کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
10479255 931560 2005 18 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
On the use of high-frequency economic information to anticipate the current quarter GDP: A study case for Mexico
موضوعات مرتبط
علوم انسانی و اجتماعی اقتصاد، اقتصادسنجی و امور مالی اقتصاد و اقتصادسنجی
پیش نمایش صفحه اول مقاله
On the use of high-frequency economic information to anticipate the current quarter GDP: A study case for Mexico
چکیده انگلیسی
A method for anticipating quarterly estimates of GDP and its main components in advance of the official publication is presented in this study. Using high-frequency information, time series equations and regression analysis, the model predicts the quarterly GDP based on three different approaches: production side, expenditure side, and principal components extracted from a set of strategic indicators. This model, considered a purely econometric system with no personal data adjustment, allows us to forecast the current quarter GDP and its price deflator using monthly information on economic activity, financial markets, futures prices and forwards, and expectations.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Policy Modeling - Volume 27, Issue 3, April 2005, Pages 327-344
نویسندگان
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