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Now showing items 41-50 of 103
Electricity consumption and economic growth: evidence from Spain
(2007-01)
The paper investigates both linear and nonlinear causality between electricity consumption and economic growth in Spain for the period 1971-2005. We use the methodology of Toda and Yamamoto (1995) and Dolado and Lütkepohl ...
Reconstructing Chi-squared Intra-table Distances in the Analysis of a Set of Contingency Tables
(2007-07)
To study similarities among the set of rows -and columns- of a contingency table, Correspondence Analysis uses chi-squared distances between row profiles -and column profiles- of that table. This article presents a factor ...
factor analysis of a set of contingency tables
(2000-09)
[EN] The aim of this paper is to develope a factor method for the simultaneous analysis of several contingency tables. As in multiple correspondence analysis, the method studies similarity among rows, among columns and ...
Comparative Study of Alternatives Analysis of Incomplete Disjunctive Tables
(2000-05)
[EN] Multiple Correspondence Analysis (MCA) studies the relationship between several categorical variables defined with respect to a certain population. However, one of the main sources of information are those surveys in ...
Analysis of volatility transmissions in integrated and interconnected markets: The case of the Iberian and French markets
(2012)
This paper models the mean and volatility spillovers of prices within the integrated Iberian and the interconnected Spanish and French electricity markets. Using the constant (CCC) and dynamic conditional correlation (DCC) ...
Wavelet multiple correlation and cross-correlation: A multiscale analysis of euro zone stock markets
(2011-06)
Statistical studies that consider multiscale relationships among several variables use wavelet correlations and cross-correlations between pairs of variables. This procedure needs to calculate and compare a large number ...
Finite sample behavior of two step estimators in selection models
(1999-04)
The problem of specification errors in sample selection models has received considerable attention both theoretically and empirically. However, very few is known about the finite sample behavior of two step estimators. In ...
An empirical comparison of the performance of alternative option pricing models
(University of the Basque Country, Department of Foundations of Economic Analysis II, 2002)
This paper presents a comparison of alternative option pricing models based neither on jump-diffusion nor stochastic volatility data generating processes. We assume either a smooth volatility function of some previously ...
¿Es necesaria una política redistributiva del ingreso en Chile? Evidencia Empírica desde el principio de igualdad de oportunidades
(2004)
[ES] Este trabajo evalúa la política tributaria vigente en Chile desde la perspectiva del criterio de Igualdad de Oportunidades. Bajo este criterio es deseable actuar para compensar a las personas por las circunstancias ...
Consumer Confidence and Yield Spreads in Europe
(University of the Basque Country, Department of Foundations of Economic Analysis II, 2005-02)
This paper shows the extraordinary capacity of yield spreads to anticipate consumption growth as proxy by the Economic Sentiment Indicator elaborated by the European Commission in order to predict turning points in business ...