A leading index for the colombian economic activity

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

Detalles Bibliográficos
Autores Principales: Melo-Velandia, Luis Fernando, Nieto, Fabio H., Ramos-Veloza, Mario Andrés
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/20.500.12134/5261