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Un análisis de variables fiscales del Gobierno Central del Uruguay para el período 1989-2006

Author

Listed:
  • Elena Ganón

    (Banco Central del Uruguay)

  • Ina Tiscordio

    (Banco Central del Uruguay)

Abstract

Este trabajo estudia el comportamiento trimestral de las variables fiscales del Gobierno Central del Uruguay en el período 1989.I–2006.IV. Se realiza un análisis descriptivo de las variables fiscales y se elaboran modelos univariados de series de tiempo con el objetivo de predecir el comportamiento de las mismas. Se incluye además un seguimiento y evaluación de las predicciones realizadas para el año 2006 y se analiza la vinculación del ciclo de cada variable con el del PIB. Estas predicciones son un insumo para la Política Monetaria a través de la proyección del resultado del Gobierno en moneda nacional, permitiendo además un análisis de coyuntura y predicción a nivel trimestral para el horizonte actual del COPOM. Además, este trabajo exploratorio constituye el primer paso para la estimación de un resultado estructural del Gobierno Central. Se encuentra que la política fiscal del Gobierno se ha mostrado procíclica en el período de análisis y que los modelos elegidos para predecir presentan errores de predicción razonables en el corto plazo.

Suggested Citation

  • Elena Ganón & Ina Tiscordio, 2007. "Un análisis de variables fiscales del Gobierno Central del Uruguay para el período 1989-2006," Documentos de trabajo 2007005, Banco Central del Uruguay.
    • Handle: RePEc:bku:doctra:2007005
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    File URL: https://www.bcu.gub.uy/Estadisticas-e-Indicadores/Documentos%20de%20Trabajo/5.2007.pdf
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    References listed on IDEAS

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