Algunos métodos para modelar tendencias y su aplicación a las series de empleo sectorial en Puerto Rico

Different Techniques of Modelling Trend and its applications to Puerto Rico Sectoral Employment Series

Wilfredo Toledo

MPRA Paper from University Library of Munich, Germany

Abstract: Abstracts: This paper considers the principal approaches used for modelling trends in economic time series. Deterministic, stochastic, and segmented trends models with dates of break determined endogenously are considered. Also, a review of Quandt/Andrews/Bain method to identify structural changes and construct confidence intervals for the break dates is presented. These techniques are applied to Puerto Rico sectoral employment series.

Keywords: Palabras Clave: Modelos de tendencia; filtro Hodrick-Prescott; descomposición Beveridge-Nelson; cambios estructurales con fechas endógenas; intervalos de confianza para fechas de cambios estructurales. Key Words: Modelling trends; structural break and confidence intervals; Hodrick-Prescott Filter; Beveridge-Nelson Decomposition. (search for similar items in EconPapers)
JEL-codes: C10 C32 E32 (search for similar items in EconPapers)
Date: 2010-11
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