dc.coverage.sucursal	Bogotá	spa
dc.creator	Melo-Velandia, Luis Fernando
dc.creator	Nieto, Fabio H.
dc.creator	Ramos-Veloza, Mario Andrés
dc.creator.firma	Mario A. Ramos-Veloza
dc.date.accessioned	2003-05-20T08:30:10Z	eng
dc.date.available	2003-05-20T08:30:10Z	spa
dc.date.created	2003-05-20	spa
dc.date.issued	2003-05-20	spa
dc.description.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	eng
dc.format.mimetype	PDF	spa
dc.identifier.handle	https://hdl.handle.net/20.500.12134/5261	spa
dc.identifier.uri	https://repositorio.banrep.gov.co/handle/20.500.12134/5261	spa
dc.language.iso	spa	spa
dc.publisher	Banco de la República	spa
dc.relation.doi	https://doi.org/10.32468/be.243	spa
dc.relation.dotec	https://ideas.repec.org/p/col/000094/001920.html	spa
dc.relation.ispartof	Documentos de Trabajo	spa
dc.relation.ispartofseries	Borradores de Economía	spa
dc.relation.isversionof	Borradores de Economía; No. 243	spa
dc.relation.number	Borrador 243	spa
dc.relation.repec	https://ideas.repec.org/p/bdr/borrec/243.html	spa
dc.rights.accessRights	Open Access	eng
dc.rights.cc	Atribucion-NoComercial-CompartirIgual CC BY-NC-SA 4.0	eng
dc.rights.disclaimer	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.	spa
dc.rights.spa	Acceso abierto	spa
dc.rights.uri	https://creativecommons.org/licenses/by-nc-sa/4.0/	eng
dc.source.handleRepec	RePEc:col:000094:001920	spa
dc.subject.jel	C53 - Forecasting and Prediction Methods; Simulation Methods	eng
dc.subject.jel	C82 - Methodology for Collecting, Estimating, and Organizing Macroeconomic Data; Data Analysis	eng
dc.subject.jel	E32 - Business Fluctuations; Cycles	eng
dc.subject.jelspa	C53 - Métodos de pronóstico y predicción; métodos de simulación	spa
dc.subject.jelspa	C82 - Metodología de la recopilación, estimación y organización de datos macroeconómicos; análisis de los datos	spa
dc.subject.jelspa	E32 - Fluctuaciones económicas; Ciclos	spa
dc.subject.keyword	Coincident indexes	eng
dc.subject.keyword	Leading indexes	eng
dc.subject.keyword	State space models	eng
dc.subject.lemb	Actividad económica -- Colombia	spa
dc.subject.lemb	Indicadores económicos -- Colombia	spa
dc.title	A leading index for the colombian economic activity	spa
dc.type	Working Paper	eng
dc.type.hasversion	Published Version	eng
dc.type.spa	Documentos de trabajo	spa

A leading index for the colombian economic activity

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