RT info:eu-repo/semantics/masterThesis
T1 Nowcasting de la tasa de crecimiento del PIB de España
A1 Palma Sánchez, Alejandro
K1 GDP
K1 Dynamic factor model
K1 Nowcasting
K1 Principal components
K1 Forecast
K1 Economics indicators
K1 PIB
K1 Modelo de factores dinámicos
K1 Componentes principales
K1 Predicción
K1 Indicadores económicos
K1 Economía
K1 Economics
AB In this paper, a large-scale dynamic factor model is carried out to calculate short-term predictions of the Spanish GDP growth rate in real time. With this model, a Nowcasting exercise is carried out in pseudo-real time to make predictions, during the period 2015-2019, of the Spanish GDP growth rate. Furthermore, a prediction comparison of this model is performed with a random walk model and an ARIMA model, resulting in the winning DFM. It is concluded that the model may be adequate for making predictions of the Spanish GDP.
YR 2020
FD 2020
LK http://hdl.handle.net/10017/50450
UL http://hdl.handle.net/10017/50450
LA spa
DS MINDS@UW
RD 24-abr-2024