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El "IMACO": un índice mensual de la actividad económica en Colombia

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  • Herman Kamil

    (Banco de la República Colombia)

  • José David Pulido

    (Banco de la República Colombia)

  • José Luis Torres

    (Banco de la República Colombia)

Abstract

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Suggested Citation

  • Herman Kamil & José David Pulido & José Luis Torres, 2010. "El "IMACO": un índice mensual de la actividad económica en Colombia," Monetaria, Centro de Estudios Monetarios Latinoamericanos, CEMLA, vol. 0(4), pages 495-548, octubre-d.
  • Handle: RePEc:cml:moneta:v:xxxiii:y:2010:i:4:p:495-548
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    References listed on IDEAS

    as
    1. Fabio H. Nieto & Luis Fernando Melo, 2001. "About a Coincident Index for the State of the Economy," BORRADORES DE ECONOMIA 001938, BANCO DE LA REPÚBLICA.
    2. Zarnowitz, Victor & Ozyildirim, Ataman, 2006. "Time series decomposition and measurement of business cycles, trends and growth cycles," Journal of Monetary Economics, Elsevier, vol. 53(7), pages 1717-1739, October.
    3. Roberto Tatiwa Ferreira & Herman Bierens & Ivan Castelar, 2005. "Forecasting Quarterly Brazilian GDP Growth Rate With Linear and NonLinear Diffusion Index Models," Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], vol. 6(3), pages 261-292.
    4. Perron, Pierre, 1997. "Further evidence on breaking trend functions in macroeconomic variables," Journal of Econometrics, Elsevier, vol. 80(2), pages 355-385, October.
    5. Michael Pedersen, 2009. "Un indicador líder compuesto para la actividad económica en Chile," Monetaria, Centro de Estudios Monetarios Latinoamericanos, CEMLA, vol. 0(2), pages 181-208, abril-jun.
    6. Forni, Mario, et al, 2001. "Coincident and Leading Indicators for the Euro Area," Economic Journal, Royal Economic Society, vol. 111(471), pages 62-85, May.
    7. Gallardo, Mauricio & Pedersen, Michael, 2007. "Un sistema de indicadores líderes compuestos para la región de América Latina," Estudios Estadísticos 51, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL).
    8. Stock, James H. & Watson, Mark W., 1999. "Forecasting inflation," Journal of Monetary Economics, Elsevier, vol. 44(2), pages 293-335, October.
    9. Zivot, Eric & Andrews, Donald W K, 2002. "Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis," Journal of Business & Economic Statistics, American Statistical Association, vol. 20(1), pages 25-44, January.
    10. Sandra V. Rozo V., 2008. "Nuevo enfoque para la construcción de un único indicador líder de la actividad económica colombiana," Coyuntura Económica, Fedesarrollo, December.
    11. Tobin, James, 1969. "A General Equilibrium Approach to Monetary Theory," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 1(1), pages 15-29, February.
    12. Javier Escobal & Javier Torres, 2002. "Un Sistema de Indicadores Líderes del Nivel de Actividad para la Economía Peruana," Documentos de Investigación dt39, Grupo de Análisis para el Desarrollo (GRADE).
    13. 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.
    14. Gallardo, Mauricio & Pedersen, Michael, 2007. "Indicadores líderes compuestos: resumen de metodologías de referencia para construir un indicador regional en América Latina," Estudios Estadísticos 49, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL).
    15. Peersman, Gert & Smets, Frank, 2001. "The monetary transmission mechanism in the euro area: more evidence from VAR analysis," Working Paper Series 91, European Central Bank.
    16. 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.
    17. Luis Fernando Melo & Fabio H. Nieto & Carlos Esteban Posada & Yanneth Rocío Betancourt, 2001. "Un Índice Coincidente para la Actividad Económica Colombiana," BORRADORES DE ECONOMIA 003678, BANCO DE LA REPÚBLICA.
    18. G. Elliott & C. Granger & A. Timmermann (ed.), 2006. "Handbook of Economic Forecasting," Handbook of Economic Forecasting, Elsevier, edition 1, volume 1, number 1.
    19. Verónica Mies & Felipe Morandé & Matías Tapia, 2002. "Política Monetaria y Mecanismos de Transmisión: Nuevos Elementos para una Vieja Discusión," Working Papers Central Bank of Chile 181, Central Bank of Chile.
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    1. 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," Revista Apuntes del Cenes, Universidad Pedagógica y Tecnológica de Colombia, vol. 35(62), pages 209-244, July.

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