IDEAS home Printed from https://ideas.repec.org/p/bku/doctra/2005001.html
   My bibliography  Save this paper

Acerca de la estacionalidad estocástica. Una aplicación para la demanda real de dinero en Uruguay

Author

Listed:
  • Elizabeth Bucacos

    (Banco Central del Uruguay)

Abstract

When the seasonal component of a particular statistical series is treated as if it were a mere deterministic phenomenon instead of a stochastic one, it may lead to inconsistent estimations, statistical inference errors and policy biases. This issue is addressed in this paper, focusing mainly on real money balances demand for Uruguay

Suggested Citation

  • Elizabeth Bucacos, 2005. "Acerca de la estacionalidad estocástica. Una aplicación para la demanda real de dinero en Uruguay," Documentos de trabajo 2005001, Banco Central del Uruguay.
    • Handle: RePEc:bku:doctra:2005001
    as

    Download full text from publisher

    File URL: https://www.bcu.gub.uy/Estadisticas-e-Indicadores/Documentos%20de%20Trabajo/1.2005.pdf
    File Function: First version, 2005
    Download Restriction: no
    ---><---

    More about this item

    Keywords

    Señoreaje; demanda de dinero; inflación; política monetaria; Uruguay;
    All these keywords.

    JEL classification:

    • C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
    • E41 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Demand for Money
    • E47 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Forecasting and Simulation: Models and Applications
    • E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
    • N16 - Economic History - - Macroeconomics and Monetary Economics; Industrial Structure; Growth; Fluctuations - - - Latin America; Caribbean

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:bku:doctra:2005001. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Biblioteca Especializada (email available below). General contact details of provider: https://edirc.repec.org/data/bcugvuy.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.