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

Author

Listed:
  • 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 3785, Departamento Nacional de Planeación.
    • Handle: RePEc:col:000118:003785
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    References listed on IDEAS

    as
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    Keywords

    generalized dynamic factor model;

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