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Elaboración y Validación de indicadores de actividad

Author

Listed:
  • José Luis Cendejas Bueno

    (Universidad CEU San Pablo)

  • Sonia de Lucas Santos

    (Universidad Autónoma de Madrid)

  • Mª Jesús Delgado Rodríguez

    (Universidad Rey Juan Carlos)

Abstract

En este trabajo se pretende avanzar en la evaluación estructural de los componentes de los indicadores cíclicos estimados con modelos factoriales dinámicos. A partir de una generalización del test de Andrews (1993) ofrecemos la posibilidad de detectar rupturas en los componentes y darles una posible interpretación. La aplicación a los indicadores sintéticos o compuestos de la economía permitiría una mejor comprensión de la evolución y composición de los mismos, una perspectiva de análisis no realizada hasta el momento en este tipo de trabajos. La propuesta planteada se aplica en concreto al Sistema de Indicadores Cíclicos de la economía española utilizados por el Instituto Nacional de Estadística (INE) para el periodo 1980-2011.

Suggested Citation

  • José Luis Cendejas Bueno & Sonia de Lucas Santos & Mª Jesús Delgado Rodríguez, 2012. "Elaboración y Validación de indicadores de actividad," Working Papers 1204, Department of Applied Economics II, Universidad de Valencia.
    • Handle: RePEc:eec:wpaper:1204
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    File URL: http://repecsrv.uv.es/paper/RePEc/pdf/eec_1204.pdf
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    More about this item

    Keywords

    cambio estructural; indicadores económicos sintéticos; factores cíclicos;
    All these keywords.

    JEL classification:

    • F44 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - International Business Cycles
    • E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
    • O47 - Economic Development, Innovation, Technological Change, and Growth - - Economic Growth and Aggregate Productivity - - - Empirical Studies of Economic Growth; Aggregate Productivity; Cross-Country Output Convergence

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