Estimaciones del PIB mensual en México basadas en el IGAE
This article presents three methods to estimate the monthly GDP in Mexico: (1) a deterministic approach; (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 show that...
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| Formato: | Online |
| Idioma: | español |
| Editor: |
El Colegio de México, A.C.
2019
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| Materias: | |
| Acceso en línea: | https://estudioseconomicos.colmex.mx/index.php/economicos/article/view/369 |
| Revista: |
Estudios Económicos |
| authentication_code | dc |
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| _version_ | 1844256701185785856 |
| author | Elizondo, Rocio |
| author_facet | Elizondo, Rocio |
| author_sort | Elizondo, Rocio |
| category_str_mv |
"Bolivia", "hyperinflation", "economic crisis", "Bolivia", "hiperinflación", "crisis económica"
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| collection | OJS |
| description | This article presents three methods to estimate the monthly GDP in Mexico: (1) a deterministic approach; (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 show that the three methods do a good job in adjusting the observed data of the quarterly GDP within the sample, with average adjustment errors of at most 0.1%. Additionally, given the dynamic structure of the Kalman filter method and that under different estimation periods it was found that the parameters corresponding remained relatively stable. Therefore, this method was used to perform out-of-sample forecasts. |
| format | Online |
| id | oai:oai.estudioseconomicos.colmex.mx:article-369 |
| index_str_mv | CONAHCYT LATINDEX PKP Index DORA Redalyc Scielo México Handbook of Latin American Studies (HLAS) JSTOR Dialnet HAPI Ulrich’s International Periodicals Directory Google Scholar IBSS Gale OneFile: Informe Académico Global Issues in Context InfoTracCustom Cengage Learning EconLit Índice bibliográfico Publindex RePEc The Journal of Economic Literature |
| journal | Estudios Económicos |
| language | spa |
| publishDate | 2019 |
| publisher | El Colegio de México, A.C. |
| record_format | ojs |
| data_source_entry/ISSN | Estudios Económicos de El Colegio de México; 68-vol. 34, no. 2, july-december, 2019; 197-241 Estudios Económicos de El Colegio de México; 68-vol. 34, núm. 2, julio-diciembre, 2019; 197-241 0186-7202 0188-6916 |
| spelling | oai:oai.estudioseconomicos.colmex.mx:article-3692023-02-20T22:14:28Z Monthly GDP estimates in Mexico based on the IGAE Estimaciones del PIB mensual en México basadas en el IGAE Elizondo, Rocio gross domestic product global indicator of economic activity (IGAE) Kalman filter Denton method forecasts I10 I12 J21 J30 producto interno bruto indicador global de la actividad económica (IGAE) filtro de kalman método de denton pronósticos I10 I12 J21 J30 This article presents three methods to estimate the monthly GDP in Mexico: (1) a deterministic approach; (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 show that the three methods do a good job in adjusting the observed data of the quarterly GDP within the sample, with average adjustment errors of at most 0.1%. Additionally, given the dynamic structure of the Kalman filter method and that under different estimation periods it was found that the parameters corresponding remained relatively stable. Therefore, this method was used to perform out-of-sample forecasts. Se presentan tres métodos para estimar el PIB mensual en México: (1) una aproximación determinística; (2) una extensión del método de Denton; y, (3) el filtro de Kalman. En dichos métodos el PIB mensual es una variable no observable que se aproxima utilizando únicamente al IGAE. Los tres métodos muestran un buen ajuste a los datos observados del PIB trimestral dentro de la muestra, con errores promedio de ajuste como máximo de 0.1%. Adicionalmente, dada la estructura dinámica del método de filtro de Kalman y que sus parámetros permanecen relativamente estables bajo diferentes periodos de estimación, se utilizó este para realizar pronósticos fuera de la muestra. El Colegio de México, A.C. 2019-07-01 info:eu-repo/semantics/article info:eu-repo/semantics/publishedVersion application/pdf text/xml https://estudioseconomicos.colmex.mx/index.php/economicos/article/view/369 10.24201/ee.v34i2.369 Estudios Económicos de El Colegio de México; 68-vol. 34, no. 2, july-december, 2019; 197-241 Estudios Económicos de El Colegio de México; 68-vol. 34, núm. 2, julio-diciembre, 2019; 197-241 0186-7202 0188-6916 spa https://estudioseconomicos.colmex.mx/index.php/economicos/article/view/369/407 https://estudioseconomicos.colmex.mx/index.php/economicos/article/view/369/474 |
| spellingShingle | gross domestic product global indicator of economic activity (IGAE) Kalman filter Denton method forecasts I10 I12 J21 J30 producto interno bruto indicador global de la actividad económica (IGAE) filtro de kalman método de denton pronósticos I10 I12 J21 J30 Elizondo, Rocio Estimaciones del PIB mensual en México basadas en el IGAE |
| title | Estimaciones del PIB mensual en México basadas en el IGAE |
| title_alt | Monthly GDP estimates in Mexico based on the IGAE |
| title_full | Estimaciones del PIB mensual en México basadas en el IGAE |
| title_fullStr | Estimaciones del PIB mensual en México basadas en el IGAE |
| title_full_unstemmed | Estimaciones del PIB mensual en México basadas en el IGAE |
| title_short | Estimaciones del PIB mensual en México basadas en el IGAE |
| title_sort | estimaciones del pib mensual en mexico basadas en el igae |
| topic | gross domestic product global indicator of economic activity (IGAE) Kalman filter Denton method forecasts I10 I12 J21 J30 producto interno bruto indicador global de la actividad económica (IGAE) filtro de kalman método de denton pronósticos I10 I12 J21 J30 |
| topic_facet | gross domestic product global indicator of economic activity (IGAE) Kalman filter Denton method forecasts I10 I12 J21 J30 producto interno bruto indicador global de la actividad económica (IGAE) filtro de kalman método de denton pronósticos I10 I12 J21 J30 |
| url | https://estudioseconomicos.colmex.mx/index.php/economicos/article/view/369 |
| work_keys_str_mv | AT elizondorocio monthlygdpestimatesinmexicobasedontheigae AT elizondorocio estimacionesdelpibmensualenmexicobasadaseneligae |