IDEAS home Printed from
MyIDEAS: Log in (now much improved!) to save this paper

Potencialidad de la modelizacion State-Space y el filtro de Kalman para el analisis regional. Una aplicacion para el indice de actividad industrial

Listed author(s):
  • Miguel Juan Clar Lopez
  • Raul Ramos Lobo
  • Jordi Surinach Caralt

    (Universitat de Barcelona)

The deficit existent in our country in order of the available of quantitative indicators to made a regional industrial activity conjuncture analysis have initiated a discussion in different forums about which is the best methodology for elaborating indicators of this characteristics. In this context, in this paper we summarise and extend the main conclusions obtained in previous studies (Clar, et al., 1997a, 1997b and 1998) about the possibility of extending the indirect methods that nowadays have been used in the Spanish regions to analyse the short term evolution of regional industrial production. This conclusions takes us to propose a different strategy for elaborating indirect quantitative indicators. In particular, (following Israilevich and Kuttner, 1993) a latent variable model for estimating the regional production activity is proposed. This kind of models can be specified in terms of state-space model and estimated by the Kalman filter. To validate the proposed methodology an indicators are estimated following this methodology for three of the four Spanish regions that have an Industrial Production Index (IPI) obtained by direct methods (Andalucia, Asturias and Pais Vasco) and we compare them with the published IPIs. The results obtained shows the good accuracy of the proposed strategy, opening a working line for surpassing the deficit existent nowadays in Spanish regions.

If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.

File URL:
Download Restriction: no

Paper provided by Universitat de Barcelona. Espai de Recerca en Economia in its series Working Papers in Economics with number 39.

in new window

Length: 0 pages
Date of creation: 1998
Handle: RePEc:bar:bedcje:199839
Contact details of provider: Postal:
Espai de Recerca en Economia, Facultat de Ciències Econòmiques. Tinent Coronel Valenzuela, Num 1-11 08034 Barcelona. Spain.

Phone: +34 93 402 43 13cazza
Web page:

More information through EDIRC

No references listed on IDEAS
You can help add them by filling out this form.

This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.

When requesting a correction, please mention this item's handle: RePEc:bar:bedcje:199839. See general information about how to correct material in RePEc.

For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Espai de Recerca en Economia)

If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

If references are entirely missing, you can add them using this form.

If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.

If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.

Please note that corrections may take a couple of weeks to filter through the various RePEc services.

This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.