Publicación:
RECONSTRUCTING THE QUARTERLY SERIES OF THE CHILEAN GROSS DOMESTIC PRODUCT USING A STATE SPACE APPROACH

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dc.creatorCHRISTIAN ELOY CAAMAÑO CARRILLO
dc.creatorSERGIO EDUARDO CONTRERAS ESPINOZA
dc.date2023
dc.date.accessioned2025-01-10T15:40:02Z
dc.date.available2025-01-10T15:40:02Z
dc.date.issued2023
dc.description.abstractIN THIS WORK, WE USE A COINTEGRATION STATE SPACE APPROACH TO ESTIMATE THE QUARTERLY SERIES OF THE CHILEAN GROSS DOMESTIC PRODUCT (GDP) IN THE PERIOD 1965?2009. FIRST, THE EQUATION OF ENGLE?GRANGER IS ESTIMATED USING THE DATA OF THE YEARLY GPD AND SOME RELATED VARIABLES, SUCH AS THE PRICE OF COPPER, THE EXPORTS OF GOODS AND SERVICES, AND THE MINING PRODUCTION INDEX. THE ESTIMATED COEFFICIENTS OF THIS REGRESSION ARE THEN USED TO OBTAIN A FIRST ESTIMATION OF THE QUARTERLY GDP SERIES WITH MEASUREMENT ERRORS. A STATE SPACE MODEL IS THEN APPLIED TO IMPROVE THE PRELIMINARY ESTIMATION OF THE GDP WITH THE MAIN PURPOSE OF ELIMINATING THE MAXIMUM ERROR OF MEASUREMENT SUCH THAT THE SUM OF THE THREE-MONTH VALUES COINCIDE SWITH THE YEARLY GDP. THE RESULTS ARE THEN COMPARED WITH THE TRADITIONAL DISAGGREGATION METHODS. THE RESULTING QUARTERLY GDP SERIES REFLECTS THE MAJOR EVENTS OF THE HISTORICAL CHILEAN ECONOMY.
dc.formatapplication/pdf
dc.identifier.doi/10.3390/math11081827
dc.identifier.issn2227-7390
dc.identifier.urihttps://repositorio.ubiobio.cl/handle/123456789/13094
dc.languagespa
dc.publisherMATHEMATICS
dc.relation.uri/10.3390/math11081827
dc.rightsPUBLICADA
dc.subjectstate space models
dc.subjectKalman filter
dc.subjectGDP
dc.subjectEngle?Granger equation
dc.subjectbenchmarking
dc.titleRECONSTRUCTING THE QUARTERLY SERIES OF THE CHILEAN GROSS DOMESTIC PRODUCT USING A STATE SPACE APPROACH
dc.typeARTÍCULO
dspace.entity.typePublication
ubb.EstadoPUBLICADA
ubb.Otra ReparticionDEPARTAMENTO DE ESTADISTICA
ubb.Otra ReparticionDEPARTAMENTO DE ESTADISTICA
ubb.SedeCONCEPCIÓN
ubb.SedeCONCEPCIÓN
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