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Estimaciones para pequeñas áreas: un enfoque bayesiano al problema de la distribución de una magnitud económica

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  • ROJO GARCÍA, J.L.

    () (Facultad de Ciencias Económicas. Departamento de Economía Aplicada (Estadística y Econometría). Universidad de Valladolid.)

  • SANZ GÓMEZ, J.A.

    () (Facultad de Ciencias Económicas. Departamento de Economía Aplicada (Estadística y Econometría). Universidad de Valladolid.)

Abstract

En este trabajo se desarrolla un método para distribuir un agregado económico en áreas geográficas menores. Las estimaciones de los valores desagregados se realizan mediante procedimientos bayesianos, con distribuciones a priori aproximadamente no informativas para ciertos parámetros o de Laplace para dichos valores. La implementación de dichas estimaciones se realiza mediante muestreo de Gibbs. El procedimiento se utiliza para resolver problemas de congruencia en estimaciones de macromagnitudes derivadas de modelos econométricos regionales. Se sugiere la posibilidad de aplicar el procedimiento para problemas temporales, relacionados con trimestralización de magnitudes económicas This paper provides a method to distribute an economic aggregate among smaller areas, using indicators. It makes use of Bayesian tools, implemented by Gibbs sampling in order to obtain the estimates. The method, with minor changes, is applied to adjust predictions provided by individual (single country) econometric models, with the overall prediction arising from an aggregate model. Authors also explore the adequacy of their method in solving problems of time series interpolation or temporal dissaggregation.

Suggested Citation

  • Rojo García, J.L. & Sanz Gómez, J.A., 2002. "Estimaciones para pequeñas áreas: un enfoque bayesiano al problema de la distribución de una magnitud económica," Estudios de Economía Aplicada, Estudios de Economía Aplicada, vol. 20, pages 217-240, Abril.
  • Handle: RePEc:lrk:eeaart:20_1_4
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    References listed on IDEAS

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    1. Zellner, Arnold & Hong, Chansik & Min, Chung-ki, 1991. "Forecasting turning points in international output growth rates using Bayesian exponentially weighted autoregression, time-varying parameter, and pooling techniques," Journal of Econometrics, Elsevier, vol. 49(1-2), pages 275-304.
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    More about this item

    Keywords

    Métodos bayesianos; Muestro de Gibbs; Congruencia; Análisis regional.;

    JEL classification:

    • C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
    • R15 - Urban, Rural, Regional, Real Estate, and Transportation Economics - - General Regional Economics - - - Econometric and Input-Output Models; Other Methods

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