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dc.creatorMelo-Velandia, Luis Fernando
dc.creatorNieto, Fabio H.
dc.creatorRamos-Veloza, Mario Andrés
dc.date.created2003-05-20
dc.date.issued2003-05-20
dc.identifier.urihttp://repositorio.banrep.gov.co/handle/20.500.12134/5261
dc.description.abstractIn this paper, we propose a methodology for calculating a leading index of the economic activity based on a modification of Stock and Watson’s (1989, 1991, 1992) approach. We use Kalman filter techniques for estimating the state space representation of th
dc.format.mimetypePDF
dc.language.isospa
dc.publisherBanco de la República
dc.relation.ispartofDocumentos de Trabajo
dc.relation.ispartofseriesBorradores de Economía
dc.relation.isversionofBorradores de Economía; No. 243
dc.rights.accessRightsOpen Access
dc.rights.urihttps://creativecommons.org/licenses/by-nc-sa/4.0/
dc.titleA leading index for the colombian economic activity
dc.typeWorking Paper
dc.subject.jelC53 - Forecasting and Prediction Methods; Simulation Methods
dc.subject.jelC82 - Methodology for Collecting, Estimating, and Organizing Macroeconomic Data; Data Analysis
dc.subject.jelE32 - Business Fluctuations; Cycles
dc.subject.keywordCoincident indexes
dc.subject.keywordLeading indexes
dc.subject.keywordState space models
dc.subject.lembActividad económica -- Colombia
dc.subject.lembIndicadores económicos -- Colombia
dc.type.spaDocumentos de trabajo
dc.rights.spaAcceso abierto
dc.rights.ccAtribucion-NoComercial-CompartirIgual CC BY-NC-SA 4.0
dc.subject.jelspaC53 - Métodos de pronóstico y predicción; métodos de simulación
dc.subject.jelspaC82 - Metodología de la recopilación, estimación y organización de datos macroeconómicos; análisis de los datos
dc.subject.jelspaE32 - Fluctuaciones económicas; Ciclos
dc.type.hasversionPublished Version
dc.coverage.sucursalBogotá
dc.relation.doihttps://doi.org/10.32468/be.243
dc.rights.disclaimerLas opiniones contenidas en el presente documento son responsabilidad exclusiva de los autores y no comprometen al Banco de la República ni a su Junta Directiva.
dc.relation.numberBorrador 243
dc.relation.repechttps://ideas.repec.org/p/bdr/borrec/243.html
dc.relation.dotechttps://ideas.repec.org/p/col/000094/001920.html
dc.identifier.handlehttp://hdl.handle.net/20.500.12134/5261
dc.creator.firmaLuis Fernando Melo-Velandia
dc.creator.firmaMario A. Ramos-Veloza
dc.source.handleRepecRePEc:bdr:borrec:243


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This work is licensed under a Creative Commons Reconocimiento-NoComercial 4.0.This document has been deposited by the author (s) under the following certificate of deposit