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Análisis del proceso de revisión de las Cuentas Nacionales Trimestrales en Uruguay

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  • Ernesto Pienika

    (Banco Central del Uruguay)

  • Maximiliano Mateauda

    (Banco Central del Uruguay)

Abstract

Para satisfacer los requerimientos de oportunidad, los primeros datos de Cuentas Nacionales Trimestrales publicados por el Banco Central del Uruguay (BCU) se basan en un conjunto acotado de estadísticas básicas, que suele corregirse y actualizarse con el paso de los trimestres. En este trabajo se analizan las revisiones realizadas en las tasas de variación, interanual y desestacionalizada -respecto al trimestre anterior-, para las series del Producto Interno Bruto (PIB) y sus componentes por el enfoque de la producción, utilizando las series trimestrales publicadas por el BCU. En términos relativos, la magnitud de las revisiones realizadas por el BCU es similar a la de los países de la OCDE. En los procesos de revisión analizados, no se observa sesgo estadísticamente significativo, mientras que en más del 90% de los casos el signo de la variación no se modifica luego de las revisiones. Al analizar la eficiencia de las primeras estimaciones de las tasas interanuales, no se identifica la presencia de errores de medida para los tres periodos de revisión analizados. Mientras que, tanto para las revisiones a dos años, como a un año -en este segundo caso en sentido débil-, no se puede rechazar la incorporación de nueva información en las mismas. En las variaciones respecto al trimestre anterior, no es posible rechazar la presencia de ruido en las estimaciones iniciales cuando se analiza la revisión de un trimestre -principalmente por la utilización de filtros centrados en el proceso de ajuste estacional-, mientras que el análisis de la revisión a los dos años, indicaría que la misma incorpora nueva información.

Suggested Citation

  • Ernesto Pienika & Maximiliano Mateauda, 2017. "Análisis del proceso de revisión de las Cuentas Nacionales Trimestrales en Uruguay," Documentos de trabajo 2017008, Banco Central del Uruguay.
  • Handle: RePEc:bku:doctra:2017008
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    References listed on IDEAS

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