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Evaluación de diferentes métodos para la estimación del PIB potencial: el caso de México/Evaluating different methods of potential GDP estimates: The case of Mexico

Author

Listed:
  • Francisco Corona

    (Instituto Nacional de Estadística y Geografía)

  • Pedro Orraca

    (El Colegio de la Frontera Norte)

  • Jesús López-Pérez

    (Instituto Nacional de Estadística y Geografía)

Abstract

Con el objetivo de contribuir a la literatura que se centra en la estimación del Producto Interno Bruto (PIB) potencial, en este trabajo se evalúa el funcionamiento de cuatro métodos de estimación del PIB potencial trimestral de México para el periodo 1998:T1-2020:T2. Los procedimientos utilizados para su estimación son: 1) métodos heurísticos, 2) el filtro de Hodrick Prescott, 3) el Modelo de Factores Dinámicos no estacionario y 4) la descomposición Permanente-Transitorio (PT) de Gonzalo y Granger (1995). Se concluye que, por razones econométricas, los mejores resultados se obtienen al usar la descomposición PT.

Suggested Citation

  • Francisco Corona & Pedro Orraca & Jesús López-Pérez, 2022. "Evaluación de diferentes métodos para la estimación del PIB potencial: el caso de México/Evaluating different methods of potential GDP estimates: The case of Mexico," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, vol. 37(2), pages 285-313.
    • Handle: RePEc:emx:esteco:v:37:y:2022:i:2:p:285-313
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    File URL: https://estudioseconomicos.colmex.mx/index.php/economicos/article/view/432
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    More about this item

    Keywords

    filtro HP; descomposición PT; métodos heurísticos; Modelo de Factores Dinámicos; PIB potencial;
    All these keywords.

    JEL classification:

    • C38 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Classification Methdos; Cluster Analysis; Principal Components; Factor Analysis
    • C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
    • E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles

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