Browsing Departamento de Economía by Subject "Econometría"
Now showing items 21-24 of 24
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The equity premium puzzle in a Markov regime switching model with rare disasters
(Universidad Torcuato Di Tella, 2008) -
The Thirlwall's model of economic growth using state space representation and time-variying parameter stimation throught the Kalman filter: theory and empirical application for El Salvador, 1965-2010
(Universidad Torcuato Di Tella, 2014)This thesis work centers its attention in understanding, from a Post Keynesian point of view, which are the main factors that have influenced the economic growth rate of El Salvador during the period of 1965 to 2010. The ... -
Una comparación entre regresión logística y random forrest para estimar la probabilidad de default
(Universidad Torcuato Di Tella, 2013)Hoy en día, la técnica más utilizada por las entidades bancarias y financieras para intentar detectar el riesgo de incumplimiento de una obligación asumida es la regresión logística. Esta técnica presenta muchas ventajas ... -
Yield curving modelling and estimation
(Universidad Torcuato Di Tella, 2015)The remainder of this paper is organized as follows. As a first step, we discuss the most relevant interest rate models mentioned in the literature. We then pass onto discussing the most relevant estimation methods found ...