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Desagregación temporal de series económicas: un ejercicio de simulación

Author

Listed:
  • Fernandez, Mailen
  • Errea, Damián
  • Lacaze, María Victoria

Abstract

Distintos análisis económicos suelen requerir del uso de información de alta frecuencia, la cual en ocasiones no está disponible, presentándose así un desafío para lograr la desagregación temporal de series de baja frecuencia intentando estimar la evolución de alta frecuencia de la serie, de la mejor manera posible. Para esta investigación se evaluó el desempeño de distintos métodos de desagregación temporal, matemáticos (Denton, 1971) y de ajuste (Chow-Lin, 1971; Litterman, 1983), comparando su desempeño a partir de la incorporación de distintas series patrón, en el desarrollo de un ejercicio simulado empleando la serie EMAE Construcción.

Suggested Citation

  • Fernandez, Mailen & Errea, Damián & Lacaze, María Victoria, 2023. "Desagregación temporal de series económicas: un ejercicio de simulación," Nülan. Deposited Documents 3925, Universidad Nacional de Mar del Plata, Facultad de Ciencias Económicas y Sociales, Centro de Documentación.
    • Handle: RePEc:nmp:nuland:3925
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