{"id":33547,"date":"2018-03-09T09:30:43","date_gmt":"2018-03-09T09:30:43","guid":{"rendered":"https:\/\/www.deberes.net\/tesis\/sin-categoria\/modelizacion-de-la-inflacion-con-fines-de-prediccion-y-diagnostico\/"},"modified":"2018-03-09T09:30:43","modified_gmt":"2018-03-09T09:30:43","slug":"modelizacion-de-la-inflacion-con-fines-de-prediccion-y-diagnostico","status":"publish","type":"post","link":"https:\/\/www.deberes.net\/tesis\/ciencias-economicas\/modelizacion-de-la-inflacion-con-fines-de-prediccion-y-diagnostico\/","title":{"rendered":"Modelizaci\u00f3n de la inflaci\u00f3n con fines de predicci\u00f3n y diagn\u00f3stico"},"content":{"rendered":"<h2>Tesis doctoral de <strong> Fernando Jos\u00e9 Lorenzo Estefan <\/strong><\/h2>\n<p>Se realiza una modelizacion de la inflacci\u00f3n con fines de predicci\u00f3n y diagn\u00f3stico. Para ello se estudian las caracter\u00edsticas de la inflacci\u00f3n en la econom\u00edas del g-7. A partir de esto se describe una familia de modelos univariantes capaces de recoger las caracter\u00edsticas tendencias y estacionales establecidas en el an\u00e1lisis realizado. Se deduce de ello que las series de precios al consumo del g-7 se caracterizan por tener un componente tendencial importante que admite una representaci\u00f3n plenamente estoc\u00e1stica mediante ra\u00edces unitarias.  se estima la volatilidad de la inflacci\u00f3n en presencia de observaciones at\u00edpicas y heteroscedasticidad. La conclusi\u00f3n de esto es que el procedimiento resulta de inter\u00e9s si existe informaci\u00f3n a priori relevante para la aplicaci\u00f3n del an\u00e1lisis de intervenci\u00f3n en la etapa inicial y que los resultados en la etapa final coincidan b\u00e1sicamente con los de la etapa b. En cualquier caso, los resultados obtenidos para las series de precios al consumo de los g-7 indican que, excepto para alemania, existe heteroscedasticidad en dichos precios adem\u00e1s de un problema de observaciones at\u00edpicas.  tambi\u00e9n se estudian las caracter\u00edsticas inflacionistas diferenciadas en los mercados de bienes y servicios. Se incluyen indicadores adelantados para la predicci\u00f3n de la inflacci\u00f3n. El an\u00e1lisis de la inflacci\u00f3n espa\u00f1ola a nivel desagregado para ofrecer mejoras en materia de precisi\u00f3n de las predicciones. Se ha podido comprobar que las necesdiad de predecir los indicadores provoca un deterioro de la precisi\u00f3n de las predicci\u00f3n a corto y medio plazo.  se concluye afirmando que las predicciones est\u00e1n sujetas a incertidumbre y que la cuantificaci\u00f3n de la misma tiene una importancia crucial en la elaboraci\u00f3n del informe de coyuntura. Tambi\u00e9n pude afirmarse que la utilidad de una predicci\u00f3n puntual es nula si no establece una indicaci\u00f3n acerca del grado de incertidumbre que esta tiene asociada.  s<\/p>\n<p>&nbsp;<\/p>\n<h3>Datos acad\u00e9micos de la tesis doctoral \u00ab<strong>Modelizaci\u00f3n de la inflaci\u00f3n con fines de predicci\u00f3n y diagn\u00f3stico<\/strong>\u00ab<\/h3>\n<ul>\n<li><strong>T\u00edtulo de la tesis:<\/strong>\u00a0 Modelizaci\u00f3n de la inflaci\u00f3n con fines de predicci\u00f3n y diagn\u00f3stico <\/li>\n<li><strong>Autor:<\/strong>\u00a0 Fernando Jos\u00e9 Lorenzo Estefan <\/li>\n<li><strong>Universidad:<\/strong>\u00a0 Carlos III de Madrid<\/li>\n<li><strong>Fecha de lectura de la tesis:<\/strong>\u00a0 16\/12\/1997<\/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>Antoni Espasa Terrades<\/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>\u00c1lvaro Escribano saez (vocal)<\/li>\n<li>Antonio Garc\u00eda ferrer (vocal)<\/li>\n<li>Javierangel Andres domingo (vocal)<\/li>\n<\/ul>\n<\/li>\n<\/ul>\n<p>&nbsp;<\/p>\n","protected":false},"excerpt":{"rendered":"<p>Tesis doctoral de Fernando Jos\u00e9 Lorenzo Estefan Se realiza una modelizacion de la inflacci\u00f3n con fines de predicci\u00f3n y diagn\u00f3stico. [&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 center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-gradient":""},"tablet":{"background-color":"","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-gradient":""},"mobile":{"background-color":"","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-gradient":""}},"ast-content-background-meta":{"desktop":{"background-color":"var(--ast-global-color-5)","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-gradient":""},"tablet":{"background-color":"var(--ast-global-color-5)","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-gradient":""},"mobile":{"background-color":"var(--ast-global-color-5)","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-gradient":""}},"footnotes":""},"categories":[18550,82,974,9310],"tags":[39866,18567,23265,14614,91415,11615],"class_list":["post-33547","post","type-post","status-publish","format-standard","hentry","category-carlos-iii-de-madrid","category-ciencias-economicas","category-econometria","category-indicadores-economicos","tag-alvaro-escribano-saez","tag-antoni-espasa-terrades","tag-antonio-garcia-ferrer","tag-daniel-pena-sanchez-de-rivera","tag-fernando-jose-lorenzo-estefan","tag-javierangel-andres-domingo"],"_links":{"self":[{"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/posts\/33547","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/comments?post=33547"}],"version-history":[{"count":0,"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/posts\/33547\/revisions"}],"wp:attachment":[{"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/media?parent=33547"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/categories?post=33547"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/tags?post=33547"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}