- Fecha(s): 11/07/2017
- Lugar: Sala de Seminarios (Edificio Torretamarit), Universidad Miguel Hernández (Campus de Elche) . Se grabará.
- Ponente: Magdalena Kapelko, Wroclaw University of Economics, Institute of Applied Mathematics, Department of Logistics
Abstract This paper extends the measurement of dynamic productivity change over time to provide its full decomposition into economically meaningful components in the Data Envelopment Analysis framework. The dynamic approach accounts for dynamics of production decisions via adjustment costs and is visualized as a dynamic Luenberger productivity change indicator. The paper also estimates the dynamic…
- Fecha(s): 16/06/2017
- Lugar: Sala de Seminarios (Edificio Torretamarit) UMH (Se grabará)
- Ponente: Priscila Lopes, Universidade Federal do Rio Grande do Norte, Natal (Brazil)
- Porconfirmar: 1
Brazil is proportionally a relatively unimportant player in the world fisheries scenario. However, small-scale fisheries (SSF) specifically are crucial for local livelihoods and the food security of millions of people, both on the coast and inland. Such fisheries provide more than 50% of the total Brazilian catches, suggesting that they can be highly impacting on…
- Fecha(s): 26/01/2017
- Lugar: Seminario del Departamento de Métodos Cuantitativos para la Economía y Empresa, UMU. Retransmisión en directo.
- Ponente: José J. García Clavel, Universidad de Murcia
Abstract: Due to the presence of duality, cluster analysis has been proposed to analyze Total Information Analysis super distance matrix instead of a row-column joint graph. But the same duality causes that the traditional methods of clustering are not always capable to produce meaningful results. In this paper following Nishisato (2014), the clustering with p-percentile…
- Fecha(s): 05/05/2016
- Lugar: Seminario del Departamento de Métodos Cuantitativos para la Economía y Empresa, UMU. Retransmisión en directo .
- Ponente: Mohammed Dore. Brock University.
We consider quarterly data of the Spanish economy from 1987 to 2013 to establish causal interconnections in a model free manner, using symbolic dynamics and permutation entropy (PE) and establish the exogeneity of adoption of the Euro (in Jan 1999) as the governing mechanism that leads to the key causal impacts on (1) interest rates,…
- Fecha(s): 27/11/2015
- Lugar: Seminario del Departamento de Métodos Cuantitativos para la Economía y Empresa, UMU. Retransmisión en directo.
- Ponente: Mª del Mar Sánchez de la Vega, Universidad de Murcia
Abstract This paper analyzes the rejection of tax fraud in Spain before and after the Great Depression and studies the role of certain determinants of two categories: internal or individual, and contextual, social or institutional. We use a logit model obtaining that the rejection of tax evasion depends positively on individual variables such as age…
- Fecha(s): 13/11/2015
- Lugar: Seminario del Departamento de Métodos Cuantitativos para la Economía y Empresa, UMU. Retransmisión en directo.
- Ponente: Mª Victoria Caballero Pintado, Universidad de Murcia
Abstract Análogamente a como los gráficos de recurrencia permiten visualizar la correlación integral de una serie temporal, definimos la herramienta gráfica para la correlación integral simbólica de una serie vectorial, son los gráficos de recurrencia simbólicos y gráficos de recurrencia simbólicos coloreados.Estos gráficos informan sobre la estructura de la serie como se ilustrara con distintos…
- Fecha(s): 30/10/2015
- Lugar: Seminario del Departamento de Métodos Cuantitativos para la Economía y Empresa, UMU. Se retransmitirá en directo.
- Ponente: María Isabel González-Martínez, Universidad de Murcia
Abstract Following the ideas of the Tourism Area Life Cycle (TALC) theory, we propose a dynamic econometric model for tourism demand where the reputation effect (the effect of the lagged demand on the current tourism demand) is not constant, but dependent on congestion. We test the model using panel data from Spanish regions during the…
- Fecha(s): 17/03/2015
- Lugar: Seminario del Departamento de Métodos Cuantitativos para la Economía y Empresa, UMU. Se retransmitirá en directo.
- Ponente: José Sánchez-Campillo, Universidad de Granada
Abstract Over ninety percent of the students taking the Spanish university admissions test (PAU) in recent years have passed on their first try. However, many public university degree programmes require high grades of their applicants. This requirement was reinforced in 2010 with the approval of the new PAU, which introduced a set of voluntary tests,…
- Fecha(s): 17/12/2014
- Lugar: Seminario del Departamento de Métodos Cuantitativos para la Economía y Empresa, UMU. Se retransmitirá en directo.
- Ponente: María Victoria Caballero, UMU
Abstract In this paper we introduce the symbolic correlation integral SC(m), which avoids the noisy parameter ” of the classical correlation integral defined by Grassberger-Procaccia. Moreover we provide the asymptotic distribution of SC(m) under the null of i.i.d. With a MonteCarlo simulation we show the size and the power performance of the new test under…
- Fecha(s): 20/11/2014
- Lugar: Seminario del Dpto de Métodos Cuantitativos para la Economía y la Empresa, Facultad de Economía y Empresa, Murcia. Se procurará retransmitirlo en directo para doctorandos/as e investigadores/as remotos/as del Programa.
- Ponente: María Angeles Carnero, Universidad de Alicante
ABSTRACT: The identification of asymmetric conditional heteroscedasticity is often based on sample cross-correlations between past and squared observations. In this paper we analyse the effects of outliers on these cross-correlations and, consequently, on the identification of asymmetric volatilities. We show that, as expected, one isolated big outlier biases the sample cross-correlations towards zero and hence could hide true leverage…
