Seminario 22/17: Germán López Buenache (Universidad de Murcia) Factor models for large and incomplete data sets with unknown group structure

data

Most economic applications rely on a large number of time series, which typically have a remarkable clustering structure and they are available over different spans. To handle these databases, we combined the expectation–maximization (EM) algorithm outlined by Stock and Watson (JBES, 2002) and the estimation algorithm for large factor models with an unknown number of…

Seminario 22/15: Ismael Gálvez Iniesta (Universidad de las Islas Baleares) Being young in Spain and the Scars from Recessions

paro

We assess the unequal effects of the Great Recession on the labor market outcomes of different cohorts of young individuals and education groups in Spain. We provide empirical evidence that young workers in Spain suffer from a high unemployment rate because of a low job-finding rate and a high separation rate. We also document that…

Seminario 22/14. Paul De Grauwe (London School of Economics and Political Sciences) – Trust and monetary policy

trust

El eminente economista Paul De Grauwe, en la víspera del día de la ceremonia en la que tendrá lugar su investidura como Doctor Honoris Causa de la Universidad de Murcia, impartirá un seminario/conferencia dirigido a los estudiantes del programa de doctorado DEcIDE y, en general, a todos los estudiantes y profesores de la Facultad de…

Seminario 22/08: Agustí Segarra Blasco (Universitat Rovira i Virgili). Investigar y divulgar: ¿dos caras de la misma moneda?

divulgacion

La investigación científica y la divulgación, esto es poner al alcance de un público más amplio son dos caras de una misma moneda, pero no es lo mismo. Entre los científicos y también entre los economistas encontramos a grandes investigadores que con el paso de los años también se han convertido en divulgadores muy populares…

Seminario 22/02 Javier Palarea-Albaladejo (U. Girona) – Advances in compositional data analysis with some recent scientific applications

índice

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

IA

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

Matemáticas_primaria

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

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…