A leading index for the colombian economic activity
Borradores de Economía; No. 243
Date published
2003-05-20Date of last update
2003-05-20Document language
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Las 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.
Abstract
In 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
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https://repositorio.banrep.gov.co/handle/20.500.12134/5261https://hdl.handle.net/20.500.12134/5261
https://doi.org/10.32468/be.243
https://ideas.repec.org/p/bdr/borrec/243.html
https://ideas.repec.org/p/col/000094/001920.html
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