Biblioteca Especializada
La Biblioteca del Banco Central del Uruguay se fundó en 1967, integrándose con una colección de libros proveniente del Banco de la República, que se ha ido incrementando a través de los años, hasta llegar en el momento actual a 7.700 volúmenes aproximadamente, 200 títulos de publicaciones periódicas, bases de datos en CD Rom, publicaciones de organismos nacionales e internacionales y publicaciones producidas por el Banco Central.
La Biblioteca está especializada en Economía, poniendo el énfasis en monetaria, finanzas, estadística, econometría y teoría económica. Además, apoya al Banco Central en sus funciones y está abierta a investigadores externos a la Institución, profesionales y estudiantes de Economía y Finanzas.
Essays in econometrics
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Contenido :
The ET interview : professor Clive Granger
Reprinted in the random character of stock market prices
The typical spectral shape of an economic variable
Seasonality : causation, interpretation and implications
Is seasonal adjustment a linear or nonlinear data-filtering process?
Non-linear time series modeling
Using the correlation exponent to decide whether an economic series in chaotic
Testing for neglected nonlinearity in time series models : a comparison of neural network methods and alternative tests
Semiparametric estimates of the relation between weather and electricity sales
Time series modeling and interpretation
On the invertibility of time series models
The time series approach to econometric model building
Near normality and some econometric models
Comments on the evaluation of policy models
Implications of aggregation with common factors
Estimating the probability of flooding on a Tidal River
Prediction with a generalized cost of error function
Some comments on the evaluation of economic forecasts
The combination of forecasts
Invited review : combining forecasts - twenty years later
The combination of forecasts using changing weights
Forecasting transformed series
Forecasting white noise
Can we improve the perceived quality of economic forecasts?
Short-run forecasts of electricity loads and peaks
The ET interview : professor Clive Granger
Reprinted in the random character of stock market prices
The typical spectral shape of an economic variable
Seasonality : causation, interpretation and implications
Is seasonal adjustment a linear or nonlinear data-filtering process?
Non-linear time series modeling
Using the correlation exponent to decide whether an economic series in chaotic
Testing for neglected nonlinearity in time series models : a comparison of neural network methods and alternative tests
Semiparametric estimates of the relation between weather and electricity sales
Time series modeling and interpretation
On the invertibility of time series models
The time series approach to econometric model building
Near normality and some econometric models
Comments on the evaluation of policy models
Implications of aggregation with common factors
Estimating the probability of flooding on a Tidal River
Prediction with a generalized cost of error function
Some comments on the evaluation of economic forecasts
The combination of forecasts
Invited review : combining forecasts - twenty years later
The combination of forecasts using changing weights
Forecasting transformed series
Forecasting white noise
Can we improve the perceived quality of economic forecasts?
Short-run forecasts of electricity loads and peaks
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| Código de barras | Signatura | Tipo de medio | Ubicación | Sección | Estado |
|---|---|---|---|---|---|
| 35659 | 330.0182 GHYe | Libro | Biblioteca Especializada | Colección general | Disponible |
