sábado, 5 de mayo de 2012

Política Fiscal, Estabilización y Crecimiento

(The World Bank)

Description: Fiscal policy in Latin America has been guided primarily by short-term liquidity targets whose observance was taken as the main exponent of fiscal prudence, with attention focused almost exclusively on the levels of public debt and the cash deficit. Very little attention was paid to the effects of fiscal policy on growth and on macroeconomic volatility over the cycle. Important issues such as the composition of public expenditures (and its effects on growth), the ability of fiscal policy to stabilize cyclical fluctuations, and the currency composition of public debt were largely neglected. As a result, fiscal policy has often amplified cyclical volatility and dampened growth.

Fiscal Policy, Stabilization, and Growth explores the conduct of fiscal policy in Latin America and its consequences for macroeconomic stability and long-term growth. In particular, the book highlights the procyclical and anti-investment biases embedded in the region's fiscal policies, explores their causes and macroeconomic consequences, and assesses their possible solutions.

domingo, 15 de abril de 2012

Desestacionalización de series económicas

Documento elaborado por equipo de trabajo del Centro de Investigación y Desarrollo (CIDE) del Instituto Nacional de Estadística e Informática (INEI) en Lima-Perú.

Descripción: El Instituto Nacional de Estadística e Informática (INEI), como parte de su política de difusión de los principales procedimientos metodológicos que utiliza en la elaboración de indicadores económicos y sociales, y en apoyo a la adecuada interpretación y uso de las estadísticas oficiales, se ha propuesto, a través del Centro de Investigación y Desarrollo (CIDE), la elaboración de la serie "Herramientas Estadísticas", que en su primer número presenta el tema titulado: Desestacionalización de Series Económicas.

Este documento está dirigido a los estudiantes, profesionales, investigadores y público en general, y contiene de manera didáctica una introducción al proceso metodológico que se debe seguir para desestacionalizar una serie macroeconómica, presentándose los procedimientos actualmente más utilizados por un gran número de oficinas de estadística para extraer el efecto estacional de la serie y lograr un mejor análisis de la coyuntura económica en el país.

sábado, 31 de marzo de 2012

Negocios, Economía y Finanzas con Matlab, GIS, y Modelos de Simulación.

(Patrick L. Anderson)

Description: This book takes recent theoretical advances in Finance and Economics and shows how they can be implemented in the real world. It presents tactics for using mathematical and simulation models to solve complex tasks of forecasting income, valuing businesses, predicting retail sales, and evaluating markets and tax and regulatory problems. 

Business Economics and Finance with Matlab, GIS, and Simulation Models provides a unique overview of sophisticated business and financial applications. It describes models that have been developed for analysis of retail sales, tax policy, location, economic impact, public policy issues, and other challenges faced by executives, investors, and economists on a daily basis. It also offers groundbreaking insight into the many calculation and modeling tools that can be remotely hosted and run over the Internet, resulting in substantial user benefits and cost savings. 

This book is the first to fully explore the capabilities of MATLAB in the field of business economics, and explain how the benefits of sophisticated mathematical models can be provided to users via the Internet, using a thin-client environment. Many techniques directly incorporate geographic information and GIS in a way that was impossible until quite recently. Some techniques, such as fuzzy logic, retail sales, economic and fiscal impact models, and other Matlab and Simulink models, are described for the first time in print in this book. The sections on business income and value break new ground by directly incorporating uncertainty, real option value, and prediction of variables using Ito and jump processes. Using dozens of examples, hundreds of references, and rigorous explanations of both theory and practice, it will become a prized reference for analysts demanding the best techniques.

domingo, 4 de marzo de 2012

Econometric Analysis of Cross Section and Panel Data

(Jeffrey M. Wooldridge)

Description: This graduate text provides an intuitive but rigorous treatment of contemporary methods used in microeconometric research. The book makes clear that applied microeconometrics is about the estimation of marginal and treatment effects, and that parametric estimation is simply a means to this end. It also clarifies the distinction between causality and statistical association.

The book focuses specifically on cross section and panel data methods. Population assumptions are stated separately from sampling assumptions, leading to simple statements as well as to important insights. The unified approach to linear and nonlinear models and to cross section and panel data enables straightforward coverage of more advanced methods. The numerous end-of-chapter problems are an important component of the book. Some problems contain important points not fully described in the text, and others cover new ideas that can be analyzed using tools presented in the current and previous chapters.

