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Predicción en tiempo real del PIB regional: aspectos estadísticos y un modelo de previsión

Author

Listed:
  • Concha Artola
  • María Gil
  • Danilo Leiva
  • Javier J. Pérez
  • Alberto Urtasun

Abstract

El seguimiento de la situación económica regional adquiere particular importancia en países altamente descentralizados, como España. En este contexto, el presente artículo resume los aspectos más relevantes del modelo BayFaR (Bayesian Factor model for Regions), una nueva herramienta utilizada por el Banco de España para la previsión a corto plazo del PIB de la economía española y de sus Comunidades Autónomas de mayor tamaño. La herramienta permite combinar indicadores mensuales de actividad con el PIB trimestral, la variable de referencia para el análisis coyuntural. En el caso español, no obstante, es necesario usar medidas alternativas de esta variable. Ello se debe a que las estadísticas oficiales no proporcionan una medida homogénea para todas las CCAA, que sea además coherente con el PIB trimestral nacional del INE.

Suggested Citation

  • Concha Artola & María Gil & Danilo Leiva & Javier J. Pérez & Alberto Urtasun, 2019. "Predicción en tiempo real del PIB regional: aspectos estadísticos y un modelo de previsión," Boletín Económico, Banco de España, issue JUN.
    • Handle: RePEc:bde:joures:y:2019:i:6:d:aa:n:17
    Note: Artículos Analíticos
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    More about this item

    Keywords

    actividad económica regional; predicción de corto plazo (nowcasting); modelo de factores dinámicos;
    All these keywords.

    JEL classification:

    • C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
    • E37 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Forecasting and Simulation: Models and Applications
    • R13 - Urban, Rural, Regional, Real Estate, and Transportation Economics - - General Regional Economics - - - General Equilibrium and Welfare Economic Analysis of Regional Economies

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