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La Tasa Natural de Crecimiento de la Economía Chilena: 1985-1996

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  • Rómulo Chumacero
  • Jorge Quiroz

Abstract

The paper presents a statistical analysis of the time series properties of the monthly activity index of Chile (IMACEC) for the period 1985:01 to 1996:08. Several competing hypotheses are examined within a general (nested) model. The most successful stati

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Bibliographic Info

Article provided by Instituto de Economía. Pontificia Universidad Católica de Chile. in its journal Cuadernos de Economía.

Volume (Year): 33 (1996)
Issue (Month): 100 ()
Pages: 453-472

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Handle: RePEc:ioe:cuadec:v:33:y:1996:i:100:p:453-472

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References

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  1. Donald W.K. Andrews, 1990. "Tests for Parameter Instability and Structural Change with Unknown Change Point," Cowles Foundation Discussion Papers 943, Cowles Foundation for Research in Economics, Yale University.
  2. Tauchen, George E. & Gallant, A. Ronald, 1995. "Which Moments to Match," Working Papers 95-20, Duke University, Department of Economics.
  3. Lawrence J. Christiano & Martin Eichenbaum, 1989. "Unit roots in real GNP: do we know, and do we care?," Discussion Paper / Institute for Empirical Macroeconomics 18, Federal Reserve Bank of Minneapolis.
  4. Christiano, Lawrence J, 1992. "Searching for a Break in GNP," Journal of Business & Economic Statistics, American Statistical Association, vol. 10(3), pages 237-50, July.
  5. Tauchen, George E., 1995. "New Minimum Chi-Square Methods in Empirical Finance," Working Papers 95-42, Duke University, Department of Economics.
  6. Perron, P, 1988. "The Great Crash, The Oil Price Shock And The Unit Root Hypothesis," Papers 338, Princeton, Department of Economics - Econometric Research Program.
  7. Sims, Christopher A & Uhlig, Harald, 1991. "Understanding Unit Rooters: A Helicopter Tour," Econometrica, Econometric Society, vol. 59(6), pages 1591-99, November.
  8. Preston J. Miller & Daniel M. Chin, 1996. "Using monthly data to improve quarterly model forecasts," Quarterly Review, Federal Reserve Bank of Minneapolis, issue Spr, pages 16-33.
  9. Hamilton, James D, 1989. "A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle," Econometrica, Econometric Society, vol. 57(2), pages 357-84, March.
  10. Kim, C-J., 1991. "Dynamic Linear Models with Markov-Switching," Papers 91-8, York (Canada) - Department of Economics.
  11. Anindya Banerjee & Robin L. Lumsdaine & James H. Stock, 1990. "Recursive and Sequential Tests of the Unit Root and Trend Break Hypothesis: Theory and International Evidence," NBER Working Papers 3510, National Bureau of Economic Research, Inc.
  12. Hamilton, James D., 1990. "Analysis of time series subject to changes in regime," Journal of Econometrics, Elsevier, vol. 45(1-2), pages 39-70.
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Citations

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Cited by:
  1. Rómulo A. Chumacero, 2005. "A Toolkit for Analyzing Alternative Policies in the Chilean Economy," Central Banking, Analysis, and Economic Policies Book Series, in: Rómulo A. Chumacero & Klaus Schmidt-Hebbel & Norman Loayza (Series Editor) & Klaus Schmidt-Hebbel ( (ed.), General Equilibrium Models for the Chilean Economy, edition 1, volume 9, chapter 8, pages 261-302 Central Bank of Chile.
  2. Juan Eduardo Coeymans, 1999. "Ciclos y Crecimiento Sostenible a Mediano Plazo en la Economía Chilena," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 36(107), pages 545-596.
  3. Rómulo Chumacero, 2000. "Se Busca una Raíz Unitaria: Evidencia para Chile," Working Papers Central Bank of Chile 86, Central Bank of Chile.
  4. Idrovo Aguirre, Byron & Contreras, Javier, 2009. "Un Modelo SARIMA para Predecir la Tasa de Desempleo de Chile
    [A model SARIMA to predict chilean unemployment]
    ," MPRA Paper 19369, University Library of Munich, Germany, revised 17 Sep 2009.
  5. Javier Contreras-Reyes & Byron Idrovo, 2011. "En busca de un modelo Benchmark univariado para predecir la tasa de desempleo," REVISTA CUADERNOS DE ECONOMÍA, UN - RCE - CID.

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