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Proyección de la tasa de desempleo a través de un modelo estocástico

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  • Hermann Von Gersdorff

Abstract

El trabajo examina la posibilidad de aplicar técnicas de series de tiempo, como el análisis espectral y las autocorrelogramas, para identificar un modelo satisfactorio de la tasa de desempleo en una economía como la chilena que sólo tiene series estacionarias relativamente cortas. El resultado es que es posible obtener un modelo que haga buenas predicciones y que no es conveniente ampliar la base de datos a costa de incluir datos que correspondan a otro proceso estocástico.

Suggested Citation

  • Hermann Von Gersdorff, 1984. "Proyección de la tasa de desempleo a través de un modelo estocástico," Estudios de Economia, University of Chile, Department of Economics, vol. 11(2 Year 19), pages 55-76, December.
    • Handle: RePEc:udc:esteco:v:11:y:1984:i:2:p:55-76
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