Bitte verwenden Sie diesen Link, um diese Publikation zu zitieren, oder auf sie als Internetquelle zu verweisen: https://hdl.handle.net/10419/297794 
Erscheinungsjahr: 
2022
Schriftenreihe/Nr.: 
Economic Research Working Papers No. 99
Verlag: 
Banco Central de la República Argentina (BCRA), Investigaciones Económicas (ie), Buenos Aires
Zusammenfassung (übersetzt): 
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 parameters in the DFM and a re-estimated DFM with updated parameters using the most recent information. Considering the extreme observations that occurred during this particular year, we explore whether including new high frequency indicators (such as energy consumption and mobility) help capture more accurately the severe downturn.
JEL: 
C22
C53
E37
Dokumentart: 
Working Paper

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