Modelos Econométricos Para Predecir Ganador del Mundial

En el Blog Ft Alphaville (el Financial Times) se publica este interesante articulo sobre modelos econométricos para determinar ganador este mundial que está por empezar (un poco de humor para relajar la tensión previa al mundial)

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El primero es el Banco de Dinamarca (Danske Bank)


El modelo se presenta en la imagen (hacer click para agrandar)

Concluyen que "The final will be played on 11 July in Johannesburg between Germany and Brazil – if our model is correct. And as in “real life” the Emerging Market nation will beat the developed nation. Said another way, we expect Brazil to once again become World Champions. So, we are happy to be long Brazil as we head into the World Cup."

El segundo modelo es de Evolution Securitie Fixed Income Research Team

... I have used the specially built proprietary trading quantitative model that we have been secretly working on for this very purpose. I employed a bunch of ex rating agency CPDO modellers and supplied the Airfix kit from my own resources. Then using a load of economic inputs, which were carefully selected and weighted, and include the following;
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GDP (and breakdown), Unemployment Rate, Jobless claims, Employment, Earnings, Industrial Production and Orders, Productivity, Capacity Utilisation, Capital Expenditure, Personal Income/Savings, CPI, PPI, Money Supply, Mortgage lending, Consumer Credit, House Prices, Housing Activity (New home sales/existing home sales), Construction, Building Permits, Retail Sales, Wholesale Sales, Auto Sales, Durable Goods, Trade Balance, Export & Imports and Export/Import Prices, Capital Flows, TIC Flow, Government deficit/revenue/expenditure, Govt Debt, Survey data, consumer/manufacturing/services confidence, Fed Manufacturing Surveys/Conference Board/ IFO/ZEW, bank lending surveys, Senior Loan Officer Survey, Beige book, Leading Indicators…….. and whether or not they are any good at football …
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… we asked the model to select the last 8 and the overall winner. After a couple of variable outputs (the first answer was “42” and the second was “AAA, stable outlook and that will be $100,000 please”) we turned the computer off and on, gave it a gentle kick and it provided the following answers; Netherlands, Brazil, Nigeria, England, Germany, Argentina, Italy and Spain.

The winner will be Brazil

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Así que Brasil parece será el campeón!!!

Advertencia.... no se si se corrigió por sesgos, endogeneidad o autocorrelación......