Un Indicador Líder del IMACEC

Felipe Bravo and Helmut Franken

Working Papers Central Bank of Chile from Central Bank of Chile

Abstract: This paper proposes a leading indicator for economic activity in Chile as a satellite model for short run forecasting purposes. A methodology to identify series that anticipate economic activity is presented in the first place. Then, some alternative leading indicators are constructed and evaluated. Among these indicators, we select the one that is most successful in terms of signaling business cycles turnovers.

Date: 2001-06
New Economics Papers: this item is included in nep-pke
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Citations: View citations in EconPapers (2)

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Persistent link: https://EconPapers.repec.org/RePEc:chb:bcchwp:99

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