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Desempeño Económico Departamental durante la crisis del COVID-19 en Bolivia: Un enfoque de VAR de frecuencia mixta con volatilidad estocástica

Author

Listed:
  • Luis Escobar

    (Universidad Autónoma Gabriel René Moreno)

  • Miguel Chalup

    (Universidad Autónoma Gabriel René Moreno)

Abstract

El propósito de este documento es obtener estimaciones de crecimiento económico para los nueve departamentos en Bolivia con frecuencia trimestral, dado que actualmente se publican con frecuencia anual, que permite evaluar el desempeño económico departamental durante la crisis sanitaria del COVID-19. Para ello, se aplicó un modelo de Vectores Autorregresivos de Frecuencia Mixta con Volatilidad Estocástica (MF-VAR-SV) propuesto por Koop et al. (2019), durante el período trimestral 1992-2020. Se utilizó con frecuencia anual el crecimiento de la producción de los nueve departamentos y con frecuencia trimestral el PIB, índice de precios, el tipo de cambio real, agregado monetario y el índice de términos de intercambio. Los resultados reflejan que el impacto negativo de la crisis sanitaria COVID-19 ha sido diferente por departamento, siendo Tarija, Oruro, Santa Cruz y Pando los más afectados, con una contracción mas profunda que la actividad económica nacional.

Suggested Citation

  • Luis Escobar & Miguel Chalup, 2019. "Desempeño Económico Departamental durante la crisis del COVID-19 en Bolivia: Un enfoque de VAR de frecuencia mixta con volatilidad estocástica," Cuadernos de Investigación Económica Boliviana, Ministerio de Economía y Finanzas Públicas de Bolivia, vol. 3(1), pages 89-110, Diciembre.
    • Handle: RePEc:efp:journl:v:3:y:2019:i:1:p:89-110
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    More about this item

    Keywords

    Crecimiento economico; COVID-19; Vectores Autorregresivos Multivariado de Frecuencia Mixta;
    All these keywords.

    JEL classification:

    • O47 - Economic Development, Innovation, Technological Change, and Growth - - Economic Growth and Aggregate Productivity - - - Empirical Studies of Economic Growth; Aggregate Productivity; Cross-Country Output Convergence
    • F62 - International Economics - - Economic Impacts of Globalization - - - Macroeconomic Impacts
    • C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
    • C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods

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