B
uscar
R
evistas
T
esis
Acceso usuarios
Acceso de usuarios registrados
Identificarse
¿Olvidó su contraseña?
¿Es nuevo?
Regístrese
Ventajas de registrarse
Ayuda
Ir al conteni
d
o
Estimación de un índice de condiciones financieras para México
Autores:
Thelma Armendáriz, Claudia Ramírez
Localización:
El trimestre económico
,
ISSN-e
2448-718X,
ISSN
0041-3011,
Nº. 336, 2017
,
págs.
899-946
Idioma:
español
DOI
:
10.20430/ete.v84i336.610
Enlaces
Texto completo
Dialnet Métricas
:
3
Citas
Referencias bibliográficas
Abdi, H., y L. J. Williams (2010), “Principal component analysis”, Wiley Interdisciplinary Reviews: Computational Statistics, vol. 2, núm....
Angelopoulou, E., H. Balfoussia y H. Gibson (2013), “Building a Financial Conditions Index for the Euro Area and Selected Euro Area Countries....
Aruoba, S. B., F. X. Diebold y C. Scotti (2009), “Real-Time Measurement of Business Conditions”, Journal of Business and Economic Statistics,...
Banco de México (s. a.), “Efectos de la Política Monetaria Sobre la Economía”, disponible en http://www.banxico.org.mx/politica-monetaria-e-inflacion/material-de-referencia/
intermedio/politica-monetaria/{C6564A4C-E7F7-50E8-6056-C9062C9D05CC}.pdf
Boivin, J., M. Kiley y F. Mishkin (2009), “How Has the Monetary Transmission Mechanism Evolved Over Time?”, documento de trabajo del NBER...
Brave, S., y A. Butters (2011), “Monitoring Financial Stability: A Financial Conditions Index Approach”, Economic Perspectives, Federal Reserve...
Carauna, J. (2009), “The International Policy Response to Financial Crises: Making the Macroprudential Approach Operational”, disponible en...
Cattell, R. B. (1966), “The Scree Test for the Number of Factors”, Multivariate Behavioral Research, vol. 1, núm. 2, pp. 245-276.
Doz, C., D. Giannone y L. Reichlin (2006), “A Quasi Maximum Likelihood Approach for Large Approximate Dynamic Factor Models”, documento de...
Dumitrescu, S. (2015), “Turbulence and systemic risk in the European Union financial system”, Financial Studies, vol. 19, núm. 2A, pp. 41-71.
English, W, K. Tsatsaronis y E. Zoli (2005), “Assessing the Predictive Power of Measures of Financial Conditions for Macroeconomic Variables...
Gauthier, C., C. Graham y Y. Liu (2011), “Financial Conditions Indexes for Canada”, documento de trabajo del Banco de Canadá núm. 2004-22,...
Giglio, S., B. Kelly, S. Pruitt y X. Qiao (2013), “Systemic Risk and the Macroeconomy: An Empirical Evaluation”, Journal of Financial Economics,...
Gómez, E., A. Muricia y N. Zamudio (2011), “Financial Conditions Index: Early and Leading Indicator for Colombia”, Revista Ensayos sobre Política...
Gordon, L. (2015), “The Absorption Ratio as an Indicator for Macro-prudential Monitoring in Jamaica”, documento del Financial Stability Department,...
Gosselin M., y G. Tkacz (2001), “Evaluating Factor Models: An Application to Forecasting Inflation in Canada”, documento de trabajo del Banco...
Hakkio, C., y W. Keeton (2009), “Financial Stress: What Is It, How Can It Be Measured, and Why Does It Matter?”, Economic Review, vol. 94,...
Hatzius, J., P. Hooper, F. Mishkin, K. Schoenholtz y M. Wason (2010), “Financial Conditions Indexes: A Fresh Look After the Financial Crisis”,...
Hendricks, D., J. Kambhu y P. Mosser, (2006), “Systemic Risk and the Financial System”, documento presentado en la NAS-FRBNY Conference on...
Horn, J. L. (1965), “A Rationale and Test for the Number of Factors in Factor Analysis”, Psycometrika, vol. 30, núm. 2, pp. 179-185.
‒‒‒‒ , y R. Engstrom (1979), “Cattell’s Scree Test in Relation to Bartlett’s Ch-square Test and Other Observations in the Number of Factors...
Jackson, A. D. (1993), “Stopping Rules in Principal Components Analysis: A Comparison of Heuristical and Statistical Approaches”, Ecology,...
Jackson, J. E. (2003), A User’s Guide to Principal Components, John Wiley & Sons, Hoboken, Nueva Jersey.
Johnson, R., y D. Wichern (2002), Applied Multivariate Statistical Analysis, 5a ed., Upper Saddle River, Nueva Jersey.
Jolliffe, I. (2002), Principal Component Analysis, 2a ed., Springer, Nueva York.
Jushan, B., y S. Ng (2002), “Determining the Number of Factors in Approximate Factor Models”, Econometrica, vol. 70, núm. 1, pp.191-221.
Kaiser, H. F. (1974), “An Index of Factorial Simplicity”, Psychometrika, vol. 39, núm. 1, pp. 31-36.
Kim, H., H. Shin, y J. Yun (2013), “Monetary Aggregates and the Central Bank’s Financial Stability Mandate”, International Journal of Central...
Kliesen, K., y D. Smith (2010), “Measuring Financial Market Stress”, economic synopses núm. 2 de la Reserva Federal del Banco de St. Louis,...
Kritzman, M., Y. Li, S. Page y R. Rigobon (2011), “Principal Components as a Measure of Systemic Risk”, The Journal of Portfolio Management,...
Mishkin, F. S., y S. G. Eakins (2009), Financial Markets and Institutions, 7a ed., Pearson-Prentice Hall, Boston, Massachusetts.
Ledesma R., y P. Valero-Mora (2007), “Determining the Number of Factors to Retain in EFE: an Easy-to-Use Computer Program for Carrying Out...
Raîche, G., Walls A. W., Magis D., Riopel M. y Blais J.-G. (2013), “Non-Graphical Solutions for Cattell’s Scree Test”, Methodology, vol. 9,...
Stock, J. H., y M. W. Watson (1999), “Business Cycle Fluctuations in US Macroeconomic Time Series”, en J. B. Taylor y M. Woodford, Handbook...
‒‒‒‒ , y M. W. Watson (2002), “Forecasting Using Principal Components from a Large Number of Predictors”, Journal of the American Statistical...
Opciones
Mi Ágora
S
elección
Opciones de artículo
Seleccionado
Opciones de compartir
Opciones de entorno
Sugerencia / Errata
©
2025
INAP
- Todos los derechos reservados
Ayuda
Accesibilidad
Aviso Legal
¿En qué podemos ayudarle?
×
Buscar en la ayuda
Buscar