Eurozona | Evaluando la capacidad predictiva del MIDAS

Diego José Torres

No 1516, Working Papers from BBVA Bank, Economic Research Department

Abstract: En este documento de trabajo aplicamos el MIDAS a un amplio y diverso conjunto de datos e incorporamos los promedios bayesianos para la seleccion de variables. El resultado es que los modelos MIDAS son utiles para estimar el PIB en tiempo real. Ademas, existen ganancias en la capacidad predictiva al combinar varios modelos frente a la opcion de elegir solo uno de ellos.

Keywords: Análisis Macroeconómico; Documento de Trabajo; Europa; Investigación; Portugal (search for similar items in EconPapers)
JEL-codes: C51 C53 E37 (search for similar items in EconPapers)
Pages: 63 pages
Date: 2015-05
New Economics Papers: this item is included in nep-mac
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