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Una evaluación econométrica de la retropolación de la actividad económica estatal de México

Author

Listed:
  • Francisco Corona

    (INEGI)

  • Jesús López-Pérez

    (INEGI)

Abstract

This paper shows an econometric assessment of the Quarterly Indicator of Economic Activity (ITAEE) retropolation until 1980. The results obtained are then compared empirically with alternative retropolation procedures that uses nominal state-level Gross Domestic Product (GDP) as temporal restrictions as the works of German-Soto (2005) and for an alternative of Guerrero and Corona (2018b), where they incorporate GDP nominal information as temporal restrictions. We conclude that the ITAEE’s retropolation until 1980 carried out in this work has a solid econometric background and better structural performance with respect to other approaches considered in the current investigation.

Suggested Citation

  • Francisco Corona & Jesús López-Pérez, 2020. "Una evaluación econométrica de la retropolación de la actividad económica estatal de México," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, vol. 35(2), pages 193-212.
  • Handle: RePEc:emx:esteco:v:35:y:2020:i:2:p:193-212
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    File URL: https://estudioseconomicos.colmex.mx/index.php/economicos/article/view/401/509
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    More about this item

    Keywords

    ITAEE; State GDP; combination rule; restricted forecast; Mexico national system accounts;
    All these keywords.

    JEL classification:

    • C01 - Mathematical and Quantitative Methods - - General - - - Econometrics
    • C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
    • E27 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - Forecasting and Simulation: Models and Applications

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