A Proposal to Obtain a Long Quarterly Chilean GDP Series

An important limitation in order to specify and estimate a macroeconomic model that describes the Chilean economy resides in using variables with sufficient number of observations that allow for a reliable econometric estimation. Among these variables, the GDP constitutes a fundamental magnitude. Ne...

Descripción completa

Guardado en:
Detalles Bibliográficos
Autores principales: Tena,Juan de Dios, Jerez,Miguel, Sotoca,Sonia, Carvallo,Nicole
Lenguaje:English
Publicado: Instituto de Economía, Pontificia Universidad Católica de Chile 2006
Materias:
Acceso en línea:http://www.scielo.cl/scielo.php?script=sci_arttext&pid=S0717-68212006000200003
Etiquetas: Agregar Etiqueta
Sin Etiquetas, Sea el primero en etiquetar este registro!
id oai:scielo:S0717-68212006000200003
record_format dspace
spelling oai:scielo:S0717-682120060002000032007-03-13A Proposal to Obtain a Long Quarterly Chilean GDP SeriesTena,Juan de DiosJerez,MiguelSotoca,SoniaCarvallo,Nicole Algorithm ARIMA Model Transfer Function Model Chilean GDP An important limitation in order to specify and estimate a macroeconomic model that describes the Chilean economy resides in using variables with sufficient number of observations that allow for a reliable econometric estimation. Among these variables, the GDP constitutes a fundamental magnitude. Nevertheless, for this variable there is not quarterly information before 1980. This paper computes quarterly GDP series for the period 1965-1980 using the approach by Casals et al. (2000). As result, the new series incorporates the cyclical dynamic in the quarterly series later to 1979 respecting, in addition, all the annual existing information before the above mentioned periodinfo:eu-repo/semantics/openAccessInstituto de Economía, Pontificia Universidad Católica de ChileCuadernos de economía v.43 n.128 20062006-11-01text/htmlhttp://www.scielo.cl/scielo.php?script=sci_arttext&pid=S0717-68212006000200003en10.4067/S0717-68212006000200003
institution Scielo Chile
collection Scielo Chile
language English
topic Algorithm
ARIMA Model
Transfer Function Model
Chilean GDP
spellingShingle Algorithm
ARIMA Model
Transfer Function Model
Chilean GDP
Tena,Juan de Dios
Jerez,Miguel
Sotoca,Sonia
Carvallo,Nicole
A Proposal to Obtain a Long Quarterly Chilean GDP Series
description An important limitation in order to specify and estimate a macroeconomic model that describes the Chilean economy resides in using variables with sufficient number of observations that allow for a reliable econometric estimation. Among these variables, the GDP constitutes a fundamental magnitude. Nevertheless, for this variable there is not quarterly information before 1980. This paper computes quarterly GDP series for the period 1965-1980 using the approach by Casals et al. (2000). As result, the new series incorporates the cyclical dynamic in the quarterly series later to 1979 respecting, in addition, all the annual existing information before the above mentioned period
author Tena,Juan de Dios
Jerez,Miguel
Sotoca,Sonia
Carvallo,Nicole
author_facet Tena,Juan de Dios
Jerez,Miguel
Sotoca,Sonia
Carvallo,Nicole
author_sort Tena,Juan de Dios
title A Proposal to Obtain a Long Quarterly Chilean GDP Series
title_short A Proposal to Obtain a Long Quarterly Chilean GDP Series
title_full A Proposal to Obtain a Long Quarterly Chilean GDP Series
title_fullStr A Proposal to Obtain a Long Quarterly Chilean GDP Series
title_full_unstemmed A Proposal to Obtain a Long Quarterly Chilean GDP Series
title_sort proposal to obtain a long quarterly chilean gdp series
publisher Instituto de Economía, Pontificia Universidad Católica de Chile
publishDate 2006
url http://www.scielo.cl/scielo.php?script=sci_arttext&pid=S0717-68212006000200003
work_keys_str_mv AT tenajuandedios aproposaltoobtainalongquarterlychileangdpseries
AT jerezmiguel aproposaltoobtainalongquarterlychileangdpseries
AT sotocasonia aproposaltoobtainalongquarterlychileangdpseries
AT carvallonicole aproposaltoobtainalongquarterlychileangdpseries
AT tenajuandedios proposaltoobtainalongquarterlychileangdpseries
AT jerezmiguel proposaltoobtainalongquarterlychileangdpseries
AT sotocasonia proposaltoobtainalongquarterlychileangdpseries
AT carvallonicole proposaltoobtainalongquarterlychileangdpseries
_version_ 1718442404298620928