Torture, Democracy and Human Rights

Indagación histórica y conceptual del término 'tortura' en relación con la democracia y los derechos humanos, recurriendo a autores clásico como Beccaria o contemporáneos como Améry.Universidad de Málaga. Campus de Excelencia Internacional Andalucía Tech

Temporal aggregaton of univariate linear time series models

In this paper we feature state-of-the-art econometric methodology of temporal aggregation for univariate linear time series, namely ARIMA-GARCH models. We present a unified overview of temporal aggregation techniques for this broad class of processes and we explain in detail, although intuitively, the technical machinery behind the results. An empirical application with Belgian public deficit data illustrates the main issues.Temporal aggregation; ARIMA, GARCH, seasonality