Alternativas metodológicas para el empalme estadístico de serie temporales: caso Venezuela 1950 – 2005

Pedauga, Luis Enrique (2009): Alternativas metodológicas para el empalme estadístico de serie temporales: caso Venezuela 1950 – 2005. Published in: Temas de Coyuntura No. 59 (29 October 2009): pp. 7-38.

Abstract

The intention of this research is to solve the statistical difficulty when statistical economic series are spliced. Therefore, this paper discusses the scope of the various methods of splicing in the literature. Also presents an additional method, which considers a process of maximization for structural interpolation. Since Venezuela does not escape the problem of the statistical joints in on accounts, this work also presents a complete series of Gross Domestic Product by productive economic activity and by expenditure components, from 1950 until 2005, expressed in base year prices 1997.

• Item Type: MPRA Paper
• English Title: An alternative method for splicing time series: Case Venezuela 1950 - 2005
• Language: Spanish
• Keywords: Splicing time series, interpolation, Index numbers
• Subjects: C - Mathematical and Quantitative Methods > C4 - Econometric and Statistical Methods: Special Topics > C43 - Index Numbers and Aggregation; C - Mathematical and Quantitative Methods > C8 - Data Collection and Data Estimation Methodology ; Computer Programs > C82 - Methodology for Collecting, Estimating, and Organizing Macroeconomic Data ; Data Access

References

Baptista, Asdrúbal (1997) Bases cuantitativas de la economía venezolana, 1830-95, Fundación Polar, Caracas.

Correa, V., Escandón A., Luengo R., Venegas J. (2002). “Empalme PIB: Series Anuales y Trimestrales 1986-1995, Base 1996. Documento Metodológico”. Documento de Trabajo, N° 179. Banco Central de Chile, Santiago.

Naciones Unidas (1949) “International Standard Industrial Classification of all Economic Activities”, Statistical Papers, Serie M, N° 40, Nueva York, Estados Unidos de Norteamérica.

Naciones Unidas (1977) “Directrices relativas a los precios de un Sistema de Estadísticas de Precios y Cantidades”, Informes Estadísticos, Serie M, N° 59, Nueva York, Estados Unidos de Norteamérica.

Palacios, Luis Carlos, Alberto Alejandro Puente y Frank Gómez (2005), “Venezuela, Crecimiento y Petróleo”, Mimeografía, Banco Central de Venezuela, Caracas.

Paracare, Elsy (2005), “Empalme de las series de PIB 1984-1996, base 1997”, Mimeografía, Banco Central de Venezuela, Caracas.

Rodríguez, Francisco (2003), “The Anarchy of Numbers: Attempting to Understand Venezuelan Economic Performance”, Mimeografía, Oficina de Asesoría Económica y Financiera de la Asamblea Nacional, Caracas.