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Una aplicación del Modelo Panel - VAR en Tiempo Continuo en Economía

dc.rights.licenseReconocimiento 4.0 Internacional
dc.contributor.advisorHoyos Gómez, Nancy Milena
dc.contributor.authorLuna Espíndola, Luis Alfonso
dc.date.accessioned2023-06-07T14:37:08Z
dc.date.available2023-06-07T14:37:08Z
dc.date.issued2023
dc.identifier.urihttps://repositorio.unal.edu.co/handle/unal/83988
dc.descriptionilustraciones
dc.description.abstractSe presenta la metodología para estimar modelos Panel VAR (PVAR) en tiempo continuo. Esta técnica permite estimar e interpretar modelos independientemente del intervalo en el que son tomadas las observaciones y permite hacer análisis en cualquier periodo de tiempo. Se ilustra con un Panel VAR en tiempo continuo de la Masa Monetaria (M1) y las Reservas Internacionales (IR) de dos países de la Alianza del Pacífico: Colombia y Chile, usando como variable exógena común al precio internacional del petróleo (WTI). (texto tomado de la fuente)
dc.description.abstractThe methodology for estimating Continuous Time Panel VAR (PVAR) models is presented. This technique allows for estimating and interpreting models regardless of the interval at which observations are taken and enables analysis in any time period. It is illustrated with a Continuous Time Panel VAR of the Money Supply (M1) and International Reserves (IR) of two countries in the Pacific Alliance: Colombia and Chile, using the international oil price (WTI) as a common exogenous variable
dc.format.extentv, 40 páginas
dc.format.mimetypeapplication/pdf
dc.language.isospa
dc.publisherUniversidad Nacional de Colombia
dc.rights.urihttp://creativecommons.org/licenses/by/4.0/
dc.titleUna aplicación del Modelo Panel - VAR en Tiempo Continuo en Economía
dc.typeTrabajo de grado - Maestría
dc.type.driverinfo:eu-repo/semantics/masterThesis
dc.type.versioninfo:eu-repo/semantics/acceptedVersion
dc.publisher.programBogotá - Ciencias - Maestría en Ciencias - Estadística
dc.description.degreelevelMaestría
dc.description.degreenameMagíster en Ciencias - Estadística
dc.description.researchareaSeries de tiempo
dc.identifier.instnameUniversidad Nacional de Colombia
dc.identifier.reponameRepositorio Institucional Universidad Nacional de Colombia
dc.identifier.repourlhttps://repositorio.unal.edu.co/
dc.publisher.facultyFacultad de Ciencias
dc.publisher.placeBogotá,Colombia
dc.publisher.branchUniversidad Nacional de Colombia - Sede Bogotá
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dc.rights.accessrightsinfo:eu-repo/semantics/openAccess
dc.subject.jelC1 Métodos y Metodología Econométrica y Estadística: General
dc.subject.jelC32 - Modelos de series temporales
dc.subject.jelC33 - Modelos con datos de panel
dc.subject.proposalSeries de tiempo
dc.subject.proposalTiempo Continuo
dc.subject.proposalEconometría
dc.subject.proposalVAR
dc.subject.proposalPVAR
dc.title.translatedA Continuous-Time Application of the Panel-VAR Model in Economics
dc.type.coarhttp://purl.org/coar/resource_type/c_bdcc
dc.type.coarversionhttp://purl.org/coar/version/c_ab4af688f83e57aa
dc.type.contentText
dc.type.redcolhttp://purl.org/redcol/resource_type/TM
oaire.accessrightshttp://purl.org/coar/access_right/c_abf2


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