  Besides an indicator of the GDP, the Central Bank of Venezuela generates the
so called Monthly Economic Activity General Indicator. The a priori knowledge
of this indicator, which represents and sometimes even anticipates the
economy's fluctuations, could be helpful in developing public policies and in
investment decision making. The purpose of this study is forecasting the IGAEM
through non parametric methods, an approach that has proven effective in a wide
variety of problems in economics and finance.
