  In this paper the methodology proponed by Cerqueira et al, 2008; is applied
to estimate the three-month series of the Chilean Gross Domestic Product (GDP)
in the period composed between 1965 and 2009. In First place, the equation of
Engle- Granger is estimated using the data of the yearly GPD and related
variables. The estimated coeffcients of this regression are used to obtain a
First estimation of the three-month GDP with measurements errors. Then a State
Space model is estimated through Benchmarking in order to improve the
preliminary estimation of the GDP with the purpose of eliminating the maximum
error of measurement and in order that the sum of the three-month values
coincide with the yearly GDP.
