Nowcasting Mexico's Short-Term GDP Growth in Real-Time: A Factor Model versus Professional Forecasters.

We introduce a novel real-time database for the Mexican economy and propose a small-scale mixed-frequency dynamic factor model for nowcasting Mexico's short-term GDP growth in real-time. We compare our factor-based backcasts, nowcasts, and forecasts with those of the consensus of the survey of profe...

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Detalles Bibliográficos

Publicado en:	Economía Vol. 17; no. 1; pp. 167 - 183
Autores principales:	DELAJARA, MARCELO, ÁLVAREZ, FEDERICO HERNÁNDEZ, TIRADO, ABEL RODRÍGUEZ
Formato:	Artículo
Publicado:	London School of Economics & Political Science Fall2016
Materias:	Mexico Economic forecasting Gross domestic product Databases Financial performance Global Financial Crisis, 2008-2009
Acceso en línea:	Ver este registro en EBSCOhost