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Algunos Métodos Para Modelar Tendencias Y Su Aplicación A Las Series De Empleo Sectorial En Puerto Rico

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  • Wilfredo Toledo

Abstract

En este artículo se exponen los principales métodos que se utilizan para modelar las tendencias de las series cronológicas. Se consideran métodos para extraer las tendencias deterministas y estocásticas, así como modelos segmentados con las fechas de los quiebres determinadas endógenamente. Se discute, además, la forma de construir intervalos de confiabilidad para las fechas de los cambios estructurales. Dichas técnicas se aplican a las series de empleo total y sectorial de Puerto Rico. Un hallazgo interesante del trabajo fue la identificación de una reducción en la tasa de crecimiento del empleo de manufactura y el empleo total de la isla a partir del segundo lustro de la década de 1990.

Suggested Citation

  • Wilfredo Toledo, 2012. "Algunos Métodos Para Modelar Tendencias Y Su Aplicación A Las Series De Empleo Sectorial En Puerto Rico," Tlatemoani, Servicios Académicos Intercontinentales SL, issue 9, April.
    • Handle: RePEc:erv:tlatem:y:2012:i:9:10
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    Keywords

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    JEL classification:

    • C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - General
    • C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
    • E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles

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