{"id":93619,"date":"2018-03-11T10:13:04","date_gmt":"2018-03-11T10:13:04","guid":{"rendered":"https:\/\/www.deberes.net\/tesis\/sin-categoria\/essays-on-stock-market-fluctuations-and-the-business-cycle\/"},"modified":"2018-03-11T10:13:04","modified_gmt":"2018-03-11T10:13:04","slug":"essays-on-stock-market-fluctuations-and-the-business-cycle","status":"publish","type":"post","link":"https:\/\/www.deberes.net\/tesis\/modelos-econometricos\/essays-on-stock-market-fluctuations-and-the-business-cycle\/","title":{"rendered":"Essays on stock market fluctuations and the business cycle"},"content":{"rendered":"<h2>Tesis doctoral de <strong> Juan  Miguel Londo\u00f1o Yarce <\/strong><\/h2>\n<p>En esta tesis se proponen tres ensayos con un objetivo com\u00fan: el an\u00e1lisis de las interacciones entre variables financieras y econ\u00f3micas. Los primeros dos ensayos se basan en la estimaci\u00f3n de formas reducidas, mientras que el tercero utiliza una estimaci\u00f3n estructural. En el primer ensayo, la din\u00e1mica del ratio de precio a dividendo muestra episodios donde la velocidad de ajuste hacia el valor medio estimado puede ser diferente de acuerdo con el estado del proceso. Algunos episodios pueden mostrar una alta reversi\u00f3n a la media, mientras que otros podr\u00edan mostrar evidencia de no estacionariedad. Los episodios identificados con esta metodolog\u00eda pueden relacionarse con episodios hist\u00f3ricos relevantes de la econom\u00eda norteamericana. El segundo ensayo centra su an\u00e1lisis en como la informaci\u00f3n agregada y la informaci\u00f3n espec\u00edfica de cada industria proporcionan informaci\u00f3n para explicar la variaci\u00f3n temporal y las diferencias entre la volatilidad de diferentes industrias. En este ensayo se utilizan datos diarios de rentabilidad de las acciones de carteras industriales para obtener un componente de volatilidad libre de informaci\u00f3n de corto plazo que puede ser relacionado con la informaci\u00f3n econ\u00f3mica. Finalmente, el tercer ensayo estudia si la estructura de los tipos de inter\u00e9s juega un papel en un modelo nuevo keynesiano cuando se utiliza informaci\u00f3n en tiempo real para caracterizar la regla de pol\u00edtica monetaria. En este \u00faltimo ensayo se utiliza una t\u00e9cnica de estimaci\u00f3n estructural con el fin de analizar las caracter\u00edsticas de la regla de pol\u00edtica monetaria estimada y los procesos de revisi\u00f3n de datos para el output y la inflaci\u00f3n.<\/p>\n<p>&nbsp;<\/p>\n<h3>Datos acad\u00e9micos de la tesis doctoral \u00ab<strong>Essays on stock market fluctuations and the business cycle<\/strong>\u00ab<\/h3>\n<ul>\n<li><strong>T\u00edtulo de la tesis:<\/strong>\u00a0 Essays on stock market fluctuations and the business cycle <\/li>\n<li><strong>Autor:<\/strong>\u00a0 Juan  Miguel Londo\u00f1o Yarce <\/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 29\/05\/2009<\/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>Marta Regulez Castillo<\/li>\n<\/ul>\n<\/li>\n<li><strong>Tribunal<\/strong>\n<ul>\n<li>Presidente del tribunal: alfonso Novales cinca <\/li>\n<li>eva Ferrerira Garc\u00eda (vocal)<\/li>\n<li>eliseo Navarro arribas (vocal)<\/li>\n<li>lieven Baele (vocal)<\/li>\n<\/ul>\n<\/li>\n<\/ul>\n<p>&nbsp;<\/p>\n","protected":false},"excerpt":{"rendered":"<p>Tesis doctoral de Juan Miguel Londo\u00f1o Yarce En esta tesis se proponen tres ensayos con un objetivo com\u00fan: el an\u00e1lisis [&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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