Nowcasting de la tasa de crecimiento del PIB de España
In this paper, a large-scale dynamic factor model is carried out to calculate short-term predictions of the Spanish GDP growth rate in real time. With this model, a Nowcasting exercise is carried out in pseudo-real time to make predictions, during the period 2015-2019, of the Spanish GDP growth rate...
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| Tipo de recurso: | tesis de maestría |
| Fecha de publicación: | 2020 |
| País: | España |
| Institución: | Universidad de Alcalá (UAH) |
| Repositorio: | e_Buah Biblioteca Digital Universidad de Alcalá |
| Idioma: | español |
| OAI Identifier: | oai:ebuah.uah.es:10017/50450 |
| Acceso en línea: | http://hdl.handle.net/10017/50450 |
| Access Level: | acceso abierto |
| Palabra clave: | GDP Dynamic factor model Nowcasting Principal components Forecast Economics indicators PIB Modelo de factores dinámicos Componentes principales Predicción Indicadores económicos Economía Economics |
| Sumario: | In this paper, a large-scale dynamic factor model is carried out to calculate short-term predictions of the Spanish GDP growth rate in real time. With this model, a Nowcasting exercise is carried out in pseudo-real time to make predictions, during the period 2015-2019, of the Spanish GDP growth rate. Furthermore, a prediction comparison of this model is performed with a random walk model and an ARIMA model, resulting in the winning DFM. It is concluded that the model may be adequate for making predictions of the Spanish GDP. |
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