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Autor Pérez-Amaral, Teodosio |
Documentos disponibles escritos por este autor (40)
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Valarezo Unda, Ángel Eduardo ; López Zorzano, Rafael Alberto ; Pérez-Amaral, Teodosio | Facultad de Ciencias Económicas y Empresariales. Instituto Complutense de Análisis Económico (ICAE) | 2019E-commerce penetration rates are distant among those groups of individuals with the lowest and the highest levels of online shopping adoption. This is an indicator of digital divide, having negative effects in terms of untapped opportunities for[...]![]()
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Garín-Muñoz, Teresa ; Pérez-Amaral, Teodosio | Facultad de Ciencias Económicas y Empresariales. Instituto Complutense de Análisis Económico (ICAE) | 1998The purpose oC this study is to measure the impact of the economic determinants of the intemational demand for tourist services in Spain. We use a panel data set of seventeen countries over the perlad 1985-1995. By using appropriate panel data t[...]![]()
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Pérez-Amaral, Teodosio ; Álvarez González, Francisco ; Moreno Jiménez, Bernardo | Facultad de Ciencias Económicas y Empresariales. Instituto Complutense de Análisis Económico (ICAE) | 1993In this paper we use a theoretical model for the demand of telecommunication services to derive econometric models of the business demand for telephone traffic in Spain for the period 1980-1991. Using quaterly data, we estimate separate equation[...]![]()
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Garín Muñoz, Teresa ; Pérez-Amaral, Teodosio ; Gijón Tascón, Covadonga ; López Zorzano, Rafael Alberto | Elsevier | 2016This work analyses the post-purchase behaviour of mobile phone users once they have experienced a service failure. Taking into account the existing literature on Consumer Complaint Behaviour (CCB), a survey for 4249 individuals in Spain is used [...]![]()
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Este trabajo estudia la relación que hay entre contrastes m de momentos, contrastes de los multiplicadores de Lagrange y contrastes de la matriz de información dinámica. Se obtiene que bajo condiciones generales los contrastes m pueden ser consi[...]![]()
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Pérez-Amaral, Teodosio | Facultad de Ciencias Económicas y Empresariales. Instituto Complutense de Análisis Económico (ICAE) | 1994Se presentan los principales resultados de la literatura reciente sobre contrastes de momentos (m) y de la matriz de información, Los contrastes de momentos son un marco general para obtener diagnósticos de la especificación de modelos estimados[...]![]()
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López Zorzano, Rafael Alberto ; Pérez-Amaral, Teodosio ; Garín-Muñoz, Teresa ; Gijón Tascón, Covadonga | 2012-09There is growing evidence that low-quality customer service prevails in the mobile telecommunications industry. In this paper we provide theoretical support to this empirical observation by using simple game theoretical models where inefficient [...]![]()
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McAleer, Michael ; Jiménez-Martín, Juan-Ángel ; Pérez-Amaral, Teodosio | Facultad de CC Económicas y Empresariales. Instituto Complutense de Análisis Económico (ICAE) | 2009-03Under the Basel II Accord, banks and other Authorized Deposit-taking Institutions (ADIs) have to communicate their daily risk estimates to the monetary authorities at the beginning of the trading day, using a variety of Value-at-Risk (VaR) model[...]![]()
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Cerno, Leonel ; Pérez-Amaral, Teodosio | Instituto Complutense de Análisis Económico. Universidad Complutense de Madrid | 2005The goal of this paper is to analyze a new phenomenon: Internet demand in Spain. To do so, we use a new high quality data set and advanced econometric techniques for estimating Internet demand functions, incorporating the socio-demographic chara[...]![]()
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Rodríguez Andrés, Antonio ; Pérez-Amaral, Teodosio | Facultad de Ciencias Económicas y Empresariales. Instituto Complutense de Análisis Económico (ICAE) | 1997In this paper we use a model of demand for telephone lines to derive an econometric model of the net demand for new access lines in Spain, for the period 1980-1993, using quarterly observations. We use cointegration techniques to obtain long and[...]![]()
