A leading index for the colombian economic activity

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dc.coverage.sucursalBogotáspa
dc.creatorMelo-Velandia, Luis Fernando
dc.creatorNieto, Fabio H.
dc.creatorRamos-Veloza, Mario Andrés
dc.creator.firmaMario A. Ramos-Veloza
dc.date.accessioned2003-05-20T08:30:10Zeng
dc.date.available2003-05-20T08:30:10Zspa
dc.date.created2003-05-20spa
dc.date.issued2003-05-20spa
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 theng
dc.format.mimetypePDFspa
dc.identifier.handlehttps://hdl.handle.net/20.500.12134/5261spa
dc.identifier.urihttps://repositorio.banrep.gov.co/handle/20.500.12134/5261spa
dc.language.isospaspa
dc.publisherBanco de la Repúblicaspa
dc.relation.doihttps://doi.org/10.32468/be.243spa
dc.relation.dotechttps://ideas.repec.org/p/col/000094/001920.htmlspa
dc.relation.ispartofDocumentos de Trabajospa
dc.relation.ispartofseriesBorradores de Economíaspa
dc.relation.isversionofBorradores de Economía; No. 243spa
dc.relation.numberBorrador 243spa
dc.relation.repechttps://ideas.repec.org/p/bdr/borrec/243.htmlspa
dc.rights.accessRightsOpen Accesseng
dc.rights.ccAtribucion-NoComercial-CompartirIgual CC BY-NC-SA 4.0eng
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.spa
dc.rights.spaAcceso abiertospa
dc.rights.urihttps://creativecommons.org/licenses/by-nc-sa/4.0/eng
dc.source.handleRepecRePEc:bdr:borrec:243spa
dc.subject.jelC53 - Forecasting and Prediction Methods; Simulation Methodseng
dc.subject.jelC82 - Methodology for Collecting, Estimating, and Organizing Macroeconomic Data; Data Analysiseng
dc.subject.jelE32 - Business Fluctuations; Cycleseng
dc.subject.jelspaC53 - Métodos de pronóstico y predicción; métodos de simulaciónspa
dc.subject.jelspaC82 - Metodología de la recopilación, estimación y organización de datos macroeconómicos; análisis de los datosspa
dc.subject.jelspaE32 - Fluctuaciones económicas; Ciclosspa
dc.subject.keywordCoincident indexeseng
dc.subject.keywordLeading indexeseng
dc.subject.keywordState space modelseng
dc.subject.lembActividad económica -- Colombiaspa
dc.subject.lembIndicadores económicos -- Colombiaspa
dc.titleA leading index for the colombian economic activityspa
dc.typeWorking Papereng
dc.type.hasversionPublished Versioneng
dc.type.spaDocumentos de trabajospa

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