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Avances en la aplicación de un modelo de factores dinámicos para estimar un indicador sintético de actividad económica

Author

Listed:
  • Fernandez, Mailen
  • Lacaze, María Victoria
  • Errea, Damián

Abstract

La escasez de información estadística censal ha impulsado, a nivel subnacional, la generación de indicadores compuestos. Recientemente, se estimó el Indicador Sintético de Actividad Económica de General Pueyrredon (ISAE-GP) utilizando la metodología clásica del NBER-TCB. Este trabajo avanza en la dirección de otra metodología, la de factores dinámicos. A tal fin, se presenta el análisis de componentes principales (ACP) aplicado a las series componentes del ISAE-GP, que constituye el primer paso en la estimación del modelo factorial dinámico. Los factores estáticos obtenidos del ACP, cuyos primeros dos componentes principales explican casi el 60% de la varianza conjunta, serán utilizados en dicha estimación.

Suggested Citation

  • Fernandez, Mailen & Lacaze, María Victoria & Errea, Damián, 2024. "Avances en la aplicación de un modelo de factores dinámicos para estimar un indicador sintético de actividad económica," Nülan. Deposited Documents 4163, Universidad Nacional de Mar del Plata, Facultad de Ciencias Económicas y Sociales, Centro de Documentación.
    • Handle: RePEc:nmp:nuland:4163
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