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Indicador global adelantado de corto y largo plazo para la economía del Cauca 1960-2014

Author

Listed:
  • Andres Mauricio Gómez Sánchez
  • Juliana Isabel Sarmiento Castillo
  • Claudia Liceth Fajardo Hoyos

Abstract

Este documento propone la construcción de un indicador líder o adelantado para la economía del departamento del Cauca, a través de tres metodologías alternativas, distantes de las tradicionalmente basadas en la metodología National Bureau of Economic Research (NBER). Para lograrlo, se utilizan tres indicadores de corto y largo plazo, bajo el método de descomposición lineal del ciclo, otro indicador global sintético basado en la metodología de los componentes principales y finalmente otro que utiliza el algoritmo del filtro de Kalman. Los resultados muestran, entre otros aspectos, que el indicador en el escenario Kalman supera en robustez estadística a los otros dos indicadores y augura un crecimiento económico positivo para esta región en los anos venideros.

Suggested Citation

  • Andres Mauricio Gómez Sánchez & Juliana Isabel Sarmiento Castillo & Claudia Liceth Fajardo Hoyos, 2016. "Indicador global adelantado de corto y largo plazo para la economía del Cauca 1960-2014," Apuntes del Cenes, Universidad Pedagógica y Tecnológica de Colombia, vol. 35(62), pages 209-244, July.
    • Handle: RePEc:col:000152:014946
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    References listed on IDEAS

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    More about this item

    Keywords

    indicador líder; ciclos económicos; filtro de Kalman; componentes principales; economía regional.;
    All these keywords.

    JEL classification:

    • C01 - Mathematical and Quantitative Methods - - General - - - Econometrics
    • C43 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Index Numbers and Aggregation
    • E23 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - Production
    • E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
    • P25 - Political Economy and Comparative Economic Systems - - Socialist and Transition Economies - - - Urban, Rural, and Regional Economics

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