Browsing Volumen 27 Número 53 - 54 (2004) by Author "Bencich Aguilar, Brigitt"
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Indicadores líderes, redes neuronales y predicción de corto plazo
Kapsoli Salinas, Javier; Bencich Aguilar, Brigitt (Pontificia Universidad Católica del Perú. Fondo EditorialPE, 2004)This paper shows a procedure to constmct a short run predictor for the GDP. We use theBaxter & King filter to decompose the monthly GDP on its three components: seasonal, business cycle and iong-run trend. Furthermore we ...