El contraste de relaciones de equilibrio usando técnicas de cointegración, entre variables económicas en general y entre índices de precios en particular, ha recibido elevada atención en los últimos años. De entre estas últimas relaciones destacar el contraste de la hipótesis de Paridad de Poder de Compra (PPP). Johnson (1991) desarrolla un contraste para tratar de explicar los rechazos que de dicha hipótesis se producían. El supuesto de qué parte es qué, aun cuando la hipótesis PPP se cumpla para...
The application of statistical techniques in decision making, and more specifically for classification requirements, has proved to be adequate in the context of financial problems. In this study, we present the methodology used and the results obtained in the elaboration of a decision-support system for credit assignment. The problem was to provide an automatic tool for a Spanish financial institution that needed to quantify and analyse credit applications from clients. Firstly, we shall present...
In this paper we propose a method for smoothing the Catalan tourism time series between 1997 and 2000. These time series, built upon a micro database drawn from a survey conducted by the Statistical Institute of Catalonia, are somewhat volatile due, it would seem, to the incomplete nature of the information. The application of a smoothing procedure based on the combination of classical techniques and weighted moving averages allows us to overcome the problems caused by this lack of information and...
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