Identifiability of a coincident index model for the colombian economy

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

Detalles Bibliográficos
Autor Principal: Nieto, Fabio H.
Formato: Documento de trabajo (Working Paper)
Lenguaje:Español (Spanish)
Publicado: Banco de la República 2003
Materias:
Acceso en línea:http://repositorio.banrep.gov.co/handle/20.500.12134/5260