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Un Índice Coincidente Para La Actividad Económico De Colombia

Author

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  • LUIS FERNANDO MELO V

    ()

  • FABIO NIETO
  • CARLOS ESTEBAN POSADA
  • YANNETH BENTANCOURT

Abstract

Dentro de la teoría de los ciclos económicos, la metodología de indicadores económicos coincidentes y líderes ha jugado un papel importante en la descripción y pronóstico del estado de la actividad económica. Una forma utilizada para la calcular índices compuestos de variables cuales el índice coincidente corresponde a una variable no observable que representa el estado general de la economía y permite identificar aquello que se busca predecir con el índice líder.

Suggested Citation

  • Luis Fernando Melo V & Fabio Nieto & Carlos Esteban Posada & Yanneth Bentancourt, 2001. "Un Índice Coincidente Para La Actividad Económico De Colombia," ENSAYOS SOBRE POLÍTICA ECONÓMICA, BANCO DE LA REPÚBLICA - ESPE, vol. 19(40), pages 46-88, December.
  • Handle: RePEc:col:000107:005356
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    Cited by:

    1. Martha Misas A. & Carlos Esteban Posada P & Diego Mauricio Vásquez E, 2003. "¿Está determinado el nivel de precios por las expectativas de dinero y producto en Colombia?," ENSAYOS SOBRE POLÍTICA ECONÓMICA, BANCO DE LA REPÚBLICA - ESPE, vol. 21(43), pages 8-31, June.
    2. 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.
    3. Pablo Galaso & Sandra Rodriguez, 2014. "A composite leading cycle indicator for Uruguay," Documentos de Trabajo (working papers) 14-09, Instituto de Economía - IECON.
    4. Pavel Vidal Alejandro & Lya Paola Sierra Suárez & Johana Sanabria Dominguez & Jaime Andres Collazos Rodríguez, 2015. "Indicador mensual de actividad económica (IMAE) para el Valle del Cauca," Borradores de Economia 900, Banco de la Republica de Colombia.
    5. Carlos Alberto CASTRO IRAGORRI, 2003. "Yet another lagging, coincident and leading index for the Colombian economy," ARCHIVOS DE ECONOMÍA 003785, DEPARTAMENTO NACIONAL DE PLANEACIÓN.
    6. Martínez, Wilmer & Nieto, Fabio H. & Poncela, Pilar, 2016. "Choosing a dynamic common factor as a coincident index," Statistics & Probability Letters, Elsevier, vol. 109(C), pages 89-98.
    7. repec:col:000152:015779 is not listed on IDEAS
    8. repec:bdr:ensayo:v::y:2003:i:43:p:8-31 is not listed on IDEAS

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