Búsqueda empírica y caracterización de contemporaneidad utilizando quiebres estructurales y cambios de régimen

Autores/as

  • Fernando Delbianco Universidad Nacional del Sur
  • Andrés Fioriti Universidad Nacional del Sur

DOI:

https://doi.org/10.52292/j.estudecon.2017.713

Palabras clave:

Quiebres Estructurales, Cambio de Régimen, Contemporaneidad y Volatilidad de Mercados

Resumen

El presente trabajo describe una nueva técnica para determinar la contemporaneidad de dos eventos económicos. Luego de ello es posible determinar algunas características de la contemporaneidad, siendo esta metodología un análisis descriptivo previo a considerar causalidad y estimar un modelo. Como ilustración, analizamos un caso de contemporaneidad entre noticias y volatilidad en mercados financieros. El principal resultado es una curva de Laffer para representar la relación entre corrupción y volatilidad dadas las noticias.

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Publicado

2017-06-05

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Delbianco, F., & Fioriti, A. (2017). Búsqueda empírica y caracterización de contemporaneidad utilizando quiebres estructurales y cambios de régimen. Estudios económicos, 34(68), 75–92. https://doi.org/10.52292/j.estudecon.2017.713

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