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Eurozona | Evaluando la capacidad predictiva del MIDAS

Author

Listed:
  • Diego Torres Torres

Abstract

En este documento de trabajo aplicamos el MIDAS a un amplio y diverso conjunto de datos e incorporamos los promedios bayesianos para la seleccion de variables. El resultado es que los modelos MIDAS son utiles para estimar el PIB en tiempo real. Ademas, existen ganancias en la capacidad predictiva al combinar varios modelos frente a la opcion de elegir solo uno de ellos.

Suggested Citation

  • Diego Torres Torres, 2015. "Eurozona | Evaluando la capacidad predictiva del MIDAS," Working Papers 1516, BBVA Bank, Economic Research Department.
    • Handle: RePEc:bbv:wpaper:1516
    as

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    File URL: https://www.bbvaresearch.com/wp-content/uploads/2015/05/WP15_16_MIDAS.pdf
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    Cited by:

    1. Shushanik Papanyan, 2015. "Digitization and Productivity: Measuring Cycles of Technological Progress," Working Papers 15/33, BBVA Bank, Economic Research Department.

    More about this item

    Keywords

    Análisis Macroeconómico; Documento de Trabajo; Europa; Investigación; Portugal;
    All these keywords.

    JEL classification:

    • C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
    • C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
    • E37 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Forecasting and Simulation: Models and Applications

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