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Nota metodológica sobre la proyección de exportaciones de bienes y servicios reales
[Methodological Note on the Projection of Exports of Goods and Real Services]

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  • Frank, Luis

Abstract

El artículo propone modelos regARIMA estacionales para proyectar grandes rubros de las exportaciones argentinas. La componente de regresión de estos modelos es esencialmente una función de demanda cuyos parámetros son elasticidades precio e ingreso, y efectos de calendario. Los resultados sugieren que la inclusión de la componente de demanda es fundamental para proyectar las exportaciones, no sólo para incrementar la capacidad predictiva de los modelos sino también para garantizar resultados consistentes con la teoría económica. Las elasticidades halladas son coherentes con las encontradas por otros autores mediante otros métodos.

Suggested Citation

  • Frank, Luis, 2020. "Nota metodológica sobre la proyección de exportaciones de bienes y servicios reales [Methodological Note on the Projection of Exports of Goods and Real Services]," MPRA Paper 111424, University Library of Munich, Germany.
  • Handle: RePEc:pra:mprapa:111424
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    File URL: https://mpra.ub.uni-muenchen.de/111424/1/MPRA_paper_111424.pdf
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    References listed on IDEAS

    as
    1. J. C. G. Boot & W. Feibes & J. H. C. Lisman, 1967. "Further Methods of Derivation of Quarterly Figures from Annual Data," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 16(1), pages 65-75, March.
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    Cited by:

    1. Frank, Luis, 2022. "Elasticidades de demanda de bienes exportados por Argentina [Demand elasticities of goods exported by Argentina]," MPRA Paper 114220, University Library of Munich, Germany.
    2. Frank, Luis, 2021. "Revisión de modelos para la desestacionalización y proyección de series macroeconómicas trimestrales. Año 2021 [Review of models for the seasonal adjustment of monthly and quarterly series of econo," MPRA Paper 112278, University Library of Munich, Germany.

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    More about this item

    Keywords

    elasticidades de demanda; exportaciones argentinas; modelos regARIMA;
    All these keywords.

    JEL classification:

    • F14 - International Economics - - Trade - - - Empirical Studies of Trade

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