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Digital gaps have the potential to exacerbate the inequalities that exist in society. The main objective of this paper is to study the gaps that occur in the use of internet services by households in Spain during the period 2007-2019 and to beco[...]![]()
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Valarezo Unda, Ángel ; Pérez-Amaral, Teodosio ; Garín Muñoz, Teresa ; Herguera García, Íñigo ; López Zorzano, Rafael Alberto | Elsevier | 2018This paper explores the determinants of the individual's decision to perform cross-border ecommerce (CBeC). The European Union (EU) is especially interested in the promotion of CBeC because it is an important tool in its strategy to achieve the [...]![]()
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Marinucci, Massimiliano ; Pérez-Amaral, Teodosio | Instituto Complutense de Análisis Económico. Universidad Complutense de Madrid | 2005-05In this paper we estimate the business telecommunications demands for local, intra-LATA and inter-LATA services, using US data from a Bill Harvesting survey carried out during 1997. We model heterogeneity, which is present among firms due to a v[...]![]()
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Flores de Frutos, Rafael ; Gracia Díez, Mercedes ; Pérez-Amaral, Teodosio ; Vega Catena, Pedro Jesus | Facultad de Ciencias Económicas y Empresariales. Instituto Complutense de Análisis Económico (ICAE) | 1996-09En este trabajo cuantificamos los efectos económicos de la inversión en infraestructuras de telecomunicaciones en España sobre la producción, el empleo y la inversión agregados usando datos anuales del período 1964-1993. Para ello usamos un mode[...]![]()
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Flores de Frutos, Rafael ; Gracia Díez, Mercedes ; Pérez-Amaral, Teodosio | Facultad de Ciencias Económicas y Empresariales. Instituto Complutense de Análisis Económico (ICAE) | 1994The objetive of this paper is to evaluate the short and long term effects of public investment in infraestructure on aggregate output, labor and capital formation in the private sector. The problem is analyzed in a dynamic multivariate framework[...]![]()
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Recientemente ha habido un desarrollo teórico sustancial de contrastes de especificación que usan estimadores de la forma del producto, exterior de la matriz de información. Entre ellos están los contrastes m y de la matriz de información dinámi[...]![]()
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Pérez-Amaral, Teodosio ; Gallo, Giampiero M. ; White, Halbert | Facultad de Ciencias Económicas y Empresariales. Instituto Complutense de Análisis Económico (ICAE) | 2003A new method, called Relevant Transformation of the Inputs Network Approach (RETINA) is proposed as a tool for model building. It is designed around flexibility (with nonlinear transformations of the predictors of interest), selective search wit[...]![]()
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Pérez-Amaral, Teodosio ; Gallo, Giampiero M. ; White, Halbert | Instituto Complutense de Análisis Económico. Universidad Complutense de Madrid | 2002A new method, called relevant transformation of the inputs network approach (RETINA) is proposed as a tool for model building and selection. It is designed to improve some of the shortcomings of neural networks. It has the flexibility of neural [...]![]()
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McAleer, Michael ; Jiménez-Martín, Juan-Ángel ; Pérez-Amaral, Teodosio | Facultad de CC Económicas y Empresariales. Instituto Complutense de Análisis Económico | 2010A risk management strategy is proposed as being robust to the Global Financial Crisis (GFC) by selecting a Value-at-Risk (VaR) forecast that combines the forecasts of different VaR models. The robust forecast is based on the median of the point [...]![]()
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Santos, Paulo Araújo ; Jiménez-Martín, Juan-Ángel ; McAleer, Michael ; Pérez-Amaral, Teodosio | 2011-07In McAleer et al. (2010b), a robust risk management strategy to the Global Financial Crisis (GFC) was proposed under the Basel II Accord by selecting a Value-at-Risk (VaR) forecast that combines the forecasts of different VaR models. The robust [...]![]()
