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Un Indicador Líder de Actividad Real para el Perú

Author

Listed:
  • Pérez, Fernando

    (Banco Central de Reserva del Perú)

  • Ghurra, Omar

    (Banco Central de Reserva del Perú)

  • Grandez, Rodrigo

    (Banco Central de Reserva del Perú)

Abstract

Dado el rezago en que se publican las cifras del crecimiento del PBI, es importante contar con indicadores líderes de la actividad económica que permitan conocer en tiempo real la evolución de la misma. Esto facilita la toma de decisiones de política económica. Por ello, en el presente trabajo, construimos un indicador líder de la actividad económica peruana siguiendo la metodología de Aruoba et al. (2009). Este indicador es extraído como un componente no observable que explica el co-movimiento de seis variables: producción de electricidad, consumo interno de cemento, IGV interno ajustado, ventas de pollo, producción minerometálica y PBI real. La principal ventaja de este indicador está en que puede actualizarse con un rezago menor a una semana respecto al mes de interés, dada la naturaleza de las variables que lo componen. Los resultados muestran una correlación positiva de nuestro indicador con el PBI real en alrededor de 85 %, lo que permite realizar el nowcasting del crecimiento con un alto nivel de precisión.

Suggested Citation

  • Pérez, Fernando & Ghurra, Omar & Grandez, Rodrigo, 2017. "Un Indicador Líder de Actividad Real para el Perú," Working Papers 2017-001, Banco Central de Reserva del Perú.
  • Handle: RePEc:rbp:wpaper:2017-001
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    More about this item

    Keywords

    Indicador líder; actividad económica; PBI;

    JEL classification:

    • C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
    • E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles

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