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Acerca de la estacionalidad estocástica. Una aplicación para la demanda real de dinero en Uruguay

Author

Listed:
  • Elizabeth Bucacos

    (Banco Central del Uruguay)

Abstract

When the seasonal component of a particular statistical series is treated as if it were a mere deterministic phenomenon instead of a stochastic one, it may lead to inconsistent estimations, statistical inference errors and policy biases. This issue is addressed in this paper, focusing mainly on real money balances demand for Uruguay

Suggested Citation

  • Elizabeth Bucacos, 2005. "Acerca de la estacionalidad estocástica. Una aplicación para la demanda real de dinero en Uruguay," Documentos de trabajo 2005001, Banco Central del Uruguay.
  • Handle: RePEc:bku:doctra:2005001
    as

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    File URL: https://www.bcu.gub.uy/Estadisticas-e-Indicadores/Documentos%20de%20Trabajo/1.2005.pdf
    File Function: First version, 2005
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    More about this item

    Keywords

    Señoreaje; demanda de dinero; inflación; política monetaria; Uruguay;
    All these keywords.

    JEL classification:

    • C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
    • E41 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Demand for Money
    • E47 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Forecasting and Simulation: Models and Applications
    • E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
    • N16 - Economic History - - Macroeconomics and Monetary Economics; Industrial Structure; Growth; Fluctuations - - - Latin America; Caribbean

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