Economics at your fingertips  

El problema al final de la muestra en la estimación del PIB potencial

Arturo Antón-Sarabia ()

No DTE 442, Working papers from CIDE, División de Economía

Abstract: This paper evaluates to what extent the end-of-sample problem inherent to the Hodrick-Prescott (HP) filter may be ameliorated when estimating the trend component of GDP. For that purpose, the filter of St-Amant and van Norden (1997) is proposed using Mexican data and both univariate and multivariate methods. The trend component of GDP is also estimated with a linear trend method. On average, the results suggest that both the univariate method of St-Amant and van Norden and the linear trend method may significantly decrease the end-of-sample problem of the HP filter.

Keywords: GDP trend; output gap; end-of-sample problem; Mexico (search for similar items in EconPapers)
JEL-codes: C82 E3 (search for similar items in EconPapers)
Pages: 21 pages
Date: 2008-06
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1) Track citations by RSS feed

Downloads: (external link) (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link:

Access Statistics for this paper

More papers in Working papers from CIDE, División de Economía Contact information at EDIRC.
Bibliographic data for series maintained by Alfonso Miranda ().

Page updated 2022-06-16
Handle: RePEc:emc:wpaper:dte442