Package betaper

Documentation for the R-package "betaper

Continuous Time Models of Interest Rate: Testing the Mexican Data (1998-2006)

Distinct parametric models in continuous time for the interest rates are tested by means of a comparative analysis of the implied parametric and nonparametric densities. In this research the statistic developed by Ait-Sahalia (1996a) has been applied to the Mexican CETES (28 days) interest rate in the period 1998-2006. With this technique, the discrete approximation to the continuous model is unnecessary even when the data are discrete. The results allow to affirm that the models of interest rate shown in this paper are unable to describe the data of the Mexican CETES.

PRODUCTIVITY, INFLATION, AND INVESTMENT: AN ANALYSIS OF CAUSALITY

This paper elaborates a Vector Error Correction (VEC) in order to determine the causality between inflation and productivity, and between the productivity and investment in Mexico. A VEC allows a causality analysis among cointegrated variables with the same integration order [Hall and Milne, 1994]. This work incorporates the test of constancy in the cointegration rank developed by Quintos (1997). The results show a consistent and bidirectional causality between inflation and productivity. Furthermore, these results denote that some investment components (mainly machinery and equipment imports, and construction) have a strong link with productivity.causality, constancy of rank

Ressenyes

Index de les obres ressenyades: Beatriz ANTÓN MARTÍNEZ, El tacitismo en el siglo XVII en España. El proceso de recepti

Ressenyes

Index de les obres ressenyades: Jaime ALVAR ; Carmen BLÁZQUEZ ; Carlos WAGNER (eds.), Héroes, semidioses y daimone

Ressenyes

Index de les obres ressenyades: Josep Maria ESCOLÀ i TUSET, Pseudo-Cebrià : Poemes. Barcelona: Fundació Bernat Metge, 2007

Notas bibliográficas

Obra ressenyada: Carlos Manuel REGLERO DE LA FUENTE, Cluny en España: los prioratos de la provincia y sus redes sociales (1073-ca.1270), León, Centro de Estudios e Investigación "San Isidoro" - Archivo Histórico Diocesano, 2008, 866 pp. ISBN 978-84-87667-96-

Ressenyes

Index de les obres ressenyades: Juan María NÚÑEZ GONZÁLEZ, El ciceronianismo en Españ

El op. 38 Cent Noms de Déu de Ramon Llull como poesía anticoránica

In his Cent noms de Déu (Hundred Names of God), Raymond Llull presents a hundred poems of praise founded on the hundred attributes or virtues of God. It is in itself a work of piety, adapted in its psalmody to the liturgical hours. But at the same time, Llull deals with the Islamic issue of the hundred Names of God (al-asmā'al-ḥusnā), as he declares in the Prologue. His objective is to demonstrate the falsity of the Islamic belief in the unique and inimitable revelation of the Koran. By imitating and, as he sees it, exceeding the poetic quality of the Koran itself (sic), Llull attempts to demonstrate that the Koran is not a revealed text - and therefore not sacred. He thus argues against one of the main foundations of Islam, that is, the nature of the Koranic text. But far from restraining himself to a refutation, he intends to rival Islam by appropriating its forms, such that he can offer a kind of refu- tation ad intra which is hardly found in other contemporary or later authors