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Nota metodológica sobre la proyección de exportaciones de productos agro-industriales. Revisión 2021
[Methodological note on the projection of exports of agri-industrial products. 2021 review]

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  • Frank, Luis

Abstract

The work that follows is part of a general review of the regARIMA models used to deseasonalize and project Argentine exports. Although the review was originally motivated by the effect of the COVID pandemic, in the particular case of agri-industrial exports, it focused on improving the explanatory capacity of the (exogenous) variables associated with foreign demand and the ENSO phenomenon, since the pandemic did not have a major impact on exports. The results suggest that (i) except for a few exceptions, world income (GDP) better explains the demand for agri-industrial products than the income of the main trading partner; (ii) the explanatory power of prices is not low per se, but because of the large number of missing prices, since prices come from the export registry itself and are, therefore, unobservable when exports are null; (iii) the effect of ENSO on exports is indirect and cannot be captured, in general, through indices of "anomalies" in the surface temperatures of the Pacific Ocean.

Suggested Citation

  • Frank, Luis, 2021. "Nota metodológica sobre la proyección de exportaciones de productos agro-industriales. Revisión 2021 [Methodological note on the projection of exports of agri-industrial products. 2021 review]," MPRA Paper 112283, University Library of Munich, Germany.
    • Handle: RePEc:pra:mprapa:112283
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    File URL: https://mpra.ub.uni-muenchen.de/112283/1/MPRA_paper_112283.pdf
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    References listed on IDEAS

    as
    1. Frank, Luis, 2020. "Nota metodológica sobre la proyección de exportaciones de productos agro-industriales. Revisión 2020 [Methodological Note on the Projection of Exports of Agri-industrial Products. Review 2020]," MPRA Paper 111427, University Library of Munich, Germany.
    2. 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.
    3. Frank, Luis, 2020. "Revisión de modelos para la desestacionalización de series mensuales y trimestrales de actividad económica [Review of models for the seasonal adjustment of monthly and quarterly series of economic ," MPRA Paper 111423, University Library of Munich, Germany.
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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.

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    More about this item

    Keywords

    demand elasticities; agri-industrial exports; regARIMA model;
    All these keywords.

    JEL classification:

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

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