Idrovo Aguirre, Byron and Contreras, Javier (2009): Un Modelo SARIMA para Predecir la Tasa de Desempleo de Chile. Published in: Documentos de Trabajo - Cámara Chilena de la Construcción , Vol. 53, No. 53 : pp. 1-16.
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Abstract
This paper it proposes a model SARIMA to predict chilean unemployment
Item Type: | MPRA Paper |
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Original Title: | Un Modelo SARIMA para Predecir la Tasa de Desempleo de Chile |
English Title: | A model SARIMA to predict chilean unemployment |
Language: | Spanish |
Keywords: | Tasa de desempleo, Modelo SARIMA, Estacionalidad. |
Subjects: | J - Labor and Demographic Economics > J6 - Mobility, Unemployment, Vacancies, and Immigrant Workers C - Mathematical and Quantitative Methods > C1 - Econometric and Statistical Methods and Methodology: General |
Item ID: | 19369 |
Depositing User: | Byron Javier Idrovo Aguirre |
Date Deposited: | 16 Dec 2009 14:21 |
Last Modified: | 28 Sep 2019 00:33 |
References: | Albagli, E; G Contreras; P. García; I. Magendzo; R. Valdés. Errores de Predicción en Perspectiva. Banco Central de Chile. Documento de Trabajo No. 199. Enero 2003. Bergoing, R.; F. Mornadé; F. Piguillem. Labor Market Distortions, Employment, and Growth: The Recent Chilean Experience, General Equilibrium Models for The Chilean Economy, R. Chumacero y K. Schmidt-Hebbel, editores, Banking Develpment Series, Central Bank of Chile, 395-414, 2005. Cowan, K., A. Micco, A. Mizala, C. Pages y P. Romaguera. (2003) Un Diagnóstico del Desempleo en Chile, Mimeo, IADB. Christian Johnson. (2001) Un Modelo de Switching para el Crecimiento en Chile, Cuadernos de Economía, Vol. 38, N± 115, pp. 291-319. Chumacero, R. y J. Quiroz. (1996) La Tasa Natural de Crecimiento de la Economía Chilena: 1985-1996, Cuadernos de Economía 100, 453-72. Geweke, J. and Porter-Hudak, S. (1983) The Estimation and Application of Long Memory Time Series Model. Journal of Time Series Analysis, 4, 221-238. Jonathan D. Cryer; Kung-Sik Chan. (2008) Time Series Analysis With Applications in R, Second Edition, Springer. R Development Core Team (2007). R: A Language and Environment for Statistical Computing. R Foundation for Statistical Computing, Vienna, Austria. ISBN 3-900051-07-0, URL http://www.R- project.org. Reisen, V.A. (1994) Estimation of the Fractional Difference Parameter in the ARFIMA(p,d,q) model using the Smoothed Periodogram. Journal of Time Series Analysis, 15, 335-350. Singleton, R. C. (1979) Mixed Radix Fast Fourier Transforms, in Programs for Digital Signal Processing. IEEE Digital Signal Processing Committee eds. IEEE Press. Whittle, P. (1962) Gaussian estimation in stationary time series. Bulletin of the International Institute of Statistics, 39, 105-129. |
URI: | https://mpra.ub.uni-muenchen.de/id/eprint/19369 |