masterThesis
Development of an indicator of regional economic activity in Peru using bayesian dynamic factors
Fecha
2022Registro en:
330.80985 P438
Autor
Pérez Quispe, Mirian Yanet
Institución
Resumen
We created a tool to estimate the unobserved monthly latent economic activity of the departments of Peru, using a Bayesian dynamic factorial model with mixed frequency economic series applied in a regional context. This allows for a better understanding of regional economies. We incorporate a weighted index of export prices of traditional products by departments. The results show that the indicator of economic activity coincides with the regional economic behavior of the Gross Added Value and also captures the specific shocks that affect or not each region.