Identifiability of a Coincident Index Model for the Colombian Economy

Fabio H. Nieto (fnieto@matematicas.unal.edu.co)

Borradores de Economia from Banco de la Republica de Colombia

Abstract: In this theoretical report, the identifiability property of a coincident index model is studied. As a result, characterization of the identifiability conditions solves a model specification problem, which was detected in the design of an earlier index for the Colombian economy.

Keywords: Coincident economic index; model identifiability; state space model. (search for similar items in EconPapers)
Date: 2003-05
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Citations: View citations in EconPapers (4)

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Persistent link: https://EconPapers.repec.org/RePEc:bdr:borrec:242

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