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Biblioteca Digital - Universidad Icesi
Bachelor thesis . 2014
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Hechos estilizados de las series de rendimientos del café molido e instantáneo para Colombia

Authors: Bejarano Quisoboni, Daniel;

Hechos estilizados de las series de rendimientos del café molido e instantáneo para Colombia

Abstract

El objetivo de este documento es dar evidencia de 3 hechos estilizados que presentan la serie de rendimientos de café molido e instantáneo en las 13 áreas metropolitanas del país. Utilizando datos de precios promedios del DANE, y diferentes pruebas estadísticas de raíz unitaria, normalidad y análisis gráfico, determinamos que las series efectivamente siguen un camino aleatorio, mientras que los rendimientos no; la distribución de los rendimientos es leptocurtica con colas pesadas para todas las ciudades, y no parece cumplirse el hecho estilizado de normalidad agregada (Aggregational Gaussianity).

Country
Colombia
Related Organizations
Keywords

Café - Colombia, Rendimiento, Precios del café, Economics, Econometrics models, Trabajos de grado, Producción intelectual registrada - Universidad Icesi, Departamento de Economía, Econometría, Economía

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
0
Average
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