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Pronósticos de corto plazo en tiempo real para la actividad económica colombiana

  • Deicy J. Cristiano

    ()

  • Manuel D. Hernández

    ()

  • José David Pulido

    ()

La toma de decisiones de política económica requiere estimaciones del comportamiento de la actividad económica en tiempo real. Sin embargo, la información utilizada solo está disponible a nivel de indicadores de actividad y de encuestas de opinión, los cuales suelen tener distintas frecuencias y rezagos de publicación, además de choques idiosincráticos. En este trabajo se adaptan para la economía colombiana los esquemas de pronóstico de Camacho y Perez-Quiros (2009,2010) que producen estimaciones del crecimiento del PIB en tiempo real. El modelo de factores dinámicos adaptado involucra series de actividad de diferente frecuencia, disponibilidad y procedencia, empleadas con la información disponible en el momento de cada publicación. La evaluación de pronóstico sugiere que el modelo presenta un mejor desempeño frente a otros esquemas de referencia, y que la precisión de los pronósticos aumenta al incorporar el flujo de información en tiempo real de los indicadores de actividad.

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Paper provided by Banco de la Republica de Colombia in its series Borradores de Economia with number 724.

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Length: 20
Date of creation: Jul 2012
Date of revision:
Handle: RePEc:bdr:borrec:724
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