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Desagregación multivariada del PIB sectorial del departamento de Bolívar

Author

Listed:
  • Ivonne Caridad Perez Correa
  • Juan Miguel Martinez Buendia

Abstract

La disponibilidad de series como el Producto Interno Bruto (PIB) departamental en períodos intra-anuales es indispensable para el análisis de la actividad económica regional. Para el departamento de Bolívar, como para el resto de departamentos colombianos, solo existen estadísticas del PIB para períodos anuales. Las series que podrían determinar su comportamiento solo están disponibles de forma ininterrumpida en períodos semestrales. Se implementó la metodología de desagregación ex-post de series de tiempo multivariadas propuesta por Nieto (2007), para buscar, con las series disponibles, un conjunto de variables para la semestralización del PIB de los sectores de la industria, el turismo y la construcción en Bolívar para el período 2000-2010. Se encontró que las variables “capacidad instalada”, “índice de producción de vivienda nueva (IPVN)”, “índice de ocupación hotelera” y “arribo de turistas del exterior” son adecuadas en los procesos de desagregación de este indicador.

Suggested Citation

  • Ivonne Caridad Perez Correa & Juan Miguel Martinez Buendia, 2013. "Desagregación multivariada del PIB sectorial del departamento de Bolívar," Revista Economía y Región, Universidad Tecnológica de Bolívar, vol. 7(1), pages 139-167, June.
    • Handle: RePEc:col:000411:011080
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    References listed on IDEAS

    as
    1. Jorge Luis Hurtado Guarín & Luis Fernando Melo Velandia, 2010. "Una metodología multivariada de desagregación temporal," Borradores de Economia 586, Banco de la Republica de Colombia.
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    3. Fabio H. Nieto, 2007. "Ex post and ex ante prediction of unobserved multivariate time series: a structural-model based approach," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 26(1), pages 53-76.
    4. Nieto, Fabio H. & Guerrero, Victor M., 1995. "Kalman filter for singular and conditional state-space models when the system state and the observational error are correlated," Statistics & Probability Letters, Elsevier, vol. 22(4), pages 303-310, March.
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    6. Luis Fernando Melo & Martha Misas A., 1992. "Desagregación de series temporales: metodología y aplicación al caso del PIB en Colombia," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 11(22), pages 151-170, December.
    7. Rossi, Nicola, 1982. "A Note on the Estimation of Disaggregate Time Series When the Aggregate Is Known," The Review of Economics and Statistics, MIT Press, vol. 64(4), pages 695-696, November.
    Full references (including those not matched with items on IDEAS)

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    More about this item

    Keywords

    Colombia; departamento de Bolívar; desagregación; compatibilidad; series económicas; modelos VAR; PIB;
    All these keywords.

    JEL classification:

    • C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
    • C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
    • C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods

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