Identifiability of a coincident index model for the colombian economy

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Borradores de Economía; No. 242

Date published

2003-05-18

Date

2003-05-18

Authors

Nieto, Fabio H.

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ISBN

Document language

spa
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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.

The opinions contained in this document are the sole responsibility of the author and do not commit Banco de la República or its Board of Directors.

Abstract

In this theoretical report, the identifiability property of a coincident index model is studied. As a result, characterization of the identifiability conditions solves a model specification problem, which was detected in the design of an earlier index fo

Description

JEL Codes

E52 - Monetary Policy

Temática

Keywords

Keywords

Coincident economic index , Model identifiability , State space model

Citation

URI

https://repositorio.banrep.gov.co/handle/20.500.12134/5260
 https://hdl.handle.net/20.500.12134/5260
 https://ideas.repec.org/p/bdr/borrec/242.html
 https://doi.org/10.32468/be.242

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