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Propuesta de índice de regreso a la prepandemia COVID-19 para variables económicas

Author

Listed:
  • Julio César Alonso-Cifuentes
  • Fiorella Jessica Vanessa Tapia-Pizo
  • Jaime Andrés Carabali-Mosquera

Abstract

Este documento presenta una herramienta que permite a los analistas determinar si una serie mensual o trimestral ha regresado a los niveles del periodo prepandemia COVID-19. El índice de regreso a la prepandemia emplea modelos autorregresivos, con medias móviles estacionales que permiten calcular un límite inferior y superior para el valor esperado de la serie. De esta manera, el índice genera una zona en la que se puede afirmar, con un nivel de confianza dado, si la serie bajo estudio ha recuperado sus niveles históricos. Para ilustrar su funcionamiento, se emplean ocho diferentes series de la economía colombiana. Dos fortalezas de este índice son su fácil interpretación y el uso de solo los datos históricos de la serie bajo estudio

Suggested Citation

  • Julio César Alonso-Cifuentes & Fiorella Jessica Vanessa Tapia-Pizo & Jaime Andrés Carabali-Mosquera, 2021. "Propuesta de índice de regreso a la prepandemia COVID-19 para variables económicas," Estudios Gerenciales, Universidad Icesi, vol. 37(159), pages 294-302, June.
    • Handle: RePEc:col:000129:019333
    DOI: 10.18046/j.estger.2021.159.4467
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    More about this item

    Keywords

    COVID-19; índice; pre-COVID; coyuntura económica;
    All these keywords.

    JEL classification:

    • B40 - Schools of Economic Thought and Methodology - - Economic Methodology - - - General
    • C18 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Methodolical Issues: General
    • C43 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Index Numbers and Aggregation

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