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

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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.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)spa
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 variableeng
dc.description.degreelevelMaestríaspa
dc.description.degreenameMagíster en Ciencias - Estadísticaspa
dc.description.researchareaSeries de tiempospa
dc.format.extentv, 40 páginasspa
dc.format.mimetypeapplication/pdfspa
dc.identifier.instnameUniversidad Nacional de Colombiaspa
dc.identifier.reponameRepositorio Institucional Universidad Nacional de Colombiaspa
dc.identifier.repourlhttps://repositorio.unal.edu.co/spa
dc.identifier.urihttps://repositorio.unal.edu.co/handle/unal/83988
dc.language.isospaspa
dc.publisherUniversidad Nacional de Colombiaspa
dc.publisher.branchUniversidad Nacional de Colombia - Sede Bogotáspa
dc.publisher.facultyFacultad de Cienciasspa
dc.publisher.placeBogotá,Colombiaspa
dc.publisher.programBogotá - Ciencias - Maestría en Ciencias - Estadísticaspa
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dc.rights.accessrightsinfo:eu-repo/semantics/openAccessspa
dc.rights.licenseReconocimiento 4.0 Internacionalspa
dc.rights.urihttp://creativecommons.org/licenses/by/4.0/spa
dc.subject.jelC1 Métodos y Metodología Econométrica y Estadística: Generalspa
dc.subject.jelC32 - Modelos de series temporalesspa
dc.subject.jelC33 - Modelos con datos de panelspa
dc.subject.proposalSeries de tiempospa
dc.subject.proposalTiempo Continuospa
dc.subject.proposalEconometríaspa
dc.subject.proposalVARspa
dc.subject.proposalPVARspa
dc.titleUna aplicación del Modelo Panel - VAR en Tiempo Continuo en Economíaspa
dc.title.translatedA Continuous-Time Application of the Panel-VAR Model in Economicseng
dc.typeTrabajo de grado - Maestríaspa
dc.type.coarhttp://purl.org/coar/resource_type/c_bdccspa
dc.type.coarversionhttp://purl.org/coar/version/c_ab4af688f83e57aaspa
dc.type.contentTextspa
dc.type.driverinfo:eu-repo/semantics/masterThesisspa
dc.type.redcolhttp://purl.org/redcol/resource_type/TMspa
dc.type.versioninfo:eu-repo/semantics/acceptedVersionspa
oaire.accessrightshttp://purl.org/coar/access_right/c_abf2spa

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