplicaci\u00f3n de modelos no lineales sobre datos de [&hellip;]<\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"site-sidebar-layout":"default","site-content-layout":"","ast-site-content-layout":"","site-content-style":"default","site-sidebar-style":"default","ast-global-header-display":"","ast-banner-title-visibility":"","ast-main-header-display":"","ast-hfb-above-header-display":"","ast-hfb-below-header-display":"","ast-hfb-mobile-header-display":"","site-post-title":"","ast-breadcrumbs-content":"","ast-featured-img":"","footer-sml-layout":"","theme-transparent-header-meta":"","adv-header-id-meta":"","stick-header-meta":"","header-above-stick-meta":"","header-main-stick-meta":"","header-below-stick-meta":"","astra-migrate-meta-layouts":"default","ast-page-background-enabled":"default","ast-page-background-meta":{"desktop":{"background-color":"var(--ast-global-color-4)","background-image":"","background-repeat":"repeat","background-position":"center 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