Evaluación de diferentes métodos para la estimación del PIB potencial: el caso de México
With the purpose of contributing to the literature that focuses on the estimation of Potential Gross Domestic Product (GDP), this study evaluates four different estimation methods of Potential GDP using quarterly data from Mexico for the period 1998:Q1-2020:Q2. The procedures used for its estimation...
| Autores principales: | , , |
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| Formato: | Online |
| Idioma: | espanhol |
| Editor: |
El Colegio de México, A.C.
2022
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| Assuntos: | |
| Acesso em linha: | https://estudioseconomicos.colmex.mx/index.php/economicos/article/view/432 |
| Recursos: |
Estudios Económicos |
| Resumo: | With the purpose of contributing to the literature that focuses on the estimation of Potential Gross Domestic Product (GDP), this study evaluates four different estimation methods of Potential GDP using quarterly data from Mexico for the period 1998:Q1-2020:Q2. The procedures used for its estimation are: 1) Heuristic methods, 2) The Hodrick Prescott filter, 3) Non-Stationary Dynamic Factor Model, and 4) The Permanent-Transient (PT) decomposition of Gonzalo and Granger (1995). We conclude that, econometrically, the best results are obtained when using the PT decomposition. |
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