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artículo
This work estimates a dynamic factor decomposition for Peruvian inflation, using monthly disaggregated data from the consumer price index of Metropolitan Lima from January 2000 to December 2019. One of the objectives of macroeconomics is to explain the aggregate sources of changes in the prices of goods in an economy. This model makes it possible to identify idiosyncratic relative prices, aggregate relative prices and absolute prices, which represent the supply and demand shocks that can appear in an economy. The component common to all items of the CPI serves as an alternative measure of core inflation, and our results show that this component is highly correlated with core inflation published by the BCRP. In general, the results obtained in the present work are robust for different intertemporal dependency structures for the factors considered. This work estimates a dynamic factor deco...
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artículo
In this article, we describe and apply the Fay-Herriot model with spatially correlated random area effects (Pratesi & Salvati, 2006) in order to predict the prevalence of anemia and childhood stunting in Peruvian districts. This prediction is based on data from the Demographic and Family Health Survey of the year 2019, which collects information about anemia and childhood stunting in children under the age of 12 years, as well as the National Census carried out in 2017. Our main objective is to produce reliable predictions for districts with sample sizes too small to provide accurate direct estimates, as well as for districts not included in the sample. The basic Fay-Herriot model (Fay & Herriot, 1979) addresses this issue by incorporating auxiliary information, typically available from administrative or census records. The Fay-Herriot model with spatially correlated random area ...
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En este artículo, obtenemos predicciones confiables del porcentaje de niños con anemia y el porcentaje de niños con retraso del crecimiento por distrito en el Perú, utilizando los datos de la Endes del año 2019 y del censo nacional realizado el año 2017, en los distritos donde el tamaño de la muestra no es suficiente para implementar una estimación directa, y en los distritos no muestreados. Como el objetivo principal de las encuestas nacionales es describir el estado de la población (por ejemplo, la salud, el estado de empleo y desempleo, gastos familiares, educación, etc.), uno de los problemas más comunes de las encuestas nacionales es que estas son generalmente planeadas de tal forma que tengan una buena representación solamente a nivel nacional, nacional urbano, nacional rural o región natural. Por tal motivo, la inferencia a niveles más desagregados, como a nivel dist...