{"id":144507,"date":"1993-01-01T00:00:00","date_gmt":"1993-01-01T00:00:00","guid":{"rendered":"https:\/\/www.deberes.net\/tesis\/sin-categoria\/analisis-de-cointegracion-y-factores-comunes-en-sistemas-de-indicadores-economicos\/"},"modified":"1993-01-01T00:00:00","modified_gmt":"1993-01-01T00:00:00","slug":"analisis-de-cointegracion-y-factores-comunes-en-sistemas-de-indicadores-economicos","status":"publish","type":"post","link":"https:\/\/www.deberes.net\/tesis\/ciencias-economicas\/analisis-de-cointegracion-y-factores-comunes-en-sistemas-de-indicadores-economicos\/","title":{"rendered":"Analisis de cointegracion y factores comunes en sistemas de indicadores economicos."},"content":{"rendered":"<h2>Tesis doctoral de <strong> Ignacio Diaz Emparanza Herrero <\/strong><\/h2>\n<p>Uno de los objetivos mas importantes de la teoria economica y del analisis multivariante de series temporales es conocer las relaciones entre los componentes de largo plazo de distintas variables economicas. En el presente trabajo se estudian dichas relaciones entre series de datos mensuales. Se analiza la relacion entre la propiedad de cointegracion y los modelos de factores comunes. Se revisan los contrastes de raices unitarias y se plantean dos metodos para contrastar la existencia de integracion estacional uniforme. Posteriormente se revisan varios metodos de estimacion de factores comunes y se propone la generalizacion del metodo de gonzalo y granger (1991) para posibilitar la estimacion de factores comunes estacionales. Para finalizar, se presentan dos aplicaciones de los modelos de factores comunes. La primera de ellas esta relacionada con el analisis de indicadores ciclicos, obteniendo como resultado un indicador sintetico de la tasa de crecimiento de la actividad economica en espa\u00f1a. En la segunda se trata de obtener el componente permanente comun a varias series relacionadas con la produccion.<\/p>\n<p>&nbsp;<\/p>\n<h3>Datos acad\u00e9micos de la tesis doctoral \u00ab<strong>Analisis de cointegracion y factores comunes en sistemas de indicadores economicos.<\/strong>\u00ab<\/h3>\n<ul>\n<li><strong>T\u00edtulo de la tesis:<\/strong>\u00a0 Analisis de cointegracion y factores comunes en sistemas de indicadores economicos. <\/li>\n<li><strong>Autor:<\/strong>\u00a0 Ignacio Diaz Emparanza Herrero <\/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 01\/01\/1993<\/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> Fernandez Macho Francisco Javier<\/li>\n<\/ul>\n<\/li>\n<li><strong>Tribunal<\/strong>\n<ul>\n<li>Presidente del tribunal: Daniel Pe\u00f1a S\u00e1nchez De Rivera <\/li>\n<li>Inmaculada Gallastegui Zulaica (vocal)<\/li>\n<li>Fernando Tusell Palmer (vocal)<\/li>\n<li> Dolado Lobregad Juan  Jos\u00e9 (vocal)<\/li>\n<\/ul>\n<\/li>\n<\/ul>\n<p>&nbsp;<\/p>\n","protected":false},"excerpt":{"rendered":"<p>Tesis doctoral de Ignacio Diaz Emparanza Herrero Uno de los objetivos mas importantes de la teoria economica y del analisis [&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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