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Un Índice Coincidente para la Actividad Económica Colombiana

  • Luis Fernando Melo

    ()

  • Fabio H. Nieto
  • Carlos Esteban Posada

    ()

  • Yanneth Rocío Betancourt

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 calcular índices compuestos de variables indicadoras es el uso de modelos de probabilidad explícitos, en los 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. En este documento se calcula un índice coincidente para la actividad económica de Colombia utilizando nuevas técnicas econométricas y corresponde a la primera parte de un proyecto de indicadores para la economía colombiana en el cual se pretende estimar un índice líder.

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Paper provided by BANCO DE LA REPÚBLICA in its series BORRADORES DE ECONOMIA with number 003678.

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Length: 66
Date of creation: 31 Jan 2001
Date of revision:
Handle: RePEc:col:000094:003678
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  1. 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.
  2. Thomas J. Sargent & Christopher A. Sims, 1977. "Business cycle modeling without pretending to have too much a priori economic theory," Working Papers 55, Federal Reserve Bank of Minneapolis.
  3. Filippo Altissimo & Domenico J. Marchetti & Gian Paolo Oneto, 2000. "The Italian Business Cycle: Coincident and Leading Indicators and Some Stylized Facts," Giornale degli Economisti, GDE (Giornale degli Economisti e Annali di Economia), Bocconi University, vol. 59(2), pages 147-220, September.
  4. Andreou, Elena & Osborn, Denise R & Sensier, Marianne, 2000. "A Comparison of the Statistical Properties of Financial Variables in the USA, UK and Germany over the Business Cycle," Manchester School, University of Manchester, vol. 68(4), pages 396-418, Special I.
  5. Singleton, Kenneth J, 1980. "A Latent Time Series Model of the Cyclical Behavior of Interest Rates," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 21(3), pages 559-75, October.
  6. Filippo Altissimo & Domenico J. Marchetti & Gian Paolo Oneto, 2000. "The Italian Business Cycle; Coincident and Leading Indicators and Some Stylized Facts," Temi di discussione (Economic working papers) 377, Bank of Italy, Economic Research and International Relations Area.
  7. María Ripoll & Martha Misas & Enrique López, . "Una Descripción del Ciclo Industrial en Colombia," Borradores de Economia 033, Banco de la Republica de Colombia.
  8. 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.
  9. Zarnowitz, Victor, 1992. "Business Cycles," National Bureau of Economic Research Books, University of Chicago Press, number 9780226978901.
  10. Altissimo, F. & Marchetti, D.J. & Oneto, G.P., 2000. "The Italian Business Cycle: Coincident and Leading Indicators and Some Stylized Facts," Papers 377, Banca Italia - Servizio di Studi.
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