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Browsing by Author "Vides González, José Carlos"
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Influencia del precio de los cigarrillos en España: Un análisis de descomposición Logarithmic Mean Divisia Index desde 1957 hasta 2018.
Martín Álvarez, Juan Manuel; Almeida, Alejandro; Golpe Moya, Antonio Aníbal
; Vides González, José Carlos (Ministerio de Sanidad y Consumo, 2021-02)
Fundamentos: La elasticidad precio de los productos de tabaco es un instrumento para minimizar su consumo. Esta idea se basa en que, aunque el tabaco tiene una naturaleza adictiva, un aumento en su precio provoca ... -
The Role of Eonia in the Dynamics of Short-Term Interbank Rates
Vides González, José Carlos; Golpe Moya, Antonio Aníbal; Iglesias Garrido, Jesús (Economists' Association of Vojvodina, 2020-04)
To signal monetary policies and market expectations, we apply a fractionally cointegrated vector autoregressive (FCVAR) model, aiming to analyse the expectations hypothesis of term structure (EHTS), persistence in the Euro ... -
The Yield Curve as a Recession Leading Indicator. An Application for Gradient Boosting and Random Forest
Cadahia Delgado, Pedro; Congregado Ramírez de Aguilera, Emilio; Golpe Moya, Antonio Aníbal; Vides González, José Carlos (Universidad Internacional de La Rioja, 2022)
Most representative decision-tree ensemble methods have been used to examine the variable importance of Treasury term spreads to predict US economic recessions with a balance of generating rules for US economic recession ...
