Evaluación de la capacidad predictiva del índice de percepción del consumidor

Assessing the predictive power of the consumer perception index

Guillermo Acuña

MPRA Paper from University Library of Munich, Germany

Abstract: In this paper the ability of the Economic Perception Index, IPECO, to predict aggregate consumption and other macroeconomic variables is studied. The accuracy of the predictions is improved when IPECO is used as predictor of consumption, in comparison with the predictions of an autoregressive model. The predictive ability of IPECO is higher than the one of its components and, among the components, the most informative are the expectations indexes

Keywords: confianza; consumidor; prediccion (search for similar items in EconPapers)
JEL-codes: E21 E27 (search for similar items in EconPapers)
Date: 2017-12-05
New Economics Papers: this item is included in nep-mac
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