Person:
Bujosa Brun, Marcos

First Name

Marcos

Last Name

Bujosa Brun

URI

https://hdl.handle.net/20.500.14352/74577

Affiliation

Universidad Complutense de Madrid

Faculty / Institute

Ciencias Económicas y Empresariales

Department

Análisis Económico y economía cuantitativa

Area

Fundamentos del Análisis Económico

Identifiers

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Search Results

Now showing 1 - 8 of 8

Identifymg series with common trends to improve forecats of their aggregate
(2013) Bujosa Brun, Marcos; García Hiernaux, Alfredo
Espasa and Mayo-Burgos (2013) provide consistent forecasts for an aggregate economic indicator and its basic components as well as for useful sub-aggregates. To do this, they develop a procedure based on single-equation models that includes the restrictions arisen from the fact that some components share common features. The classification by common features provides a disaggregation map useful in several applications. We discuss their procedure and suggest some issues that should be taken into account when designing an algorithm to identify subsets of series with one common trend. We also provide a naive algorithm following those suggestions.
An ARMA representation of unobserved component models under generalized random walk specifications: new algorithms and examples
(2002) Bujosa Brun, Marcos; García Ferrer, Antonio; Young, Peter C.
Among the alternative Unobserved Components formulations within the stochastic state space setting, the Dynamic Harmonic Regression (DHR) has proved particularly useful for adaptive seasonal adjustment signal extraction, forecasting and back-casting of time series. Here, we show first how to obtain ARMA representations for the Dynamic Harmonic Regression (DHR) components under several random walk specifications. Later, we uses these theoretical results to derive an alternative algorithm based on the frequency domain for the identification and estimation of DHR models. The main advantages of this algorithm are linearity, fast computing, avoidance of some numerical issues, and automatic identification of the DHR model. To compare it with other alternatives, empirical applications are provided.
Mathematical framework for pseudo-spectra of linear stochastic difference equations
(2013) Bujosa Brun, Marcos; Bujosa Brun, Andrés; García Ferrer, Antonio
Although spectral analysis of stationary stochastic processes has solid mathematical foundations, this is not always so for some non-stationary cases. Here, we establish a rigorous mathematical extension of the classic Fourier spectrum to the case in which there are AR roots in the unit circle, ie, the transfer function of the linear time-invariant filter has poles on the unit circle. To achieve it we: embed the classical problem in a wider framework, the Rigged Hilbert space, extend the Discrete Time Fourier Transform and defined a new Extended Fourier Transform pair pseudo-covariance function/pseudo-spectrum. Our approach is a proper extension of the classical spectral analysis, within which the Fourier Transform pair auto-covariance function/spectrum is a particular case. Consequently spectrum and pseudo-spectrum coincide when the first one is defined.
Project number: 303
Implementación de Pruebas Individuales para la Evaluación Continua en Métodos Cuantitativos (IPIPEC)
(2020) Pérez Asurmendi, Patrizia; Bujosa Brun, Marcos; Di Meglio Berg, Gisela Amanda; Sartarelli, Marcello; Sotoca López, Sonia
Project number: 226
Exámenes “online” con corrección automática: Más allá de las pruebas tipo test de opción múltiple
(2021) Bujosa Brun, Marcos; Álvarez González, Francisco; Garcia Hiernaux, Alfredo Alejandro; Mera Rivas, María Eugenia; Lugo Arocha, Haydee Corina; Mulero Pasamontes, Rodrigo
Project number: 173
Software matemático para un cambio metodológico en la docencia de las matemáticas para economistas.
(2015) Álvarez González, Francisco; Bujosa Brun, Marcos; Cerdá Tena, Emilio; de Castro, Luis Miguel; Jerez Méndez, Miguel; LLorente Comí, Marta; López Zorzano, Rafael; Lugo Arocha, Haydée; Maroto Fernández, José María; Mera Rivas, María Eugenia; Morán cabré, Manuel; Moreta Santos, María Jesús; Rey Simo, José Manuel; Rodrigo Fernández, Antonio; Ruiz, Jesús; Serrano, Gregorio; Vázquez Furelos, Mercedes
En este proyecto se aborda cómo el software matemático puede mejorar la eficacia docente en las asignaturas de matemáticas para economistas del Grado en Economía de la UCM. Se ha elaborado un material docente para la asignatura de Matemáticas II del Grado en Economía (Álgebra Lineal) que consiste en material de prácticas con el software matemático Maple. Además se han analizado otros softwares matemáticos sin licencia. La financiación del proyecto se ha dedicado a organizar un curso de Sage que está alojado en el seminario de trabajo del campus virtual https://cv4.ucm.es/moodle/course/view.php?id=54001.
Project number: 320
Un sistema de evaluación por pares para los exámenes de Matemáticas y Econometría de los Grados en Economía y Administración y Dirección de Empresas
(2015) Bujosa Brun, Marcos; Álvarez González, Francisco; Barge Gil, Andrés; Cerdá, Emilio; Dominguez Toribio, Manuel; García Hiernaux, Alfredo; Jerez Mendez, Miguel; Jimenez Martín, Juan Angel; López Zorzano, Rafael Alberto; Lugo Arocha, Haydee; Mera Rivas, María Eugenia; Moreta Santos, María Jesus; Pérez-Amaral, Teodosio; Robles, M. Dolores; Ruiz Andújar, Jesus; Serrano García, Gregorio; Sotoca Lopez, Sonia; Vazquez Furelos, Mercedes
Los exámenes y pruebas de evaluación tienen un papel destacado dentro de los materiales docentes. Ello es así debido al doble papel que juegan: por una parte, son cruciales para evaluar el nivel de conocimientos adquiridos por los estudiantes; pero también orientan al estudiante sobre cómo preparar las asignaturas. Por tanto los exámenes son una herramienta fundamental en la docencia. Teniendo en mente esta consideración, el objetivo de este proyecto era doble: (a) obtener un análisis objetivo y cualificado de los exámenes y métodos de evaluación utilizados, así como (b) recoger sugerencias que permitan mejorar los procesos de evaluación de las asignaturas consideradas.
A note on the pseudo-spectra and the pseudo-covariance generating functions of ARMA processes
(2002) Bujosa Brun, Andrés; Bujosa Brun, Marcos; García Ferrer , Antonio
Although the spectral analysis of stationary stochastic processes has solid mathematical foundations, this is not the case for non-stationary stochastic processes. In this paper, the algebraic foundations of the spectral analysis of non-stationary ARMA processes are established. For this purpose the Fourier Transform is extended to the field of fractions of polynomials. Then, the Extended Fourier Transform pair pseudo-covariance generating function / pseudo-spectrum, analogous to the Fourier Transform pair covariance generating function / spectrum, is defined. The new transform pair is well defined for stationary and non-stationary ARMA processes. This new approach can be viewed as an extension of the classical spectral analysis. It is shown that the frequency domain has some additional algebraic advantages over the time domain.