Nowcasting Model with Dynamic Factors to estimate Ecuador's Quarterly Real GDP

In Ecuador the publication of the Gross Domestic Product (GDP) lags approximately by three months. For this reason, we propose the implementation of nowcasting methodology using dynamic factors that use data published with less periodicity to estimate variables with greater periodicity. In this pape...

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Autor principal: López Luzuriaga, Francisco Javier (author)
Altres autors: Yaselga, Emanuel (author)
Format: article
Idioma:spa
Publicat: 2021
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Accés en línia:https://estudioseconomicos.bce.fin.ec/index.php/RevistaCE/article/view/291
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