IDEAS home Printed from https://ideas.repec.org/
MyIDEAS: Login to save this article or follow this journal

lndicadores líderes, redes neuronales y predicción de corto plazo

  • Javier Kapsoli Salinas

    ()

    (Pontificia Universidad Católica del Perú - Departamento de economía)

  • Brigitt Bencich Aguilar

    ()

    (Consultora de la Dirección General de Asuntos Económicos, Ministerio de Economía y Finanzas)

Registered author(s):

    This paper shows a procedure to constmct a short run predictor for the GDP. We use the Baxter & King filter to decompose the monthly GDP on its three components: seasonal, business cycle and iong-run trend. Furthermore we estimate and forecast the business cycle using a set of leading economic variables. We propose that the complicated relationships among this variables and the business cycle are well captured by a non linear artificial neural network model. The other components are estimated using standard econometric techniques. Finally, the three components are added to obtain an indicator for the future behavior of the GDP. The prediction shows an aceptable leve1 of reliability, so the index can be used to take decisions in the private or public sector. The main advantage of the index is its faster availability relative to the oficial statistics.

    If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.

    File URL: http://revistas.pucp.edu.pe/index.php/economia/article/view/867/828
    Download Restriction: no

    Article provided by Fondo Editorial de la Pontificia Universidad Católica del Perú in its journal Revista Economía.

    Volume (Year): (2004)
    Issue (Month): 53-54 ()
    Pages: 213-254

    as
    in new window

    Handle: RePEc:pcp:pucrev:y:2005:i:53-54:p:213-254
    Contact details of provider: Postal: Av. Universitaria 1801, San Miguel, Lima, Perú
    Phone: 626-2000 ext. 4950
    Fax: 626-2874
    Web page: http://departamento.pucp.edu.pe/economia/
    Email:


    More information through EDIRC

    No references listed on IDEAS
    You can help add them by filling out this form.

    This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.

    When requesting a correction, please mention this item's handle: RePEc:pcp:pucrev:y:2005:i:53-54:p:213-254. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: ()

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If references are entirely missing, you can add them using this form.

    If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.