Información del autor
Documentos disponibles escritos por este autor (17)
Añadir el resultado a su cesta Hacer una sugerencia Refinar búsqueda
texto impreso
García Hiernaux, Alfredo ; Guerrero, David | 2011-06This paper provides a new, united, and flexible framework to measure and characterize convergence in prices. We formally define this notion and propose a model to represent a wide range of transition paths that converge to a common steady-state.[...]texto impreso
García Hiernaux, Alfredo ; Jerez Méndez, Miguel ; Casals Carro, José | Instituto Complutense de Análisis Económico. Universidad Complutense de Madrid | 2005En este trabajo se propone un nuevo procedimiento para detectar raíces unitarias basado en métodos de subespacios. Nuestra propuesta tiene tres aspectos originales principales. Primero, la misma metodología puede aplicarse a series individuales [...]texto impreso
García Hiernaux, Alfredo | Instituto Complutense de Análisis Económico. Universidad Complutense de Madrid | 2009-02The problem of diagnostic checking is tackled from the perspective of the subspace methods. Two statistics are presented and its asymptotic distributions are derived under the null. The procedures generalize the Box-Pierce statistic for single s[...]texto impreso
texto impreso
García Hiernaux, Alfredo | Instituto Complutense de Análisis Económico. Universidad Complutense de Madrid | 2009A new procedure to predict with subspace methods is presented in this paper. It is based on combining multiple forecasts obtained from setting a range of values for a specic parameter that is typically xed by the user in the subspace methods lit[...]texto impreso
Mulero, Rodrigo ; García Hiernaux, Alfredo | 2020This paper presents a method to improve the one-step-ahead forecasts of the Spanish unemployment monthly series. To do so, we use a large number of potential explanatory variables extracted from searches in Google (Google Trends tool). Two diffe[...]texto impreso
Casals Carro, José ; García Hiernaux, Alfredo ; Jerez Méndez, Miguel | Facultad de CC Económicas y Empresariales. Instituto Complutense de Análisis Económico | 2010-10Fixed coecients State-Space and VARMAX models are equivalent, meaning that they are able to represent the same linear dynamics, being indistinguishable in terms of overall fit. However, each representation can be specically adequate for certain [...]texto impreso
Esta tesis trata los problemas más habituales en la identificación de series temporales económicas. Siguiendo a Casals ["Métodos de Subespacios en Econometría", Tesis doctoral, Universidad Complutense de Madrid, 1997], afrontamos estas cuestione[...]texto impreso
Bujosa Brun, Marcos ; García Hiernaux, Alfredo | Facultad de Ciencias Económicas y Empresariales. Decanato | 2013-03Espasa and Mayo-Burgos (2013) provide consistent forecasts for an aggregate economic indicator and its basic components as well as for useful sub-aggregates. To do this, they develop a procedure based on single-equation models that includes the [...]texto impreso
García Hiernaux, Alfredo ; David E. , Guerrero ; McAleer, Michael | 2013-08In this paper we analyse the market integration process of the relative price distribution, develop a model to analyze market integration, and present a formal test of increasing market integration. We distinguish between the economic concepts o[...]texto impreso
This paper analyzes the market integration process of nominal prices, develops a model to analyze market integration, and presents a test of increasing market integration. A distinction is made between the economic concepts of price convergence [...]texto impreso
Calderón Fernández, Andrés ; Dobado González, Rafael ; García Hiernaux, Alfredo | 2019-10-20This article presents new evidence and analysis on age heaping -a proxy for numeracy and therefore for human capital- in New Spain during the Enlightenment. Human capital plays an important role in economic growth and welfare. It is also one of [...]texto impreso
This paper shows that price level trends in many of the EMU countries evolve with different patterns and that these patterns will not converge in the long-run. We propose that the hypothesis of price convergence should be evaluated and tested em[...]texto impreso
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[...]texto impreso
This paper tackles the mixed-frequency modeling problem from a new perspective. Instead of drawing upon the common distributed lag polynomial model, we use a transfer function representation to develop a new type of models, named TF-MIDAS. We de[...]