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McAleer, Michael ; Jiménez-Martín, Juan-Ángel ; Pérez-Amaral, Teodosio | 2012-11The Basel II Accord requires that banks and other Authorized Deposit-taking Institutions (ADIs) communicate their daily risk forecasts to the appropriate monetary authorities at the beginning of each trading day, using one or more risk models to[...]![]()
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McAleer, Michael ; Jiménez-Martín, Juan-Ángel ; Pérez-Amaral, Teodosio | Facultad de CC Económicas y Empresariales. Instituto Complutense de Análisis Económico | 2009-05The Basel II Accord requires that banks and other Authorized Deposit-taking Institutions (ADIs) communicate their daily risk forecasts to the appropriate monetary authorities at the beginning of each trading day, using one or more risk models to[...]![]()
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García-Gallego, Aurora ; Georgantzís, Nikolaos ; Martín-Montaner, Joan ; Pérez-Amaral, Teodosio | 2012-09We analyze the interaction between university professors’ teaching quality and their research and administrative activities. Our sample is a high-quality individual panel data set from a medium size public Spanish university. Although, researche[...]![]()
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McAleer, Michael ; Jiménez-Martín, Juan-Ángel ; Pérez-Amaral, Teodosio | Instituto Complutense de Análisis Económico. Universidad Complutense de Madrid | 2011-01A risk management strategy that is designed to be robust to the Global Financial Crisis (GFC), in the sense of selecting a Value-at-Risk (VaR) forecast that combines the forecasts of different VaR models, was proposed in McAleer et al. (2010c). [...]![]()
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Cerno, Leonel ; Pérez-Amaral, Teodosio | Instituto Complutense de Análisis Económico. Universidad Complutense de Madrid | 2006Abordamos el problema de medir las diferencias de digitalización que existen entre las Comunidades Autónomas de España. Partiendo de esta idea proponemos un índice sintético que permite cuantificar dicha diferencia, utilizándolo de dos maneras: [...]![]()
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Garín Muñoz, Teresa ; Pérez-Amaral, Teodosio | Facultad de Ciencias Económicas y Empresariales. Instituto Complutense de Análisis Económico (ICAE) | 1996-09En este trabajo presentamos un modelo de la demanda del tráfico telefónico que sale de España hacia un grupo de 24 países europeos. El modelo incorpora las características específicas del servicio telefónico de larga distancia y las relaciones s[...]![]()
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McAleer, Michael ; Jiménez-Martín, Juan-Ángel ; Pérez-Amaral, Teodosio | Facultad de CC Económicas y Empresariales. Instituto Complutense de Análisis Económico | 2009-09In this paper we advance the idea that optimal risk management under the Basel II Accord will typically require the use of a combination of different models of risk. This idea is illustrated by analyzing the best empirical models of risk for fiv[...]![]()
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Casarin, Roberto ; Chang, Chia-Lin ; Jiménez-Martín, Juan-Ángel ; McAleer, Michael ; Pérez-Amaral, Teodosio | 2011-08It is well known that the Basel II Accord requires banks and other Authorized Deposit-taking Institutions (ADIs) to communicate their daily risk forecasts to the appropriate monetary authorities at the beginning of each trading day, using one or[...]![]()
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Chang, Chia-Lin ; Jiménez-Martín, Juan-Ángel ; McAleer, Michael ; Pérez-Amaral, Teodosio | Instituto Complutense de Análisis Económico. Universidad Complutense de Madrid | 2011-02The Basel II Accord requires that banks and other Authorized Deposit-taking Institutions (ADIs) communicate their daily risk forecasts to the appropriate monetary authorities at the beginning of each trading day, using one or more risk models to[...]![]()
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Chang, Chia-Lin ; Allen, David E. ; McAleer, Michael ; Pérez-Amaral, Teodosio | 2013-06The papers in this special issue of Mathematics and Computers in Simulation are substantially revised versions of the papers that were presented at the 2011 Madrid International Conference on “Risk Modelling and Management” (RMM2011). The papers[...]![]()
