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Persistent link: https://www.econbiz.de/10011386654
In this paper I present a real-time estimation of the evolution of the Investment, constructed from a broad set of high frequency economic indicators: known in the literature as Nowcasting. The Nowcast exercise was developed considering three groups of monthly indicators throughout dynamic...
Persistent link: https://www.econbiz.de/10011846223
Persistent link: https://www.econbiz.de/10012489755
We forecast economic activity in Argentina on a quarterly real-time basis using dynamic factors models (DFM) (Blanco et al. 2018) and evaluate their forecasting performance during the COVID19 pandemic of 2020. We compare the results of forecasts based on a pre-pandemic estimation of the...
Persistent link: https://www.econbiz.de/10013173159
We forecast economic activity in Argentina on a quarterly real-time basis using dynamic factors models (DFM) (Blanco et al. 2018) and evaluate their forecasting performance during the COVID19 pandemic of 2020. We compare the results of forecasts based on a pre-pandemic estimation of the...
Persistent link: https://www.econbiz.de/10014545966
In this paper I present a real-time estimation of the evolution of the Investment, constructed from a broad set of high frequency economic indicators: known in the literature as Nowcasting. The Nowcast exercise was developed considering three groups of monthly indicators throughout dynamic...
Persistent link: https://www.econbiz.de/10012057268
Persistent link: https://www.econbiz.de/10012803033
In the present document it is exposed in an abstract way the models of credit portfolioes CreditMetricsTM, KMV, CreditRisk+, Credit Portfolio View in such a way that they could be calibrated and implemented in financial institutions where the quality and quantity of credit information is scanty,...
Persistent link: https://www.econbiz.de/10015218094
Debido a la reestructuración del sector eléctrico colombiano, durante las dos últimas décadas, el comportamiento del precio de la energía eléctrica ha incrementado su volatilidad, reflejando el riesgo existente para los diferentes agentes que intervienen en el mercado. El objetivo de este...
Persistent link: https://www.econbiz.de/10005603800
This paper uses the "Behavioral Equilibrium Exchange Rate" (BEER) approach to estimate the equilibrium real exchange rate (RER) for Peru. A bootstrap technique is then employed to build confidence bands for the equilibrium path, so that it is possible to determine whether exchange rate...
Persistent link: https://www.econbiz.de/10005694906