Julio Rodriguez Puerta
Universidad Autónoma de Madrid, Economia cuantitativa, Department Member
Research Interests:
Research Interests: Mathematics, Computer Science, Econometrics, Data Analysis, Modeling, and 15 moreInference, Parameter estimation, Dimension Reduction, Bootstrapping, Dimensionality Reduction, Seasonality, Factor analysis, Dynamic Analysis, Ciencias Sociales, Factorial Design, Bootstrap, Coverage, Energía Eléctrica, Long Term, and Market Survey
Research Interests:
This working paper focuses on demand projectionsfor Spain s official educational stages in the 2005-2050 period. Between now and 2015, the number of students in non university education will increaseas a result of immigration, while the... more
This working paper focuses on demand projectionsfor Spain s official educational stages in the 2005-2050 period. Between now and 2015, the number of students in non university education will increaseas a result of immigration, while the number of university matriculations will go on shrinking year afteryear. What happens next largely depends on the hypotheses ventured for immigration. Assuming an immigration rate of no more than 20% of the population, enrolments in non university education centres will peak in 2015 for early childhood education, in 2020 for the primary level and 2025 for the secondary level. Our forecasts suggest that by 2025, midpoint in the time frame considered, enrolments will be up by between 11% and 24% in early childhood education (ages 3 to 5), between 35% and 46% inprimary education (ages 6 to 13) and between 5% and 11% in secondary education (ages 14 to 18). At the university level, a wave pattern appears after2020 which reaches its crest between 2030 and ...
Research Interests:
Traditional tests for conditional heteroscedasticity are based on testing for significant autocorrelations of squared or absolute observations. In the context of high frequency time series of financial returns, these autocorrelations are... more
Traditional tests for conditional heteroscedasticity are based on testing for significant autocorrelations of squared or absolute observations. In the context of high frequency time series of financial returns, these autocorrelations are often positive and very persistent, although their magnitude is usually very small. Moreover, the sample autocorrelations are severely biased towards zero, specially if the volatility is highly persistent. Consequently,
Research Interests:
This paper investigates a fundamental issue in the current research on strategic groups: the existence or non-existence of the so-called 'stable strategic time periods' (SSTPs). Our study provides new evidence by adding new... more
This paper investigates a fundamental issue in the current research on strategic groups: the existence or non-existence of the so-called 'stable strategic time periods' (SSTPs). Our study provides new evidence by adding new methodological and theoretical insights. The research setting is ...
Research Interests:
Research Interests: Economics, Time Series, Forecasting, Computer Aided Manufacturing, Design of Experiments, and 14 moreNeural Networks, Time series analysis, Economic Forecasting, Electricity Market, Power Generation, Electricity prices, Prediction error, Predictive models, Design of experiment, Electricity Markets, Profit Maximization, Electrical And Electronic Engineering, Forward Contracts, and Prediction Method
Research Interests:
Research Interests:
Research Interests:
En los ultimos a~nos la potencia eolica instalada en Espa~na ha crecido muy rapidamente. De hecho, a nales del 2007 representaba ya un 16% del total. Este importante desarrollo es consecuencia de los ambiciosos objetivos que establecen... more
En los ultimos a~nos la potencia eolica instalada en Espa~na ha crecido muy rapidamente. De hecho, a nales del 2007 representaba ya un 16% del total. Este importante desarrollo es consecuencia de los ambiciosos objetivos que establecen una produccion de mas de 20000 MW para 2010 y tambien de los incentivos que reciben las renovables en general y la eolica en particular. Por todo ello, resulta de interes cuanti car la inuencia de este crecimiento en la produccion eolica en el precio de la energa electrica. En este trabajo se calculan predicciones para los precios de la energa electrica en el mercado espa~nol, introduciendo como variable exogena en el Modelo Factorial Dinamico con Estacionalidad (Alonso et al., 2008) la produccion eolica.
Research Interests:
This paper investigates a fundamental issue in the current research on strategic groups: the existence or non-existence of the so-called 'stable strategic time periods' (SSTPs). Our study provides new evidence by adding new... more
This paper investigates a fundamental issue in the current research on strategic groups: the existence or non-existence of the so-called 'stable strategic time periods' (SSTPs). Our study provides new evidence by adding new methodological and theoretical insights. The research setting is ...