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Predicción anticipada de agregados macroeconómicos con indicadores no contemporáneos: el caso de EMAE

Frank, Luis (2022): Predicción anticipada de agregados macroeconómicos con indicadores no contemporáneos: el caso de EMAE.

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Abstract

The method used by BCRA to anticipate quarterly GDP is extended to forecast of the Monthly Estimator of Economic Activity (EMAE) but with variables released in the first 15 to 20 days of the EMAE data to be predicted. This procedure is then extended ti situations in which more than one set of early variables although not contemporary. The necessary formulas for a point forecast and to find statistically significant differences between consecutive predictions with different sets of early variables are also deduced.

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