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...
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Lenguaje: | English |
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Instituto de Economía, Pontificia Universidad Católica de Chile
2006
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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 |
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Scielo Chile |
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Scielo Chile |
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English |
topic |
Algorithm ARIMA Model Transfer Function Model Chilean GDP |
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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 |