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.
Economic Time Series : Modeling and Seasonality
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Contenido :
A Multivariate Periodic Unobserved Components Time Series Analysis for Sectoral U.S. Employment
Seasonal Heteroskedasticity in Time Series Data : Modeling, Estimation, and Testing
Choosing Seasonal Autocovariance Structures : PARMA or SARMA?
Specification and Misspecification of Unobserved Components Models
Error in Business Cycle Estimates Obtained from Seasonally Adjusted Data
Frequency Domain Analysis of Seasonal Adjustment Filters Applied to Periodic Labor Force Survey Series
Comparing Mean Squared Errors of X-12-ARIMA and Canonical ARIMA Model-Based Seasonal Adjustments
Estimating Variance in X-11 Seasonal Adjustment
Asymmetric Filters for Trend-Cycle Estimation
Restoring Accounting Constraints in Time Series - Methods and Software for a Statistical Agency
Theoretical and Real Trading-Day Frequencies
Applying and Interpreting Model-Bases Seasonal Adjustment - The Euro-Area Industrial Production Series
Additive Outlier Detection in Seasonal ARIMA Models by a Modifies Bayesian Information Criterion
Outliers in GARCH Processes
Constructing a Credit Default Swap Index and Detecting the Impact of the Financial Crisis
Normally Distributed Seasonal Unit Root Tests
Bayesian Seasonal Adjustment of Long Memory Time Series
Bayesian Stochastic Model Specification Search for Seasonal and Calendar Effects
Nonparametric Estimation of the Innovation Variance and Judging the Fit of ARMA Models
Functional Model Selection for Sparse Binary Time Series with Multiple Inputs
Models for High Lead Time Prediction
A Multivariate Periodic Unobserved Components Time Series Analysis for Sectoral U.S. Employment
Seasonal Heteroskedasticity in Time Series Data : Modeling, Estimation, and Testing
Choosing Seasonal Autocovariance Structures : PARMA or SARMA?
Specification and Misspecification of Unobserved Components Models
Error in Business Cycle Estimates Obtained from Seasonally Adjusted Data
Frequency Domain Analysis of Seasonal Adjustment Filters Applied to Periodic Labor Force Survey Series
Comparing Mean Squared Errors of X-12-ARIMA and Canonical ARIMA Model-Based Seasonal Adjustments
Estimating Variance in X-11 Seasonal Adjustment
Asymmetric Filters for Trend-Cycle Estimation
Restoring Accounting Constraints in Time Series - Methods and Software for a Statistical Agency
Theoretical and Real Trading-Day Frequencies
Applying and Interpreting Model-Bases Seasonal Adjustment - The Euro-Area Industrial Production Series
Additive Outlier Detection in Seasonal ARIMA Models by a Modifies Bayesian Information Criterion
Outliers in GARCH Processes
Constructing a Credit Default Swap Index and Detecting the Impact of the Financial Crisis
Normally Distributed Seasonal Unit Root Tests
Bayesian Seasonal Adjustment of Long Memory Time Series
Bayesian Stochastic Model Specification Search for Seasonal and Calendar Effects
Nonparametric Estimation of the Innovation Variance and Judging the Fit of ARMA Models
Functional Model Selection for Sparse Binary Time Series with Multiple Inputs
Models for High Lead Time Prediction
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| Código de barras | Signatura | Tipo de medio | Ubicación | Sección | Estado |
|---|---|---|---|---|---|
| 37393 | 519.55 BELe | Libro | Biblioteca Especializada | Colección general | Disponible |
