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Metodología para generar Indicadores de Actividad en Infraestructura y Vivienda

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  • Juan Carlos Caro
  • Byron Idrovo

Abstract

This article depicts an alternative methodology for measuring the investment activity in Chile’s infrastructure and housing sectors. The methodology is based on the Stock & Watson index (1989), which defines activity indicators as “an unobservable underlying state”. We use the Kalman Filter as an estimation method. Then, by applying the Chow & Lin methodology (1971), we interpolate the disaggregated investment annual series of the National Accounts System. The result is new quarterly investment data for both sectors which can be used in future research.

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Bibliographic Info

Article provided by Instituto de Economía. Pontificia Universidad Católica de Chile. in its journal Cuadernos de Economía-Latin American Journal of Economics.

Volume (Year): 47 (2010)
Issue (Month): 136 ()
Pages: 273-303

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Handle: RePEc:ioe:cuadec:v:47:y:2010:i:136:p:273-303

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Related research

Keywords: Construcción; filtro de kalman; infraestructura; vivienda;

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  1. Luis Fernando Melo & Fabio Nieto & Mario Ramos V., 2003. "A Leading Index For The Colombian Economic Activity," BORRADORES DE ECONOMIA 001920, BANCO DE LA REPÚBLICA.
  2. James G. MacKinnon & Alfred A. Haug & Leo Michelis, 1996. "Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration," Working Papers 1996_07, York University, Department of Economics.
  3. James H. Stock & Mark W. Watson, 1989. "New Indexes of Coincident and Leading Economic Indicators," NBER Chapters, in: NBER Macroeconomics Annual 1989, Volume 4, pages 351-409 National Bureau of Economic Research, Inc.
  4. Chow, Gregory C & Lin, An-loh, 1971. "Best Linear Unbiased Interpolation, Distribution, and Extrapolation of Time Series by Related Series," The Review of Economics and Statistics, MIT Press, vol. 53(4), pages 372-75, November.
  5. Chang-Jin Kim & Charles R. Nelson, 1999. "State-Space Models with Regime Switching: Classical and Gibbs-Sampling Approaches with Applications," MIT Press Books, The MIT Press, edition 1, volume 1, number 0262112388, December.
  6. James H. Stock & Mark W. Watson, 1988. "A Probability Model of The Coincident Economic Indicators," NBER Working Papers 2772, National Bureau of Economic Research, Inc.
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