Javier Palarea-Albaladejo (U. Girona) – Advances in compositional data analysis with some recent scientific applications Título por determinar

Multivariate observations referring to parts of a whole, so-called compositions or compositional data in statistics, are common across varied scientific fields. This is for example the case when dealing with chemical concentrations, food nutritional contents, election vote shares, investment portfolios, time-use and behavioural patterns, relative abundances, amongst others. Their distinctive feature is that there is…

Seminario 21/20: Antonio Manuel Durán (Universidad de Córdoba): Time series data mining and its applications in real-world problems

Time series

Currently, information systems such as sensors produce a large amount of data, which is expected to experience exponential growth in the coming years. These data are often treated as time series, which are chronologically collected data representing a time-varying function. Time series appear in a wide range of scientific fields, such as hydrology, paleoclimatology or…

Seminario 21/15: Isabel Ibarra (Departamento de Innovación de Padima y Agente Europeo de Patentes): IA: nueva era en la protección


Análisis de la protección de la innovación en el campo de la Inteligencia Artificial desde una perspectiva práctica. Tendencias en la protección de la IA. Obstáculos y ventajas competitivas que nos ofrece el sistema de patentes en este campo y casos de éxito que nos ayudan a inspirarnos.

Seminario 20/15:Marco A. López (Universidad de Alicante): El impacto social de la Matemáticas


En esta presentación se analizan las diferentes razones que contribuyen a que las Matemáticas se encuentren, hoy en día, en un primer plano de actualidad. Destacaríamos, en primer lugar, su presencia, como lenguaje y herramienta fundamental, en todas las ciencias (incluidas las sociales) y ramas de la tecnología. Nos detendremos en temas específicos en los…

Seminario 19/32: Gabriel Brida (U. de la Republica) -On the empirical relationship between tourism and economic growth.

Toruism Countries

Abstract: In this paper we study the dynamics of economic growth and tourism evolution for 97 countries during the period 1995-2016. The variables representing economic and tourism growth are growth rates of per capita GDP and international tourism arrivals. Using the concept of economic regime, we introduce a notion of distance between the dynamical paths…

Seminario 19/24 : Danilo Leiva-León (Banco España) – Fluctuations in Global Macro Volatility


Abstract: This paper investigates the dynamics, propagation and drivers of macroeconomic volatility from a global perspective. A hierarchical volatility factor model is designed to estimate and decompose the time-varying volatility of output growth across countries into global, regional, and idiosyncratic components. We find that the global volatility component has been systematically declining over time, which is…

Seminario 18/15: Juan L. Eugenio-Martin (ULPGC)-El análisis económico del impacto local del turismo: aplicaciones de econometría espacial


Abstract El desarrollo del sector turístico ha evidenciado su relevancia a nivel agregado en términos de valor añadido y empleo generado. Sin embargo, la mayoría de los proyectos y políticas turísticas parten de una iniciativa local. La evaluación de su éxito requiere de un análisis local o regional que requiere del entendimiento del comportamiento de…

Seminario 18/11: Jesús Vázquez (U. País Vasco)-The bond term premium in an estimated DSGE model with real-time learning


ABSTRACT: Adaptive learning (AL) takes over other features needed to generate a sizable term premium under rational expectations. Indeed, a time-varying term premium emerges in a first-order approximation of a DSGE model under AL. We estimate a real-time AL model that builds on Slobodyan and Wouters (2012a). Our extension disentangles the expectations hypothesis of the term structure (EH)…

Seminario 18/6: -Konstantin Kholodilin (DIW Berlin)- Rental housing policies and the tenure choice: A multi-country dynamic panel data analysis


The homeownership plays an important role in the wealth accumulation, given that the real estate represents over the half of the private households’ wealth. For more than a century, the governments in the market economies have striven to maximize the proportion of households who occupy their own dwellings. The homeowners are thought to be better…

Seminario 17/14: German López (UCAM) – Macroeconomic Instability and Unconventional Monetary Policy

Abstract This paper studies the evolution of the monetary policy transmission mechanisms in the US after the financial crisis and the extraordinary monetary stimulus applied since 2008. The implementation of a modified Dynamic Factor Model allows the identification of two different structural scenarios based on the information contained in a large dataset of 110 variables….