Several problems require the use of the data sets located at the author's website:

Análisis Econométrico para Datos de Panel

(Badi H. Baltagi)

Description: This new edition of this established textbook reflects the rapid developments in the field covering the vast research that has been conducted on panel data since its initial publication. The book is packed with the most recent empirical examples from panel data literature, for example, a simultaneous equation on Crime will be added to chapter 7, which will be illustrated with STATA. Data sets will be provided as well as the programs to implement the estimation and testing procedures described in the book on the web site. Additional exercises will be added to each chapter and their solutions will be provided on the web site.

The text has also been fully updated with new material on dynamic panel data models and recent results on non-linear panel models and in particular work on limited dependent variables panel data models.

sábado, 21 de enero de 2012

The R Book

(Michael J Crawley)

Description: The high-level language of R is recognized as one of the most powerful and flexible statistical software environments, and is rapidly becoming the standard setting for quantitative analysis, statistics and graphics. R provides free access to unrivalled coverage and cutting-edge applications, enabling the user to apply numerous statistical methods ranging from simple regression to time series or multivariate analysis.
Building on the success of the author’s bestselling Statistics: An Introduction using R, The R Book is packed with worked examples, providing an all inclusive guide to R, ideal for novice and more accomplished users alike. The book assumes no background in statistics or computing and introduces the advantages of the R environment, detailing its applications in a wide range of disciplines.
  • Provides the first comprehensive reference manual for the R language, including practical guidance and full coverage of the graphics facilities.
  • Introduces all the statistical models covered by R, beginning with simple classical tests such as chi-square and t-test.
  • Proceeds to examine more advance methods, from regression and analysis of variance, through to generalized linear models, generalized mixed models, time series, spatial statistics, multivariate statistics and much more.
The R Book is aimed at undergraduates, postgraduates and professionals in science, engineering and medicine. It is also ideal for students and professionals in statistics, economics, geography and the social sciences.

Preface  1 Getting Started 
2 Essentials of the R Language 
3 Data Input 
4 Dataframes 
5 Graphics 
6 Tables 
7 Mathematics 
8 Classical Tests 
9 Statistical Modelling 
10 Regression 
11 Analysis of Variance 
12 Analysis of Covariance 
13 Generalized Linear Models 
14 Count Data 
15 Count Data in Tables
16 Proportion Data 
17 Binary Response Variables
18 Generalized Additive Models
19 Mixed-Effects Models
20 Non-linear Regression
21 Tree Models
22 Time Series Analysis
23 Multivariate Statistics
24 Spatial Statistics
25 Survival Analysis
26 Simulation Models 
27 Changing the Look of Graphics
References and Further Reading 

lunes, 2 de enero de 2012

Guía de los Fundamentos para la Dirección de Proyectos

(Mónica Talledo Jiménez)

Descripción: El PMBOK es una colección de procesos y áreas de conocimiento generalmente aceptadas como las mejores prácticas dentro de la gestión de proyectos. El PMBOK es un estándar reconocido internacionalmente (IEEE Std 1490-2003) que provee los fundamentos de la gestión de proyectos que son aplicables a un amplio rango de proyectos, incluyendo construcción, software, ingeniería, etc.

El 'PMBOK' reconoce 5 grupos de procesos básicos y 9 áreas de conocimiento comunes a casi todos los proyectos.Los procesos se traslapan e interactúan a través de un proyecto o fase. Los procesos son descritos en términos de: Entradas (documentos, planes, diseños, etc.), Herramientas y Técnicas (mecanismos aplicados a las entradas) y Salidas (documentos, productos, etc.). Las diez áreas del conocimiento mencionadas en el PMBOK son:Gestión de la Integración; Gestión del Alcance; Gestión del Tiempo; Gestión de la Calidad; Gestión de Costos; Gestión del Riesgo; Gestión de Recursos Humanos; Gestión de la Comunicación; Gestión de las Compras y Adquisiciones.
1. Introducción
2. Ciclo de Vida del Proyecto y Organización
3. Procesos de Dirección de Proyectos para un Proyecto
4. Gestión de la Integración del Proyecto
5. Gestión del Alcance del Proyecto
6. Gestión del Tiempo del Proyecto
7. Gestión de los Costos del Proyecto
8. Gestión de la Calidad del Proyecto
9. Gestión de los Recursos Humanos del Proyecto
10. Gestión de las Comunicaciones del Proyecto
11. Gestión de los Riesgos del Proyecto
12. Gestión de las Adquisiciones del Proyecto