Un Indicador Líder del IMACEC
AbstractThis paper proposes a leading indicator for economic activity in Chile as a satellite model for short run forecasting purposes. A methodology to identify series that anticipate economic activity is presented in the first place. Then, some alternative leading indicators are constructed and evaluated. Among these indicators, we select the one that is most successful in terms of signaling business cycles turnovers.
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Bibliographic InfoPaper provided by Central Bank of Chile in its series Working Papers Central Bank of Chile with number 99.
Date of creation: Jun 2001
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