Estimaciones del PIB mensual basadas en el IGAE

1. Person: Elizondo, Rocio
Format: Online-Artikel
Sprache: Spanish
Veröffentlicht: Banco de México 2012
Serien: Working Papers
Schlagworte: Sozialprodukt
Wirtschaftsindikator
Zustandsraummodell
Mexiko
National income
Economic indicator
State space model
Mexico
Online Zugang: https://www.econstor.eu/bitstream/10419/83735/1/729047741.pdf
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id
oai_econstor.eu_10419-83735
recordtype
econstor
institution
MPG
collection
ECONSTOR
title
Estimaciones del PIB mensual basadas en el IGAE
spellingShingle
Estimaciones del PIB mensual basadas en el IGAE
Sozialprodukt
Wirtschaftsindikator
Zustandsraummodell
Mexiko
National income
Economic indicator
State space model
Mexico
Elizondo, Rocio
Working Papers
title_short
Estimaciones del PIB mensual basadas en el IGAE
title_full
Estimaciones del PIB mensual basadas en el IGAE
title_fullStr
Estimaciones del PIB mensual basadas en el IGAE
title_full_unstemmed
Estimaciones del PIB mensual basadas en el IGAE
title_sort
Estimaciones del PIB mensual basadas en el IGAE
format
electronic Article
format_phy_str_mv
Paper
publisher
Banco de México
publishDate
2012
language
Spanish
topic
Sozialprodukt
Wirtschaftsindikator
Zustandsraummodell
Mexiko
National income
Economic indicator
State space model
Mexico
topic_facet
National income
Economic indicator
State space model
Mexico
author
Elizondo, Rocio
description
This article presents three methods to estimate the logarithm of monthly real GDP in Mexico from the Global Indicator of Economic Activity (IGAE): (1) a deterministic approach using the IGAE growth rate; (2) an extension of Denton method; and, (3) the Kalman filter. In these methods the monthly GDP is regarded as an unobservable variable that is approximated using only the IGAE. Results suggest that the method based on the Kalman filter seems to fit better the observed data of quarterly GDP under several error measures. By analyzing different estimation periods it was found that the parameters corresponding to the filter remained relatively stable over the period of study. Therefore, this method was used to perform out-of-sample forecasts.
url
https://www.econstor.eu/bitstream/10419/83735/1/729047741.pdf
series
Working Papers
seriesStr
Working Papers
Working Papers
series2
Working Papers
series2_facet
Working Papers
up_date
2019-10-23T02:54:27.040Z
_version_
1648150991613198340

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