{"id":73582,"date":"2018-03-09T23:18:30","date_gmt":"2018-03-09T23:18:30","guid":{"rendered":"https:\/\/www.deberes.net\/tesis\/sin-categoria\/asimetrias-y-persistencia\/"},"modified":"2018-03-09T23:18:30","modified_gmt":"2018-03-09T23:18:30","slug":"asimetrias-y-persistencia","status":"publish","type":"post","link":"https:\/\/www.deberes.net\/tesis\/ciencias-economicas\/asimetrias-y-persistencia\/","title":{"rendered":"Asimetrias y persistencia"},"content":{"rendered":"<h2>Tesis doctoral de <strong> Oscar Martinez Iba\u00f1ez <\/strong><\/h2>\n<p>El desarrollo de la econom\u00eda aplicada pasa necesariamente por el estudio de las caracter\u00edsticas comunes que muestran las series econ\u00f3micas, como son la persistencia y asimetr\u00eda. Aun siendo muchas las teor\u00edas econ\u00f3micas que implican un reflejo particular de estas dos propiedades; en el an\u00e1lisis emp\u00edrico y econom\u00e9trico, cada una se ha estudiado de forma separada. Esta tesis tiene como objetivo desarrollar un marco te\u00f3rico donde se puedan analizar econom\u00e9tricamente y de forma conjunta ambas caracter\u00edsticas. Para ello proponemos un nuevo modelo que denominaremos autoregressive threshold integrated moving average (artima). En estos procesos, las perturbaciones podr\u00e1n tener un efecto permanente o transitorio dependiendo de la caracter\u00edstica de alguna variable econ\u00f3mica relevante, entre las que se incluye la propia perturbaci\u00f3n. Esto permitir\u00e1 una descomposici\u00f3n de la serie en sus correspondientes componentes permanente-transitorio, en la que los criterios de identificaci\u00f3n ser\u00e1n contrastables. Para ello, se aplicar\u00e1n t\u00e9cnicas de inferencia econom\u00e9trica para las que se prueba su validez asint\u00f3tica. En concreto, se estudiar\u00e1 en detalle la invertibilidad del modelo, su relaci\u00f3n con larga memoria y la consistencia y normalidad asint\u00f3tica de los estimadores. Esta metodolog\u00eda se aplicar\u00e1 a distintas series macroecon\u00f3micas, como el pnb y la tasa de desempleo, o financieras como el s&amp;p500.<\/p>\n<p>&nbsp;<\/p>\n<h3>Datos acad\u00e9micos de la tesis doctoral \u00ab<strong>Asimetrias y persistencia<\/strong>\u00ab<\/h3>\n<ul>\n<li><strong>T\u00edtulo de la tesis:<\/strong>\u00a0 Asimetrias y persistencia <\/li>\n<li><strong>Autor:<\/strong>\u00a0 Oscar Martinez Iba\u00f1ez <\/li>\n<li><strong>Universidad:<\/strong>\u00a0 Carlos III de Madrid<\/li>\n<li><strong>Fecha de lectura de la tesis:<\/strong>\u00a0 15\/04\/2005<\/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>Jes\u00fas Gonzalo Mu\u00f1oz<\/li>\n<\/ul>\n<\/li>\n<li><strong>Tribunal<\/strong>\n<ul>\n<li>Presidente del tribunal:  Dolado llobregat Juan  jose <\/li>\n<li>Antonio Monta\u00f1es bernal (vocal)<\/li>\n<li>gabriel Perez quiros (vocal)<\/li>\n<li>Javier Fernandez macho (vocal)<\/li>\n<\/ul>\n<\/li>\n<\/ul>\n<p>&nbsp;<\/p>\n","protected":false},"excerpt":{"rendered":"<p>Tesis doctoral de Oscar Martinez Iba\u00f1ez El desarrollo de la econom\u00eda aplicada pasa necesariamente por el estudio de las caracter\u00edsticas [&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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