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Modelos estructurales en el contexto de las series temporales económicas

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  • Gloria Martín Rodríguez

    () (Universidad de La Laguna)

Abstract

Determinar las características más notables asociadas a un conjunto de series temporales es generalmente considerado como un paso crucial en el análisis macroeconómico. Ésta es una de las razones por las que es deseable formular un modelo para una serie temporal. Sin embargo, para que tales modelos sean útiles deben ser consistentes con las propiedades estocásticas de los datos y ofrecer información relevante. En este sentido, los modelos estructurales de series temporales constituyen un enfoque adecuado que, basado explícitamente en las propiedades estocásticas de los datos, permite presentar sus rasgos más sobresalientes. El objetivo de este trabajo es mostrar la racionalidad subyacente en los modelos estructurales de series temporales, exponer las formulaciones univariantes y multivariantes más usuales y señalar en qué medida contrasta con el enfoque ARIMA

Suggested Citation

  • Gloria Martín Rodríguez, 2002. "Modelos estructurales en el contexto de las series temporales económicas," Documentos de trabajo conjunto ULL-ULPGC 2002-04, Facultad de Ciencias Económicas de la ULPGC.
  • Handle: RePEc:can:series:2002-04
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    Cited by:

    1. Martín Rodríguez, G. & Cáceres Hernández, J. J. & Guirao Pérez, G, 2005. "Un modelo para la exportación semanal de tomate de Almería/A model for the Weekly Tomato Exports from Almería," Estudios de Economía Aplicada, Estudios de Economía Aplicada, vol. 23, pages 731-751, Diciembre.

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    Keywords

    Modelos estructurales univariantes y multivariantes; metodología ARIMA;

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