Metodología para generar Indicadores de Actividad en Infraestructura y Vivienda

Juan Carlos Caro and Byron Idrovo

Latin American Journal of Economics-formerly Cuadernos de Economía, 2010, vol. 47, issue 136, 273-303

Abstract: This article depicts an alternative methodology for measuring the investment activity in Chile’s infrastructure and housing sectors. The methodology is based on the Stock & Watson index (1989), which defines activity indicators as “an unobservable underlying state”. We use the Kalman Filter as an estimation method. Then, by applying the Chow & Lin methodology (1971), we interpolate the disaggregated investment annual series of the National Accounts System. The result is new quarterly investment data for both sectors which can be used in future research.

Keywords: Construcción; filtro de kalman; infraestructura; vivienda (search for similar items in EconPapers)
JEL-codes: C32 C51 (search for similar items in EconPapers)
Date: 2010
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