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Yet another lagging, coincident and leading index for the Colombian economy

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  • Carlos Alberto CASTRO IRAGORRI

    ()

Abstract

This paper sums up the results of an ongoing research on the construction of indexes for Colombian economic activity and the characteristics of the business cycle. The author uses the statistical framework known as the generalized dynamic factor model (Forni, Lippi, Hallin, Reichlin, 2000) to build a lagging, coincident, and leading quarterly index for Colombian economic activity.

Suggested Citation

  • Carlos Alberto CASTRO IRAGORRI, 2003. "Yet another lagging, coincident and leading index for the Colombian economy," ARCHIVOS DE ECONOMÍA 003785, DEPARTAMENTO NACIONAL DE PLANEACIÓN.
  • Handle: RePEc:col:000118:003785
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    File URL: https://colaboracion.dnp.gov.co/CDT/Estudios%20Econmicos/233.pdf
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    References listed on IDEAS

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    1. Jairo Núñez & Roberto Steiner & Ximena Cadena & Renata Pardo, 2002. "¿Cuáles Colegios Ofrecen Mejor Educación En Colombia?," DOCUMENTOS CEDE 003796, UNIVERSIDAD DE LOS ANDES-CEDE.
    2. Javier A. Birchenall, 2007. "Income distribution and macroeconomics in Colombia," Journal of Income Distribution, Journal of Income Distribution, vol. 16(2), pages 6-24, June.
    3. Ortega, Juan Ricardo & Piraquive, Gabriel Armando & Hernandez, Gustavo Adolfo & Soto, Carolina & Prada, Sergio & Ramirez, Juan Mauricio, 2000. "Incidencia fiscal de los incentivos tributarios
      [Fiscal Incidence of tax incentives]
      ," MPRA Paper 14016, University Library of Munich, Germany.
    4. Luis Fernando Melo V. & Fabio H. Nieto & Carlos Esteban Posada P. & Yanneth Rocío Betancourt G. & Juan David Barón, 2001. "Un Índice Coincidente para la Actividad Económico de Colombia," Revista Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 19(40), pages 46-88, Diciembre.
    5. Thomas F. RUTHERFORD & Miles K. LIGHT & Gustavo Adolfo HERNANDEZ, 2002. "A dynamic general equilibrium model for tax policy analysis in Colombia," ARCHIVOS DE ECONOMÍA 001910, DEPARTAMENTO NACIONAL DE PLANEACIÓN.
    6. Francisco Javier LASSO VALDERRAMA, 2002. "Economías de escala en los hogares y pobreza," ARCHIVOS DE ECONOMÍA 002399, DEPARTAMENTO NACIONAL DE PLANEACIÓN.
    7. Thomas F. Rutherford & Miles K. LIGHT, 2002. "A General Equilibrium Model for Tax Policy Analysis in Colombia: The MEGATAX Model," ARCHIVOS DE ECONOMÍA 011291, DEPARTAMENTO NACIONAL DE PLANEACIÓN.
    8. Castro Carlos Alberto, 2001. "Eficiencia-X en el sector bancario colombiano," REVISTA DESARROLLO Y SOCIEDAD, UNIVERSIDAD DE LOS ANDES-CEDE, September.
    9. Juan Carlos ECHEVERRY GARZON, 2002. "El siglo del modelo de desarrollo," ARCHIVOS DE ECONOMÍA 002552, DEPARTAMENTO NACIONAL DE PLANEACIÓN.
    10. Fernando MESA PARRA, 2001. "Strategic Trade Policy and Exchange Rate Uncertainty," ARCHIVOS DE ECONOMÍA 003527, DEPARTAMENTO NACIONAL DE PLANEACIÓN.
    11. Hernandez, Gustavo Adolfo & Light, Miles & Rutherford, Thomas, 2002. "A dynamic general equilibrium model for tax policy analysis in Colombia," MPRA Paper 28435, University Library of Munich, Germany.
    12. Andrés ESCOBAR ARANGO & Gustavo Adolfo HERNANDEZ & Gabriel PIRAQUIVE & Juan Mauricio RAMIREZ, 2003. "Elementos para el análisis de incidencia tributaria," ARCHIVOS DE ECONOMÍA 002571, DEPARTAMENTO NACIONAL DE PLANEACIÓN.
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    Keywords

    generalized dynamic factor model;

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