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Indicadores de la globalización

Author

Listed:
  • Philippe De Lombaerde

    ()

  • P. Leilo Iapadre

    ()

Abstract

Este artículo tiene el propósito de realizar un balance sobre los trabajos que han abordado la temática de indicadores de globalización y formular algunas propuestas para avanzar en este programa de investigación. Si bien los indicadores formulados se han ido ajustando y afinando gradualmente (desde el punto de vista conceptual y técnico), aún hay una serie de consideraciones que merecen la atención de la comunidad de creadores de indicadores, tales como: adición de dimensiones y variables, la correcta representación del espacio geográfico del proceso de globalización y la distinción entre integración regional y global.

Suggested Citation

  • Philippe De Lombaerde & P. Leilo Iapadre, 2012. "Indicadores de la globalización," REVISTA CUADERNOS DE ECONOMÍA, UN - RCE - CID, August.
  • Handle: RePEc:col:000093:010240
    as

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    File URL: http://www.fce.unal.edu.co/media/files/documentos/Cuadernos/57/artculos/v31n57a01-u.pdf
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    References listed on IDEAS

    as
    1. Bollerslev, Tim & Engle, Robert F & Wooldridge, Jeffrey M, 1988. "A Capital Asset Pricing Model with Time-Varying Covariances," Journal of Political Economy, University of Chicago Press, vol. 96(1), pages 116-131, February.
    2. Nelson, Daniel B, 1991. "Conditional Heteroskedasticity in Asset Returns: A New Approach," Econometrica, Econometric Society, vol. 59(2), pages 347-370, March.
    3. Ghysels, E. & Harvey, A. & Renault, E., 1995. "Stochastic Volatility," Papers 95.400, Toulouse - GREMAQ.
    4. Tauchen, George E & Pitts, Mark, 1983. "The Price Variability-Volume Relationship on Speculative Markets," Econometrica, Econometric Society, vol. 51(2), pages 485-505, March.
    5. Bollerslev, Tim, 1986. "Generalized autoregressive conditional heteroskedasticity," Journal of Econometrics, Elsevier, pages 307-327.
    6. Sébastien Laurent & Luc Bauwens & Jeroen V. K. Rombouts, 2006. "Multivariate GARCH models: a survey," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(1), pages 79-109.
    7. Renate Meyer & Jun Yu, 2000. "BUGS for a Bayesian analysis of stochastic volatility models," Econometrics Journal, Royal Economic Society, vol. 3(2), pages 198-215.
    8. Bollerslev, Tim & Chou, Ray Y. & Kroner, Kenneth F., 1992. "ARCH modeling in finance : A review of the theory and empirical evidence," Journal of Econometrics, Elsevier, vol. 52(1-2), pages 5-59.
    9. Kim, Chang-Jin & Nelson, Charles R. & Startz, Richard, 1998. "Testing for mean reversion in heteroskedastic data based on Gibbs-sampling-augmented randomization1," Journal of Empirical Finance, Elsevier, pages 131-154.
    10. Robert Engle, 2001. "GARCH 101: The Use of ARCH/GARCH Models in Applied Econometrics," Journal of Economic Perspectives, American Economic Association, vol. 15(4), pages 157-168, Fall.
    Full references (including those not matched with items on IDEAS)

    More about this item

    Keywords

    globalización; indicadores de globalización; índices; medidas de integración global;

    JEL classification:

    • C82 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs - - - Methodology for Collecting, Estimating, and Organizing Macroeconomic Data; Data Access
    • F60 - International Economics - - Economic Impacts of Globalization - - - General
    • F01 - International Economics - - General - - - Global Outlook
    • F69 - International Economics - - Economic Impacts of Globalization - - - Other
    • E02 - Macroeconomics and Monetary Economics - - General - - - Institutions and the Macroeconomy

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