INVESTIGADORES
DELBIANCO Fernando AndrÉs
artículos
Título:
Empirical search and characterization of contemporaneity using breaks and regime switching
Autor/es:
DELBIANCO, FERNANDO ANDRÉS; FIORITI, ANDRÉS
Revista:
Estudios Económicos
Editorial:
Departamento de Economía, UNS
Referencias:
Año: 2017
ISSN:
0425-368X
Resumen:
This paper describes a technique to determine the contemporaneity of twoeconomic events. It is also possible to determine some characteristics of thecontemporaneity, as a descriptive stage previous to causality analysis andmodel estimations. As an illustration, a case of contemporaneity between newsand volatility in financial markets is shown. The main result of the exerciseis a Laffer curve relationship between corruption and volatility given news.
