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Modelos Factoriales y Pronósticos Macroeconómicos: El caso del Crecimiento Colombiano

Author

Listed:
  • Margarita MARIN JARAMILLO
  • Javier Andrés ROJAS AGUILERA

Abstract

El presente documento estudia la capacidad de métodos factoriales tanto estáticos como dinámicos a la hora de pronosticar el crecimiento del Producto Interno Bruto Colombiano. Para esto, se hace uso de la información contenida en 52 series de referencia, cuya información es resumida a través de las dos metodologías. Se concluye que las técnicas en componentes principales dinámicos son levemente más precisas que las otras consideradas, no obstante, estos pronósticos no son estadísticamente diferentes de los hechos con base en factores estáticos, por lo que se recomienda su uso dada su facilidad de cálculo e interpretación.

Suggested Citation

  • Margarita MARIN JARAMILLO & Javier Andrés ROJAS AGUILERA, 2015. "Modelos Factoriales y Pronósticos Macroeconómicos: El caso del Crecimiento Colombiano," Archivos de Economía 15820, Departamento Nacional de Planeación.
    • Handle: RePEc:col:000118:015820
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