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

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.

MoreLess

Year of publication:	2003-09-09
Authors:	IRAGORRI, Carlos Alberto CASTRO
Institutions:	DEPARTAMENTO NACIONAL DE PLANEACIÓN
Subject:	generalized dynamic factor model

freely available

Full text |

More access options

Check Google Scholar

In German libraries (KVK)

I need help

More details

Series:	ARCHIVOS DE ECONOMÍA.
Type of publication:	Book / Working Paper
Notes:	2 pages long
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005768294