Nowcasting del PIB de México usando modelos de factores y ecuaciones puente

I evaluate five nowcasting models that I used to forecast Mexico’s quarterly GDP in the short run: a dynamic factor model (DFM), two bridge equation (BE) models and two models based on principal components analysis (PCA). The results indicate that the average of the two BE forecastsis statistically b...

Description complète

Détails bibliographiques
Auteur principal: Gálvez-Soriano, Oscar de J.
Format: Online
Langue:anglais
Éditeur: El Colegio de México, A.C. 2020
Sujets:
prueba de Diebold-Mariano
filtro de Kalman
política monetaria
análisis de componentes principales
modelos de estado espacio
pronósticos
E52
C53
C38
C32
Diebold-Mariano test
Kalman filter
monetary policy
principal component analysis
state space model
forecasting
Accès en ligne:https://estudioseconomicos.colmex.mx/index.php/economicos/article/view/402
Institution:

Estudios Económicos

Articles similaires