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A Proposal to Obtain a Long Quarterly Chilean GDP Series

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Listed:
  • Juan de Dios Tena
  • Miguel Jerez
  • Sonia Sotoca
  • Nicole Carvallo

Abstract

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, th

Suggested Citation

  • Juan de Dios Tena & Miguel Jerez & Sonia Sotoca & Nicole Carvallo, 2006. "A Proposal to Obtain a Long Quarterly Chilean GDP Series," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 43(128), pages 285-300.
    • Handle: RePEc:ioe:cuadec:v:43:y:2006:i:128:p:285-300
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    References listed on IDEAS

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    1. Chow, Gregory C & Lin, An-loh, 1971. "Best Linear Unbiased Interpolation, Distribution, and Extrapolation of Time Series by Related Series," The Review of Economics and Statistics, MIT Press, vol. 53(4), pages 372-375, November.
    2. Casals, Jose & Jerez, Miguel & Sotoca, Sonia, 2000. "Exact smoothing for stationary and non-stationary time series," International Journal of Forecasting, Elsevier, vol. 16(1), pages 59-69.
    3. Ng, S. & Perron, P., 1994. "Unit Root Tests ARMA Models with Data Dependent Methods for the Selection of the Truncation Lag," Cahiers de recherche 9423, Universite de Montreal, Departement de sciences economiques.
    4. Robert Engle & Clive Granger, 2015. "Co-integration and error correction: Representation, estimation, and testing," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 39(3), pages 106-135.
    5. Ernest Pons Fanals & Jordi Pons Novell & Jordi Surinach Caralt, 1997. "Trimestralizacion y conciliacion de magnitudes economicas: una ampliacion del metodo Chow-Lin," Working Papers in Economics 20, Universitat de Barcelona. Espai de Recerca en Economia.
    6. Fernandez, Roque B, 1981. "A Methodological Note on the Estimation of Time Series," The Review of Economics and Statistics, MIT Press, vol. 63(3), pages 471-476, August.
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    Keywords

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    JEL classification:

    • C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
    • E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles

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