Palabras clave
MODELOS MIDAS
MODELOS BRIDGE
PRONÓSTICO EN TIEMPO REAL
MIXED -FREQUENCY DATA
MIDAS MODELS
BRIDGE MODELS
NOWCASTING
Cómo citar
Resumen
Se evalúa la utilidad de modelos de frecuencia mixta para pronosticar la tasa de crecimiento trimestral del PIB real de Costa Rica: se estiman modelos bridge y MiDaS con diferentes longitudes de rezago usando información del IMAE y se calculan pronósticos (horizontes de 0-4 trimestres) que se comparan entre sí, con los de modelos ARIMA y con combinaciones de pronósticos. Combinar los pronósticos con mejor ajuste resulta útil especialmente para proyectar en tiempo real, mientras que los MiDaS muestran el mejor desempeño general: al incrementarse el horizonte su precisión disminuye levemente, su porcentaje de acierto de cambios en la tasa de variación del producto permanece estable y varios de ellos son insesgados. Los pronósticos de MiDaS simples con 9 y 12 rezagos resultaron insesgados para todos los horizontes y conjuntos de información evaluados, y son los que mostraron más diferencias significativas en capacidad de pronóstico con todos los demás modelos.Citas
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