{"id":39639,"date":"1999-01-01T00:00:00","date_gmt":"1999-01-01T00:00:00","guid":{"rendered":"https:\/\/www.deberes.net\/tesis\/sin-categoria\/efecto-de-los-cambios-estructurales-en-el-analisis-de-series-economicas-no-estacionarias\/"},"modified":"1999-01-01T00:00:00","modified_gmt":"1999-01-01T00:00:00","slug":"efecto-de-los-cambios-estructurales-en-el-analisis-de-series-economicas-no-estacionarias","status":"publish","type":"post","link":"https:\/\/www.deberes.net\/tesis\/ciencias-economicas\/efecto-de-los-cambios-estructurales-en-el-analisis-de-series-economicas-no-estacionarias\/","title":{"rendered":"Efecto de los cambios estructurales en el analisis de series economicas no estacionarias."},"content":{"rendered":"<h2>Tesis doctoral de <strong>  Fernandez Serrano Jos\u00e9 Luis <\/strong><\/h2>\n<p>En esta tesis doctoral se analiza la influencia de la inestabilidad param\u00e9trica sobre dos de las herramientas m\u00e1s frecuentemente utilizadas en el estudio de series econ\u00f3micas no estacionarias: los contrastes de ra\u00edces unitarias y los contrastes de cointegraci\u00f3n.  en relaci\u00f3n a los contrastes de ra\u00edces unitarias se estudia en profundidad el comportamiento de algunos de los contrastes propuestos en la literatura e ilustramos algunos resultados parad\u00f3jicos a la vez que proponemos estad\u00edsticos m\u00e1s robustos que tambi\u00e9n proporcionan estimaciones acerca de la localizaci\u00f3n del punto de corte. Un estudio similar al anterior ha sido llevado a cabo para analizar el comportamiento de los contrastes de cointegraci\u00f3n en presencia de cambios estructurales.  terminamos el trabajo con una aplicaci\u00f3n emp\u00edrica en la que se analiza la influencia de inestabilidad param\u00e9trica en la demanda de dinero sobre el cumplimiento a largo plazo del modelo monetario del tipo de cambio para las relaciones bilaterales entre la peseta y las monedas de los pa\u00edses del g-7 y suiza.<\/p>\n<p>&nbsp;<\/p>\n<h3>Datos acad\u00e9micos de la tesis doctoral \u00ab<strong>Efecto de los cambios estructurales en el analisis de series economicas no estacionarias.<\/strong>\u00ab<\/h3>\n<ul>\n<li><strong>T\u00edtulo de la tesis:<\/strong>\u00a0 Efecto de los cambios estructurales en el analisis de series economicas no estacionarias. <\/li>\n<li><strong>Autor:<\/strong>\u00a0  Fernandez Serrano Jos\u00e9 Luis <\/li>\n<li><strong>Universidad:<\/strong>\u00a0 Complutense de Madrid<\/li>\n<li><strong>Fecha de lectura de la tesis:<\/strong>\u00a0 01\/01\/1999<\/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>Rodrigo Peruga Urrea<\/li>\n<\/ul>\n<\/li>\n<li><strong>Tribunal<\/strong>\n<ul>\n<li>Presidente del tribunal: alfonso Novales cinca <\/li>\n<li>Jes\u00fas Gonzalo mu\u00f1oz (vocal)<\/li>\n<li> Hevia paya Jos\u00e9 de (vocal)<\/li>\n<li>Javier Gardeazabal matias (vocal)<\/li>\n<\/ul>\n<\/li>\n<\/ul>\n<p>&nbsp;<\/p>\n","protected":false},"excerpt":{"rendered":"<p>Tesis doctoral de Fernandez Serrano Jos\u00e9 Luis En esta tesis doctoral se analiza la influencia de la inestabilidad param\u00e9trica sobre [&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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