Reconstructing the Quarterly Series of the Chilean Gross Domestic Product Using a State Space Approach

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dc.contributor.authorCaamaño-Carrillo, Christian
dc.contributor.authorContreras-Espinoza, Sergio
dc.contributor.authorNicolis, Orietta
dc.date.accessioned2023-09-20T15:11:49Z
dc.date.available2023-09-20T15:11:49Z
dc.date.issued2023-04
dc.descriptionIndexación: Scopus.es
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.es
dc.description.urihttps://www-scopus-com.recursosbiblioteca.unab.cl/record/display.uri?eid=2-s2.0-85153938678&origin=resultslist&sort=plf-f&src=s&nlo=&nlr=&nls=&sid=aa78e87d45108b6f8fa31298d4d102ff&sot=aff&sdt=cl&cluster=scofreetoread%2c%22all%22%2ct&sl=61&s=AF-ID%28%22Universidad+Andr%c3%a9s+Bello%22+60002636%29+AND+SUBJAREA%28ENGI%29&relpos=23&citeCnt=0&searchTerm=
dc.identifier.citationMathematicsOpen AccessVolume 11, Issue 8April 2023 Article number 1827es
dc.identifier.doi10.3390/math11081827
dc.identifier.issn22277390
dc.identifier.urihttps://repositorio.unab.cl/xmlui/handle/ria/53268
dc.language.isoenes
dc.publisherMDPIes
dc.rights.licenseAttribution 4.0 International (CC BY 4.0)
dc.rights.urihttps://creativecommons.org/licenses/by/4.0/
dc.subjectBenchmarkinges
dc.subjectEngle–Granger equationes
dc.subjectGDPes
dc.subjectKalman filteres
dc.subjectState space modelses
dc.titleReconstructing the Quarterly Series of the Chilean Gross Domestic Product Using a State Space Approaches
dc.typeArtículoes
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