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Gijón Tascón, Covadonga ; Garín-Muñoz, Teresa ; Pérez-Amaral, Teodosio ; López Zorzano, Rafael Alberto | 2012-09The focus of this paper is to measure customer satisfaction among private individual consumers of mobile telecommunications in Spain and the factors associated with this. Two novelties found in this paper are a focus on individual consumers and [...]![]()
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Bujosa Brun, Marcos ; Álvarez González, Francisco ; Barge Gil, Andrés ; Cerdá, Emilio ; Dominguez Toribio, Manuel ; García Hiernaux, Alfredo ; Jerez Méndez, Miguel ; Jiménez Martín, Juan Ángel ; López Zorzano, Rafael Alberto ; Lugo Arocha, Haydee ; Mera Rivas, María Eugenia ; Moreta Santos, María Jesus ; Pérez-Amaral, Teodosio ; Robles Fernández, María Dolores ; Ruiz Andújar, Jesús ; Serrano García, Gregorio ; Sotoca López, Sonia ; Vázquez Furelos, Mercedes | 2015Los exámenes y pruebas de evaluación tienen un papel destacado dentro de los materiales docentes. Ello es así debido al doble papel que juegan: por una parte, son cruciales para evaluar el nivel de conocimientos adquiridos por los estudiantes; p[...]![]()
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The Basel III Accord requires that banks and other Authorized Deposit-taking Institutions (ADIs) communicate their daily risk forecasts to the appropriate monetary authorities at the beginning of each trading day, using one of a range of alterna[...]![]()
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Chang, Chia-Lin ; Jiménez-Martín, Juan-Ángel ; Maasoumi, Esfandiar ; McAleer, Michael ; Pérez-Amaral, Teodosio | 2015-05The Basel Committee on Banking Supervision (BCBS) (2013) recently proposed shifting the quantitative risk metrics system from Value-at-Risk (VaR) to Expected Shortfall (ES). The BCBS (2013) noted that “a number of weaknesses have been identified[...]![]()
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This paper analyzes the effect of educational mismatch on wages, using a rich panel dataset of workers in the major euro area countries from 2006 to 2009, drawn from the European Union Statistics on Income and Living Conditions (Eurostat). We us[...]![]()
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Marin, E. ; Pérez-Amaral, Teodosio ; Rúa, A. ; Hernández, E. | Facultad de Ciencias Económicas y Empresariales. Instituto Complutense de Análisis Económico (ICAE) | 2000The temporal evolution of pH values in precipitation over Europe during the period 1986-1997 is examined using panel data. The use of panel data techniques allows us to detennine the temporal evolution of groups of stations rather than analysing[...]![]()
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Chang, Chia-Lin ; Jiménez-Martín, Juan-Ángel ; McAleer, Michael ; Pérez-Amaral, Teodosio | Instituto Complutense de Análisis Económico. Universidad Complutense de Madrid | 2011Volatility is an indispensible component of sensible portfolio risk management. The volatility of an asset of composite index can be traded by using volatility derivatives, such as volatility and variance swaps, options and futures. The most pop[...]![]()
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Jiménez-Martín, Juan-Ángel ; McAleer, Michael ; Pérez-Amaral, Teodosio | Facultad de CC Económicas y Empresariales. Instituto Complutense de Análisis Económico | 2009-03Under the Basel II Accord, banks and other Authorized Deposit-taking Institutions (ADIs) are required to communicate their daily market risk estimates to the relevant national monetary authority at the beginning of each trading day, using one of[...]![]()
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Este trabajo estudia el comportamiento de los contrastes M y de la matriz de la información dinámica aplicadas a la especificación de la demanda de dinero para la economía norteamericana propuesta por Baba, Hendry y Starr. Se concluye que los co[...]![]()
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When dealing with market risk under the Basel II Accord, variation pays in the form of lower capital requirements and higher profits. Typically, GARCH type models are chosen to forecast Value-at-Risk (VaR) using a single risk model. In this pape[...]