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Predicción anticipada de agregados macroeconómicos con indicadores no contemporáneos: el caso de EMAE
[Nowcasting of macroeconomic aggregates with non-contemporary indicators: the case of EMAE]

Author

Listed:
  • Frank, Luis

Abstract

The method used by BCRA to anticipate quarterly GDP is extended to forecast of the Monthly Estimator of Economic Activity (EMAE) but with variables released in the first 15 to 20 days of the EMAE data to be predicted. This procedure is then extended ti situations in which more than one set of early variables although not contemporary. The necessary formulas for a point forecast and to find statistically significant differences between consecutive predictions with different sets of early variables are also deduced.

Suggested Citation

  • Frank, Luis, 2022. "Predicción anticipada de agregados macroeconómicos con indicadores no contemporáneos: el caso de EMAE [Nowcasting of macroeconomic aggregates with non-contemporary indicators: the case of EMAE]," MPRA Paper 114324, University Library of Munich, Germany.
    • Handle: RePEc:pra:mprapa:114324
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    File URL: https://mpra.ub.uni-muenchen.de/114324/1/MPRA_paper_114324.pdf
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    References listed on IDEAS

    as
    1. 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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    More about this item

    Keywords

    EMAE; nowcasting; principal components;
    All these keywords.

    JEL classification:

    • C82 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs - - - Methodology for Collecting, Estimating, and Organizing Macroeconomic Data; Data Access

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